A Modified LS+AR Model to Improve the Accuracy of the Short-term Polar Motion Prediction

NASA Astrophysics Data System (ADS)

Wang, Z. W.; Wang, Q. X.; Ding, Y. Q.; Zhang, J. J.; Liu, S. S.

2017-03-01

There are two problems of the LS (Least Squares)+AR (AutoRegressive) model in polar motion forecast: the inner residual value of LS fitting is reasonable, but the residual value of LS extrapolation is poor; and the LS fitting residual sequence is non-linear. It is unsuitable to establish an AR model for the residual sequence to be forecasted, based on the residual sequence before forecast epoch. In this paper, we make solution to those two problems with two steps. First, restrictions are added to the two endpoints of LS fitting data to fix them on the LS fitting curve. Therefore, the fitting values next to the two endpoints are very close to the observation values. Secondly, we select the interpolation residual sequence of an inward LS fitting curve, which has a similar variation trend as the LS extrapolation residual sequence, as the modeling object of AR for the residual forecast. Calculation examples show that this solution can effectively improve the short-term polar motion prediction accuracy by the LS+AR model. In addition, the comparison results of the forecast models of RLS (Robustified Least Squares)+AR, RLS+ARIMA (AutoRegressive Integrated Moving Average), and LS+ANN (Artificial Neural Network) confirm the feasibility and effectiveness of the solution for the polar motion forecast. The results, especially for the polar motion forecast in the 1-10 days, show that the forecast accuracy of the proposed model can reach the world level.

Autoregressive modeling for the spectral analysis of oceanographic data

NASA Technical Reports Server (NTRS)

Gangopadhyay, Avijit; Cornillon, Peter; Jackson, Leland B.

1989-01-01

Over the last decade there has been a dramatic increase in the number and volume of data sets useful for oceanographic studies. Many of these data sets consist of long temporal or spatial series derived from satellites and large-scale oceanographic experiments. These data sets are, however, often 'gappy' in space, irregular in time, and always of finite length. The conventional Fourier transform (FT) approach to the spectral analysis is thus often inapplicable, or where applicable, it provides questionable results. Here, through comparative analysis with the FT for different oceanographic data sets, the possibilities offered by autoregressive (AR) modeling to perform spectral analysis of gappy, finite-length series, are discussed. The applications demonstrate that as the length of the time series becomes shorter, the resolving power of the AR approach as compared with that of the FT improves. For the longest data sets examined here, 98 points, the AR method performed only slightly better than the FT, but for the very short ones, 17 points, the AR method showed a dramatic improvement over the FT. The application of the AR method to a gappy time series, although a secondary concern of this manuscript, further underlines the value of this approach.

Analysis Monthly Import of Palm Oil Products Using Box-Jenkins Model

NASA Astrophysics Data System (ADS)

Ahmad, Nurul F. Y.; Khalid, Kamil; Saifullah Rusiman, Mohd; Ghazali Kamardan, M.; Roslan, Rozaini; Che-Him, Norziha

2018-04-01

The palm oil industry has been an important component of the national economy especially the agriculture sector. The aim of this study is to identify the pattern of import of palm oil products, to model the time series using Box-Jenkins model and to forecast the monthly import of palm oil products. The method approach is included in the statistical test for verifying the equivalence model and statistical measurement of three models, namely Autoregressive (AR) model, Moving Average (MA) model and Autoregressive Moving Average (ARMA) model. The model identification of all product import palm oil is different in which the AR(1) was found to be the best model for product import palm oil while MA(3) was found to be the best model for products import palm kernel oil. For the palm kernel, MA(4) was found to be the best model. The results forecast for the next four months for products import palm oil, palm kernel oil and palm kernel showed the most significant decrease compared to the actual data.

Identification of AR(I)MA processes for modelling temporal correlations of GPS observations

NASA Astrophysics Data System (ADS)

Luo, X.; Mayer, M.; Heck, B.

2009-04-01

In many geodetic applications observations of the Global Positioning System (GPS) are routinely processed by means of the least-squares method. However, this algorithm delivers reliable estimates of unknown parameters und realistic accuracy measures only if both the functional and stochastic models are appropriately defined within GPS data processing. One deficiency of the stochastic model used in many GPS software products consists in neglecting temporal correlations of GPS observations. In practice the knowledge of the temporal stochastic behaviour of GPS observations can be improved by analysing time series of residuals resulting from the least-squares evaluation. This paper presents an approach based on the theory of autoregressive (integrated) moving average (AR(I)MA) processes to model temporal correlations of GPS observations using time series of observation residuals. A practicable integration of AR(I)MA models in GPS data processing requires the determination of the order parameters of AR(I)MA processes at first. In case of GPS, the identification of AR(I)MA processes could be affected by various factors impacting GPS positioning results, e.g. baseline length, multipath effects, observation weighting, or weather variations. The influences of these factors on AR(I)MA identification are empirically analysed based on a large amount of representative residual time series resulting from differential GPS post-processing using 1-Hz observation data collected within the permanent SAPOS® (Satellite Positioning Service of the German State Survey) network. Both short and long time series are modelled by means of AR(I)MA processes. The final order parameters are determined based on the whole residual database; the corresponding empirical distribution functions illustrate that multipath and weather variations seem to affect the identification of AR(I)MA processes much more significantly than baseline length and observation weighting. Additionally, the modelling results of temporal correlations using high-order AR(I)MA processes are compared with those by means of first order autoregressive (AR(1)) processes and empirically estimated autocorrelation functions.

Mixture of autoregressive modeling orders and its implication on single trial EEG classification

PubMed Central

Atyabi, Adham; Shic, Frederick; Naples, Adam

2016-01-01

Autoregressive (AR) models are of commonly utilized feature types in Electroencephalogram (EEG) studies due to offering better resolution, smoother spectra and being applicable to short segments of data. Identifying correct AR’s modeling order is an open challenge. Lower model orders poorly represent the signal while higher orders increase noise. Conventional methods for estimating modeling order includes Akaike Information Criterion (AIC), Bayesian Information Criterion (BIC) and Final Prediction Error (FPE). This article assesses the hypothesis that appropriate mixture of multiple AR orders is likely to better represent the true signal compared to any single order. Better spectral representation of underlying EEG patterns can increase utility of AR features in Brain Computer Interface (BCI) systems by increasing timely & correctly responsiveness of such systems to operator’s thoughts. Two mechanisms of Evolutionary-based fusion and Ensemble-based mixture are utilized for identifying such appropriate mixture of modeling orders. The classification performance of the resultant AR-mixtures are assessed against several conventional methods utilized by the community including 1) A well-known set of commonly used orders suggested by the literature, 2) conventional order estimation approaches (e.g., AIC, BIC and FPE), 3) blind mixture of AR features originated from a range of well-known orders. Five datasets from BCI competition III that contain 2, 3 and 4 motor imagery tasks are considered for the assessment. The results indicate superiority of Ensemble-based modeling order mixture and evolutionary-based order fusion methods within all datasets. PMID:28740331

Nonrandom variability in respiratory cycle parameters of humans during stage 2 sleep.

PubMed

Modarreszadeh, M; Bruce, E N; Gothe, B

1990-08-01

We analyzed breath-to-breath inspiratory time (TI), expiratory time (TE), inspiratory volume (VI), and minute ventilation (Vm) from 11 normal subjects during stage 2 sleep. The analysis consisted of 1) fitting first- and second-order autoregressive models (AR1 and AR2) and 2) obtaining the power spectra of the data by fast-Fourier transform. For the AR2 model, the only coefficients that were statistically different from zero were the average alpha 1 (a1) for TI, VI, and Vm (a1 = 0.19, 0.29, and 0.15, respectively). However, the power spectra of all parameters often exhibited peaks at low frequency (less than 0.2 cycles/breath) and/or at high frequency (greater than 0.2 cycles/breath), indicative of periodic oscillations. After accounting for the corrupting effects of added oscillations on the a1 estimates, we conclude that 1) breath-to-breath fluctuations of VI, and to a lesser extent TI and Vm, exhibit a first-order autoregressive structure such that fluctuations of each breath are positively correlated with those of immediately preceding breaths and 2) the correlated components of variability in TE are mostly due to discrete high- and/or low-frequency oscillations with no underlying autoregressive structure. We propose that the autoregressive structure of VI, TI, and Vm during spontaneous breathing in stage 2 sleep may reflect either a central neural mechanism or the effects of noise in respiratory chemical feedback loops; the presence of low-frequency oscillations, seen more often in Vm, suggests possible instability in the chemical feedback loops. Mechanisms of high-frequency periodicities, seen more often in TE, are unknown.

Kepler AutoRegressive Planet Search

NASA Astrophysics Data System (ADS)

Caceres, Gabriel Antonio; Feigelson, Eric

2016-01-01

The Kepler AutoRegressive Planet Search (KARPS) project uses statistical methodology associated with autoregressive (AR) processes to model Kepler lightcurves in order to improve exoplanet transit detection in systems with high stellar variability. We also introduce a planet-search algorithm to detect transits in time-series residuals after application of the AR models. One of the main obstacles in detecting faint planetary transits is the intrinsic stellar variability of the host star. The variability displayed by many stars may have autoregressive properties, wherein later flux values are correlated with previous ones in some manner. Our analysis procedure consisting of three steps: pre-processing of the data to remove discontinuities, gaps and outliers; AR-type model selection and fitting; and transit signal search of the residuals using a new Transit Comb Filter (TCF) that replaces traditional box-finding algorithms. The analysis procedures of the project are applied to a portion of the publicly available Kepler light curve data for the full 4-year mission duration. Tests of the methods have been made on a subset of Kepler Objects of Interest (KOI) systems, classified both as planetary `candidates' and `false positives' by the Kepler Team, as well as a random sample of unclassified systems. We find that the ARMA-type modeling successfully reduces the stellar variability, by a factor of 10 or more in active stars and by smaller factors in more quiescent stars. A typical quiescent Kepler star has an interquartile range (IQR) of ~10 e-/sec, which may improve slightly after modeling, while those with IQR ranging from 20 to 50 e-/sec, have improvements from 20% up to 70%. High activity stars (IQR exceeding 100) markedly improve. A periodogram based on the TCF is constructed to concentrate the signal of these periodic spikes. When a periodic transit is found, the model is displayed on a standard period-folded averaged light curve. Our findings to date on real-data tests of the KARPS methodology will be discussed including confirmation of some Kepler Team `candidate' planets. We also present cases of new possible planetary signals.

Brillouin Scattering Spectrum Analysis Based on Auto-Regressive Spectral Estimation

NASA Astrophysics Data System (ADS)

Huang, Mengyun; Li, Wei; Liu, Zhangyun; Cheng, Linghao; Guan, Bai-Ou

2018-06-01

Auto-regressive (AR) spectral estimation technology is proposed to analyze the Brillouin scattering spectrum in Brillouin optical time-domain refelectometry. It shows that AR based method can reliably estimate the Brillouin frequency shift with an accuracy much better than fast Fourier transform (FFT) based methods provided the data length is not too short. It enables about 3 times improvement over FFT at a moderate spatial resolution.

Detecting P and S-wave of Mt. Rinjani seismic based on a locally stationary autoregressive (LSAR) model

NASA Astrophysics Data System (ADS)

Nurhaida, Subanar, Abdurakhman, Abadi, Agus Maman

2017-08-01

Seismic data is usually modelled using autoregressive processes. The aim of this paper is to find the arrival times of the seismic waves of Mt. Rinjani in Indonesia. Kitagawa algorithm's is used to detect the seismic P and S-wave. Householder transformation used in the algorithm made it effectively finding the number of change points and parameters of the autoregressive models. The results show that the use of Box-Cox transformation on the variable selection level makes the algorithm works well in detecting the change points. Furthermore, when the basic span of the subinterval is set 200 seconds and the maximum AR order is 20, there are 8 change points which occur at 1601, 2001, 7401, 7601,7801, 8001, 8201 and 9601. Finally, The P and S-wave arrival times are detected at time 1671 and 2045 respectively using a precise detection algorithm.

QAARM: quasi-anharmonic autoregressive model reveals molecular recognition pathways in ubiquitin

PubMed Central

Savol, Andrej J.; Burger, Virginia M.; Agarwal, Pratul K.; Ramanathan, Arvind; Chennubhotla, Chakra S.

2011-01-01

Motivation: Molecular dynamics (MD) simulations have dramatically improved the atomistic understanding of protein motions, energetics and function. These growing datasets have necessitated a corresponding emphasis on trajectory analysis methods for characterizing simulation data, particularly since functional protein motions and transitions are often rare and/or intricate events. Observing that such events give rise to long-tailed spatial distributions, we recently developed a higher-order statistics based dimensionality reduction method, called quasi-anharmonic analysis (QAA), for identifying biophysically-relevant reaction coordinates and substates within MD simulations. Further characterization of conformation space should consider the temporal dynamics specific to each identified substate. Results: Our model uses hierarchical clustering to learn energetically coherent substates and dynamic modes of motion from a 0.5 μs ubiqutin simulation. Autoregressive (AR) modeling within and between states enables a compact and generative description of the conformational landscape as it relates to functional transitions between binding poses. Lacking a predictive component, QAA is extended here within a general AR model appreciative of the trajectory's temporal dependencies and the specific, local dynamics accessible to a protein within identified energy wells. These metastable states and their transition rates are extracted within a QAA-derived subspace using hierarchical Markov clustering to provide parameter sets for the second-order AR model. We show the learned model can be extrapolated to synthesize trajectories of arbitrary length. Contact: ramanathana@ornl.gov; chakracs@pitt.edu PMID:21685101

Granger causality for state-space models

NASA Astrophysics Data System (ADS)

Barnett, Lionel; Seth, Anil K.

2015-04-01

Granger causality has long been a prominent method for inferring causal interactions between stochastic variables for a broad range of complex physical systems. However, it has been recognized that a moving average (MA) component in the data presents a serious confound to Granger causal analysis, as routinely performed via autoregressive (AR) modeling. We solve this problem by demonstrating that Granger causality may be calculated simply and efficiently from the parameters of a state-space (SS) model. Since SS models are equivalent to autoregressive moving average models, Granger causality estimated in this fashion is not degraded by the presence of a MA component. This is of particular significance when the data has been filtered, downsampled, observed with noise, or is a subprocess of a higher dimensional process, since all of these operations—commonplace in application domains as diverse as climate science, econometrics, and the neurosciences—induce a MA component. We show how Granger causality, conditional and unconditional, in both time and frequency domains, may be calculated directly from SS model parameters via solution of a discrete algebraic Riccati equation. Numerical simulations demonstrate that Granger causality estimators thus derived have greater statistical power and smaller bias than AR estimators. We also discuss how the SS approach facilitates relaxation of the assumptions of linearity, stationarity, and homoscedasticity underlying current AR methods, thus opening up potentially significant new areas of research in Granger causal analysis.

Fuzzy neural network technique for system state forecasting.

PubMed

Li, Dezhi; Wang, Wilson; Ismail, Fathy

2013-10-01

In many system state forecasting applications, the prediction is performed based on multiple datasets, each corresponding to a distinct system condition. The traditional methods dealing with multiple datasets (e.g., vector autoregressive moving average models and neural networks) have some shortcomings, such as limited modeling capability and opaque reasoning operations. To tackle these problems, a novel fuzzy neural network (FNN) is proposed in this paper to effectively extract information from multiple datasets, so as to improve forecasting accuracy. The proposed predictor consists of both autoregressive (AR) nodes modeling and nonlinear nodes modeling; AR models/nodes are used to capture the linear correlation of the datasets, and the nonlinear correlation of the datasets are modeled with nonlinear neuron nodes. A novel particle swarm technique [i.e., Laplace particle swarm (LPS) method] is proposed to facilitate parameters estimation of the predictor and improve modeling accuracy. The effectiveness of the developed FNN predictor and the associated LPS method is verified by a series of tests related to Mackey-Glass data forecast, exchange rate data prediction, and gear system prognosis. Test results show that the developed FNN predictor and the LPS method can capture the dynamics of multiple datasets effectively and track system characteristics accurately.

Prediction of Muscle Performance During Dynamic Repetitive Exercise

NASA Technical Reports Server (NTRS)

Byerly, D. L.; Byerly, K. A.; Sognier, M. A.; Squires, W. G.

2002-01-01

A method for predicting human muscle performance was developed. Eight test subjects performed a repetitive dynamic exercise to failure using a Lordex spinal machine. Electromyography (EMG) data was collected from the erector spinae. Evaluation of the EMG data using a 5th order Autoregressive (AR) model and statistical regression analysis revealed that an AR parameter, the mean average magnitude of AR poles, can predict performance to failure as early as the second repetition of the exercise. Potential applications to the space program include evaluating on-orbit countermeasure effectiveness, maximizing post-flight recovery, and future real-time monitoring capability during Extravehicular Activity.

New Approach To Hour-By-Hour Weather Forecast

NASA Astrophysics Data System (ADS)

Liao, Q. Q.; Wang, B.

2017-12-01

Fine hourly forecast in single station weather forecast is required in many human production and life application situations. Most previous MOS (Model Output Statistics) which used a linear regression model are hard to solve nonlinear natures of the weather prediction and forecast accuracy has not been sufficient at high temporal resolution. This study is to predict the future meteorological elements including temperature, precipitation, relative humidity and wind speed in a local region over a relatively short period of time at hourly level. By means of hour-to-hour NWP (Numeral Weather Prediction)meteorological field from Forcastio (https://darksky.net/dev/docs/forecast) and real-time instrumental observation including 29 stations in Yunnan and 3 stations in Tianjin of China from June to October 2016, predictions are made of the 24-hour hour-by-hour ahead. This study presents an ensemble approach to combine the information of instrumental observation itself and NWP. Use autoregressive-moving-average (ARMA) model to predict future values of the observation time series. Put newest NWP products into the equations derived from the multiple linear regression MOS technique. Handle residual series of MOS outputs with autoregressive (AR) model for the linear property presented in time series. Due to the complexity of non-linear property of atmospheric flow, support vector machine (SVM) is also introduced . Therefore basic data quality control and cross validation makes it able to optimize the model function parameters , and do 24 hours ahead residual reduction with AR/SVM model. Results show that AR model technique is better than corresponding multi-variant MOS regression method especially at the early 4 hours when the predictor is temperature. MOS-AR combined model which is comparable to MOS-SVM model outperform than MOS. Both of their root mean square error and correlation coefficients for 2 m temperature are reduced to 1.6 degree Celsius and 0.91 respectively. The forecast accuracy of 24- hour forecast deviation no more than 2 degree Celsius is 78.75 % for MOS-AR model and 81.23 % for AR model.

Three-dimensional dominant frequency mapping using autoregressive spectral analysis of atrial electrograms of patients in persistent atrial fibrillation.

PubMed

Salinet, João L; Masca, Nicholas; Stafford, Peter J; Ng, G André; Schlindwein, Fernando S

2016-03-08

Areas with high frequency activity within the atrium are thought to be 'drivers' of the rhythm in patients with atrial fibrillation (AF) and ablation of these areas seems to be an effective therapy in eliminating DF gradient and restoring sinus rhythm. Clinical groups have applied the traditional FFT-based approach to generate the three-dimensional dominant frequency (3D DF) maps during electrophysiology (EP) procedures but literature is restricted on using alternative spectral estimation techniques that can have a better frequency resolution that FFT-based spectral estimation. Autoregressive (AR) model-based spectral estimation techniques, with emphasis on selection of appropriate sampling rate and AR model order, were implemented to generate high-density 3D DF maps of atrial electrograms (AEGs) in persistent atrial fibrillation (persAF). For each patient, 2048 simultaneous AEGs were recorded for 20.478 s-long segments in the left atrium (LA) and exported for analysis, together with their anatomical locations. After the DFs were identified using AR-based spectral estimation, they were colour coded to produce sequential 3D DF maps. These maps were systematically compared with maps found using the Fourier-based approach. 3D DF maps can be obtained using AR-based spectral estimation after AEGs downsampling (DS) and the resulting maps are very similar to those obtained using FFT-based spectral estimation (mean 90.23 %). There were no significant differences between AR techniques (p = 0.62). The processing time for AR-based approach was considerably shorter (from 5.44 to 5.05 s) when lower sampling frequencies and model order values were used. Higher levels of DS presented higher rates of DF agreement (sampling frequency of 37.5 Hz). We have demonstrated the feasibility of using AR spectral estimation methods for producing 3D DF maps and characterised their differences to the maps produced using the FFT technique, offering an alternative approach for 3D DF computation in human persAF studies.

Researches on High Accuracy Prediction Methods of Earth Orientation Parameters

NASA Astrophysics Data System (ADS)

Xu, X. Q.

2015-09-01

The Earth rotation reflects the coupling process among the solid Earth, atmosphere, oceans, mantle, and core of the Earth on multiple spatial and temporal scales. The Earth rotation can be described by the Earth's orientation parameters, which are abbreviated as EOP (mainly including two polar motion components PM_X and PM_Y, and variation in the length of day ΔLOD). The EOP is crucial in the transformation between the terrestrial and celestial reference systems, and has important applications in many areas such as the deep space exploration, satellite precise orbit determination, and astrogeodynamics. However, the EOP products obtained by the space geodetic technologies generally delay by several days to two weeks. The growing demands for modern space navigation make high-accuracy EOP prediction be a worthy topic. This thesis is composed of the following three aspects, for the purpose of improving the EOP forecast accuracy. (1) We analyze the relation between the length of the basic data series and the EOP forecast accuracy, and compare the EOP prediction accuracy for the linear autoregressive (AR) model and the nonlinear artificial neural network (ANN) method by performing the least squares (LS) extrapolations. The results show that the high precision forecast of EOP can be realized by appropriate selection of the basic data series length according to the required time span of EOP prediction: for short-term prediction, the basic data series should be shorter, while for the long-term prediction, the series should be longer. The analysis also showed that the LS+AR model is more suitable for the short-term forecasts, while the LS+ANN model shows the advantages in the medium- and long-term forecasts. (2) We develop for the first time a new method which combines the autoregressive model and Kalman filter (AR+Kalman) in short-term EOP prediction. The equations of observation and state are established using the EOP series and the autoregressive coefficients respectively, which are used to improve/re-evaluate the AR model. Comparing to the single AR model, the AR+Kalman method performs better in the prediction of UT1-UTC and ΔLOD, and the improvement in the prediction of the polar motion is significant. (3) Following the successful Earth Orientation Parameter Prediction Comparison Campaign (EOP PCC), the Earth Orientation Parameter Combination of Prediction Pilot Project (EOPC PPP) was sponsored in 2010. As one of the participants from China, we update and submit the short- and medium-term (1 to 90 days) EOP predictions every day. From the current comparative statistics, our prediction accuracy is on the medium international level. We will carry out more innovative researches to improve the EOP forecast accuracy and enhance our level in EOP forecast.

Modeling Polio Data Using the First Order Non-Negative Integer-Valued Autoregressive, INAR(1), Model

NASA Astrophysics Data System (ADS)

Vazifedan, Turaj; Shitan, Mahendran

Time series data may consists of counts, such as the number of road accidents, the number of patients in a certain hospital, the number of customers waiting for service at a certain time and etc. When the value of the observations are large it is usual to use Gaussian Autoregressive Moving Average (ARMA) process to model the time series. However if the observed counts are small, it is not appropriate to use ARMA process to model the observed phenomenon. In such cases we need to model the time series data by using Non-Negative Integer valued Autoregressive (INAR) process. The modeling of counts data is based on the binomial thinning operator. In this paper we illustrate the modeling of counts data using the monthly number of Poliomyelitis data in United States between January 1970 until December 1983. We applied the AR(1), Poisson regression model and INAR(1) model and the suitability of these models were assessed by using the Index of Agreement(I.A.). We found that INAR(1) model is more appropriate in the sense it had a better I.A. and it is natural since the data are counts.

Load forecasting via suboptimal seasonal autoregressive models and iteratively reweighted least squares estimation

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

Mbamalu, G.A.N.; El-Hawary, M.E.

The authors propose suboptimal least squares or IRWLS procedures for estimating the parameters of a seasonal multiplicative AR model encountered during power system load forecasting. The proposed method involves using an interactive computer environment to estimate the parameters of a seasonal multiplicative AR process. The method comprises five major computational steps. The first determines the order of the seasonal multiplicative AR process, and the second uses the least squares or the IRWLS to estimate the optimal nonseasonal AR model parameters. In the third step one obtains the intermediate series by back forecast, which is followed by using the least squaresmore » or the IRWLS to estimate the optimal season AR parameters. The final step uses the estimated parameters to forecast future load. The method is applied to predict the Nova Scotia Power Corporation's 168 lead time hourly load. The results obtained are documented and compared with results based on the Box and Jenkins method.« less

The log-periodic-AR(1)-GARCH(1,1) model for financial crashes

NASA Astrophysics Data System (ADS)

Gazola, L.; Fernandes, C.; Pizzinga, A.; Riera, R.

2008-02-01

This paper intends to meet recent claims for the attainment of more rigorous statistical methodology within the econophysics literature. To this end, we consider an econometric approach to investigate the outcomes of the log-periodic model of price movements, which has been largely used to forecast financial crashes. In order to accomplish reliable statistical inference for unknown parameters, we incorporate an autoregressive dynamic and a conditional heteroskedasticity structure in the error term of the original model, yielding the log-periodic-AR(1)-GARCH(1,1) model. Both the original and the extended models are fitted to financial indices of U. S. market, namely S&P500 and NASDAQ. Our analysis reveal two main points: (i) the log-periodic-AR(1)-GARCH(1,1) model has residuals with better statistical properties and (ii) the estimation of the parameter concerning the time of the financial crash has been improved.

Damage classification and estimation in experimental structures using time series analysis and pattern recognition

NASA Astrophysics Data System (ADS)

de Lautour, Oliver R.; Omenzetter, Piotr

2010-07-01

Developed for studying long sequences of regularly sampled data, time series analysis methods are being increasingly investigated for the use of Structural Health Monitoring (SHM). In this research, Autoregressive (AR) models were used to fit the acceleration time histories obtained from two experimental structures: a 3-storey bookshelf structure and the ASCE Phase II Experimental SHM Benchmark Structure, in undamaged and limited number of damaged states. The coefficients of the AR models were considered to be damage-sensitive features and used as input into an Artificial Neural Network (ANN). The ANN was trained to classify damage cases or estimate remaining structural stiffness. The results showed that the combination of AR models and ANNs are efficient tools for damage classification and estimation, and perform well using small number of damage-sensitive features and limited sensors.

Detection of tripping gait patterns in the elderly using autoregressive features and support vector machines.

PubMed

Lai, Daniel T H; Begg, Rezaul K; Taylor, Simon; Palaniswami, Marimuthu

2008-01-01

Elderly tripping falls cost billions annually in medical funds and result in high mortality rates often perpetrated by pulmonary embolism (internal bleeding) and infected fractures that do not heal well. In this paper, we propose an intelligent gait detection system (AR-SVM) for screening elderly individuals at risk of suffering tripping falls. The motivation of this system is to provide early detection of elderly gait reminiscent of tripping characteristics so that preventive measures could be administered. Our system is composed of two stages, a predictor model estimated by an autoregressive (AR) process and a support vector machine (SVM) classifier. The system input is a digital signal constructed from consecutive measurements of minimum toe clearance (MTC) representative of steady-state walking. The AR-SVM system was tested on 23 individuals (13 healthy and 10 having suffered at least one tripping fall in the past year) who each completed a minimum of 10 min of walking on a treadmill at a self-selected pace. In the first stage, a fourth order AR model required at least 64 MTC values to correctly detect all fallers and non-fallers. Detection was further improved to less than 1 min of walking when the model coefficients were used as input features to the SVM classifier. The system achieved a detection accuracy of 95.65% with the leave one out method using only 16 MTC samples, but was reduced to 69.57% when eight MTC samples were used. These results demonstrate a fast and efficient system requiring a small number of strides and only MTC measurements for accurate detection of tripping gait characteristics.

Simulation-based power calculation for designing interrupted time series analyses of health policy interventions.

PubMed

Zhang, Fang; Wagner, Anita K; Ross-Degnan, Dennis

2011-11-01

Interrupted time series is a strong quasi-experimental research design to evaluate the impacts of health policy interventions. Using simulation methods, we estimated the power requirements for interrupted time series studies under various scenarios. Simulations were conducted to estimate the power of segmented autoregressive (AR) error models when autocorrelation ranged from -0.9 to 0.9 and effect size was 0.5, 1.0, and 2.0, investigating balanced and unbalanced numbers of time periods before and after an intervention. Simple scenarios of autoregressive conditional heteroskedasticity (ARCH) models were also explored. For AR models, power increased when sample size or effect size increased, and tended to decrease when autocorrelation increased. Compared with a balanced number of study periods before and after an intervention, designs with unbalanced numbers of periods had less power, although that was not the case for ARCH models. The power to detect effect size 1.0 appeared to be reasonable for many practical applications with a moderate or large number of time points in the study equally divided around the intervention. Investigators should be cautious when the expected effect size is small or the number of time points is small. We recommend conducting various simulations before investigation. Copyright © 2011 Elsevier Inc. All rights reserved.

Getting It Right Matters: Climate Spectra and Their Estimation

NASA Astrophysics Data System (ADS)

Privalsky, Victor; Yushkov, Vladislav

2018-06-01

In many recent publications, climate spectra estimated with different methods from observed, GCM-simulated, and reconstructed time series contain many peaks at time scales from a few years to many decades and even centuries. However, respective spectral estimates obtained with the autoregressive (AR) and multitapering (MTM) methods showed that spectra of climate time series are smooth and contain no evidence of periodic or quasi-periodic behavior. Four order selection criteria for the autoregressive models were studied and proven sufficiently reliable for 25 time series of climate observations at individual locations or spatially averaged at local-to-global scales. As time series of climate observations are short, an alternative reliable nonparametric approach is Thomson's MTM. These results agree with both the earlier climate spectral analyses and the Markovian stochastic model of climate.

Vibration based condition monitoring of a multistage epicyclic gearbox in lifting cranes

NASA Astrophysics Data System (ADS)

Assaad, Bassel; Eltabach, Mario; Antoni, Jérôme

2014-01-01

This paper proposes a model-based technique for detecting wear in a multistage planetary gearbox used by lifting cranes. The proposed method establishes a vibration signal model which deals with cyclostationary and autoregressive models. First-order cyclostationarity is addressed by the analysis of the time synchronous average (TSA) of the angular resampled vibration signal. Then an autoregressive model (AR) is applied to the TSA part in order to extract a residual signal containing pertinent fault signatures. The paper also explores a number of methods commonly used in vibration monitoring of planetary gearboxes, in order to make comparisons. In the experimental part of this study, these techniques are applied to accelerated lifetime test bench data for the lifting winch. After processing raw signals recorded with an accelerometer mounted on the outside of the gearbox, a number of condition indicators (CIs) are derived from the TSA signal, the residual autoregressive signal and other signals derived using standard signal processing methods. The goal is to check the evolution of the CIs during the accelerated lifetime test (ALT). Clarity and fluctuation level of the historical trends are finally considered as a criteria for comparing between the extracted CIs.

Estimation of confidence limits for descriptive indexes derived from autoregressive analysis of time series: Methods and application to heart rate variability.

PubMed

Beda, Alessandro; Simpson, David M; Faes, Luca

2017-01-01

The growing interest in personalized medicine requires making inferences from descriptive indexes estimated from individual recordings of physiological signals, with statistical analyses focused on individual differences between/within subjects, rather than comparing supposedly homogeneous cohorts. To this end, methods to compute confidence limits of individual estimates of descriptive indexes are needed. This study introduces numerical methods to compute such confidence limits and perform statistical comparisons between indexes derived from autoregressive (AR) modeling of individual time series. Analytical approaches are generally not viable, because the indexes are usually nonlinear functions of the AR parameters. We exploit Monte Carlo (MC) and Bootstrap (BS) methods to reproduce the sampling distribution of the AR parameters and indexes computed from them. Here, these methods are implemented for spectral and information-theoretic indexes of heart-rate variability (HRV) estimated from AR models of heart-period time series. First, the MS and BC methods are tested in a wide range of synthetic HRV time series, showing good agreement with a gold-standard approach (i.e. multiple realizations of the "true" process driving the simulation). Then, real HRV time series measured from volunteers performing cognitive tasks are considered, documenting (i) the strong variability of confidence limits' width across recordings, (ii) the diversity of individual responses to the same task, and (iii) frequent disagreement between the cohort-average response and that of many individuals. We conclude that MC and BS methods are robust in estimating confidence limits of these AR-based indexes and thus recommended for short-term HRV analysis. Moreover, the strong inter-individual differences in the response to tasks shown by AR-based indexes evidence the need of individual-by-individual assessments of HRV features. Given their generality, MC and BS methods are promising for applications in biomedical signal processing and beyond, providing a powerful new tool for assessing the confidence limits of indexes estimated from individual recordings.

Estimation of confidence limits for descriptive indexes derived from autoregressive analysis of time series: Methods and application to heart rate variability

PubMed Central

2017-01-01

The growing interest in personalized medicine requires making inferences from descriptive indexes estimated from individual recordings of physiological signals, with statistical analyses focused on individual differences between/within subjects, rather than comparing supposedly homogeneous cohorts. To this end, methods to compute confidence limits of individual estimates of descriptive indexes are needed. This study introduces numerical methods to compute such confidence limits and perform statistical comparisons between indexes derived from autoregressive (AR) modeling of individual time series. Analytical approaches are generally not viable, because the indexes are usually nonlinear functions of the AR parameters. We exploit Monte Carlo (MC) and Bootstrap (BS) methods to reproduce the sampling distribution of the AR parameters and indexes computed from them. Here, these methods are implemented for spectral and information-theoretic indexes of heart-rate variability (HRV) estimated from AR models of heart-period time series. First, the MS and BC methods are tested in a wide range of synthetic HRV time series, showing good agreement with a gold-standard approach (i.e. multiple realizations of the "true" process driving the simulation). Then, real HRV time series measured from volunteers performing cognitive tasks are considered, documenting (i) the strong variability of confidence limits' width across recordings, (ii) the diversity of individual responses to the same task, and (iii) frequent disagreement between the cohort-average response and that of many individuals. We conclude that MC and BS methods are robust in estimating confidence limits of these AR-based indexes and thus recommended for short-term HRV analysis. Moreover, the strong inter-individual differences in the response to tasks shown by AR-based indexes evidence the need of individual-by-individual assessments of HRV features. Given their generality, MC and BS methods are promising for applications in biomedical signal processing and beyond, providing a powerful new tool for assessing the confidence limits of indexes estimated from individual recordings. PMID:28968394

Prediction of UT1-UTC, LOD and AAM χ3 by combination of least-squares and multivariate stochastic methods

NASA Astrophysics Data System (ADS)

Niedzielski, Tomasz; Kosek, Wiesław

2008-02-01

This article presents the application of a multivariate prediction technique for predicting universal time (UT1-UTC), length of day (LOD) and the axial component of atmospheric angular momentum (AAM χ 3). The multivariate predictions of LOD and UT1-UTC are generated by means of the combination of (1) least-squares (LS) extrapolation of models for annual, semiannual, 18.6-year, 9.3-year oscillations and for the linear trend, and (2) multivariate autoregressive (MAR) stochastic prediction of LS residuals (LS + MAR). The MAR technique enables the use of the AAM χ 3 time-series as the explanatory variable for the computation of LOD or UT1-UTC predictions. In order to evaluate the performance of this approach, two other prediction schemes are also applied: (1) LS extrapolation, (2) combination of LS extrapolation and univariate autoregressive (AR) prediction of LS residuals (LS + AR). The multivariate predictions of AAM χ 3 data, however, are computed as a combination of the extrapolation of the LS model for annual and semiannual oscillations and the LS + MAR. The AAM χ 3 predictions are also compared with LS extrapolation and LS + AR prediction. It is shown that the predictions of LOD and UT1-UTC based on LS + MAR taking into account the axial component of AAM are more accurate than the predictions of LOD and UT1-UTC based on LS extrapolation or on LS + AR. In particular, the UT1-UTC predictions based on LS + MAR during El Niño/La Niña events exhibit considerably smaller prediction errors than those calculated by means of LS or LS + AR. The AAM χ 3 time-series is predicted using LS + MAR with higher accuracy than applying LS extrapolation itself in the case of medium-term predictions (up to 100 days in the future). However, the predictions of AAM χ 3 reveal the best accuracy for LS + AR.

Are Public Master's Institutions Cost Efficient? A Stochastic Frontier and Spatial Analysis

ERIC Educational Resources Information Center

Titus, Marvin A.; Vamosiu, Adriana; McClure, Kevin R.

2017-01-01

The current study examines costs, measured by educational and general (E&G) spending, and cost efficiency at 252 public master's institutions in the United States over a nine-year (2004-2012) period. We use a multi-product quadratic cost function and results from a random-effects model with a first-order autoregressive (AR1) disturbance term…

Characterizing multivariate decoding models based on correlated EEG spectral features

PubMed Central

McFarland, Dennis J.

2013-01-01

Objective Multivariate decoding methods are popular techniques for analysis of neurophysiological data. The present study explored potential interpretative problems with these techniques when predictors are correlated. Methods Data from sensorimotor rhythm-based cursor control experiments was analyzed offline with linear univariate and multivariate models. Features were derived from autoregressive (AR) spectral analysis of varying model order which produced predictors that varied in their degree of correlation (i.e., multicollinearity). Results The use of multivariate regression models resulted in much better prediction of target position as compared to univariate regression models. However, with lower order AR features interpretation of the spectral patterns of the weights was difficult. This is likely to be due to the high degree of multicollinearity present with lower order AR features. Conclusions Care should be exercised when interpreting the pattern of weights of multivariate models with correlated predictors. Comparison with univariate statistics is advisable. Significance While multivariate decoding algorithms are very useful for prediction their utility for interpretation may be limited when predictors are correlated. PMID:23466267

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 ARMA class. In most cases the relative improvement of SETAR models against AR models of first order was low ranging between 1% and 4% with the exception of the three-regime model for the River Stour time-series where the improvement was 48.9%. In comparison, the relative improvement of MSW models was between 44.6% and 52.5 for two-regime and from 60.4% to 75% for three-regime models. However, the visual assessment of models plotted against original datasets showed that despite a high value of RSS, some ARMA models could describe the analyzed time-series better than AR, MA and SETAR models with lower values of RSS. In both datasets MSW models provided a very good visual fit describing most of the extreme values.

Studies in astronomical time series analysis: Modeling random processes in the time domain

NASA Technical Reports Server (NTRS)

Scargle, J. D.

1979-01-01

Random process models phased in the time domain are used to analyze astrophysical time series data produced by random processes. A moving average (MA) model represents the data as a sequence of pulses occurring randomly in time, with random amplitudes. An autoregressive (AR) model represents the correlations in the process in terms of a linear function of past values. The best AR model is determined from sampled data and transformed to an MA for interpretation. The randomness of the pulse amplitudes is maximized by a FORTRAN algorithm which is relatively stable numerically. Results of test cases are given to study the effects of adding noise and of different distributions for the pulse amplitudes. A preliminary analysis of the optical light curve of the quasar 3C 273 is given.

Autoregressive Processes in Homogenization of GNSS Tropospheric Data

NASA Astrophysics Data System (ADS)

Klos, A.; Bogusz, J.; Teferle, F. N.; Bock, O.; Pottiaux, E.; Van Malderen, R.

2016-12-01

Offsets due to changes in hardware equipment or any other artificial event are all a subject of a task of homogenization of tropospheric data estimated within a processing of Global Navigation Satellite System (GNSS) observables. This task is aimed at identifying exact epochs of offsets and estimate their magnitudes since they may artificially under- or over-estimate trend and its uncertainty delivered from tropospheric data and used in climate studies. In this research, we analysed a common data set of differences of Integrated Water Vapour (IWV) from GPS and ERA-Interim (1995-2010) provided for a homogenization group working within ES1206 COST Action GNSS4SWEC. We analysed daily IWV records of GPS and ERA-Interim in terms of trend, seasonal terms and noise model with Maximum Likelihood Estimation in Hector software. We found that this data has a character of autoregressive process (AR). Basing on this analysis, we performed Monte Carlo simulations of 25 years long data with two different noise types: white as well as combination of white and autoregressive and also added few strictly defined offsets. This synthetic data set of exactly the same character as IWV from GPS and ERA-Interim was then subjected to a task of manual and automatic/statistical homogenization. We made blind tests and detected possible epochs of offsets manually. We found that simulated offsets were easily detected in series with white noise, no influence of seasonal signal was noticed. The autoregressive series were much more problematic when offsets had to be determined. We found few epochs, for which no offset was simulated. This was mainly due to strong autocorrelation of data, which brings an artificial trend within. Due to regime-like behaviour of AR it is difficult for statistical methods to properly detect epochs of offsets, which was previously reported by climatologists.

Vibration-based damage detection in a concrete beam under temperature variations using AR models and state-space approaches

NASA Astrophysics Data System (ADS)

Clément, A.; Laurens, S.

2011-07-01

The Structural Health Monitoring of civil structures subjected to ambient vibrations is very challenging. Indeed, the variations of environmental conditions and the difficulty to characterize the excitation make the damage detection a hard task. Auto-regressive (AR) models coefficients are often used as damage sensitive feature. The presented work proposes a comparison of the AR approach with a state-space feature formed by the Jacobian matrix of the dynamical process. Since the detection of damage can be formulated as a novelty detection problem, Mahalanobis distance is applied to track new points from an undamaged reference collection of feature vectors. Data from a concrete beam subjected to temperature variations and damaged by several static loading are analyzed. It is observed that the damage sensitive features are effectively sensitive to temperature variations. However, the use of the Mahalanobis distance makes possible the detection of cracking with both of them. Early damage (before cracking) is only revealed by the AR coefficients with a good sensibility.

The Emotion Recognition System Based on Autoregressive Model and Sequential Forward Feature Selection of Electroencephalogram Signals

PubMed Central

Hatamikia, Sepideh; Maghooli, Keivan; Nasrabadi, Ali Motie

2014-01-01

Electroencephalogram (EEG) is one of the useful biological signals to distinguish different brain diseases and mental states. In recent years, detecting different emotional states from biological signals has been merged more attention by researchers and several feature extraction methods and classifiers are suggested to recognize emotions from EEG signals. In this research, we introduce an emotion recognition system using autoregressive (AR) model, sequential forward feature selection (SFS) and K-nearest neighbor (KNN) classifier using EEG signals during emotional audio-visual inductions. The main purpose of this paper is to investigate the performance of AR features in the classification of emotional states. To achieve this goal, a distinguished AR method (Burg's method) based on Levinson-Durbin's recursive algorithm is used and AR coefficients are extracted as feature vectors. In the next step, two different feature selection methods based on SFS algorithm and Davies–Bouldin index are used in order to decrease the complexity of computing and redundancy of features; then, three different classifiers include KNN, quadratic discriminant analysis and linear discriminant analysis are used to discriminate two and three different classes of valence and arousal levels. The proposed method is evaluated with EEG signals of available database for emotion analysis using physiological signals, which are recorded from 32 participants during 40 1 min audio visual inductions. According to the results, AR features are efficient to recognize emotional states from EEG signals, and KNN performs better than two other classifiers in discriminating of both two and three valence/arousal classes. The results also show that SFS method improves accuracies by almost 10-15% as compared to Davies–Bouldin based feature selection. The best accuracies are %72.33 and %74.20 for two classes of valence and arousal and %61.10 and %65.16 for three classes, respectively. PMID:25298928

[Primary branch size of Pinus koraiensis plantation: a prediction based on linear mixed effect model].

PubMed

Dong, Ling-Bo; Liu, Zhao-Gang; Li, Feng-Ri; Jiang, Li-Chun

2013-09-01

By using the branch analysis data of 955 standard branches from 60 sampled trees in 12 sampling plots of Pinus koraiensis plantation in Mengjiagang Forest Farm in Heilongjiang Province of Northeast China, and based on the linear mixed-effect model theory and methods, the models for predicting branch variables, including primary branch diameter, length, and angle, were developed. Considering tree effect, the MIXED module of SAS software was used to fit the prediction models. The results indicated that the fitting precision of the models could be improved by choosing appropriate random-effect parameters and variance-covariance structure. Then, the correlation structures including complex symmetry structure (CS), first-order autoregressive structure [AR(1)], and first-order autoregressive and moving average structure [ARMA(1,1)] were added to the optimal branch size mixed-effect model. The AR(1) improved the fitting precision of branch diameter and length mixed-effect model significantly, but all the three structures didn't improve the precision of branch angle mixed-effect model. In order to describe the heteroscedasticity during building mixed-effect model, the CF1 and CF2 functions were added to the branch mixed-effect model. CF1 function improved the fitting effect of branch angle mixed model significantly, whereas CF2 function improved the fitting effect of branch diameter and length mixed model significantly. Model validation confirmed that the mixed-effect model could improve the precision of prediction, as compare to the traditional regression model for the branch size prediction of Pinus koraiensis plantation.

A statistical approach for generating synthetic tip stress data from limited CPT soundings

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

Basalams, M.K.

CPT tip stress data obtained from a Uranium mill tailings impoundment are treated as time series. A statistical class of models that was developed to model time series is explored to investigate its applicability in modeling the tip stress series. These models were developed by Box and Jenkins (1970) and are known as Autoregressive Moving Average (ARMA) models. This research demonstrates how to apply the ARMA models to tip stress series. Generation of synthetic tip stress series that preserve the main statistical characteristics of the measured series is also investigated. Multiple regression analysis is used to model the regional variationmore » of the ARMA model parameters as well as the regional variation of the mean and the standard deviation of the measured tip stress series. The reliability of the generated series is investigated from a geotechnical point of view as well as from a statistical point of view. Estimation of the total settlement using the measured and the generated series subjected to the same loading condition are performed. The variation of friction angle with depth of the impoundment materials is also investigated. This research shows that these series can be modeled by the Box and Jenkins ARMA models. A third degree Autoregressive model AR(3) is selected to represent these series. A theoretical double exponential density function is fitted to the AR(3) model residuals. Synthetic tip stress series are generated at nearby locations. The generated series are shown to be reliable in estimating the total settlement and the friction angle variation with depth for this particular site.« less

Characterizing multivariate decoding models based on correlated EEG spectral features.

PubMed

McFarland, Dennis J

2013-07-01

Multivariate decoding methods are popular techniques for analysis of neurophysiological data. The present study explored potential interpretative problems with these techniques when predictors are correlated. Data from sensorimotor rhythm-based cursor control experiments was analyzed offline with linear univariate and multivariate models. Features were derived from autoregressive (AR) spectral analysis of varying model order which produced predictors that varied in their degree of correlation (i.e., multicollinearity). The use of multivariate regression models resulted in much better prediction of target position as compared to univariate regression models. However, with lower order AR features interpretation of the spectral patterns of the weights was difficult. This is likely to be due to the high degree of multicollinearity present with lower order AR features. Care should be exercised when interpreting the pattern of weights of multivariate models with correlated predictors. Comparison with univariate statistics is advisable. While multivariate decoding algorithms are very useful for prediction their utility for interpretation may be limited when predictors are correlated. Copyright © 2013 International Federation of Clinical Neurophysiology. Published by Elsevier Ireland Ltd. All rights reserved.

Autocorrelated residuals in inverse modelling of soil hydrological processes: a reason for concern or something that can safely be ignored?

NASA Astrophysics Data System (ADS)

Scharnagl, Benedikt; Durner, Wolfgang

2013-04-01

Models are inherently imperfect because they simplify processes that are themselves imperfectly known and understood. Moreover, the input variables and parameters needed to run a model are typically subject to various sources of error. As a consequence of these imperfections, model predictions will always deviate from corresponding observations. In most applications in soil hydrology, these deviations are clearly not random but rather show a systematic structure. From a statistical point of view, this systematic mismatch may be a reason for concern because it violates one of the basic assumptions made in inverse parameter estimation: the assumption of independence of the residuals. But what are the consequences of simply ignoring the autocorrelation in the residuals, as it is current practice in soil hydrology? Are the parameter estimates still valid even though the statistical foundation they are based on is partially collapsed? Theory and practical experience from other fields of science have shown that violation of the independence assumption will result in overconfident uncertainty bounds and that in some cases it may lead to significantly different optimal parameter values. In our contribution, we present three soil hydrological case studies, in which the effect of autocorrelated residuals on the estimated parameters was investigated in detail. We explicitly accounted for autocorrelated residuals using a formal likelihood function that incorporates an autoregressive model. The inverse problem was posed in a Bayesian framework, and the posterior probability density function of the parameters was estimated using Markov chain Monte Carlo simulation. In contrast to many other studies in related fields of science, and quite surprisingly, we found that the first-order autoregressive model, often abbreviated as AR(1), did not work well in the soil hydrological setting. We showed that a second-order autoregressive, or AR(2), model performs much better in these applications, leading to parameter and uncertainty estimates that satisfy all the underlying statistical assumptions. For theoretical reasons, these estimates are deemed more reliable than those estimates based on the neglect of autocorrelation in the residuals. In compliance with theory and results reported in the literature, our results showed that parameter uncertainty bounds were substantially wider if autocorrelation in the residuals was explicitly accounted for, and also the optimal parameter vales were slightly different in this case. We argue that the autoregressive model presented here should be used as a matter of routine in inverse modeling of soil hydrological processes.

An autoregressive model-based particle filtering algorithms for extraction of respiratory rates as high as 90 breaths per minute from pulse oximeter.

PubMed

Lee, Jinseok; Chon, Ki H

2010-09-01

We present particle filtering (PF) algorithms for an accurate respiratory rate extraction from pulse oximeter recordings over a broad range: 12-90 breaths/min. These methods are based on an autoregressive (AR) model, where the aim is to find the pole angle with the highest magnitude as it corresponds to the respiratory rate. However, when SNR is low, the pole angle with the highest magnitude may not always lead to accurate estimation of the respiratory rate. To circumvent this limitation, we propose a probabilistic approach, using a sequential Monte Carlo method, named PF, which is combined with the optimal parameter search (OPS) criterion for an accurate AR model-based respiratory rate extraction. The PF technique has been widely adopted in many tracking applications, especially for nonlinear and/or non-Gaussian problems. We examine the performances of five different likelihood functions of the PF algorithm: the strongest neighbor, nearest neighbor (NN), weighted nearest neighbor (WNN), probability data association (PDA), and weighted probability data association (WPDA). The performance of these five combined OPS-PF algorithms was measured against a solely OPS-based AR algorithm for respiratory rate extraction from pulse oximeter recordings. The pulse oximeter data were collected from 33 healthy subjects with breathing rates ranging from 12 to 90 breaths/ min. It was found that significant improvement in accuracy can be achieved by employing particle filters, and that the combined OPS-PF employing either the NN or WNN likelihood function achieved the best results for all respiratory rates considered in this paper. The main advantage of the combined OPS-PF with either the NN or WNN likelihood function is that for the first time, respiratory rates as high as 90 breaths/min can be accurately extracted from pulse oximeter recordings.

ARMA Cholesky Factor Models for the Covariance Matrix of Linear Models.

PubMed

Lee, Keunbaik; Baek, Changryong; Daniels, Michael J

2017-11-01

In longitudinal studies, serial dependence of repeated outcomes must be taken into account to make correct inferences on covariate effects. As such, care must be taken in modeling the covariance matrix. However, estimation of the covariance matrix is challenging because there are many parameters in the matrix and the estimated covariance matrix should be positive definite. To overcomes these limitations, two Cholesky decomposition approaches have been proposed: modified Cholesky decomposition for autoregressive (AR) structure and moving average Cholesky decomposition for moving average (MA) structure, respectively. However, the correlations of repeated outcomes are often not captured parsimoniously using either approach separately. In this paper, we propose a class of flexible, nonstationary, heteroscedastic models that exploits the structure allowed by combining the AR and MA modeling of the covariance matrix that we denote as ARMACD. We analyze a recent lung cancer study to illustrate the power of our proposed methods.

Classification of damage in structural systems using time series analysis and supervised and unsupervised pattern recognition techniques

NASA Astrophysics Data System (ADS)

Omenzetter, Piotr; de Lautour, Oliver R.

2010-04-01

Developed for studying long, periodic records of various measured quantities, time series analysis methods are inherently suited and offer interesting possibilities for Structural Health Monitoring (SHM) applications. However, their use in SHM can still be regarded as an emerging application and deserves more studies. In this research, Autoregressive (AR) models were used to fit experimental acceleration time histories from two experimental structural systems, a 3- storey bookshelf-type laboratory structure and the ASCE Phase II SHM Benchmark Structure, in healthy and several damaged states. The coefficients of the AR models were chosen as damage sensitive features. Preliminary visual inspection of the large, multidimensional sets of AR coefficients to check the presence of clusters corresponding to different damage severities was achieved using Sammon mapping - an efficient nonlinear data compression technique. Systematic classification of damage into states based on the analysis of the AR coefficients was achieved using two supervised classification techniques: Nearest Neighbor Classification (NNC) and Learning Vector Quantization (LVQ), and one unsupervised technique: Self-organizing Maps (SOM). This paper discusses the performance of AR coefficients as damage sensitive features and compares the efficiency of the three classification techniques using experimental data.

A Power-Law Growth and Decay Model with Autocorrelation for Posting Data to Social Networking Services.

PubMed

Fujiyama, Toshifumi; Matsui, Chihiro; Takemura, Akimichi

2016-01-01

We propose a power-law growth and decay model for posting data to social networking services before and after social events. We model the time series structure of deviations from the power-law growth and decay with a conditional Poisson autoregressive (AR) model. Online postings related to social events are described by five parameters in the power-law growth and decay model, each of which characterizes different aspects of interest in the event. We assess the validity of parameter estimates in terms of confidence intervals, and compare various submodels based on likelihoods and information criteria.

Nowcasting influenza outbreaks using open-source media report.

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

Ray, Jaideep; Brownstein, John S.

We construct and verify a statistical method to nowcast influenza activity from a time-series of the frequency of reports concerning influenza related topics. Such reports are published electronically by both public health organizations as well as newspapers/media sources, and thus can be harvested easily via web crawlers. Since media reports are timely, whereas reports from public health organization are delayed by at least two weeks, using timely, open-source data to compensate for the lag in %E2%80%9Cofficial%E2%80%9D reports can be useful. We use morbidity data from networks of sentinel physicians (both the Center of Disease Control's ILINet and France's Sentinelles network)more » as the gold standard of influenza-like illness (ILI) activity. The time-series of media reports is obtained from HealthMap (http://healthmap.org). We find that the time-series of media reports shows some correlation ( 0.5) with ILI activity; further, this can be leveraged into an autoregressive moving average model with exogenous inputs (ARMAX model) to nowcast ILI activity. We find that the ARMAX models have more predictive skill compared to autoregressive (AR) models fitted to ILI data i.e., it is possible to exploit the information content in the open-source data. We also find that when the open-source data are non-informative, the ARMAX models reproduce the performance of AR models. The statistical models are tested on data from the 2009 swine-flu outbreak as well as the mild 2011-2012 influenza season in the U.S.A.« less

Kepler AutoRegressive Planet Search (KARPS)

NASA Astrophysics Data System (ADS)

Caceres, Gabriel

2018-01-01

One of the main obstacles in detecting faint planetary transits is the intrinsic stellar variability of the host star. The Kepler AutoRegressive Planet Search (KARPS) project implements statistical methodology associated with autoregressive processes (in particular, ARIMA and ARFIMA) to model stellar lightcurves in order to improve exoplanet transit detection. We also develop a novel Transit Comb Filter (TCF) applied to the AR residuals which provides a periodogram analogous to the standard Box-fitting Least Squares (BLS) periodogram. We train a random forest classifier on known Kepler Objects of Interest (KOIs) using select features from different stages of this analysis, and then use ROC curves to define and calibrate the criteria to recover the KOI planet candidates with high fidelity. These statistical methods are detailed in a contributed poster (Feigelson et al., this meeting).These procedures are applied to the full DR25 dataset of NASA’s Kepler mission. Using the classification criteria, a vast majority of known KOIs are recovered and dozens of new KARPS Candidate Planets (KCPs) discovered, including ultra-short period exoplanets. The KCPs will be briefly presented and discussed.

Potential predictability and forecast skill in ensemble climate forecast: the skill-persistence rule

NASA Astrophysics Data System (ADS)

Jin, Y.; Rong, X.; Liu, Z.

2017-12-01

This study investigates the factors that impact the forecast skill for the real world (actual skill) and perfect model (perfect skill) in ensemble climate model forecast with a series of fully coupled general circulation model forecast experiments. It is found that the actual skill of sea surface temperature (SST) in seasonal forecast is substantially higher than the perfect skill on a large part of the tropical oceans, especially the tropical Indian Ocean and the central-eastern Pacific Ocean. The higher actual skill is found to be related to the higher observational SST persistence, suggesting a skill-persistence rule: a higher SST persistence in the real world than in the model could overwhelm the model bias to produce a higher forecast skill for the real world than for the perfect model. The relation between forecast skill and persistence is further examined using a first-order autoregressive model (AR1) analytically for theoretical solutions and numerically for analogue experiments. The AR1 model study shows that the skill-persistence rule is strictly valid in the case of infinite ensemble size, but can be distorted by the sampling error and non-AR1 processes.

A time series model: First-order integer-valued autoregressive (INAR(1))

NASA Astrophysics Data System (ADS)

Simarmata, D. M.; Novkaniza, F.; Widyaningsih, Y.

2017-07-01

Nonnegative integer-valued time series arises in many applications. A time series model: first-order Integer-valued AutoRegressive (INAR(1)) is constructed by binomial thinning operator to model nonnegative integer-valued time series. INAR (1) depends on one period from the process before. The parameter of the model can be estimated by Conditional Least Squares (CLS). Specification of INAR(1) is following the specification of (AR(1)). Forecasting in INAR(1) uses median or Bayesian forecasting methodology. Median forecasting methodology obtains integer s, which is cumulative density function (CDF) until s, is more than or equal to 0.5. Bayesian forecasting methodology forecasts h-step-ahead of generating the parameter of the model and parameter of innovation term using Adaptive Rejection Metropolis Sampling within Gibbs sampling (ARMS), then finding the least integer s, where CDF until s is more than or equal to u . u is a value taken from the Uniform(0,1) distribution. INAR(1) is applied on pneumonia case in Penjaringan, Jakarta Utara, January 2008 until April 2016 monthly.

What's in a Day? A Guide to Decomposing the Variance in Intensive Longitudinal Data

PubMed Central

de Haan-Rietdijk, Silvia; Kuppens, Peter; Hamaker, Ellen L.

2016-01-01

In recent years there has been a growing interest in the use of intensive longitudinal research designs to study within-person processes. Examples are studies that use experience sampling data and autoregressive modeling to investigate emotion dynamics and between-person differences therein. Such designs often involve multiple measurements per day and multiple days per person, and it is not clear how this nesting of the data should be accounted for: That is, should such data be considered as two-level data (which is common practice at this point), with occasions nested in persons, or as three-level data with beeps nested in days which are nested in persons. We show that a significance test of the day-level variance in an empty three-level model is not reliable when there is autocorrelation. Furthermore, we show that misspecifying the number of levels can lead to spurious or misleading findings, such as inflated variance or autoregression estimates. Throughout the paper we present instructions and R code for the implementation of the proposed models, which includes a novel three-level AR(1) model that estimates moment-to-moment inertia and day-to-day inertia. Based on our simulations we recommend model selection using autoregressive multilevel models in combination with the AIC. We illustrate this method using empirical emotion data from two independent samples, and discuss the implications and the relevance of the existence of a day level for the field. PMID:27378986

What's in a Day? A Guide to Decomposing the Variance in Intensive Longitudinal Data.

PubMed

de Haan-Rietdijk, Silvia; Kuppens, Peter; Hamaker, Ellen L

2016-01-01

In recent years there has been a growing interest in the use of intensive longitudinal research designs to study within-person processes. Examples are studies that use experience sampling data and autoregressive modeling to investigate emotion dynamics and between-person differences therein. Such designs often involve multiple measurements per day and multiple days per person, and it is not clear how this nesting of the data should be accounted for: That is, should such data be considered as two-level data (which is common practice at this point), with occasions nested in persons, or as three-level data with beeps nested in days which are nested in persons. We show that a significance test of the day-level variance in an empty three-level model is not reliable when there is autocorrelation. Furthermore, we show that misspecifying the number of levels can lead to spurious or misleading findings, such as inflated variance or autoregression estimates. Throughout the paper we present instructions and R code for the implementation of the proposed models, which includes a novel three-level AR(1) model that estimates moment-to-moment inertia and day-to-day inertia. Based on our simulations we recommend model selection using autoregressive multilevel models in combination with the AIC. We illustrate this method using empirical emotion data from two independent samples, and discuss the implications and the relevance of the existence of a day level for the field.

The importance of different frequency bands in predicting subcutaneous glucose concentration in type 1 diabetic patients.

PubMed

Lu, Yinghui; Gribok, Andrei V; Ward, W Kenneth; Reifman, Jaques

2010-08-01

We investigated the relative importance and predictive power of different frequency bands of subcutaneous glucose signals for the short-term (0-50 min) forecasting of glucose concentrations in type 1 diabetic patients with data-driven autoregressive (AR) models. The study data consisted of minute-by-minute glucose signals collected from nine deidentified patients over a five-day period using continuous glucose monitoring devices. AR models were developed using single and pairwise combinations of frequency bands of the glucose signal and compared with a reference model including all bands. The results suggest that: for open-loop applications, there is no need to explicitly represent exogenous inputs, such as meals and insulin intake, in AR models; models based on a single-frequency band, with periods between 60-120 min and 150-500 min, yield good predictive power (error <3 mg/dL) for prediction horizons of up to 25 min; models based on pairs of bands produce predictions that are indistinguishable from those of the reference model as long as the 60-120 min period band is included; and AR models can be developed on signals of short length (approximately 300 min), i.e., ignoring long circadian rhythms, without any detriment in prediction accuracy. Together, these findings provide insights into efficient development of more effective and parsimonious data-driven models for short-term prediction of glucose concentrations in diabetic patients.

A Novel Multilevel-SVD Method to Improve Multistep Ahead Forecasting in Traffic Accidents Domain.

PubMed

Barba, Lida; Rodríguez, Nibaldo

2017-01-01

Here is proposed a novel method for decomposing a nonstationary time series in components of low and high frequency. The method is based on Multilevel Singular Value Decomposition (MSVD) of a Hankel matrix. The decomposition is used to improve the forecasting accuracy of Multiple Input Multiple Output (MIMO) linear and nonlinear models. Three time series coming from traffic accidents domain are used. They represent the number of persons with injuries in traffic accidents of Santiago, Chile. The data were continuously collected by the Chilean Police and were weekly sampled from 2000:1 to 2014:12. The performance of MSVD is compared with the decomposition in components of low and high frequency of a commonly accepted method based on Stationary Wavelet Transform (SWT). SWT in conjunction with the Autoregressive model (SWT + MIMO-AR) and SWT in conjunction with an Autoregressive Neural Network (SWT + MIMO-ANN) were evaluated. The empirical results have shown that the best accuracy was achieved by the forecasting model based on the proposed decomposition method MSVD, in comparison with the forecasting models based on SWT.

A Novel Multilevel-SVD Method to Improve Multistep Ahead Forecasting in Traffic Accidents Domain

PubMed Central

Rodríguez, Nibaldo

2017-01-01

Here is proposed a novel method for decomposing a nonstationary time series in components of low and high frequency. The method is based on Multilevel Singular Value Decomposition (MSVD) of a Hankel matrix. The decomposition is used to improve the forecasting accuracy of Multiple Input Multiple Output (MIMO) linear and nonlinear models. Three time series coming from traffic accidents domain are used. They represent the number of persons with injuries in traffic accidents of Santiago, Chile. The data were continuously collected by the Chilean Police and were weekly sampled from 2000:1 to 2014:12. The performance of MSVD is compared with the decomposition in components of low and high frequency of a commonly accepted method based on Stationary Wavelet Transform (SWT). SWT in conjunction with the Autoregressive model (SWT + MIMO-AR) and SWT in conjunction with an Autoregressive Neural Network (SWT + MIMO-ANN) were evaluated. The empirical results have shown that the best accuracy was achieved by the forecasting model based on the proposed decomposition method MSVD, in comparison with the forecasting models based on SWT. PMID:28261267

An improved portmanteau test for autocorrelated errors in interrupted time-series regression models.

PubMed

Huitema, Bradley E; McKean, Joseph W

2007-08-01

A new portmanteau test for autocorrelation among the errors of interrupted time-series regression models is proposed. Simulation results demonstrate that the inferential properties of the proposed Q(H-M) test statistic are considerably more satisfactory than those of the well known Ljung-Box test and moderately better than those of the Box-Pierce test. These conclusions generally hold for a wide variety of autoregressive (AR), moving averages (MA), and ARMA error processes that are associated with time-series regression models of the form described in Huitema and McKean (2000a, 2000b).

Application of tripolar concentric electrodes and prefeature selection algorithm for brain-computer interface.

PubMed

Besio, Walter G; Cao, Hongbao; Zhou, Peng

2008-04-01

For persons with severe disabilities, a brain-computer interface (BCI) may be a viable means of communication. Lapalacian electroencephalogram (EEG) has been shown to improve classification in EEG recognition. In this work, the effectiveness of signals from tripolar concentric electrodes and disc electrodes were compared for use as a BCI. Two sets of left/right hand motor imagery EEG signals were acquired. An autoregressive (AR) model was developed for feature extraction with a Mahalanobis distance based linear classifier for classification. An exhaust selection algorithm was employed to analyze three factors before feature extraction. The factors analyzed were 1) length of data in each trial to be used, 2) start position of data, and 3) the order of the AR model. The results showed that tripolar concentric electrodes generated significantly higher classification accuracy than disc electrodes.

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.

A Power-Law Growth and Decay Model with Autocorrelation for Posting Data to Social Networking Services

PubMed Central

Fujiyama, Toshifumi; Matsui, Chihiro; Takemura, Akimichi

2016-01-01

We propose a power-law growth and decay model for posting data to social networking services before and after social events. We model the time series structure of deviations from the power-law growth and decay with a conditional Poisson autoregressive (AR) model. Online postings related to social events are described by five parameters in the power-law growth and decay model, each of which characterizes different aspects of interest in the event. We assess the validity of parameter estimates in terms of confidence intervals, and compare various submodels based on likelihoods and information criteria. PMID:27505155

Autoregressive Modeling of Drift and Random Error to Characterize a Continuous Intravascular Glucose Monitoring Sensor.

PubMed

Zhou, Tony; Dickson, Jennifer L; Geoffrey Chase, J

2018-01-01

Continuous glucose monitoring (CGM) devices have been effective in managing diabetes and offer potential benefits for use in the intensive care unit (ICU). Use of CGM devices in the ICU has been limited, primarily due to the higher point accuracy errors over currently used traditional intermittent blood glucose (BG) measures. General models of CGM errors, including drift and random errors, are lacking, but would enable better design of protocols to utilize these devices. This article presents an autoregressive (AR) based modeling method that separately characterizes the drift and random noise of the GlySure CGM sensor (GlySure Limited, Oxfordshire, UK). Clinical sensor data (n = 33) and reference measurements were used to generate 2 AR models to describe sensor drift and noise. These models were used to generate 100 Monte Carlo simulations based on reference blood glucose measurements. These were then compared to the original CGM clinical data using mean absolute relative difference (MARD) and a Trend Compass. The point accuracy MARD was very similar between simulated and clinical data (9.6% vs 9.9%). A Trend Compass was used to assess trend accuracy, and found simulated and clinical sensor profiles were similar (simulated trend index 11.4° vs clinical trend index 10.9°). The model and method accurately represents cohort sensor behavior over patients, providing a general modeling approach to any such sensor by separately characterizing each type of error that can arise in the data. Overall, it enables better protocol design based on accurate expected CGM sensor behavior, as well as enabling the analysis of what level of each type of sensor error would be necessary to obtain desired glycemic control safety and performance with a given protocol.

Adaptive Resource Utilization Prediction System for Infrastructure as a Service Cloud.

PubMed

Zia Ullah, Qazi; Hassan, Shahzad; Khan, Gul Muhammad

2017-01-01

Infrastructure as a Service (IaaS) cloud provides resources as a service from a pool of compute, network, and storage resources. Cloud providers can manage their resource usage by knowing future usage demand from the current and past usage patterns of resources. Resource usage prediction is of great importance for dynamic scaling of cloud resources to achieve efficiency in terms of cost and energy consumption while keeping quality of service. The purpose of this paper is to present a real-time resource usage prediction system. The system takes real-time utilization of resources and feeds utilization values into several buffers based on the type of resources and time span size. Buffers are read by R language based statistical system. These buffers' data are checked to determine whether their data follows Gaussian distribution or not. In case of following Gaussian distribution, Autoregressive Integrated Moving Average (ARIMA) is applied; otherwise Autoregressive Neural Network (AR-NN) is applied. In ARIMA process, a model is selected based on minimum Akaike Information Criterion (AIC) values. Similarly, in AR-NN process, a network with the lowest Network Information Criterion (NIC) value is selected. We have evaluated our system with real traces of CPU utilization of an IaaS cloud of one hundred and twenty servers.

Adaptive Resource Utilization Prediction System for Infrastructure as a Service Cloud

PubMed Central

Hassan, Shahzad; Khan, Gul Muhammad

2017-01-01

Infrastructure as a Service (IaaS) cloud provides resources as a service from a pool of compute, network, and storage resources. Cloud providers can manage their resource usage by knowing future usage demand from the current and past usage patterns of resources. Resource usage prediction is of great importance for dynamic scaling of cloud resources to achieve efficiency in terms of cost and energy consumption while keeping quality of service. The purpose of this paper is to present a real-time resource usage prediction system. The system takes real-time utilization of resources and feeds utilization values into several buffers based on the type of resources and time span size. Buffers are read by R language based statistical system. These buffers' data are checked to determine whether their data follows Gaussian distribution or not. In case of following Gaussian distribution, Autoregressive Integrated Moving Average (ARIMA) is applied; otherwise Autoregressive Neural Network (AR-NN) is applied. In ARIMA process, a model is selected based on minimum Akaike Information Criterion (AIC) values. Similarly, in AR-NN process, a network with the lowest Network Information Criterion (NIC) value is selected. We have evaluated our system with real traces of CPU utilization of an IaaS cloud of one hundred and twenty servers. PMID:28811819

Representation of high frequency Space Shuttle data by ARMA algorithms and random response spectra

NASA Technical Reports Server (NTRS)

Spanos, P. D.; Mushung, L. J.

1990-01-01

High frequency Space Shuttle lift-off data are treated by autoregressive (AR) and autoregressive-moving-average (ARMA) digital algorithms. These algorithms provide useful information on the spectral densities of the data. Further, they yield spectral models which lend themselves to incorporation to the concept of the random response spectrum. This concept yields a reasonably smooth power spectrum for the design of structural and mechanical systems when the available data bank is limited. Due to the non-stationarity of the lift-off event, the pertinent data are split into three slices. Each of the slices is associated with a rather distinguishable phase of the lift-off event, where stationarity can be expected. The presented results are rather preliminary in nature; it is aimed to call attention to the availability of the discussed digital algorithms and to the need to augment the Space Shuttle data bank as more flights are completed.

Scaling analysis and model estimation of solar corona index

NASA Astrophysics Data System (ADS)

Ray, Samujjwal; Ray, Rajdeep; Khondekar, Mofazzal Hossain; Ghosh, Koushik

2018-04-01

A monthly average solar green coronal index time series for the period from January 1939 to December 2008 collected from NOAA (The National Oceanic and Atmospheric Administration) has been analysed in this paper in perspective of scaling analysis and modelling. Smoothed and de-noising have been done using suitable mother wavelet as a pre-requisite. The Finite Variance Scaling Method (FVSM), Higuchi method, rescaled range (R/S) and a generalized method have been applied to calculate the scaling exponents and fractal dimensions of the time series. Autocorrelation function (ACF) is used to find autoregressive (AR) process and Partial autocorrelation function (PACF) has been used to get the order of AR model. Finally a best fit model has been proposed using Yule-Walker Method with supporting results of goodness of fit and wavelet spectrum. The results reveal an anti-persistent, Short Range Dependent (SRD), self-similar property with signatures of non-causality, non-stationarity and nonlinearity in the data series. The model shows the best fit to the data under observation.

A back-fitting algorithm to improve real-time flood forecasting

NASA Astrophysics Data System (ADS)

Zhang, Xiaojing; Liu, Pan; Cheng, Lei; Liu, Zhangjun; Zhao, Yan

2018-07-01

Real-time flood forecasting is important for decision-making with regards to flood control and disaster reduction. The conventional approach involves a postprocessor calibration strategy that first calibrates the hydrological model and then estimates errors. This procedure can simulate streamflow consistent with observations, but obtained parameters are not optimal. Joint calibration strategies address this issue by refining hydrological model parameters jointly with the autoregressive (AR) model. In this study, five alternative schemes are used to forecast floods. Scheme I uses only the hydrological model, while scheme II includes an AR model for error correction. In scheme III, differencing is used to remove non-stationarity in the error series. A joint inference strategy employed in scheme IV calibrates the hydrological and AR models simultaneously. The back-fitting algorithm, a basic approach for training an additive model, is adopted in scheme V to alternately recalibrate hydrological and AR model parameters. The performance of the five schemes is compared with a case study of 15 recorded flood events from China's Baiyunshan reservoir basin. Our results show that (1) schemes IV and V outperform scheme III during the calibration and validation periods and (2) scheme V is inferior to scheme IV in the calibration period, but provides better results in the validation period. Joint calibration strategies can therefore improve the accuracy of flood forecasting. Additionally, the back-fitting recalibration strategy produces weaker overcorrection and a more robust performance compared with the joint inference strategy.

Development of a Robust Identifier for NPPs Transients Combining ARIMA Model and EBP Algorithm

NASA Astrophysics Data System (ADS)

Moshkbar-Bakhshayesh, Khalil; Ghofrani, Mohammad B.

2014-08-01

This study introduces a novel identification method for recognition of nuclear power plants (NPPs) transients by combining the autoregressive integrated moving-average (ARIMA) model and the neural network with error backpropagation (EBP) learning algorithm. The proposed method consists of three steps. First, an EBP based identifier is adopted to distinguish the plant normal states from the faulty ones. In the second step, ARIMA models use integrated (I) process to convert non-stationary data of the selected variables into stationary ones. Subsequently, ARIMA processes, including autoregressive (AR), moving-average (MA), or autoregressive moving-average (ARMA) are used to forecast time series of the selected plant variables. In the third step, for identification the type of transients, the forecasted time series are fed to the modular identifier which has been developed using the latest advances of EBP learning algorithm. Bushehr nuclear power plant (BNPP) transients are probed to analyze the ability of the proposed identifier. Recognition of transient is based on similarity of its statistical properties to the reference one, rather than the values of input patterns. More robustness against noisy data and improvement balance between memorization and generalization are salient advantages of the proposed identifier. Reduction of false identification, sole dependency of identification on the sign of each output signal, selection of the plant variables for transients training independent of each other, and extendibility for identification of more transients without unfavorable effects are other merits of the proposed identifier.

Potential predictability and forecast skill in ensemble climate forecast: a skill-persistence rule

NASA Astrophysics Data System (ADS)

Jin, Yishuai; Rong, Xinyao; Liu, Zhengyu

2017-12-01

This study investigates the factors relationship between the forecast skills for the real world (actual skill) and perfect model (perfect skill) in ensemble climate model forecast with a series of fully coupled general circulation model forecast experiments. It is found that the actual skill for sea surface temperature (SST) in seasonal forecast is substantially higher than the perfect skill on a large part of the tropical oceans, especially the tropical Indian Ocean and the central-eastern Pacific Ocean. The higher actual skill is found to be related to the higher observational SST persistence, suggesting a skill-persistence rule: a higher SST persistence in the real world than in the model could overwhelm the model bias to produce a higher forecast skill for the real world than for the perfect model. The relation between forecast skill and persistence is further proved using a first-order autoregressive model (AR1) analytically for theoretical solutions and numerically for analogue experiments. The AR1 model study shows that the skill-persistence rule is strictly valid in the case of infinite ensemble size, but could be distorted by sampling errors and non-AR1 processes. This study suggests that the so called "perfect skill" is model dependent and cannot serve as an accurate estimate of the true upper limit of real world prediction skill, unless the model can capture at least the persistence property of the observation.

The comparison study among several data transformations in autoregressive modeling

NASA Astrophysics Data System (ADS)

Setiyowati, Susi; Waluyo, Ramdhani Try

2015-12-01

In finance, the adjusted close of stocks are used to observe the performance of a company. The extreme prices, which may increase or decrease drastically, are often become particular concerned since it can impact to bankruptcy. As preventing action, the investors have to observe the future (forecasting) stock prices comprehensively. For that purpose, time series analysis could be one of statistical methods that can be implemented, for both stationary and non-stationary processes. Since the variability process of stocks prices tend to large and also most of time the extreme values are always exist, then it is necessary to do data transformation so that the time series models, i.e. autoregressive model, could be applied appropriately. One of popular data transformation in finance is return model, in addition to ratio of logarithm and some others Tukey ladder transformation. In this paper these transformations are applied to AR stationary models and non-stationary ARCH and GARCH models through some simulations with varying parameters. As results, this work present the suggestion table that shows transformations behavior for some condition of parameters and models. It is confirmed that the better transformation is obtained, depends on type of data distributions. In other hands, the parameter conditions term give significant influence either.

Model-Based Referenceless Quality Metric of 3D Synthesized Images Using Local Image Description.

PubMed

Gu, Ke; Jakhetiya, Vinit; Qiao, Jun-Fei; Li, Xiaoli; Lin, Weisi; Thalmann, Daniel

2017-07-28

New challenges have been brought out along with the emerging of 3D-related technologies such as virtual reality (VR), augmented reality (AR), and mixed reality (MR). Free viewpoint video (FVV), due to its applications in remote surveillance, remote education, etc, based on the flexible selection of direction and viewpoint, has been perceived as the development direction of next-generation video technologies and has drawn a wide range of researchers' attention. Since FVV images are synthesized via a depth image-based rendering (DIBR) procedure in the "blind" environment (without reference images), a reliable real-time blind quality evaluation and monitoring system is urgently required. But existing assessment metrics do not render human judgments faithfully mainly because geometric distortions are generated by DIBR. To this end, this paper proposes a novel referenceless quality metric of DIBR-synthesized images using the autoregression (AR)-based local image description. It was found that, after the AR prediction, the reconstructed error between a DIBR-synthesized image and its AR-predicted image can accurately capture the geometry distortion. The visual saliency is then leveraged to modify the proposed blind quality metric to a sizable margin. Experiments validate the superiority of our no-reference quality method as compared with prevailing full-, reduced- and no-reference models.

Simulation And Forecasting of Daily Pm10 Concentrations Using Autoregressive Models In Kagithane Creek Valley, Istanbul

NASA Astrophysics Data System (ADS)

Ağaç, Kübra; Koçak, Kasım; Deniz, Ali

2015-04-01

A time series approach using autoregressive model (AR), moving average model (MA) and seasonal autoregressive integrated moving average model (SARIMA) were used in this study to simulate and forecast daily PM10 concentrations in Kagithane Creek Valley, Istanbul. Hourly PM10 concentrations have been measured in Kagithane Creek Valley between 2010 and 2014 periods. Bosphorus divides the city in two parts as European and Asian parts. The historical part of the city takes place in Golden Horn. Our study area Kagithane Creek Valley is connected with this historical part. The study area is highly polluted because of its topographical structure and industrial activities. Also population density is extremely high in this site. The dispersion conditions are highly poor in this creek valley so it is necessary to calculate PM10 levels for air quality and human health. For given period there were some missing PM10 concentration values so to make an accurate calculations and to obtain exact results gap filling method was applied by Singular Spectrum Analysis (SSA). SSA is a new and efficient method for gap filling and it is an state-of-art modeling. SSA-MTM Toolkit was used for our study. SSA is considered as a noise reduction algorithm because it decomposes an original time series to trend (if exists), oscillatory and noise components by way of a singular value decomposition. The basic SSA algorithm has stages of decomposition and reconstruction. For given period daily and monthly PM10 concentrations were calculated and episodic periods are determined. Long term and short term PM10 concentrations were analyzed according to European Union (EU) standards. For simulation and forecasting of high level PM10 concentrations, meteorological data (wind speed, pressure and temperature) were used to see the relationship between daily PM10 concentrations. Fast Fourier Transformation (FFT) was also applied to the data to see the periodicity and according to these periods models were built in MATLAB an Eviews programmes. Because of the seasonality of PM10 data SARIMA model was also used. The order of autoregression model was determined according to AIC and BIC criteria. The model performances were evaluated from Fractional Bias, Normalized Mean Square Error (NMSE) and Mean Absolute Percentage Error (MAPE). As expected, the results were encouraging. Keywords: PM10, Autoregression, Forecast Acknowledgement The authors would like to acknowledge the financial support by the Scientific and Technological Research Council of Turkey (TUBITAK, project no:112Y319).

Toward blind removal of unwanted sound from orchestrated music

NASA Astrophysics Data System (ADS)

Chang, Soo-Young; Chun, Joohwan

2000-11-01

The problem addressed in this paper is to removing unwanted sounds from music sound. The sound to be removed could be disturbance such as cough. We shall present some preliminary results on this problem using statistical properties of signals. Our approach consists of three steps. We first estimate the fundamental frequencies and partials given noise-corrupted music sound. This gives us the autoregressive (AR) model of the music sound. Then we filter the noise-corrupted sound using the AR parameters. The filtered signal is then subtracted from the original noise-corrupted signal to get the disturbance. Finally, the obtained disturbance is used a reference signal to eliminate the disturbance from the noise- corrupted music signal. Above three steps are carried out in a recursive manner using a sliding window or an infinitely growing window with an appropriate forgetting factor.

Using Google Trends and ambient temperature to predict seasonal influenza outbreaks.

PubMed

Zhang, Yuzhou; Bambrick, Hilary; Mengersen, Kerrie; Tong, Shilu; Hu, Wenbiao

2018-05-16

The discovery of the dynamics of seasonal and non-seasonal influenza outbreaks remains a great challenge. Previous internet-based surveillance studies built purely on internet or climate data do have potential error. We collected influenza notifications, temperature and Google Trends (GT) data between January 1st, 2011 and December 31st, 2016. We performed time-series cross correlation analysis and temporal risk analysis to discover the characteristics of influenza epidemics in the period. Then, the seasonal autoregressive integrated moving average (SARIMA) model and regression tree model were developed to track influenza epidemics using GT and climate data. Influenza infection was significantly corrected with GT at lag of 1-7 weeks in Brisbane and Gold Coast, and temperature at lag of 1-10 weeks for the two study settings. SARIMA models with GT and temperature data had better predictive performance. We identified autoregression (AR) for influenza was the most important determinant for influenza occurrence in both Brisbane and Gold Coast. Our results suggested internet search metrics in conjunction with temperature can be used to predict influenza outbreaks, which can be considered as a pre-requisite for constructing early warning systems using search and temperature data. Copyright © 2018 Elsevier Ltd. All rights reserved.

Damage localization of marine risers using time series of vibration signals

NASA Astrophysics Data System (ADS)

Liu, Hao; Yang, Hezhen; Liu, Fushun

2014-10-01

Based on dynamic response signals a damage detection algorithm is developed for marine risers. Damage detection methods based on numerous modal properties have encountered issues in the researches in offshore oil community. For example, significant increase in structure mass due to marine plant/animal growth and changes in modal properties by equipment noise are not the result of damage for riser structures. In an attempt to eliminate the need to determine modal parameters, a data-based method is developed. The implementation of the method requires that vibration data are first standardized to remove the influence of different loading conditions and the autoregressive moving average (ARMA) model is used to fit vibration response signals. In addition, a damage feature factor is introduced based on the autoregressive (AR) parameters. After that, the Euclidean distance between ARMA models is subtracted as a damage indicator for damage detection and localization and a top tensioned riser simulation model with different damage scenarios is analyzed using the proposed method with dynamic acceleration responses of a marine riser as sensor data. Finally, the influence of measured noise is analyzed. According to the damage localization results, the proposed method provides accurate damage locations of risers and is robust to overcome noise effect.

Dynamic regulation of heart rate during acute hypotension: new insight into baroreflex function

NASA Technical Reports Server (NTRS)

Zhang, R.; Behbehani, K.; Crandall, C. G.; Zuckerman, J. H.; Levine, B. D.; Blomqvist, C. G. (Principal Investigator)

2001-01-01

To examine the dynamic properties of baroreflex function, we measured beat-to-beat changes in arterial blood pressure (ABP) and heart rate (HR) during acute hypotension induced by thigh cuff deflation in 10 healthy subjects under supine resting conditions and during progressive lower body negative pressure (LBNP). The quantitative, temporal relationship between ABP and HR was fitted by a second-order autoregressive (AR) model. The frequency response was evaluated by transfer function analysis. Results: HR changes during acute hypotension appear to be controlled by an ABP error signal between baseline and induced hypotension. The quantitative relationship between changes in ABP and HR is characterized by a second-order AR model with a pure time delay of 0.75 s containing low-pass filter properties. During LBNP, the change in HR/change in ABP during induced hypotension significantly decreased, as did the numerator coefficients of the AR model and transfer function gain. Conclusions: 1) Beat-to-beat HR responses to dynamic changes in ABP may be controlled by an error signal rather than directional changes in pressure, suggesting a "set point" mechanism in short-term ABP control. 2) The quantitative relationship between dynamic changes in ABP and HR can be described by a second-order AR model with a pure time delay. 3) The ability of the baroreflex to evoke a HR response to transient changes in pressure was reduced during LBNP, which was due primarily to a reduction of the static gain of the baroreflex.

Predictive Monitoring for Improved Management of Glucose Levels

PubMed Central

Reifman, Jaques; Rajaraman, Srinivasan; Gribok, Andrei; Ward, W. Kenneth

2007-01-01

Background Recent developments and expected near-future improvements in continuous glucose monitoring (CGM) devices provide opportunities to couple them with mathematical forecasting models to produce predictive monitoring systems for early, proactive glycemia management of diabetes mellitus patients before glucose levels drift to undesirable levels. This article assesses the feasibility of data-driven models to serve as the forecasting engine of predictive monitoring systems. Methods We investigated the capabilities of data-driven autoregressive (AR) models to (1) capture the correlations in glucose time-series data, (2) make accurate predictions as a function of prediction horizon, and (3) be made portable from individual to individual without any need for model tuning. The investigation is performed by employing CGM data from nine type 1 diabetic subjects collected over a continuous 5-day period. Results With CGM data serving as the gold standard, AR model-based predictions of glucose levels assessed over nine subjects with Clarke error grid analysis indicated that, for a 30-minute prediction horizon, individually tuned models yield 97.6 to 100.0% of data in the clinically acceptable zones A and B, whereas cross-subject, portable models yield 95.8 to 99.7% of data in zones A and B. Conclusions This study shows that, for a 30-minute prediction horizon, data-driven AR models provide sufficiently-accurate and clinically-acceptable estimates of glucose levels for timely, proactive therapy and should be considered as the modeling engine for predictive monitoring of patients with type 1 diabetes mellitus. It also suggests that AR models can be made portable from individual to individual with minor performance penalties, while greatly reducing the burden associated with model tuning and data collection for model development. PMID:19885110

A general Bayesian framework for calibrating and evaluating stochastic models of annual multi-site hydrological data

NASA Astrophysics Data System (ADS)

Frost, Andrew J.; Thyer, Mark A.; Srikanthan, R.; Kuczera, George

2007-07-01

SummaryMulti-site simulation of hydrological data are required for drought risk assessment of large multi-reservoir water supply systems. In this paper, a general Bayesian framework is presented for the calibration and evaluation of multi-site hydrological data at annual timescales. Models included within this framework are the hidden Markov model (HMM) and the widely used lag-1 autoregressive (AR(1)) model. These models are extended by the inclusion of a Box-Cox transformation and a spatial correlation function in a multi-site setting. Parameter uncertainty is evaluated using Markov chain Monte Carlo techniques. Models are evaluated by their ability to reproduce a range of important extreme statistics and compared using Bayesian model selection techniques which evaluate model probabilities. The case study, using multi-site annual rainfall data situated within catchments which contribute to Sydney's main water supply, provided the following results: Firstly, in terms of model probabilities and diagnostics, the inclusion of the Box-Cox transformation was preferred. Secondly the AR(1) and HMM performed similarly, while some other proposed AR(1)/HMM models with regionally pooled parameters had greater posterior probability than these two models. The practical significance of parameter and model uncertainty was illustrated using a case study involving drought security analysis for urban water supply. It was shown that ignoring parameter uncertainty resulted in a significant overestimate of reservoir yield and an underestimation of system vulnerability to severe drought.

Multiscale Granger causality

NASA Astrophysics Data System (ADS)

Faes, Luca; Nollo, Giandomenico; Stramaglia, Sebastiano; Marinazzo, Daniele

2017-10-01

In the study of complex physical and biological systems represented by multivariate stochastic processes, an issue of great relevance is the description of the system dynamics spanning multiple temporal scales. While methods to assess the dynamic complexity of individual processes at different time scales are well established, multiscale analysis of directed interactions has never been formalized theoretically, and empirical evaluations are complicated by practical issues such as filtering and downsampling. Here we extend the very popular measure of Granger causality (GC), a prominent tool for assessing directed lagged interactions between joint processes, to quantify information transfer across multiple time scales. We show that the multiscale processing of a vector autoregressive (AR) process introduces a moving average (MA) component, and describe how to represent the resulting ARMA process using state space (SS) models and to combine the SS model parameters for computing exact GC values at arbitrarily large time scales. We exploit the theoretical formulation to identify peculiar features of multiscale GC in basic AR processes, and demonstrate with numerical simulations the much larger estimation accuracy of the SS approach compared to pure AR modeling of filtered and downsampled data. The improved computational reliability is exploited to disclose meaningful multiscale patterns of information transfer between global temperature and carbon dioxide concentration time series, both in paleoclimate and in recent years.

Stochastic-Constraints Method in Nonstationary Hot-Clutter Cancellation Part I: Fundamentals and Supervised Training Applications

DTIC Science & Technology

2003-04-01

any of the P interfering sources, and Hkt i (1) (P)] T is defined below. The P-variate vector = t kt , • t J consists of complex waveforms radiated by...line. More precisely, the (i, j ) t element of the matrix Hke is a complex 4-4 coefficient which is practically constant over the kth PRI, and is a...multivariate auto-regressive (AR) model of order n: Ykt + Z Bj Yk- j , t = tkt (25) j =l In the above equation, Bj are the M-variate matrices which are the

An accurate nonlinear stochastic model for MEMS-based inertial sensor error with wavelet networks

NASA Astrophysics Data System (ADS)

El-Diasty, Mohammed; El-Rabbany, Ahmed; Pagiatakis, Spiros

2007-12-01

The integration of Global Positioning System (GPS) with Inertial Navigation System (INS) has been widely used in many applications for positioning and orientation purposes. Traditionally, random walk (RW), Gauss-Markov (GM), and autoregressive (AR) processes have been used to develop the stochastic model in classical Kalman filters. The main disadvantage of classical Kalman filter is the potentially unstable linearization of the nonlinear dynamic system. Consequently, a nonlinear stochastic model is not optimal in derivative-based filters due to the expected linearization error. With a derivativeless-based filter such as the unscented Kalman filter or the divided difference filter, the filtering process of a complicated highly nonlinear dynamic system is possible without linearization error. This paper develops a novel nonlinear stochastic model for inertial sensor error using a wavelet network (WN). A wavelet network is a highly nonlinear model, which has recently been introduced as a powerful tool for modelling and prediction. Static and kinematic data sets are collected using a MEMS-based IMU (DQI-100) to develop the stochastic model in the static mode and then implement it in the kinematic mode. The derivativeless-based filtering method using GM, AR, and the proposed WN-based processes are used to validate the new model. It is shown that the first-order WN-based nonlinear stochastic model gives superior positioning results to the first-order GM and AR models with an overall improvement of 30% when 30 and 60 seconds GPS outages are introduced.

An adaptive ARX model to estimate the RUL of aluminum plates based on its crack growth

NASA Astrophysics Data System (ADS)

Barraza-Barraza, Diana; Tercero-Gómez, Víctor G.; Beruvides, Mario G.; Limón-Robles, Jorge

2017-01-01

A wide variety of Condition-Based Maintenance (CBM) techniques deal with the problem of predicting the time for an asset fault. Most statistical approaches rely on historical failure data that might not be available in several practical situations. To address this issue, practitioners might require the use of self-starting approaches that consider only the available knowledge about the current degradation process and the asset operating context to update the prognostic model. Some authors use Autoregressive (AR) models for this purpose that are adequate when the asset operating context is constant, however, if it is variable, the accuracy of the models can be affected. In this paper, three autoregressive models with exogenous variables (ARX) were constructed, and their capability to estimate the remaining useful life (RUL) of a process was evaluated following the case of the aluminum crack growth problem. An existing stochastic model of aluminum crack growth was implemented and used to assess RUL estimation performance of the proposed ARX models through extensive Monte Carlo simulations. Point and interval estimations were made based only on individual history, behavior, operating conditions and failure thresholds. Both analytic and bootstrapping techniques were used in the estimation process. Finally, by including recursive parameter estimation and a forgetting factor, the ARX methodology adapts to changing operating conditions and maintain the focus on the current degradation level of an asset.

Sea-Level Trend Uncertainty With Pacific Climatic Variability and Temporally-Correlated Noise

NASA Astrophysics Data System (ADS)

Royston, Sam; Watson, Christopher S.; Legrésy, Benoît; King, Matt A.; Church, John A.; Bos, Machiel S.

2018-03-01

Recent studies have identified climatic drivers of the east-west see-saw of Pacific Ocean satellite altimetry era sea level trends and a number of sea-level trend and acceleration assessments attempt to account for this. We investigate the effect of Pacific climate variability, together with temporally-correlated noise, on linear trend error estimates and determine new time-of-emergence (ToE) estimates across the Indian and Pacific Oceans. Sea-level trend studies often advocate the use of auto-regressive (AR) noise models to adequately assess formal uncertainties, yet sea level often exhibits colored but non-AR(1) noise. Standard error estimates are over- or under-estimated by an AR(1) model for much of the Indo-Pacific sea level. Allowing for PDO and ENSO variability in the trend estimate only reduces standard errors across the tropics and we find noise characteristics are largely unaffected. Of importance for trend and acceleration detection studies, formal error estimates remain on average up to 1.6 times those from an AR(1) model for long-duration tide gauge data. There is an even chance that the observed trend from the satellite altimetry era exceeds the noise in patches of the tropical Pacific and Indian Oceans and the south-west and north-east Pacific gyres. By including climate indices in the trend analysis, the time it takes for the observed linear sea-level trend to emerge from the noise reduces by up to 2 decades.

Efficient hierarchical trans-dimensional Bayesian inversion of magnetotelluric data

NASA Astrophysics Data System (ADS)

Xiang, Enming; Guo, Rongwen; Dosso, Stan E.; Liu, Jianxin; Dong, Hao; Ren, Zhengyong

2018-06-01

This paper develops an efficient hierarchical trans-dimensional (trans-D) Bayesian algorithm to invert magnetotelluric (MT) data for subsurface geoelectrical structure, with unknown geophysical model parameterization (the number of conductivity-layer interfaces) and data-error models parameterized by an auto-regressive (AR) process to account for potential error correlations. The reversible-jump Markov-chain Monte Carlo algorithm, which adds/removes interfaces and AR parameters in birth/death steps, is applied to sample the trans-D posterior probability density for model parameterization, model parameters, error variance and AR parameters, accounting for the uncertainties of model dimension and data-error statistics in the uncertainty estimates of the conductivity profile. To provide efficient sampling over the multiple subspaces of different dimensions, advanced proposal schemes are applied. Parameter perturbations are carried out in principal-component space, defined by eigen-decomposition of the unit-lag model covariance matrix, to minimize the effect of inter-parameter correlations and provide effective perturbation directions and length scales. Parameters of new layers in birth steps are proposed from the prior, instead of focused distributions centred at existing values, to improve birth acceptance rates. Parallel tempering, based on a series of parallel interacting Markov chains with successively relaxed likelihoods, is applied to improve chain mixing over model dimensions. The trans-D inversion is applied in a simulation study to examine the resolution of model structure according to the data information content. The inversion is also applied to a measured MT data set from south-central Australia.

Middle and long-term prediction of UT1-UTC based on combination of Gray Model and Autoregressive Integrated Moving Average

NASA Astrophysics Data System (ADS)

Jia, Song; Xu, Tian-he; Sun, Zhang-zhen; Li, Jia-jing

2017-02-01

UT1-UTC is an important part of the Earth Orientation Parameters (EOP). The high-precision predictions of UT1-UTC play a key role in practical applications of deep space exploration, spacecraft tracking and satellite navigation and positioning. In this paper, a new prediction method with combination of Gray Model (GM(1, 1)) and Autoregressive Integrated Moving Average (ARIMA) is developed. The main idea is as following. Firstly, the UT1-UTC data are preprocessed by removing the leap second and Earth's zonal harmonic tidal to get UT1R-TAI data. Periodic terms are estimated and removed by the least square to get UT2R-TAI. Then the linear terms of UT2R-TAI data are modeled by the GM(1, 1), and the residual terms are modeled by the ARIMA. Finally, the UT2R-TAI prediction can be performed based on the combined model of GM(1, 1) and ARIMA, and the UT1-UTC predictions are obtained by adding the corresponding periodic terms, leap second correction and the Earth's zonal harmonic tidal correction. The results show that the proposed model can be used to predict UT1-UTC effectively with higher middle and long-term (from 32 to 360 days) accuracy than those of LS + AR, LS + MAR and WLS + MAR.

EMG circuit design and AR analysis of EMG signs.

PubMed

Hardalaç, Firat; Canal, Rahmi

2004-12-01

In this study, electromyogram (EMG) circuit was designed and tested on 27 people. Autoregressive (AR) analysis of EMG signals recorded on the ulnar nerve region of the right hand in resting position was performed. AR method, especially in the calculation of the spectrums of stable signs, is used for frequency analysis of signs, which give frequency response as sharp peaks and valleys. In this study, as the result of AR method analysis of EMG signals frequency-time domain, frequency spectrum curves (histogram curves) were obtained. As the images belonging to these histograms were evaluated, fibrillation potential widths of the muscle fibers of the ulnar nerve region of the people (material of the study) were examined. According to the degeneration degrees of the motor nerves, nine people had myopathy, nine had neuropathy, and nine were normal.

Linear mixed-effects models to describe individual tree crown width for China-fir in Fujian Province, southeast China.

PubMed

Hao, Xu; Yujun, Sun; Xinjie, Wang; Jin, Wang; Yao, Fu

2015-01-01

A multiple linear model was developed for individual tree crown width of Cunninghamia lanceolata (Lamb.) Hook in Fujian province, southeast China. Data were obtained from 55 sample plots of pure China-fir plantation stands. An Ordinary Linear Least Squares (OLS) regression was used to establish the crown width model. To adjust for correlations between observations from the same sample plots, we developed one level linear mixed-effects (LME) models based on the multiple linear model, which take into account the random effects of plots. The best random effects combinations for the LME models were determined by the Akaike's information criterion, the Bayesian information criterion and the -2logarithm likelihood. Heteroscedasticity was reduced by three residual variance functions: the power function, the exponential function and the constant plus power function. The spatial correlation was modeled by three correlation structures: the first-order autoregressive structure [AR(1)], a combination of first-order autoregressive and moving average structures [ARMA(1,1)], and the compound symmetry structure (CS). Then, the LME model was compared to the multiple linear model using the absolute mean residual (AMR), the root mean square error (RMSE), and the adjusted coefficient of determination (adj-R2). For individual tree crown width models, the one level LME model showed the best performance. An independent dataset was used to test the performance of the models and to demonstrate the advantage of calibrating LME models.

Sinusoidal synthesis based adaptive tracking for rotating machinery fault detection

NASA Astrophysics Data System (ADS)

Li, Gang; McDonald, Geoff L.; Zhao, Qing

2017-01-01

This paper presents a novel Sinusoidal Synthesis Based Adaptive Tracking (SSBAT) technique for vibration-based rotating machinery fault detection. The proposed SSBAT algorithm is an adaptive time series technique that makes use of both frequency and time domain information of vibration signals. Such information is incorporated in a time varying dynamic model. Signal tracking is then realized by applying adaptive sinusoidal synthesis to the vibration signal. A modified Least-Squares (LS) method is adopted to estimate the model parameters. In addition to tracking, the proposed vibration synthesis model is mainly used as a linear time-varying predictor. The health condition of the rotating machine is monitored by checking the residual between the predicted and measured signal. The SSBAT method takes advantage of the sinusoidal nature of vibration signals and transfers the nonlinear problem into a linear adaptive problem in the time domain based on a state-space realization. It has low computation burden and does not need a priori knowledge of the machine under the no-fault condition which makes the algorithm ideal for on-line fault detection. The method is validated using both numerical simulation and practical application data. Meanwhile, the fault detection results are compared with the commonly adopted autoregressive (AR) and autoregressive Minimum Entropy Deconvolution (ARMED) method to verify the feasibility and performance of the SSBAT method.

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…

A short-term ensemble wind speed forecasting system for wind power applications

NASA Astrophysics Data System (ADS)

Baidya Roy, S.; Traiteur, J. J.; Callicutt, D.; Smith, M.

2011-12-01

This study develops an adaptive, blended forecasting system to provide accurate wind speed forecasts 1 hour ahead of time for wind power applications. The system consists of an ensemble of 21 forecasts with different configurations of the Weather Research and Forecasting Single Column Model (WRFSCM) and a persistence model. The ensemble is calibrated against observations for a 2 month period (June-July, 2008) at a potential wind farm site in Illinois using the Bayesian Model Averaging (BMA) technique. The forecasting system is evaluated against observations for August 2008 at the same site. The calibrated ensemble forecasts significantly outperform the forecasts from the uncalibrated ensemble while significantly reducing forecast uncertainty under all environmental stability conditions. The system also generates significantly better forecasts than persistence, autoregressive (AR) and autoregressive moving average (ARMA) models during the morning transition and the diurnal convective regimes. This forecasting system is computationally more efficient than traditional numerical weather prediction models and can generate a calibrated forecast, including model runs and calibration, in approximately 1 minute. Currently, hour-ahead wind speed forecasts are almost exclusively produced using statistical models. However, numerical models have several distinct advantages over statistical models including the potential to provide turbulence forecasts. Hence, there is an urgent need to explore the role of numerical models in short-term wind speed forecasting. This work is a step in that direction and is likely to trigger a debate within the wind speed forecasting community.

Assessing the performance of eight real-time updating models and procedures for the Brosna River

NASA Astrophysics Data System (ADS)

Goswami, M.; O'Connor, K. M.; Bhattarai, K. P.; Shamseldin, A. Y.

2005-10-01

The flow forecasting performance of eight updating models, incorporated in the Galway River Flow Modelling and Forecasting System (GFMFS), was assessed using daily data (rainfall, evaporation and discharge) of the Irish Brosna catchment (1207 km2), considering their one to six days lead-time discharge forecasts. The Perfect Forecast of Input over the Forecast Lead-time scenario was adopted, where required, in place of actual rainfall forecasts. The eight updating models were: (i) the standard linear Auto-Regressive (AR) model, applied to the forecast errors (residuals) of a simulation (non-updating) rainfall-runoff model; (ii) the Neural Network Updating (NNU) model, also using such residuals as input; (iii) the Linear Transfer Function (LTF) model, applied to the simulated and the recently observed discharges; (iv) the Non-linear Auto-Regressive eXogenous-Input Model (NARXM), also a neural network-type structure, but having wide options of using recently observed values of one or more of the three data series, together with non-updated simulated outflows, as inputs; (v) the Parametric Simple Linear Model (PSLM), of LTF-type, using recent rainfall and observed discharge data; (vi) the Parametric Linear perturbation Model (PLPM), also of LTF-type, using recent rainfall and observed discharge data, (vii) n-AR, an AR model applied to the observed discharge series only, as a naïve updating model; and (viii) n-NARXM, a naive form of the NARXM, using only the observed discharge data, excluding exogenous inputs. The five GFMFS simulation (non-updating) models used were the non-parametric and parametric forms of the Simple Linear Model and of the Linear Perturbation Model, the Linearly-Varying Gain Factor Model, the Artificial Neural Network Model, and the conceptual Soil Moisture Accounting and Routing (SMAR) model. As the SMAR model performance was found to be the best among these models, in terms of the Nash-Sutcliffe R2 value, both in calibration and in verification, the simulated outflows of this model only were selected for the subsequent exercise of producing updated discharge forecasts. All the eight forms of updating models for producing lead-time discharge forecasts were found to be capable of producing relatively good lead-1 (1-day ahead) forecasts, with R2 values almost 90% or above. However, for higher lead time forecasts, only three updating models, viz., NARXM, LTF, and NNU, were found to be suitable, with lead-6 values of R2 about 90% or higher. Graphical comparisons were made of the lead-time forecasts for the two largest floods, one in the calibration period and the other in the verification period.

A Rigorous Temperature-Dependent Stochastic Modelling and Testing for MEMS-Based Inertial Sensor Errors.

PubMed

El-Diasty, Mohammed; Pagiatakis, Spiros

2009-01-01

In this paper, we examine the effect of changing the temperature points on MEMS-based inertial sensor random error. We collect static data under different temperature points using a MEMS-based inertial sensor mounted inside a thermal chamber. Rigorous stochastic models, namely Autoregressive-based Gauss-Markov (AR-based GM) models are developed to describe the random error behaviour. The proposed AR-based GM model is initially applied to short stationary inertial data to develop the stochastic model parameters (correlation times). It is shown that the stochastic model parameters of a MEMS-based inertial unit, namely the ADIS16364, are temperature dependent. In addition, field kinematic test data collected at about 17 °C are used to test the performance of the stochastic models at different temperature points in the filtering stage using Unscented Kalman Filter (UKF). It is shown that the stochastic model developed at 20 °C provides a more accurate inertial navigation solution than the ones obtained from the stochastic models developed at -40 °C, -20 °C, 0 °C, +40 °C, and +60 °C. The temperature dependence of the stochastic model is significant and should be considered at all times to obtain optimal navigation solution for MEMS-based INS/GPS integration.

Seizure-Onset Mapping Based on Time-Variant Multivariate Functional Connectivity Analysis of High-Dimensional Intracranial EEG: A Kalman Filter Approach.

PubMed

Lie, Octavian V; van Mierlo, Pieter

2017-01-01

The visual interpretation of intracranial EEG (iEEG) is the standard method used in complex epilepsy surgery cases to map the regions of seizure onset targeted for resection. Still, visual iEEG analysis is labor-intensive and biased due to interpreter dependency. Multivariate parametric functional connectivity measures using adaptive autoregressive (AR) modeling of the iEEG signals based on the Kalman filter algorithm have been used successfully to localize the electrographic seizure onsets. Due to their high computational cost, these methods have been applied to a limited number of iEEG time-series (<60). The aim of this study was to test two Kalman filter implementations, a well-known multivariate adaptive AR model (Arnold et al. 1998) and a simplified, computationally efficient derivation of it, for their potential application to connectivity analysis of high-dimensional (up to 192 channels) iEEG data. When used on simulated seizures together with a multivariate connectivity estimator, the partial directed coherence, the two AR models were compared for their ability to reconstitute the designed seizure signal connections from noisy data. Next, focal seizures from iEEG recordings (73-113 channels) in three patients rendered seizure-free after surgery were mapped with the outdegree, a graph-theory index of outward directed connectivity. Simulation results indicated high levels of mapping accuracy for the two models in the presence of low-to-moderate noise cross-correlation. Accordingly, both AR models correctly mapped the real seizure onset to the resection volume. This study supports the possibility of conducting fully data-driven multivariate connectivity estimations on high-dimensional iEEG datasets using the Kalman filter approach.

A statistical model for predicting muscle performance

NASA Astrophysics Data System (ADS)

Byerly, Diane Leslie De Caix

The objective of these studies was to develop a capability for predicting muscle performance and fatigue to be utilized for both space- and ground-based applications. To develop this predictive model, healthy test subjects performed a defined, repetitive dynamic exercise to failure using a Lordex spinal machine. Throughout the exercise, surface electromyography (SEMG) data were collected from the erector spinae using a Mega Electronics ME3000 muscle tester and surface electrodes placed on both sides of the back muscle. These data were analyzed using a 5th order Autoregressive (AR) model and statistical regression analysis. It was determined that an AR derived parameter, the mean average magnitude of AR poles, significantly correlated with the maximum number of repetitions (designated Rmax) that a test subject was able to perform. Using the mean average magnitude of AR poles, a test subject's performance to failure could be predicted as early as the sixth repetition of the exercise. This predictive model has the potential to provide a basis for improving post-space flight recovery, monitoring muscle atrophy in astronauts and assessing the effectiveness of countermeasures, monitoring astronaut performance and fatigue during Extravehicular Activity (EVA) operations, providing pre-flight assessment of the ability of an EVA crewmember to perform a given task, improving the design of training protocols and simulations for strenuous International Space Station assembly EVA, and enabling EVA work task sequences to be planned enhancing astronaut performance and safety. Potential ground-based, medical applications of the predictive model include monitoring muscle deterioration and performance resulting from illness, establishing safety guidelines in the industry for repetitive tasks, monitoring the stages of rehabilitation for muscle-related injuries sustained in sports and accidents, and enhancing athletic performance through improved training protocols while reducing injury.

Verification of ARMA identification for modelling temporal correlation of GPS observations using the toolbox ARMASA

NASA Astrophysics Data System (ADS)

Luo, Xiaoguang; Mayer, Michael; Heck, Bernhard

2010-05-01

One essential deficiency of the stochastic model used in many GNSS (Global Navigation Satellite Systems) software products consists in neglecting temporal correlation of GNSS observations. Analysing appropriately detrended time series of observation residuals resulting from GPS (Global Positioning System) data processing, the temporal correlation behaviour of GPS observations can be sufficiently described by means of so-called autoregressive moving average (ARMA) processes. Using the toolbox ARMASA which is available free of charge in MATLAB® Central (open exchange platform for the MATLAB® and SIMULINK® user community), a well-fitting time series model can be identified automatically in three steps. Firstly, AR, MA, and ARMA models are computed up to some user-specified maximum order. Subsequently, for each model type, the best-fitting model is selected using the combined (for AR processes) resp. generalised (for MA and ARMA processes) information criterion. The final model identification among the best-fitting AR, MA, and ARMA models is performed based on the minimum prediction error characterising the discrepancies between the given data and the fitted model. The ARMA coefficients are computed using Burg's maximum entropy algorithm (for AR processes), Durbin's first (for MA processes) and second (for ARMA processes) methods, respectively. This paper verifies the performance of the automated ARMA identification using the toolbox ARMASA. For this purpose, a representative data base is generated by means of ARMA simulation with respect to sample size, correlation level, and model complexity. The model error defined as a transform of the prediction error is used as measure for the deviation between the true and the estimated model. The results of the study show that the recognition rates of underlying true processes increase with increasing sample sizes and decrease with rising model complexity. Considering large sample sizes, the true underlying processes can be correctly recognised for nearly 80% of the analysed data sets. Additionally, the model errors of first-order AR resp. MA processes converge clearly more rapidly to the corresponding asymptotical values than those of high-order ARMA processes.

A multimodel approach to interannual and seasonal prediction of Danube discharge anomalies

NASA Astrophysics Data System (ADS)

Rimbu, Norel; Ionita, Monica; Patrut, Simona; Dima, Mihai

2010-05-01

Interannual and seasonal predictability of Danube river discharge is investigated using three model types: 1) time series models 2) linear regression models of discharge with large-scale climate mode indices and 3) models based on stable teleconnections. All models are calibrated using discharge and climatic data for the period 1901-1977 and validated for the period 1978-2008 . Various time series models, like autoregressive (AR), moving average (MA), autoregressive and moving average (ARMA) or singular spectrum analysis and autoregressive moving average (SSA+ARMA) models have been calibrated and their skills evaluated. The best results were obtained using SSA+ARMA models. SSA+ARMA models proved to have the highest forecast skill also for other European rivers (Gamiz-Fortis et al. 2008). Multiple linear regression models using large-scale climatic mode indices as predictors have a higher forecast skill than the time series models. The best predictors for Danube discharge are the North Atlantic Oscillation (NAO) and the East Atlantic/Western Russia patterns during winter and spring. Other patterns, like Polar/Eurasian or Tropical Northern Hemisphere (TNH) are good predictors for summer and autumn discharge. Based on stable teleconnection approach (Ionita et al. 2008) we construct prediction models through a combination of sea surface temperature (SST), temperature (T) and precipitation (PP) from the regions where discharge and SST, T and PP variations are stable correlated. Forecast skills of these models are higher than forecast skills of the time series and multiple regression models. The models calibrated and validated in our study can be used for operational prediction of interannual and seasonal Danube discharge anomalies. References Gamiz-Fortis, S., D. Pozo-Vazquez, R.M. Trigo, and Y. Castro-Diez, Quantifying the predictability of winter river flow in Iberia. Part I: intearannual predictability. J. Climate, 2484-2501, 2008. Gamiz-Fortis, S., D. Pozo-Vazquez, R.M. Trigo, and Y. Castro-Diez, Quantifying the predictability of winter river flow in Iberia. Part II: seasonal predictability. J. Climate, 2503-2518, 2008. Ionita, M., G. Lohmann, and N. Rimbu, Prediction of spring Elbe river discharge based on stable teleconnections with global temperature and precipitation. J. Climate. 6215-6226, 2008.

Error reduction and representation in stages (ERRIS) in hydrological modelling for ensemble streamflow forecasting

NASA Astrophysics Data System (ADS)

Li, Ming; Wang, Q. J.; Bennett, James C.; Robertson, David E.

2016-09-01

This study develops a new error modelling method for ensemble short-term and real-time streamflow forecasting, called error reduction and representation in stages (ERRIS). The novelty of ERRIS is that it does not rely on a single complex error model but runs a sequence of simple error models through four stages. At each stage, an error model attempts to incrementally improve over the previous stage. Stage 1 establishes parameters of a hydrological model and parameters of a transformation function for data normalization, Stage 2 applies a bias correction, Stage 3 applies autoregressive (AR) updating, and Stage 4 applies a Gaussian mixture distribution to represent model residuals. In a case study, we apply ERRIS for one-step-ahead forecasting at a range of catchments. The forecasts at the end of Stage 4 are shown to be much more accurate than at Stage 1 and to be highly reliable in representing forecast uncertainty. Specifically, the forecasts become more accurate by applying the AR updating at Stage 3, and more reliable in uncertainty spread by using a mixture of two Gaussian distributions to represent the residuals at Stage 4. ERRIS can be applied to any existing calibrated hydrological models, including those calibrated to deterministic (e.g. least-squares) objectives.

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

PubMed Central

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

2014-01-01

Maintenance of thermal homeostasis in rats fed a high-fat diet (HFD) is associated with changes in their thermal balance. The thermodynamic relationship between heat dissipation and energy storage is altered by the ingestion of high-energy diet content. Observation of thermal registers of core temperature behavior, in humans and rodents, permits identification of some characteristics of time series, such as autoreference and stationarity that fit adequately to a stochastic analysis. To identify this change, we used, for the first time, a stochastic autoregressive model, the concepts of which match those associated with physiological systems involved and applied in male HFD rats compared with their appropriate standard food intake age-matched male controls (n=7 per group). By analyzing a recorded temperature time series, we were able to identify when thermal homeostasis would be affected by a new diet. The autoregressive time series model (AR model) was used to predict the occurrence of thermal homeostasis, and this model proved to be very effective in distinguishing such a physiological disorder. Thus, we infer from the results of our study that maximum entropy distribution as a means for stochastic characterization of temperature time series registers may be established as an important and early tool to aid in the diagnosis and prevention of metabolic diseases due to their ability to detect small variations in thermal profile. PMID:24519093

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

PubMed

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

2014-01-01

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

The excitation and characteristic frequency of the long-period volcanic event: An approach based on an inhomogeneous autoregressive model of a linear dynamic system

USGS Publications Warehouse

Nakano, M.; Kumagai, H.; Kumazawa, M.; Yamaoka, K.; Chouet, B.A.

1998-01-01

We present a method to quantify the source excitation function and characteristic frequencies of long-period volcanic events. The method is based on an inhomogeneous autoregressive (AR) model of a linear dynamic system, in which the excitation is assumed to be a time-localized function applied at the beginning of the event. The tail of an exponentially decaying harmonic waveform is used to determine the characteristic complex frequencies of the event by the Sompi method. The excitation function is then derived by operating an AR filter constructed from the characteristic frequencies to the entire seismogram of the event, including the inhomogeneous part of the signal. We apply this method to three long-period events at Kusatsu-Shirane Volcano, central Japan, whose waveforms display simple decaying monochromatic oscillations except for the beginning of the events. We recover time-localized excitation functions lasting roughly 1 s at the start of each event and find that the estimated functions are very similar to each other at all the stations of the seismic network for each event. The phases of the characteristic oscillations referred to the estimated excitation function fall within a narrow range for almost all the stations. These results strongly suggest that the excitation and mode of oscillation are both dominated by volumetric change components. Each excitation function starts with a pronounced dilatation consistent with a sudden deflation of the volumetric source which may be interpreted in terms of a choked-flow transport mechanism. The frequency and Q of the characteristic oscillation both display a temporal evolution from event to event. Assuming a crack filled with bubbly water as seismic source for these events, we apply the Van Wijngaarden-Papanicolaou model to estimate the acoustic properties of the bubbly liquid and find that the observed changes in the frequencies and Q are consistently explained by a temporal change in the radii of the bubbles characterizing the bubbly water in the crack.

Non-parametric directionality analysis - Extension for removal of a single common predictor and application to time series.

PubMed

Halliday, David M; Senik, Mohd Harizal; Stevenson, Carl W; Mason, Rob

2016-08-01

The ability to infer network structure from multivariate neuronal signals is central to computational neuroscience. Directed network analyses typically use parametric approaches based on auto-regressive (AR) models, where networks are constructed from estimates of AR model parameters. However, the validity of using low order AR models for neurophysiological signals has been questioned. A recent article introduced a non-parametric approach to estimate directionality in bivariate data, non-parametric approaches are free from concerns over model validity. We extend the non-parametric framework to include measures of directed conditional independence, using scalar measures that decompose the overall partial correlation coefficient summatively by direction, and a set of functions that decompose the partial coherence summatively by direction. A time domain partial correlation function allows both time and frequency views of the data to be constructed. The conditional independence estimates are conditioned on a single predictor. The framework is applied to simulated cortical neuron networks and mixtures of Gaussian time series data with known interactions. It is applied to experimental data consisting of local field potential recordings from bilateral hippocampus in anaesthetised rats. The framework offers a non-parametric approach to estimation of directed interactions in multivariate neuronal recordings, and increased flexibility in dealing with both spike train and time series data. The framework offers a novel alternative non-parametric approach to estimate directed interactions in multivariate neuronal recordings, and is applicable to spike train and time series data. Copyright © 2016 Elsevier B.V. All rights reserved.

[Establishing and applying of autoregressive integrated moving average model to predict the incidence rate of dysentery in Shanghai].

PubMed

Li, Jian; Wu, Huan-Yu; Li, Yan-Ting; Jin, Hui-Ming; Gu, Bao-Ke; Yuan, Zheng-An

2010-01-01

To explore the feasibility of establishing and applying of autoregressive integrated moving average (ARIMA) model to predict the incidence rate of dysentery in Shanghai, so as to provide the theoretical basis for prevention and control of dysentery. ARIMA model was established based on the monthly incidence rate of dysentery of Shanghai from 1990 to 2007. The parameters of model were estimated through unconditional least squares method, the structure was determined according to criteria of residual un-correlation and conclusion, and the model goodness-of-fit was determined through Akaike information criterion (AIC) and Schwarz Bayesian criterion (SBC). The constructed optimal model was applied to predict the incidence rate of dysentery of Shanghai in 2008 and evaluate the validity of model through comparing the difference of predicted incidence rate and actual one. The incidence rate of dysentery in 2010 was predicted by ARIMA model based on the incidence rate from January 1990 to June 2009. The model ARIMA (1, 1, 1) (0, 1, 2)(12) had a good fitness to the incidence rate with both autoregressive coefficient (AR1 = 0.443) during the past time series, moving average coefficient (MA1 = 0.806) and seasonal moving average coefficient (SMA1 = 0.543, SMA2 = 0.321) being statistically significant (P < 0.01). AIC and SBC were 2.878 and 16.131 respectively and predicting error was white noise. The mathematic function was (1-0.443B) (1-B) (1-B(12))Z(t) = (1-0.806B) (1-0.543B(12)) (1-0.321B(2) x 12) micro(t). The predicted incidence rate in 2008 was consistent with the actual one, with the relative error of 6.78%. The predicted incidence rate of dysentery in 2010 based on the incidence rate from January 1990 to June 2009 would be 9.390 per 100 thousand. ARIMA model can be used to fit the changes of incidence rate of dysentery and to forecast the future incidence rate in Shanghai. It is a predicted model of high precision for short-time forecast.

Driver Fatigue Classification With Independent Component by Entropy Rate Bound Minimization Analysis in an EEG-Based System.

PubMed

Chai, Rifai; Naik, Ganesh R; Nguyen, Tuan Nghia; Ling, Sai Ho; Tran, Yvonne; Craig, Ashley; Nguyen, Hung T

2017-05-01

This paper presents a two-class electroencephal-ography-based classification for classifying of driver fatigue (fatigue state versus alert state) from 43 healthy participants. The system uses independent component by entropy rate bound minimization analysis (ERBM-ICA) for the source separation, autoregressive (AR) modeling for the features extraction, and Bayesian neural network for the classification algorithm. The classification results demonstrate a sensitivity of 89.7%, a specificity of 86.8%, and an accuracy of 88.2%. The combination of ERBM-ICA (source separator), AR (feature extractor), and Bayesian neural network (classifier) provides the best outcome with a p-value < 0.05 with the highest value of area under the receiver operating curve (AUC-ROC = 0.93) against other methods such as power spectral density as feature extractor (AUC-ROC = 0.81). The results of this study suggest the method could be utilized effectively for a countermeasure device for driver fatigue identification and other adverse event applications.

A triaxial accelerometer-based physical-activity recognition via augmented-signal features and a hierarchical recognizer.

PubMed

Khan, Adil Mehmood; Lee, Young-Koo; Lee, Sungyoung Y; Kim, Tae-Seong

2010-09-01

Physical-activity recognition via wearable sensors can provide valuable information regarding an individual's degree of functional ability and lifestyle. In this paper, we present an accelerometer sensor-based approach for human-activity recognition. Our proposed recognition method uses a hierarchical scheme. At the lower level, the state to which an activity belongs, i.e., static, transition, or dynamic, is recognized by means of statistical signal features and artificial-neural nets (ANNs). The upper level recognition uses the autoregressive (AR) modeling of the acceleration signals, thus, incorporating the derived AR-coefficients along with the signal-magnitude area and tilt angle to form an augmented-feature vector. The resulting feature vector is further processed by the linear-discriminant analysis and ANNs to recognize a particular human activity. Our proposed activity-recognition method recognizes three states and 15 activities with an average accuracy of 97.9% using only a single triaxial accelerometer attached to the subject's chest.

Using a generalized additive model with autoregressive terms to study the effects of daily temperature on mortality.

PubMed

Yang, Lei; Qin, Guoyou; Zhao, Naiqing; Wang, Chunfang; Song, Guixiang

2012-10-30

Generalized Additive Model (GAM) provides a flexible and effective technique for modelling nonlinear time-series in studies of the health effects of environmental factors. However, GAM assumes that errors are mutually independent, while time series can be correlated in adjacent time points. Here, a GAM with Autoregressive terms (GAMAR) is introduced to fill this gap. Parameters in GAMAR are estimated by maximum partial likelihood using modified Newton's method, and the difference between GAM and GAMAR is demonstrated using two simulation studies and a real data example. GAMM is also compared to GAMAR in simulation study 1. In the simulation studies, the bias of the mean estimates from GAM and GAMAR are similar but GAMAR has better coverage and smaller relative error. While the results from GAMM are similar to GAMAR, the estimation procedure of GAMM is much slower than GAMAR. In the case study, the Pearson residuals from the GAM are correlated, while those from GAMAR are quite close to white noise. In addition, the estimates of the temperature effects are different between GAM and GAMAR. GAMAR incorporates both explanatory variables and AR terms so it can quantify the nonlinear impact of environmental factors on health outcome as well as the serial correlation between the observations. It can be a useful tool in environmental epidemiological studies.

Using a generalized additive model with autoregressive terms to study the effects of daily temperature on mortality

PubMed Central

2012-01-01

Background Generalized Additive Model (GAM) provides a flexible and effective technique for modelling nonlinear time-series in studies of the health effects of environmental factors. However, GAM assumes that errors are mutually independent, while time series can be correlated in adjacent time points. Here, a GAM with Autoregressive terms (GAMAR) is introduced to fill this gap. Methods Parameters in GAMAR are estimated by maximum partial likelihood using modified Newton’s method, and the difference between GAM and GAMAR is demonstrated using two simulation studies and a real data example. GAMM is also compared to GAMAR in simulation study 1. Results In the simulation studies, the bias of the mean estimates from GAM and GAMAR are similar but GAMAR has better coverage and smaller relative error. While the results from GAMM are similar to GAMAR, the estimation procedure of GAMM is much slower than GAMAR. In the case study, the Pearson residuals from the GAM are correlated, while those from GAMAR are quite close to white noise. In addition, the estimates of the temperature effects are different between GAM and GAMAR. Conclusions GAMAR incorporates both explanatory variables and AR terms so it can quantify the nonlinear impact of environmental factors on health outcome as well as the serial correlation between the observations. It can be a useful tool in environmental epidemiological studies. PMID:23110601

Dynamic Granger-Geweke causality modeling with application to interictal spike propagation

PubMed Central

Lin, Fa-Hsuan; Hara, Keiko; Solo, Victor; Vangel, Mark; Belliveau, John W.; Stufflebeam, Steven M.; Hamalainen, Matti S.

2010-01-01

A persistent problem in developing plausible neurophysiological models of perception, cognition, and action is the difficulty of characterizing the interactions between different neural systems. Previous studies have approached this problem by estimating causal influences across brain areas activated during cognitive processing using Structural Equation Modeling and, more recently, with Granger-Geweke causality. While SEM is complicated by the need for a priori directional connectivity information, the temporal resolution of dynamic Granger-Geweke estimates is limited because the underlying autoregressive (AR) models assume stationarity over the period of analysis. We have developed a novel optimal method for obtaining data-driven directional causality estimates with high temporal resolution in both time and frequency domains. This is achieved by simultaneously optimizing the length of the analysis window and the chosen AR model order using the SURE criterion. Dynamic Granger-Geweke causality in time and frequency domains is subsequently calculated within a moving analysis window. We tested our algorithm by calculating the Granger-Geweke causality of epileptic spike propagation from the right frontal lobe to the left frontal lobe. The results quantitatively suggested the epileptic activity at the left frontal lobe was propagated from the right frontal lobe, in agreement with the clinical diagnosis. Our novel computational tool can be used to help elucidate complex directional interactions in the human brain. PMID:19378280

Exploratory data analysis of acceleration signals to select light-weight and accurate features for real-time activity recognition on smartphones.

PubMed

Khan, Adil Mehmood; Siddiqi, Muhammad Hameed; Lee, Seok-Won

2013-09-27

Smartphone-based activity recognition (SP-AR) recognizes users' activities using the embedded accelerometer sensor. Only a small number of previous works can be classified as online systems, i.e., the whole process (pre-processing, feature extraction, and classification) is performed on the device. Most of these online systems use either a high sampling rate (SR) or long data-window (DW) to achieve high accuracy, resulting in short battery life or delayed system response, respectively. This paper introduces a real-time/online SP-AR system that solves this problem. Exploratory data analysis was performed on acceleration signals of 6 activities, collected from 30 subjects, to show that these signals are generated by an autoregressive (AR) process, and an accurate AR-model in this case can be built using a low SR (20 Hz) and a small DW (3 s). The high within class variance resulting from placing the phone at different positions was reduced using kernel discriminant analysis to achieve position-independent recognition. Neural networks were used as classifiers. Unlike previous works, true subject-independent evaluation was performed, where 10 new subjects evaluated the system at their homes for 1 week. The results show that our features outperformed three commonly used features by 40% in terms of accuracy for the given SR and DW.

Get Over It! A Multilevel Threshold Autoregressive Model for State-Dependent Affect Regulation.

PubMed

De Haan-Rietdijk, Silvia; Gottman, John M; Bergeman, Cindy S; Hamaker, Ellen L

2016-03-01

Intensive longitudinal data provide rich information, which is best captured when specialized models are used in the analysis. One of these models is the multilevel autoregressive model, which psychologists have applied successfully to study affect regulation as well as alcohol use. A limitation of this model is that the autoregressive parameter is treated as a fixed, trait-like property of a person. We argue that the autoregressive parameter may be state-dependent, for example, if the strength of affect regulation depends on the intensity of affect experienced. To allow such intra-individual variation, we propose a multilevel threshold autoregressive model. Using simulations, we show that this model can be used to detect state-dependent regulation with adequate power and Type I error. The potential of the new modeling approach is illustrated with two empirical applications that extend the basic model to address additional substantive research questions.

Applying the LANL Statistical Pattern Recognition Paradigm for Structural Health Monitoring to Data from a Surface-Effect Fast Patrol Boat

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

Hoon Sohn; Charles Farrar; Norman Hunter

2001-01-01

This report summarizes the analysis of fiber-optic strain gauge data obtained from a surface-effect fast patrol boat being studied by the staff at the Norwegian Defense Research Establishment (NDRE) in Norway and the Naval Research Laboratory (NRL) in Washington D.C. Data from two different structural conditions were provided to the staff at Los Alamos National Laboratory. The problem was then approached from a statistical pattern recognition paradigm. This paradigm can be described as a four-part process: (1) operational evaluation, (2) data acquisition & cleansing, (3) feature extraction and data reduction, and (4) statistical model development for feature discrimination. Given thatmore » the first two portions of this paradigm were mostly completed by the NDRE and NRL staff, this study focused on data normalization, feature extraction, and statistical modeling for feature discrimination. The feature extraction process began by looking at relatively simple statistics of the signals and progressed to using the residual errors from auto-regressive (AR) models fit to the measured data as the damage-sensitive features. Data normalization proved to be the most challenging portion of this investigation. A novel approach to data normalization, where the residual errors in the AR model are considered to be an unmeasured input and an auto-regressive model with exogenous inputs (ARX) is then fit to portions of the data exhibiting similar waveforms, was successfully applied to this problem. With this normalization procedure, a clear distinction between the two different structural conditions was obtained. A false-positive study was also run, and the procedure developed herein did not yield any false-positive indications of damage. Finally, the results must be qualified by the fact that this procedure has only been applied to very limited data samples. A more complete analysis of additional data taken under various operational and environmental conditions as well as other structural conditions is necessary before one can definitively state that the procedure is robust enough to be used in practice.« less

Study on Wind-induced Vibration and Fatigue Life of Cable-stayed Flexible Antenna

NASA Astrophysics Data System (ADS)

He, Kongde; He, Xuehui; Fang, Zifan; Zheng, Xiaowei; Yu, Hongchang

2018-03-01

The cable-stayed flexible antenna is a large-span space structure composed of flexible multibody, with low frequency of vibration, vortex-induced resonance can occur under the action of Stochastic wind, and a larger amplitude is generated when resonance occurs. To solve this problem, based on the theory of vortex-induced vibration, this paper analyzes the vortex-induced vibration of a cable-stayed flexible antenna under the action of Wind. Based on the sinusoidal force model and Autoregressive Model (AR) method, the vortex-induced force is simulated, then the fatigue analysis of the structure is based on the linear fatigue cumulative damage principle and the rain-flow method. The minimum fatigue life of the structure is calculated to verify the vibration fatigue performance of the structure.

Study on homogenization of synthetic GNSS-retrieved IWV time series and its impact on trend estimates with autoregressive noise

NASA Astrophysics Data System (ADS)

Klos, Anna; Pottiaux, Eric; Van Malderen, Roeland; Bock, Olivier; Bogusz, Janusz

2017-04-01

A synthetic benchmark dataset of Integrated Water Vapour (IWV) was created within the activity of "Data homogenisation" of sub-working group WG3 of COST ES1206 Action. The benchmark dataset was created basing on the analysis of IWV differences retrieved by Global Positioning System (GPS) International GNSS Service (IGS) stations using European Centre for Medium-Range Weather Forecats (ECMWF) reanalysis data (ERA-Interim). Having analysed a set of 120 series of IWV differences (ERAI-GPS) derived for IGS stations, we delivered parameters of a number of gaps and breaks for every certain station. Moreover, we estimated values of trends, significant seasonalities and character of residuals when deterministic model was removed. We tested five different noise models and found that a combination of white and autoregressive processes of first order describes the stochastic part with a good accuracy. Basing on this analysis, we performed Monte Carlo simulations of 25 years long data with two different types of noise: white as well as combination of white and autoregressive processes. We also added few strictly defined offsets, creating three variants of synthetic dataset: easy, less-complicated and fully-complicated. The 'Easy' dataset included seasonal signals (annual, semi-annual, 3 and 4 months if present for a particular station), offsets and white noise. The 'Less-complicated' dataset included above-mentioned, as well as the combination of white and first order autoregressive processes (AR(1)+WH). The 'Fully-complicated' dataset included, beyond above, a trend and gaps. In this research, we show the impact of manual homogenisation on the estimates of trend and its error. We also cross-compare the results for three above-mentioned datasets, as the synthetized noise type might have a significant influence on manual homogenisation. Therefore, it might mostly affect the values of trend and their uncertainties when inappropriately handled. In a future, the synthetic dataset we present is going to be used as a benchmark to test various statistical tools in terms of homogenisation task.

A comparative simulation study of AR(1) estimators in short time series.

PubMed

Krone, Tanja; Albers, Casper J; Timmerman, Marieke E

2017-01-01

Various estimators of the autoregressive model exist. We compare their performance in estimating the autocorrelation in short time series. In Study 1, under correct model specification, we compare the frequentist r 1 estimator, C-statistic, ordinary least squares estimator (OLS) and maximum likelihood estimator (MLE), and a Bayesian method, considering flat (B f ) and symmetrized reference (B sr ) priors. In a completely crossed experimental design we vary lengths of time series (i.e., T = 10, 25, 40, 50 and 100) and autocorrelation (from -0.90 to 0.90 with steps of 0.10). The results show a lowest bias for the B sr , and a lowest variability for r 1 . The power in different conditions is highest for B sr and OLS. For T = 10, the absolute performance of all measurements is poor, as expected. In Study 2, we study robustness of the methods through misspecification by generating the data according to an ARMA(1,1) model, but still analysing the data with an AR(1) model. We use the two methods with the lowest bias for this study, i.e., B sr and MLE. The bias gets larger when the non-modelled moving average parameter becomes larger. Both the variability and power show dependency on the non-modelled parameter. The differences between the two estimation methods are negligible for all measurements.

Prediction of muscle performance during dynamic repetitive movement

NASA Technical Reports Server (NTRS)

Byerly, D. L.; Byerly, K. A.; Sognier, M. A.; Squires, W. G.

2003-01-01

BACKGROUND: During long-duration spaceflight, astronauts experience progressive muscle atrophy and often perform strenuous extravehicular activities. Post-flight, there is a lengthy recovery period with an increased risk for injury. Currently, there is a critical need for an enabling tool to optimize muscle performance and to minimize the risk of injury to astronauts while on-orbit and during post-flight recovery. Consequently, these studies were performed to develop a method to address this need. METHODS: Eight test subjects performed a repetitive dynamic exercise to failure at 65% of their upper torso weight using a Lordex spinal machine. Surface electromyography (SEMG) data was collected from the erector spinae back muscle. The SEMG data was evaluated using a 5th order autoregressive (AR) model and linear regression analysis. RESULTS: The best predictor found was an AR parameter, the mean average magnitude of AR poles, with r = 0.75 and p = 0.03. This parameter can predict performance to failure as early as the second repetition of the exercise. CONCLUSION: A method for predicting human muscle performance early during dynamic repetitive exercise was developed. The capability to predict performance to failure has many potential applications to the space program including evaluating countermeasure effectiveness on-orbit, optimizing post-flight recovery, and potential future real-time monitoring capability during extravehicular activity.

Multispectral code excited linear prediction coding and its application in magnetic resonance images.

PubMed

Hu, J H; Wang, Y; Cahill, P T

1997-01-01

This paper reports a multispectral code excited linear prediction (MCELP) method for the compression of multispectral images. Different linear prediction models and adaptation schemes have been compared. The method that uses a forward adaptive autoregressive (AR) model has been proven to achieve a good compromise between performance, complexity, and robustness. This approach is referred to as the MFCELP method. Given a set of multispectral images, the linear predictive coefficients are updated over nonoverlapping three-dimensional (3-D) macroblocks. Each macroblock is further divided into several 3-D micro-blocks, and the best excitation signal for each microblock is determined through an analysis-by-synthesis procedure. The MFCELP method has been applied to multispectral magnetic resonance (MR) images. To satisfy the high quality requirement for medical images, the error between the original image set and the synthesized one is further specified using a vector quantizer. This method has been applied to images from 26 clinical MR neuro studies (20 slices/study, three spectral bands/slice, 256x256 pixels/band, 12 b/pixel). The MFCELP method provides a significant visual improvement over the discrete cosine transform (DCT) based Joint Photographers Expert Group (JPEG) method, the wavelet transform based embedded zero-tree wavelet (EZW) coding method, and the vector tree (VT) coding method, as well as the multispectral segmented autoregressive moving average (MSARMA) method we developed previously.

State space model approach for forecasting the use of electrical energy (a case study on: PT. PLN (Persero) district of Kroya)

NASA Astrophysics Data System (ADS)

Kurniati, Devi; Hoyyi, Abdul; Widiharih, Tatik

2018-05-01

Time series data is a series of data taken or measured based on observations at the same time interval. Time series data analysis is used to perform data analysis considering the effect of time. The purpose of time series analysis is to know the characteristics and patterns of a data and predict a data value in some future period based on data in the past. One of the forecasting methods used for time series data is the state space model. This study discusses the modeling and forecasting of electric energy consumption using the state space model for univariate data. The modeling stage is began with optimal Autoregressive (AR) order selection, determination of state vector through canonical correlation analysis, estimation of parameter, and forecasting. The result of this research shows that modeling of electric energy consumption using state space model of order 4 with Mean Absolute Percentage Error (MAPE) value 3.655%, so the model is very good forecasting category.

Optimization of the time series NDVI-rainfall relationship using linear mixed-effects modeling for the anti-desertification area in the Beijing and Tianjin sandstorm source region

NASA Astrophysics Data System (ADS)

Wang, Jin; Sun, Tao; Fu, Anmin; Xu, Hao; Wang, Xinjie

2018-05-01

Degradation in drylands is a critically important global issue that threatens ecosystem and environmental in many ways. Researchers have tried to use remote sensing data and meteorological data to perform residual trend analysis and identify human-induced vegetation changes. However, complex interactions between vegetation and climate, soil units and topography have not yet been considered. Data used in the study included annual accumulated Moderate Resolution Imaging Spectroradiometer (MODIS) 250 m normalized difference vegetation index (NDVI) from 2002 to 2013, accumulated rainfall from September to August, digital elevation model (DEM) and soil units. This paper presents linear mixed-effect (LME) modeling methods for the NDVI-rainfall relationship. We developed linear mixed-effects models that considered the random effects of sample points nested in soil units for nested two-level modeling and single-level modeling of soil units and sample points, respectively. Additionally, three functions, including the exponential function (exp), the power function (power), and the constant plus power function (CPP), were tested to remove heterogeneity, and an additional three correlation structures, including the first-order autoregressive structure [AR(1)], a combination of first-order autoregressive and moving average structures [ARMA(1,1)] and the compound symmetry structure (CS), were used to address the spatiotemporal correlations. It was concluded that the nested two-level model considering both heteroscedasticity with (CPP) and spatiotemporal correlation with [ARMA(1,1)] showed the best performance (AMR = 0.1881, RMSE = 0.2576, adj- R 2 = 0.9593). Variations between soil units and sample points that may have an effect on the NDVI-rainfall relationship should be included in model structures, and linear mixed-effects modeling achieves this in an effective and accurate way.

Time Series Expression Analyses Using RNA-seq: A Statistical Approach

PubMed Central

Oh, Sunghee; Song, Seongho; Grabowski, Gregory; Zhao, Hongyu; Noonan, James P.

2013-01-01

RNA-seq is becoming the de facto standard approach for transcriptome analysis with ever-reducing cost. It has considerable advantages over conventional technologies (microarrays) because it allows for direct identification and quantification of transcripts. Many time series RNA-seq datasets have been collected to study the dynamic regulations of transcripts. However, statistically rigorous and computationally efficient methods are needed to explore the time-dependent changes of gene expression in biological systems. These methods should explicitly account for the dependencies of expression patterns across time points. Here, we discuss several methods that can be applied to model timecourse RNA-seq data, including statistical evolutionary trajectory index (SETI), autoregressive time-lagged regression (AR(1)), and hidden Markov model (HMM) approaches. We use three real datasets and simulation studies to demonstrate the utility of these dynamic methods in temporal analysis. PMID:23586021

Time series expression analyses using RNA-seq: a statistical approach.

PubMed

Oh, Sunghee; Song, Seongho; Grabowski, Gregory; Zhao, Hongyu; Noonan, James P

2013-01-01

RNA-seq is becoming the de facto standard approach for transcriptome analysis with ever-reducing cost. It has considerable advantages over conventional technologies (microarrays) because it allows for direct identification and quantification of transcripts. Many time series RNA-seq datasets have been collected to study the dynamic regulations of transcripts. However, statistically rigorous and computationally efficient methods are needed to explore the time-dependent changes of gene expression in biological systems. These methods should explicitly account for the dependencies of expression patterns across time points. Here, we discuss several methods that can be applied to model timecourse RNA-seq data, including statistical evolutionary trajectory index (SETI), autoregressive time-lagged regression (AR(1)), and hidden Markov model (HMM) approaches. We use three real datasets and simulation studies to demonstrate the utility of these dynamic methods in temporal analysis.

Conjugate Gradient Parametric Detection of Multichannel Signals (Preprint)

DTIC Science & Technology

2012-05-01

aware that notwithstanding any other provision of law, no person shall be subject to any penalty for failing to comply with a collection of information...if it does not display a currently valid OMB control number. PLEASE DO NOT RETURN YOUR FORM TO THE ABOVE ADDRESS. 1. REPORT DATE (DD-MM-YY) 2...processing (STAP) detection is re- examined in this paper. Originally, the PAMF detector was introduced by using a multichannel autoregressive (AR

Toward a Model-Based Predictive Controller Design in Brain–Computer Interfaces

PubMed Central

Kamrunnahar, M.; Dias, N. S.; Schiff, S. J.

2013-01-01

A first step in designing a robust and optimal model-based predictive controller (MPC) for brain–computer interface (BCI) applications is presented in this article. An MPC has the potential to achieve improved BCI performance compared to the performance achieved by current ad hoc, nonmodel-based filter applications. The parameters in designing the controller were extracted as model-based features from motor imagery task-related human scalp electroencephalography. Although the parameters can be generated from any model-linear or non-linear, we here adopted a simple autoregressive model that has well-established applications in BCI task discriminations. It was shown that the parameters generated for the controller design can as well be used for motor imagery task discriminations with performance (with 8–23% task discrimination errors) comparable to the discrimination performance of the commonly used features such as frequency specific band powers and the AR model parameters directly used. An optimal MPC has significant implications for high performance BCI applications. PMID:21267657

Toward a model-based predictive controller design in brain-computer interfaces.

PubMed

Kamrunnahar, M; Dias, N S; Schiff, S J

2011-05-01

A first step in designing a robust and optimal model-based predictive controller (MPC) for brain-computer interface (BCI) applications is presented in this article. An MPC has the potential to achieve improved BCI performance compared to the performance achieved by current ad hoc, nonmodel-based filter applications. The parameters in designing the controller were extracted as model-based features from motor imagery task-related human scalp electroencephalography. Although the parameters can be generated from any model-linear or non-linear, we here adopted a simple autoregressive model that has well-established applications in BCI task discriminations. It was shown that the parameters generated for the controller design can as well be used for motor imagery task discriminations with performance (with 8-23% task discrimination errors) comparable to the discrimination performance of the commonly used features such as frequency specific band powers and the AR model parameters directly used. An optimal MPC has significant implications for high performance BCI applications.

The sequentially discounting autoregressive (SDAR) method for on-line automatic seismic event detecting on long term observation

NASA Astrophysics Data System (ADS)

Wang, L.; Toshioka, T.; Nakajima, T.; Narita, A.; Xue, Z.

2017-12-01

In recent years, more and more Carbon Capture and Storage (CCS) studies focus on seismicity monitoring. For the safety management of geological CO2 storage at Tomakomai, Hokkaido, Japan, an Advanced Traffic Light System (ATLS) combined different seismic messages (magnitudes, phases, distributions et al.) is proposed for injection controlling. The primary task for ATLS is the seismic events detection in a long-term sustained time series record. Considering the time-varying characteristics of Signal to Noise Ratio (SNR) of a long-term record and the uneven energy distributions of seismic event waveforms will increase the difficulty in automatic seismic detecting, in this work, an improved probability autoregressive (AR) method for automatic seismic event detecting is applied. This algorithm, called sequentially discounting AR learning (SDAR), can identify the effective seismic event in the time series through the Change Point detection (CPD) of the seismic record. In this method, an anomaly signal (seismic event) can be designed as a change point on the time series (seismic record). The statistical model of the signal in the neighborhood of event point will change, because of the seismic event occurrence. This means the SDAR aims to find the statistical irregularities of the record thought CPD. There are 3 advantages of SDAR. 1. Anti-noise ability. The SDAR does not use waveform messages (such as amplitude, energy, polarization) for signal detecting. Therefore, it is an appropriate technique for low SNR data. 2. Real-time estimation. When new data appears in the record, the probability distribution models can be automatic updated by SDAR for on-line processing. 3. Discounting property. the SDAR introduces a discounting parameter to decrease the influence of present statistic value on future data. It makes SDAR as a robust algorithm for non-stationary signal processing. Within these 3 advantages, the SDAR method can handle the non-stationary time-varying long-term series and achieve real-time monitoring. Finally, we employ the SDAR on a synthetic model and Tomakomai Ocean Bottom Cable (OBC) baseline data to prove the feasibility and advantage of our method.

Local Linear Regression for Data with AR Errors.

PubMed

Li, Runze; Li, Yan

2009-07-01

In many statistical applications, data are collected over time, and they are likely correlated. In this paper, we investigate how to incorporate the correlation information into the local linear regression. Under the assumption that the error process is an auto-regressive process, a new estimation procedure is proposed for the nonparametric regression by using local linear regression method and the profile least squares techniques. We further propose the SCAD penalized profile least squares method to determine the order of auto-regressive process. Extensive Monte Carlo simulation studies are conducted to examine the finite sample performance of the proposed procedure, and to compare the performance of the proposed procedures with the existing one. From our empirical studies, the newly proposed procedures can dramatically improve the accuracy of naive local linear regression with working-independent error structure. We illustrate the proposed methodology by an analysis of real data set.

Two dynamic regimes in the human gut microbiome

PubMed Central

Smillie, Chris S.; Alm, Eric J.

2017-01-01

The gut microbiome is a dynamic system that changes with host development, health, behavior, diet, and microbe-microbe interactions. Prior work on gut microbial time series has largely focused on autoregressive models (e.g. Lotka-Volterra). However, we show that most of the variance in microbial time series is non-autoregressive. In addition, we show how community state-clustering is flawed when it comes to characterizing within-host dynamics and that more continuous methods are required. Most organisms exhibited stable, mean-reverting behavior suggestive of fixed carrying capacities and abundant taxa were largely shared across individuals. This mean-reverting behavior allowed us to apply sparse vector autoregression (sVAR)—a multivariate method developed for econometrics—to model the autoregressive component of gut community dynamics. We find a strong phylogenetic signal in the non-autoregressive co-variance from our sVAR model residuals, which suggests niche filtering. We show how changes in diet are also non-autoregressive and that Operational Taxonomic Units strongly correlated with dietary variables have much less of an autoregressive component to their variance, which suggests that diet is a major driver of microbial dynamics. Autoregressive variance appears to be driven by multi-day recovery from frequent facultative anaerobe blooms, which may be driven by fluctuations in luminal redox. Overall, we identify two dynamic regimes within the human gut microbiota: one likely driven by external environmental fluctuations, and the other by internal processes. PMID:28222117

Two dynamic regimes in the human gut microbiome.

PubMed

Gibbons, Sean M; Kearney, Sean M; Smillie, Chris S; Alm, Eric J

2017-02-01

The gut microbiome is a dynamic system that changes with host development, health, behavior, diet, and microbe-microbe interactions. Prior work on gut microbial time series has largely focused on autoregressive models (e.g. Lotka-Volterra). However, we show that most of the variance in microbial time series is non-autoregressive. In addition, we show how community state-clustering is flawed when it comes to characterizing within-host dynamics and that more continuous methods are required. Most organisms exhibited stable, mean-reverting behavior suggestive of fixed carrying capacities and abundant taxa were largely shared across individuals. This mean-reverting behavior allowed us to apply sparse vector autoregression (sVAR)-a multivariate method developed for econometrics-to model the autoregressive component of gut community dynamics. We find a strong phylogenetic signal in the non-autoregressive co-variance from our sVAR model residuals, which suggests niche filtering. We show how changes in diet are also non-autoregressive and that Operational Taxonomic Units strongly correlated with dietary variables have much less of an autoregressive component to their variance, which suggests that diet is a major driver of microbial dynamics. Autoregressive variance appears to be driven by multi-day recovery from frequent facultative anaerobe blooms, which may be driven by fluctuations in luminal redox. Overall, we identify two dynamic regimes within the human gut microbiota: one likely driven by external environmental fluctuations, and the other by internal processes.

Multi-Step Time Series Forecasting with an Ensemble of Varied Length Mixture Models.

PubMed

Ouyang, Yicun; Yin, Hujun

2018-05-01

Many real-world problems require modeling and forecasting of time series, such as weather temperature, electricity demand, stock prices and foreign exchange (FX) rates. Often, the tasks involve predicting over a long-term period, e.g. several weeks or months. Most existing time series models are inheritably for one-step prediction, that is, predicting one time point ahead. Multi-step or long-term prediction is difficult and challenging due to the lack of information and uncertainty or error accumulation. The main existing approaches, iterative and independent, either use one-step model recursively or treat the multi-step task as an independent model. They generally perform poorly in practical applications. In this paper, as an extension of the self-organizing mixture autoregressive (AR) model, the varied length mixture (VLM) models are proposed to model and forecast time series over multi-steps. The key idea is to preserve the dependencies between the time points within the prediction horizon. Training data are segmented to various lengths corresponding to various forecasting horizons, and the VLM models are trained in a self-organizing fashion on these segments to capture these dependencies in its component AR models of various predicting horizons. The VLM models form a probabilistic mixture of these varied length models. A combination of short and long VLM models and an ensemble of them are proposed to further enhance the prediction performance. The effectiveness of the proposed methods and their marked improvements over the existing methods are demonstrated through a number of experiments on synthetic data, real-world FX rates and weather temperatures.

Optimization of autoregressive, exogenous inputs-based typhoon inundation forecasting models using a multi-objective genetic algorithm

NASA Astrophysics Data System (ADS)

Ouyang, Huei-Tau

2017-07-01

Three types of model for forecasting inundation levels during typhoons were optimized: the linear autoregressive model with exogenous inputs (LARX), the nonlinear autoregressive model with exogenous inputs with wavelet function (NLARX-W) and the nonlinear autoregressive model with exogenous inputs with sigmoid function (NLARX-S). The forecast performance was evaluated by three indices: coefficient of efficiency, error in peak water level and relative time shift. Historical typhoon data were used to establish water-level forecasting models that satisfy all three objectives. A multi-objective genetic algorithm was employed to search for the Pareto-optimal model set that satisfies all three objectives and select the ideal models for the three indices. Findings showed that the optimized nonlinear models (NLARX-W and NLARX-S) outperformed the linear model (LARX). Among the nonlinear models, the optimized NLARX-W model achieved a more balanced performance on the three indices than the NLARX-S models and is recommended for inundation forecasting during typhoons.

Functional mapping of reaction norms to multiple environmental signals through nonparametric covariance estimation

PubMed Central

2011-01-01

Background The identification of genes or quantitative trait loci that are expressed in response to different environmental factors such as temperature and light, through functional mapping, critically relies on precise modeling of the covariance structure. Previous work used separable parametric covariance structures, such as a Kronecker product of autoregressive one [AR(1)] matrices, that do not account for interaction effects of different environmental factors. Results We implement a more robust nonparametric covariance estimator to model these interactions within the framework of functional mapping of reaction norms to two signals. Our results from Monte Carlo simulations show that this estimator can be useful in modeling interactions that exist between two environmental signals. The interactions are simulated using nonseparable covariance models with spatio-temporal structural forms that mimic interaction effects. Conclusions The nonparametric covariance estimator has an advantage over separable parametric covariance estimators in the detection of QTL location, thus extending the breadth of use of functional mapping in practical settings. PMID:21269481

Discrete- vs. Continuous-Time Modeling of Unequally Spaced Experience Sampling Method Data.

PubMed

de Haan-Rietdijk, Silvia; Voelkle, Manuel C; Keijsers, Loes; Hamaker, Ellen L

2017-01-01

The Experience Sampling Method is a common approach in psychological research for collecting intensive longitudinal data with high ecological validity. One characteristic of ESM data is that it is often unequally spaced, because the measurement intervals within a day are deliberately varied, and measurement continues over several days. This poses a problem for discrete-time (DT) modeling approaches, which are based on the assumption that all measurements are equally spaced. Nevertheless, DT approaches such as (vector) autoregressive modeling are often used to analyze ESM data, for instance in the context of affective dynamics research. There are equivalent continuous-time (CT) models, but they are more difficult to implement. In this paper we take a pragmatic approach and evaluate the practical relevance of the violated model assumption in DT AR(1) and VAR(1) models, for the N = 1 case. We use simulated data under an ESM measurement design to investigate the bias in the parameters of interest under four different model implementations, ranging from the true CT model that accounts for all the exact measurement times, to the crudest possible DT model implementation, where even the nighttime is treated as a regular interval. An analysis of empirical affect data illustrates how the differences between DT and CT modeling can play out in practice. We find that the size and the direction of the bias in DT (V)AR models for unequally spaced ESM data depend quite strongly on the true parameter in addition to data characteristics. Our recommendation is to use CT modeling whenever possible, especially now that new software implementations have become available.

Discrete- vs. Continuous-Time Modeling of Unequally Spaced Experience Sampling Method Data

PubMed Central

de Haan-Rietdijk, Silvia; Voelkle, Manuel C.; Keijsers, Loes; Hamaker, Ellen L.

2017-01-01

The Experience Sampling Method is a common approach in psychological research for collecting intensive longitudinal data with high ecological validity. One characteristic of ESM data is that it is often unequally spaced, because the measurement intervals within a day are deliberately varied, and measurement continues over several days. This poses a problem for discrete-time (DT) modeling approaches, which are based on the assumption that all measurements are equally spaced. Nevertheless, DT approaches such as (vector) autoregressive modeling are often used to analyze ESM data, for instance in the context of affective dynamics research. There are equivalent continuous-time (CT) models, but they are more difficult to implement. In this paper we take a pragmatic approach and evaluate the practical relevance of the violated model assumption in DT AR(1) and VAR(1) models, for the N = 1 case. We use simulated data under an ESM measurement design to investigate the bias in the parameters of interest under four different model implementations, ranging from the true CT model that accounts for all the exact measurement times, to the crudest possible DT model implementation, where even the nighttime is treated as a regular interval. An analysis of empirical affect data illustrates how the differences between DT and CT modeling can play out in practice. We find that the size and the direction of the bias in DT (V)AR models for unequally spaced ESM data depend quite strongly on the true parameter in addition to data characteristics. Our recommendation is to use CT modeling whenever possible, especially now that new software implementations have become available. PMID:29104554

A robust damage-detection technique with environmental variability combining time-series models with principal components

NASA Astrophysics Data System (ADS)

Lakshmi, K.; Rama Mohan Rao, A.

2014-10-01

In this paper, a novel output-only damage-detection technique based on time-series models for structural health monitoring in the presence of environmental variability and measurement noise is presented. The large amount of data obtained in the form of time-history response is transformed using principal component analysis, in order to reduce the data size and thereby improve the computational efficiency of the proposed algorithm. The time instant of damage is obtained by fitting the acceleration time-history data from the structure using autoregressive (AR) and AR with exogenous inputs time-series prediction models. The probability density functions (PDFs) of damage features obtained from the variances of prediction errors corresponding to references and healthy current data are found to be shifting from each other due to the presence of various uncertainties such as environmental variability and measurement noise. Control limits using novelty index are obtained using the distances of the peaks of the PDF curves in healthy condition and used later for determining the current condition of the structure. Numerical simulation studies have been carried out using a simply supported beam and also validated using an experimental benchmark data corresponding to a three-storey-framed bookshelf structure proposed by Los Alamos National Laboratory. Studies carried out in this paper clearly indicate the efficiency of the proposed algorithm for damage detection in the presence of measurement noise and environmental variability.

Random Process Simulation for stochastic fatigue analysis. Ph.D. Thesis - Rice Univ., Houston, Tex.

NASA Technical Reports Server (NTRS)

Larsen, Curtis E.

1988-01-01

A simulation technique is described which directly synthesizes the extrema of a random process and is more efficient than the Gaussian simulation method. Such a technique is particularly useful in stochastic fatigue analysis because the required stress range moment E(R sup m), is a function only of the extrema of the random stress process. The family of autoregressive moving average (ARMA) models is reviewed and an autoregressive model is presented for modeling the extrema of any random process which has a unimodal power spectral density (psd). The proposed autoregressive technique is found to produce rainflow stress range moments which compare favorably with those computed by the Gaussian technique and to average 11.7 times faster than the Gaussian technique. The autoregressive technique is also adapted for processes having bimodal psd's. The adaptation involves using two autoregressive processes to simulate the extrema due to each mode and the superposition of these two extrema sequences. The proposed autoregressive superposition technique is 9 to 13 times faster than the Gaussian technique and produces comparable values for E(R sup m) for bimodal psd's having the frequency of one mode at least 2.5 times that of the other mode.

Confounding environmental colour and distribution shape leads to underestimation of population extinction risk.

PubMed

Fowler, Mike S; Ruokolainen, Lasse

2013-01-01

The colour of environmental variability influences the size of population fluctuations when filtered through density dependent dynamics, driving extinction risk through dynamical resonance. Slow fluctuations (low frequencies) dominate in red environments, rapid fluctuations (high frequencies) in blue environments and white environments are purely random (no frequencies dominate). Two methods are commonly employed to generate the coloured spatial and/or temporal stochastic (environmental) series used in combination with population (dynamical feedback) models: autoregressive [AR(1)] and sinusoidal (1/f) models. We show that changing environmental colour from white to red with 1/f models, and from white to red or blue with AR(1) models, generates coloured environmental series that are not normally distributed at finite time-scales, potentially confounding comparison with normally distributed white noise models. Increasing variability of sample Skewness and Kurtosis and decreasing mean Kurtosis of these series alter the frequency distribution shape of the realised values of the coloured stochastic processes. These changes in distribution shape alter patterns in the probability of single and series of extreme conditions. We show that the reduced extinction risk for undercompensating (slow growing) populations in red environments previously predicted with traditional 1/f methods is an artefact of changes in the distribution shapes of the environmental series. This is demonstrated by comparison with coloured series controlled to be normally distributed using spectral mimicry. Changes in the distribution shape that arise using traditional methods lead to underestimation of extinction risk in normally distributed, red 1/f environments. AR(1) methods also underestimate extinction risks in traditionally generated red environments. This work synthesises previous results and provides further insight into the processes driving extinction risk in model populations. We must let the characteristics of known natural environmental covariates (e.g., colour and distribution shape) guide us in our choice of how to best model the impact of coloured environmental variation on population dynamics.

Comparative Performance Evaluation of Rainfall-runoff Models, Six of Black-box Type and One of Conceptual Type, From The Galway Flow Forecasting System (gffs) Package, Applied On Two Irish Catchments

NASA Astrophysics Data System (ADS)

Goswami, M.; O'Connor, K. M.; Shamseldin, A. Y.

The "Galway Real-Time River Flow Forecasting System" (GFFS) is a software pack- age developed at the Department of Engineering Hydrology, of the National University of Ireland, Galway, Ireland. It is based on a selection of lumped black-box and con- ceptual rainfall-runoff models, all developed in Galway, consisting primarily of both the non-parametric (NP) and parametric (P) forms of two black-box-type rainfall- runoff models, namely, the Simple Linear Model (SLM-NP and SLM-P) and the seasonally-based Linear Perturbation Model (LPM-NP and LPM-P), together with the non-parametric wetness-index-based Linearly Varying Gain Factor Model (LVGFM), the black-box Artificial Neural Network (ANN) Model, and the conceptual Soil Mois- ture Accounting and Routing (SMAR) Model. Comprised of the above suite of mod- els, the system enables the user to calibrate each model individually, initially without updating, and it is capable also of producing combined (i.e. consensus) forecasts us- ing the Simple Average Method (SAM), the Weighted Average Method (WAM), or the Artificial Neural Network Method (NNM). The updating of each model output is achieved using one of four different techniques, namely, simple Auto-Regressive (AR) updating, Linear Transfer Function (LTF) updating, Artificial Neural Network updating (NNU), and updating by the Non-linear Auto-Regressive Exogenous-input method (NARXM). The models exhibit a considerable range of variation in degree of complexity of structure, with corresponding degrees of complication in objective func- tion evaluation. Operating in continuous river-flow simulation and updating modes, these models and techniques have been applied to two Irish catchments, namely, the Fergus and the Brosna. A number of performance evaluation criteria have been used to comparatively assess the model discharge forecast efficiency.

Forecasting coconut production in the Philippines with ARIMA model

NASA Astrophysics Data System (ADS)

Lim, Cristina Teresa

2015-02-01

The study aimed to depict the situation of the coconut industry in the Philippines for the future years applying Autoregressive Integrated Moving Average (ARIMA) method. Data on coconut production, one of the major industrial crops of the country, for the period of 1990 to 2012 were analyzed using time-series methods. Autocorrelation (ACF) and partial autocorrelation functions (PACF) were calculated for the data. Appropriate Box-Jenkins autoregressive moving average model was fitted. Validity of the model was tested using standard statistical techniques. The forecasting power of autoregressive moving average (ARMA) model was used to forecast coconut production for the eight leading years.

Glucose Prediction Algorithms from Continuous Monitoring Data: Assessment of Accuracy via Continuous Glucose Error-Grid Analysis.

PubMed

Zanderigo, Francesca; Sparacino, Giovanni; Kovatchev, Boris; Cobelli, Claudio

2007-09-01

The aim of this article was to use continuous glucose error-grid analysis (CG-EGA) to assess the accuracy of two time-series modeling methodologies recently developed to predict glucose levels ahead of time using continuous glucose monitoring (CGM) data. We considered subcutaneous time series of glucose concentration monitored every 3 minutes for 48 hours by the minimally invasive CGM sensor Glucoday® (Menarini Diagnostics, Florence, Italy) in 28 type 1 diabetic volunteers. Two prediction algorithms, based on first-order polynomial and autoregressive (AR) models, respectively, were considered with prediction horizons of 30 and 45 minutes and forgetting factors (ff) of 0.2, 0.5, and 0.8. CG-EGA was used on the predicted profiles to assess their point and dynamic accuracies using original CGM profiles as reference. Continuous glucose error-grid analysis showed that the accuracy of both prediction algorithms is overall very good and that their performance is similar from a clinical point of view. However, the AR model seems preferable for hypoglycemia prevention. CG-EGA also suggests that, irrespective of the time-series model, the use of ff = 0.8 yields the highest accurate readings in all glucose ranges. For the first time, CG-EGA is proposed as a tool to assess clinically relevant performance of a prediction method separately at hypoglycemia, euglycemia, and hyperglycemia. In particular, we have shown that CG-EGA can be helpful in comparing different prediction algorithms, as well as in optimizing their parameters.

Equivalent Dynamic Models.

PubMed

Molenaar, Peter C M

2017-01-01

Equivalences of two classes of dynamic models for weakly stationary multivariate time series are discussed: dynamic factor models and autoregressive models. It is shown that exploratory dynamic factor models can be rotated, yielding an infinite set of equivalent solutions for any observed series. It also is shown that dynamic factor models with lagged factor loadings are not equivalent to the currently popular state-space models, and that restriction of attention to the latter type of models may yield invalid results. The known equivalent vector autoregressive model types, standard and structural, are given a new interpretation in which they are conceived of as the extremes of an innovating type of hybrid vector autoregressive models. It is shown that consideration of hybrid models solves many problems, in particular with Granger causality testing.

Vector Autoregression, Structural Equation Modeling, and Their Synthesis in Neuroimaging Data Analysis

PubMed Central

Chen, Gang; Glen, Daniel R.; Saad, Ziad S.; Hamilton, J. Paul; Thomason, Moriah E.; Gotlib, Ian H.; Cox, Robert W.

2011-01-01

Vector autoregression (VAR) and structural equation modeling (SEM) are two popular brain-network modeling tools. VAR, which is a data-driven approach, assumes that connected regions exert time-lagged influences on one another. In contrast, the hypothesis-driven SEM is used to validate an existing connectivity model where connected regions have contemporaneous interactions among them. We present the two models in detail and discuss their applicability to FMRI data, and interpretational limits. We also propose a unified approach that models both lagged and contemporaneous effects. The unifying model, structural vector autoregression (SVAR), may improve statistical and explanatory power, and avoids some prevalent pitfalls that can occur when VAR and SEM are utilized separately. PMID:21975109

How to compare cross-lagged associations in a multilevel autoregressive model.

PubMed

Schuurman, Noémi K; Ferrer, Emilio; de Boer-Sonnenschein, Mieke; Hamaker, Ellen L

2016-06-01

By modeling variables over time it is possible to investigate the Granger-causal cross-lagged associations between variables. By comparing the standardized cross-lagged coefficients, the relative strength of these associations can be evaluated in order to determine important driving forces in the dynamic system. The aim of this study was twofold: first, to illustrate the added value of a multilevel multivariate autoregressive modeling approach for investigating these associations over more traditional techniques; and second, to discuss how the coefficients of the multilevel autoregressive model should be standardized for comparing the strength of the cross-lagged associations. The hierarchical structure of multilevel multivariate autoregressive models complicates standardization, because subject-based statistics or group-based statistics can be used to standardize the coefficients, and each method may result in different conclusions. We argue that in order to make a meaningful comparison of the strength of the cross-lagged associations, the coefficients should be standardized within persons. We further illustrate the bivariate multilevel autoregressive model and the standardization of the coefficients, and we show that disregarding individual differences in dynamics can prove misleading, by means of an empirical example on experienced competence and exhaustion in persons diagnosed with burnout. (PsycINFO Database Record (c) 2016 APA, all rights reserved).

To center or not to center? Investigating inertia with a multilevel autoregressive model.

PubMed

Hamaker, Ellen L; Grasman, Raoul P P P

2014-01-01

Whether level 1 predictors should be centered per cluster has received considerable attention in the multilevel literature. While most agree that there is no one preferred approach, it has also been argued that cluster mean centering is desirable when the within-cluster slope and the between-cluster slope are expected to deviate, and the main interest is in the within-cluster slope. However, we show in a series of simulations that if one has a multilevel autoregressive model in which the level 1 predictor is the lagged outcome variable (i.e., the outcome variable at the previous occasion), cluster mean centering will in general lead to a downward bias in the parameter estimate of the within-cluster slope (i.e., the autoregressive relationship). This is particularly relevant if the main question is whether there is on average an autoregressive effect. Nonetheless, we show that if the main interest is in estimating the effect of a level 2 predictor on the autoregressive parameter (i.e., a cross-level interaction), cluster mean centering should be preferred over other forms of centering. Hence, researchers should be clear on what is considered the main goal of their study, and base their choice of centering method on this when using a multilevel autoregressive model.

To center or not to center? Investigating inertia with a multilevel autoregressive model

PubMed Central

Hamaker, Ellen L.; Grasman, Raoul P. P. P.

2015-01-01

Whether level 1 predictors should be centered per cluster has received considerable attention in the multilevel literature. While most agree that there is no one preferred approach, it has also been argued that cluster mean centering is desirable when the within-cluster slope and the between-cluster slope are expected to deviate, and the main interest is in the within-cluster slope. However, we show in a series of simulations that if one has a multilevel autoregressive model in which the level 1 predictor is the lagged outcome variable (i.e., the outcome variable at the previous occasion), cluster mean centering will in general lead to a downward bias in the parameter estimate of the within-cluster slope (i.e., the autoregressive relationship). This is particularly relevant if the main question is whether there is on average an autoregressive effect. Nonetheless, we show that if the main interest is in estimating the effect of a level 2 predictor on the autoregressive parameter (i.e., a cross-level interaction), cluster mean centering should be preferred over other forms of centering. Hence, researchers should be clear on what is considered the main goal of their study, and base their choice of centering method on this when using a multilevel autoregressive model. PMID:25688215

Retrieving Tract Variables From Acoustics: A Comparison of Different Machine Learning Strategies.

PubMed

Mitra, Vikramjit; Nam, Hosung; Espy-Wilson, Carol Y; Saltzman, Elliot; Goldstein, Louis

2010-09-13

Many different studies have claimed that articulatory information can be used to improve the performance of automatic speech recognition systems. Unfortunately, such articulatory information is not readily available in typical speaker-listener situations. Consequently, such information has to be estimated from the acoustic signal in a process which is usually termed "speech-inversion." This study aims to propose and compare various machine learning strategies for speech inversion: Trajectory mixture density networks (TMDNs), feedforward artificial neural networks (FF-ANN), support vector regression (SVR), autoregressive artificial neural network (AR-ANN), and distal supervised learning (DSL). Further, using a database generated by the Haskins Laboratories speech production model, we test the claim that information regarding constrictions produced by the distinct organs of the vocal tract (vocal tract variables) is superior to flesh-point information (articulatory pellet trajectories) for the inversion process.

Analysis of the Westland Data Set

NASA Technical Reports Server (NTRS)

Wen, Fang; Willett, Peter; Deb, Somnath

2001-01-01

The "Westland" set of empirical accelerometer helicopter data with seeded and labeled faults is analyzed with the aim of condition monitoring. The autoregressive (AR) coefficients from a simple linear model encapsulate a great deal of information in a relatively few measurements; and it has also been found that augmentation of these by harmonic and other parameters call improve classification significantly. Several techniques have been explored, among these restricted Coulomb energy (RCE) networks, learning vector quantization (LVQ), Gaussian mixture classifiers and decision trees. A problem with these approaches, and in common with many classification paradigms, is that augmentation of the feature dimension can degrade classification ability. Thus, we also introduce the Bayesian data reduction algorithm (BDRA), which imposes a Dirichlet prior oil training data and is thus able to quantify probability of error in all exact manner, such that features may be discarded or coarsened appropriately.

Real-time spectral analysis of HRV signals: an interactive and user-friendly PC system.

PubMed

Basano, L; Canepa, F; Ottonello, P

1998-01-01

We present a real-time system, built around a PC and a low-cost data acquisition board, for the spectral analysis of the heart rate variability signal. The Windows-like operating environment on which it is based makes the computer program very user-friendly even for non-specialized personnel. The Power Spectral Density is computed through the use of a hybrid method, in which a classical FFT analysis follows an autoregressive finite-extension of data; the stationarity of the sequence is continuously checked. The use of this algorithm gives a high degree of robustness of the spectral estimation. Moreover, always in real time, the FFT of every data block is computed and displayed in order to corroborate the results as well as to allow the user to interactively choose a proper AR model order.

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.

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

Stochastic Models in the DORIS Position Time Series: Estimates from the IDS Contribution to the ITRF2014

NASA Astrophysics Data System (ADS)

Klos, A.; Bogusz, J.; Moreaux, G.

2017-12-01

This research focuses on the investigation of the deterministic and stochastic parts of the DORIS (Doppler Orbitography and Radiopositioning Integrated by Satellite) weekly coordinate time series from the IDS contribution to the ITRF2014A set of 90 stations was divided into three groups depending on when the data was collected at an individual station. To reliably describe the DORIS time series, we employed a mathematical model that included the long-term nonlinear signal, linear trend, seasonal oscillations (these three sum up to produce the Polynomial Trend Model) and a stochastic part, all being resolved with Maximum Likelihood Estimation (MLE). We proved that the values of the parameters delivered for DORIS data are strictly correlated with the time span of the observations, meaning that the most recent data are the most reliable ones. Not only did the seasonal amplitudes decrease over the years, but also, and most importantly, the noise level and its type changed significantly. We examined five different noise models to be applied to the stochastic part of the DORIS time series: a pure white noise (WN), a pure power-law noise (PL), a combination of white and power-law noise (WNPL), an autoregressive process of first order (AR(1)) and a Generalized Gauss Markov model (GGM). From our study it arises that the PL process may be chosen as the preferred one for most of the DORIS data. Moreover, the preferred noise model has changed through the years from AR(1) to pure PL with few stations characterized by a positive spectral index.

A Volterra series-based method for extracting target echoes in the seafloor mining environment.

PubMed

Zhao, Haiming; Ji, Yaqian; Hong, Yujiu; Hao, Qi; Ma, Liyong

2016-09-01

The purpose of this research was to evaluate the applicability of the Volterra adaptive method to predict the target echo of an ultrasonic signal in an underwater seafloor mining environment. There is growing interest in mining of seafloor minerals because they offer an alternative source of rare metals. Mining the minerals cause the seafloor sediments to be stirred up and suspended in sea water. In such an environment, the target signals used for seafloor mapping are unable to be detected because of the unavoidable presence of volume reverberation induced by the suspended sediments. The detection of target signals in reverberation is currently performed using a stochastic model (for example, the autoregressive (AR) model) based on the statistical characterisation of reverberation. However, we examined a new method of signal detection in volume reverberation based on the Volterra series by confirming that the reverberation is a chaotic signal and generated by a deterministic process. The advantage of this method over the stochastic model is that attributions of the specific physical process are considered in the signal detection problem. To test the Volterra series based method and its applicability to target signal detection in the volume reverberation environment derived from the seafloor mining process, we simulated the real-life conditions of seafloor mining in a water filled tank of dimensions of 5×3×1.8m. The bottom of the tank was covered with 10cm of an irregular sand layer under which 5cm of an irregular cobalt-rich crusts layer was placed. The bottom was interrogated by an acoustic wave generated as 16μs pulses of 500kHz frequency. This frequency is demonstrated to ensure a resolution on the order of one centimetre, which is adequate in exploration practice. Echo signals were collected with a data acquisition card (PCI 1714 UL, 12-bit). Detection of the target echo in these signals was performed by both the Volterra series based model and the AR model. The results obtained confirm that the Volterra series based method is more efficient in the detection of the signal in reverberation than the conventional AR model (the accuracy is 80% for the PIM-Volterra prediction model versus 40% for the AR model). Copyright © 2016 Elsevier B.V. All rights reserved.

Evaluating the performance of infectious disease forecasts: A comparison of climate-driven and seasonal dengue forecasts for Mexico.

PubMed

Johansson, Michael A; Reich, Nicholas G; Hota, Aditi; Brownstein, John S; Santillana, Mauricio

2016-09-26

Dengue viruses, which infect millions of people per year worldwide, cause large epidemics that strain healthcare systems. Despite diverse efforts to develop forecasting tools including autoregressive time series, climate-driven statistical, and mechanistic biological models, little work has been done to understand the contribution of different components to improved prediction. We developed a framework to assess and compare dengue forecasts produced from different types of models and evaluated the performance of seasonal autoregressive models with and without climate variables for forecasting dengue incidence in Mexico. Climate data did not significantly improve the predictive power of seasonal autoregressive models. Short-term and seasonal autocorrelation were key to improving short-term and long-term forecasts, respectively. Seasonal autoregressive models captured a substantial amount of dengue variability, but better models are needed to improve dengue forecasting. This framework contributes to the sparse literature of infectious disease prediction model evaluation, using state-of-the-art validation techniques such as out-of-sample testing and comparison to an appropriate reference model.

Evaluating the performance of infectious disease forecasts: A comparison of climate-driven and seasonal dengue forecasts for Mexico

PubMed Central

Johansson, Michael A.; Reich, Nicholas G.; Hota, Aditi; Brownstein, John S.; Santillana, Mauricio

2016-01-01

Dengue viruses, which infect millions of people per year worldwide, cause large epidemics that strain healthcare systems. Despite diverse efforts to develop forecasting tools including autoregressive time series, climate-driven statistical, and mechanistic biological models, little work has been done to understand the contribution of different components to improved prediction. We developed a framework to assess and compare dengue forecasts produced from different types of models and evaluated the performance of seasonal autoregressive models with and without climate variables for forecasting dengue incidence in Mexico. Climate data did not significantly improve the predictive power of seasonal autoregressive models. Short-term and seasonal autocorrelation were key to improving short-term and long-term forecasts, respectively. Seasonal autoregressive models captured a substantial amount of dengue variability, but better models are needed to improve dengue forecasting. This framework contributes to the sparse literature of infectious disease prediction model evaluation, using state-of-the-art validation techniques such as out-of-sample testing and comparison to an appropriate reference model. PMID:27665707

Optimizing Estimates of Instantaneous Heart Rate from Pulse Wave Signals with the Synchrosqueezing Transform.

PubMed

Wu, Hau-Tieng; Lewis, Gregory F; Davila, Maria I; Daubechies, Ingrid; Porges, Stephen W

2016-10-17

With recent advances in sensor and computer technologies, the ability to monitor peripheral pulse activity is no longer limited to the laboratory and clinic. Now inexpensive sensors, which interface with smartphones or other computer-based devices, are expanding into the consumer market. When appropriate algorithms are applied, these new technologies enable ambulatory monitoring of dynamic physiological responses outside the clinic in a variety of applications including monitoring fatigue, health, workload, fitness, and rehabilitation. Several of these applications rely upon measures derived from peripheral pulse waves measured via contact or non-contact photoplethysmography (PPG). As technologies move from contact to non-contact PPG, there are new challenges. The technology necessary to estimate average heart rate over a few seconds from a noncontact PPG is available. However, a technology to precisely measure instantaneous heat rate (IHR) from non-contact sensors, on a beat-to-beat basis, is more challenging. The objective of this paper is to develop an algorithm with the ability to accurately monitor IHR from peripheral pulse waves, which provides an opportunity to measure the neural regulation of the heart from the beat-to-beat heart rate pattern (i.e., heart rate variability). The adaptive harmonic model is applied to model the contact or non-contact PPG signals, and a new methodology, the Synchrosqueezing Transform (SST), is applied to extract IHR. The body sway rhythm inherited in the non-contact PPG signal is modeled and handled by the notion of wave-shape function. The SST optimizes the extraction of IHR from the PPG signals and the technique functions well even during periods of poor signal to noise. We contrast the contact and non-contact indices of PPG derived heart rate with a criterion electrocardiogram (ECG). ECG and PPG signals were monitored in 21 healthy subjects performing tasks with different physical demands. The root mean square error of IHR estimated by SST is significantly better than commonly applied methods such as autoregressive (AR) method. In the walking situation, while AR method fails, SST still provides a reasonably good result. The SST processed PPG data provided an accurate estimate of the ECG derived IHR and consistently performed better than commonly applied methods such as autoregressive method.

Beyond long memory in heart rate variability: An approach based on fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity

NASA Astrophysics Data System (ADS)

Leite, Argentina; Paula Rocha, Ana; Eduarda Silva, Maria

2013-06-01

Heart Rate Variability (HRV) series exhibit long memory and time-varying conditional variance. This work considers the Fractionally Integrated AutoRegressive Moving Average (ARFIMA) models with Generalized AutoRegressive Conditional Heteroscedastic (GARCH) errors. ARFIMA-GARCH models may be used to capture and remove long memory and estimate the conditional volatility in 24 h HRV recordings. The ARFIMA-GARCH approach is applied to fifteen long term HRV series available at Physionet, leading to the discrimination among normal individuals, heart failure patients, and patients with atrial fibrillation.

Volatility in GARCH Models of Business Tendency Index

NASA Astrophysics Data System (ADS)

Wahyuni, Dwi A. S.; Wage, Sutarman; Hartono, Ateng

2018-01-01

This paper aims to obtain a model of business tendency index by considering volatility factor. Volatility factor detected by ARCH (Autoregressive Conditional Heteroscedasticity). The ARCH checking was performed using the Lagrange multiplier test. The modeling is Generalized Autoregressive Conditional Heteroscedasticity (GARCH) are able to overcome volatility problems by incorporating past residual elements and residual variants.

Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system

NASA Astrophysics Data System (ADS)

Gajda, Janusz; Wyłomańska, Agnieszka; Zimroz, Radosław

2016-12-01

Many real data exhibit behavior adequate to subdiffusion processes. Very often it is manifested by so-called ;trapping events;. The visible evidence of subdiffusion we observe not only in financial time series but also in technical data. In this paper we propose a model which can be used for description of such kind of data. The model is based on the continuous time autoregressive time series with stable noise delayed by the infinitely divisible inverse subordinator. The proposed system can be applied to real datasets with short-time dependence, visible jumps and mentioned periods of stagnation. In this paper we extend the theoretical considerations in analysis of subordinated processes and propose a new model that exhibits mentioned properties. We concentrate on the main characteristics of the examined subordinated process expressed mainly in the language of the measures of dependence which are main tools used in statistical investigation of real data. We present also the simulation procedure of the considered system and indicate how to estimate its parameters. The theoretical results we illustrate by the analysis of real technical data.

Climate-informed stochastic hydrological modeling: Incorporating decadal-scale variability using paleoclimate data

NASA Astrophysics Data System (ADS)

Henley, B. J.; Thyer, M. A.; Kuczera, G. A.

2012-12-01

A hierarchical framework for incorporating modes of climate variability into stochastic simulations of hydrological data is developed, termed the climate-informed multi-time scale stochastic (CIMSS) framework. To characterize long-term variability for the first level of the hierarchy, paleoclimate and instrumental data describing the Interdecadal Pacific Oscillation (IPO) and the Pacific Decadal Oscillation (PDO) are analyzed. A new paleo IPO-PDO time series dating back 440 yrs is produced, combining seven IPO-PDO paleo sources using an objective smoothing procedure to fit low-pass filters to individual records. The paleo data analysis indicates that wet/dry IPO-PDO states have a broad range of run-lengths, with 90% between 3 and 33 yr and a mean of 15 yr. Model selection techniques were used to determine a suitable stochastic model to simulate these run-lengths. The Markov chain model, previously used to simulate oscillating wet/dry climate states, was found to underestimate the probability of wet/dry periods >5 yr, and was rejected in favor of a gamma distribution. For the second level of the hierarchy, a seasonal rainfall model is conditioned on the simulated IPO-PDO state. Application to two high-quality rainfall sites close to water supply reservoirs found that mean seasonal rainfall in the IPO-PDO dry state was 15%-28% lower than the wet state. The model was able to replicate observed statistics such as seasonal and multi-year accumulated rainfall distributions and interannual autocorrelations for the case study sites. In comparison, an annual lag-one autoregressive AR(1) model was unable to adequately capture the observed rainfall distribution within separate IPO-PDO states. Furthermore, analysis of the impact of the CIMSS framework on drought risk analysis found that short-term drought risks conditional on IPO/PDO state were considerably higher than the traditional AR(1) model.hort-term conditional water supply drought risks for the CIMSS and AR(1) models for the dry IPO-PDO scenario with a range of initial storage levels expressed as a proportion of the annual demand (yield).

Time to burn: Modeling wildland arson as an autoregressive crime function

Treesearch

Jeffrey P. Prestemon; David T. Butry

2005-01-01

Six Poisson autoregressive models of order p [PAR(p)] of daily wildland arson ignition counts are estimated for five locations in Florida (1994-2001). In addition, a fixed effects time-series Poisson model of annual arson counts is estimated for all Florida counties (1995-2001). PAR(p) model estimates reveal highly significant arson ignition autocorrelation, lasting up...

Classification of EEG signals using a genetic-based machine learning classifier.

PubMed

Skinner, B T; Nguyen, H T; Liu, D K

2007-01-01

This paper investigates the efficacy of the genetic-based learning classifier system XCS, for the classification of noisy, artefact-inclusive human electroencephalogram (EEG) signals represented using large condition strings (108bits). EEG signals from three participants were recorded while they performed four mental tasks designed to elicit hemispheric responses. Autoregressive (AR) models and Fast Fourier Transform (FFT) methods were used to form feature vectors with which mental tasks can be discriminated. XCS achieved a maximum classification accuracy of 99.3% and a best average of 88.9%. The relative classification performance of XCS was then compared against four non-evolutionary classifier systems originating from different learning techniques. The experimental results will be used as part of our larger research effort investigating the feasibility of using EEG signals as an interface to allow paralysed persons to control a powered wheelchair or other devices.

Spatial Dynamics and Determinants of County-Level Education Expenditure in China

ERIC Educational Resources Information Center

Gu, Jiafeng

2012-01-01

In this paper, a multivariate spatial autoregressive model of local public education expenditure determination with autoregressive disturbance is developed and estimated. The existence of spatial interdependence is tested using Moran's I statistic and Lagrange multiplier test statistics for both the spatial error and spatial lag models. The full…

Spatial Autocorrelation And Autoregressive Models In Ecology

Treesearch

Jeremy W. Lichstein; Theodore R. Simons; Susan A. Shriner; Kathleen E. Franzreb

2003-01-01

Abstract. Recognition and analysis of spatial autocorrelation has defined a new paradigm in ecology. Attention to spatial pattern can lead to insights that would have been otherwise overlooked, while ignoring space may lead to false conclusions about ecological relationships. We used Gaussian spatial autoregressive models, fit with widely available...

Mathematical model with autoregressive process for electrocardiogram signals

NASA Astrophysics Data System (ADS)

Evaristo, Ronaldo M.; Batista, Antonio M.; Viana, Ricardo L.; Iarosz, Kelly C.; Szezech, José D., Jr.; Godoy, Moacir F. de

2018-04-01

The cardiovascular system is composed of the heart, blood and blood vessels. Regarding the heart, cardiac conditions are determined by the electrocardiogram, that is a noninvasive medical procedure. In this work, we propose autoregressive process in a mathematical model based on coupled differential equations in order to obtain the tachograms and the electrocardiogram signals of young adults with normal heartbeats. Our results are compared with experimental tachogram by means of Poincaré plot and dentrended fluctuation analysis. We verify that the results from the model with autoregressive process show good agreement with experimental measures from tachogram generated by electrical activity of the heartbeat. With the tachogram we build the electrocardiogram by means of coupled differential equations.

Functional MRI and Multivariate Autoregressive Models

PubMed Central

Rogers, Baxter P.; Katwal, Santosh B.; Morgan, Victoria L.; Asplund, Christopher L.; Gore, John C.

2010-01-01

Connectivity refers to the relationships that exist between different regions of the brain. In the context of functional magnetic resonance imaging (fMRI), it implies a quantifiable relationship between hemodynamic signals from different regions. One aspect of this relationship is the existence of small timing differences in the signals in different regions. Delays of 100 ms or less may be measured with fMRI, and these may reflect important aspects of the manner in which brain circuits respond as well as the overall functional organization of the brain. The multivariate autoregressive time series model has features to recommend it for measuring these delays, and is straightforward to apply to hemodynamic data. In this review, we describe the current usage of the multivariate autoregressive model for fMRI, discuss the issues that arise when it is applied to hemodynamic time series, and consider several extensions. Connectivity measures like Granger causality that are based on the autoregressive model do not always reflect true neuronal connectivity; however, we conclude that careful experimental design could make this methodology quite useful in extending the information obtainable using fMRI. PMID:20444566

Kumaraswamy autoregressive moving average models for double bounded environmental data

NASA Astrophysics Data System (ADS)

Bayer, Fábio Mariano; Bayer, Débora Missio; Pumi, Guilherme

2017-12-01

In this paper we introduce the Kumaraswamy autoregressive moving average models (KARMA), which is a dynamic class of models for time series taking values in the double bounded interval (a,b) following the Kumaraswamy distribution. The Kumaraswamy family of distribution is widely applied in many areas, especially hydrology and related fields. Classical examples are time series representing rates and proportions observed over time. In the proposed KARMA model, the median is modeled by a dynamic structure containing autoregressive and moving average terms, time-varying regressors, unknown parameters and a link function. We introduce the new class of models and discuss conditional maximum likelihood estimation, hypothesis testing inference, diagnostic analysis and forecasting. In particular, we provide closed-form expressions for the conditional score vector and conditional Fisher information matrix. An application to environmental real data is presented and discussed.

Hedonic price models with omitted variables and measurement errors: a constrained autoregression-structural equation modeling approach with application to urban Indonesia

NASA Astrophysics Data System (ADS)

Suparman, Yusep; Folmer, Henk; Oud, Johan H. L.

2014-01-01

Omitted variables and measurement errors in explanatory variables frequently occur in hedonic price models. Ignoring these problems leads to biased estimators. In this paper, we develop a constrained autoregression-structural equation model (ASEM) to handle both types of problems. Standard panel data models to handle omitted variables bias are based on the assumption that the omitted variables are time-invariant. ASEM allows handling of both time-varying and time-invariant omitted variables by constrained autoregression. In the case of measurement error, standard approaches require additional external information which is usually difficult to obtain. ASEM exploits the fact that panel data are repeatedly measured which allows decomposing the variance of a variable into the true variance and the variance due to measurement error. We apply ASEM to estimate a hedonic housing model for urban Indonesia. To get insight into the consequences of measurement error and omitted variables, we compare the ASEM estimates with the outcomes of (1) a standard SEM, which does not account for omitted variables, (2) a constrained autoregression model, which does not account for measurement error, and (3) a fixed effects hedonic model, which ignores measurement error and time-varying omitted variables. The differences between the ASEM estimates and the outcomes of the three alternative approaches are substantial.

Nonlinear Directed Interactions Between HRV and EEG Activity in Children With TLE.

PubMed

Schiecke, Karin; Pester, Britta; Piper, Diana; Benninger, Franz; Feucht, Martha; Leistritz, Lutz; Witte, Herbert

2016-12-01

Epileptic seizure activity influences the autonomic nervous system (ANS) in different ways. Heart rate variability (HRV) is used as indicator for alterations of the ANS. It was shown that linear, nondirected interactions between HRV and EEG activity before, during, and after epileptic seizure occur. Accordingly, investigations of directed nonlinear interactions are logical steps to provide, e.g., deeper insight into the development of seizure onsets. Convergent cross mapping (CCM) investigates nonlinear, directed interactions between time series by using nonlinear state space reconstruction. CCM is applied to simulated and clinically relevant data, i.e., interactions between HRV and specific EEG components of children with temporal lobe epilepsy (TLE). In addition, time-variant multivariate Autoregressive model (AR)-based estimation of partial directed coherence (PDC) was performed for the same data. Influence of estimation parameters and time-varying behavior of CCM estimation could be demonstrated by means of simulated data. AR-based estimation of PDC failed for the investigation of our clinical data. Time-varying interval-based application of CCM on these data revealed directed interactions between HRV and delta-related EEG activity. Interactions between HRV and alpha-related EEG activity were visible but less pronounced. EEG components mainly drive HRV. The interaction pattern and directionality clearly changed with onset of seizure. Statistical relevant interactions were quantified by bootstrapping and surrogate data approach. In contrast to AR-based estimation of PDC CCM was able to reveal time-courses and frequency-selective views of nonlinear interactions for the further understanding of complex interactions between the epileptic network and the ANS in children with TLE.

Linear models of coregionalization for multivariate lattice data: Order-dependent and order-free cMCARs.

PubMed

MacNab, Ying C

2016-08-01

This paper concerns with multivariate conditional autoregressive models defined by linear combination of independent or correlated underlying spatial processes. Known as linear models of coregionalization, the method offers a systematic and unified approach for formulating multivariate extensions to a broad range of univariate conditional autoregressive models. The resulting multivariate spatial models represent classes of coregionalized multivariate conditional autoregressive models that enable flexible modelling of multivariate spatial interactions, yielding coregionalization models with symmetric or asymmetric cross-covariances of different spatial variation and smoothness. In the context of multivariate disease mapping, for example, they facilitate borrowing strength both over space and cross variables, allowing for more flexible multivariate spatial smoothing. Specifically, we present a broadened coregionalization framework to include order-dependent, order-free, and order-robust multivariate models; a new class of order-free coregionalized multivariate conditional autoregressives is introduced. We tackle computational challenges and present solutions that are integral for Bayesian analysis of these models. We also discuss two ways of computing deviance information criterion for comparison among competing hierarchical models with or without unidentifiable prior parameters. The models and related methodology are developed in the broad context of modelling multivariate data on spatial lattice and illustrated in the context of multivariate disease mapping. The coregionalization framework and related methods also present a general approach for building spatially structured cross-covariance functions for multivariate geostatistics. © The Author(s) 2016.

Theoretical results on fractionally integrated exponential generalized autoregressive conditional heteroskedastic processes

NASA Astrophysics Data System (ADS)

Lopes, Sílvia R. C.; Prass, Taiane S.

2014-05-01

Here we present a theoretical study on the main properties of Fractionally Integrated Exponential Generalized Autoregressive Conditional Heteroskedastic (FIEGARCH) processes. We analyze the conditions for the existence, the invertibility, the stationarity and the ergodicity of these processes. We prove that, if { is a FIEGARCH(p,d,q) process then, under mild conditions, { is an ARFIMA(q,d,0) with correlated innovations, that is, an autoregressive fractionally integrated moving average process. The convergence order for the polynomial coefficients that describes the volatility is presented and results related to the spectral representation and to the covariance structure of both processes { and { are discussed. Expressions for the kurtosis and the asymmetry measures for any stationary FIEGARCH(p,d,q) process are also derived. The h-step ahead forecast for the processes {, { and { are given with their respective mean square error of forecast. The work also presents a Monte Carlo simulation study showing how to generate, estimate and forecast based on six different FIEGARCH models. The forecasting performance of six models belonging to the class of autoregressive conditional heteroskedastic models (namely, ARCH-type models) and radial basis models is compared through an empirical application to Brazilian stock market exchange index.

Salient Feature of Haptic-Based Guidance of People in Low Visibility Environments Using Hard Reins.

PubMed

Ranasinghe, Anuradha; Sornkarn, Nantachai; Dasgupta, Prokar; Althoefer, Kaspar; Penders, Jacques; Nanayakkara, Thrishantha

2016-02-01

This paper presents salient features of human-human interaction where one person with limited auditory and visual perception of the environment (a follower) is guided by an agent with full perceptual capabilities (a guider) via a hard rein along a given path. We investigate several salient features of the interaction between the guider and follower such as: 1) the order of an autoregressive (AR) control policy that maps states of the follower to actions of the guider; 2) how the guider may modulate the pulling force in response to the trust level of the follower; and 3) how learning may successively apportion the responsibility of control across different muscles of the guider. Based on experimental systems identification on human demonstrations from ten pairs of naive subjects, we show that guiders tend to adopt a third-order AR predictive control policy and followers tend to adopt second-order reactive control policy. Moreover, the extracted guider's control policy was implemented and validated by human-robot interaction experiments. By modeling the follower's dynamics with a time varying virtual damped inertial system, we found that it is the coefficient of virtual damping which is most sensitive to the trust level of the follower. We used these experimental insights to derive a novel controller that integrates an optimal order control policy with a push/pull force modulator in response to the trust level of the follower monitored using a time varying virtual damped inertial model.

Forecasting Instability Indicators in the Horn of Africa

DTIC Science & Technology

2008-03-01

further than 2 (Makridakis, et al, 1983, 359). 2-32 Autoregressive Integrated Moving Average ( ARIMA ) Model . Similar to the ARMA model except for...stationary process. ARIMA models are described as ARIMA (p,d,q), where p is the order of the autoregressive process, d is the degree of the...differential process, and q is the order of the moving average process. The ARMA (1,1) model shown above is equivalent to an ARIMA (1,0,1) model . An ARIMA

Water balance models in one-month-ahead streamflow forecasting

USGS Publications Warehouse

Alley, William M.

1985-01-01

Techniques are tested that incorporate information from water balance models in making 1-month-ahead streamflow forecasts in New Jersey. The results are compared to those based on simple autoregressive time series models. The relative performance of the models is dependent on the month of the year in question. The water balance models are most useful for forecasts of April and May flows. For the stations in northern New Jersey, the April and May forecasts were made in order of decreasing reliability using the water-balance-based approaches, using the historical monthly means, and using simple autoregressive models. The water balance models were useful to a lesser extent for forecasts during the fall months. For the rest of the year the improvements in forecasts over those obtained using the simpler autoregressive models were either very small or the simpler models provided better forecasts. When using the water balance models, monthly corrections for bias are found to improve minimum mean-square-error forecasts as well as to improve estimates of the forecast conditional distributions.

Fractal and chaotic laws on seismic dissipated energy in an energy system of engineering structures

NASA Astrophysics Data System (ADS)

Cui, Yu-Hong; Nie, Yong-An; Yan, Zong-Da; Wu, Guo-You

1998-09-01

Fractal and chaotic laws of engineering structures are discussed in this paper, it means that the intrinsic essences and laws on dynamic systems which are made from seismic dissipated energy intensity E d and intensity of seismic dissipated energy moment I e are analyzed. Based on the intrinsic characters of chaotic and fractal dynamic system of E d and I e, three kinds of approximate dynamic models are rebuilt one by one: index autoregressive model, threshold autoregressive model and local-approximate autoregressive model. The innate laws, essences and systematic error of evolutional behavior I e are explained over all, the short-term behavior predictability and long-term behavior probability of which are analyzed in the end. That may be valuable for earthquake-resistant theory and analysis method in practical engineering structures.

The Performance of Multilevel Growth Curve Models under an Autoregressive Moving Average Process

ERIC Educational Resources Information Center

Murphy, Daniel L.; Pituch, Keenan A.

2009-01-01

The authors examined the robustness of multilevel linear growth curve modeling to misspecification of an autoregressive moving average process. As previous research has shown (J. Ferron, R. Dailey, & Q. Yi, 2002; O. Kwok, S. G. West, & S. B. Green, 2007; S. Sivo, X. Fan, & L. Witta, 2005), estimates of the fixed effects were unbiased, and Type I…

Testing the Causal Links between School Climate, School Violence, and School Academic Performance: A Cross-Lagged Panel Autoregressive Model

ERIC Educational Resources Information Center

Benbenishty, Rami; Astor, Ron Avi; Roziner, Ilan; Wrabel, Stephani L.

2016-01-01

The present study explores the causal link between school climate, school violence, and a school's general academic performance over time using a school-level, cross-lagged panel autoregressive modeling design. We hypothesized that reductions in school violence and climate improvement would lead to schools' overall improved academic performance.…

Trans-dimensional joint inversion of seabed scattering and reflection data.

PubMed

Steininger, Gavin; Dettmer, Jan; Dosso, Stan E; Holland, Charles W

2013-03-01

This paper examines joint inversion of acoustic scattering and reflection data to resolve seabed interface roughness parameters (spectral strength, exponent, and cutoff) and geoacoustic profiles. Trans-dimensional (trans-D) Bayesian sampling is applied with both the number of sediment layers and the order (zeroth or first) of auto-regressive parameters in the error model treated as unknowns. A prior distribution that allows fluid sediment layers over an elastic basement in a trans-D inversion is derived and implemented. Three cases are considered: Scattering-only inversion, joint scattering and reflection inversion, and joint inversion with the trans-D auto-regressive error model. Including reflection data improves the resolution of scattering and geoacoustic parameters. The trans-D auto-regressive model further improves scattering resolution and correctly differentiates between strongly and weakly correlated residual errors.

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.

Driver fatigue detection through multiple entropy fusion analysis in an EEG-based system.

PubMed

Min, Jianliang; Wang, Ping; Hu, Jianfeng

2017-01-01

Driver fatigue is an important contributor to road accidents, and fatigue detection has major implications for transportation safety. The aim of this research is to analyze the multiple entropy fusion method and evaluate several channel regions to effectively detect a driver's fatigue state based on electroencephalogram (EEG) records. First, we fused multiple entropies, i.e., spectral entropy, approximate entropy, sample entropy and fuzzy entropy, as features compared with autoregressive (AR) modeling by four classifiers. Second, we captured four significant channel regions according to weight-based electrodes via a simplified channel selection method. Finally, the evaluation model for detecting driver fatigue was established with four classifiers based on the EEG data from four channel regions. Twelve healthy subjects performed continuous simulated driving for 1-2 hours with EEG monitoring on a static simulator. The leave-one-out cross-validation approach obtained an accuracy of 98.3%, a sensitivity of 98.3% and a specificity of 98.2%. The experimental results verified the effectiveness of the proposed method, indicating that the multiple entropy fusion features are significant factors for inferring the fatigue state of a driver.

Economic growth and CO2 emissions: an investigation with smooth transition autoregressive distributed lag models for the 1800-2014 period in the USA.

PubMed

Bildirici, Melike; Ersin, Özgür Ömer

2018-01-01

The study aims to combine the autoregressive distributed lag (ARDL) cointegration framework with smooth transition autoregressive (STAR)-type nonlinear econometric models for causal inference. Further, the proposed STAR distributed lag (STARDL) models offer new insights in terms of modeling nonlinearity in the long- and short-run relations between analyzed variables. The STARDL method allows modeling and testing nonlinearity in the short-run and long-run parameters or both in the short- and long-run relations. To this aim, the relation between CO 2 emissions and economic growth rates in the USA is investigated for the 1800-2014 period, which is one of the largest data sets available. The proposed hybrid models are the logistic, exponential, and second-order logistic smooth transition autoregressive distributed lag (LSTARDL, ESTARDL, and LSTAR2DL) models combine the STAR framework with nonlinear ARDL-type cointegration to augment the linear ARDL approach with smooth transitional nonlinearity. The proposed models provide a new approach to the relevant econometrics and environmental economics literature. Our results indicated the presence of asymmetric long-run and short-run relations between the analyzed variables that are from the GDP towards CO 2 emissions. By the use of newly proposed STARDL models, the results are in favor of important differences in terms of the response of CO 2 emissions in regimes 1 and 2 for the estimated LSTAR2DL and LSTARDL models.

The use of Meteonorm weather generator for climate change studies

NASA Astrophysics Data System (ADS)

Remund, J.; Müller, S. C.; Schilter, C.; Rihm, B.

2010-09-01

The global climatological database Meteonorm (www.meteonorm.com) is widely used as meteorological input for simulation of solar applications and buildings. It's a combination of a climate database, a spatial interpolation tool and a stochastic weather generator. Like this typical years with hourly or minute time resolution can be calculated for any site. The input of Meteonorm for global radiation is the Global Energy Balance Archive (GEBA, http://proto-geba.ethz.ch). All other meteorological parameters are taken from databases of WMO and NCDC (periods 1961-90 and 1996-2005). The stochastic generation of global radiation is based on a Markov chain model for daily values and an autoregressive model for hourly and minute values (Aguiar and Collares-Pereira, 1988 and 1992). The generation of temperature is based on global radiation and measured distribution of daily temperature values of approx. 5000 sites. Meteonorm generates also additional parameters like precipitation, wind speed or radiation parameters like diffuse and direct normal irradiance. Meteonorm can also be used for climate change studies. Instead of climate values, the results of IPCC AR4 results are used as input. From all 18 public models an average has been made at a resolution of 1°. The anomalies of the parameters temperature, precipitation and global radiation and the three scenarios B1, A1B and A2 have been included. With the combination of Meteonorm's current database 1961-90, the interpolation algorithms and the stochastic generation typical years can be calculated for any site, for different scenarios and for any period between 2010 and 2200. From the analysis of variations of year to year and month to month variations of temperature, precipitation and global radiation of the past ten years as well of climate model forecasts (from project prudence, http://prudence.dmi.dk) a simple autoregressive model has been formed which is used to generate realistic monthly time series of future periods. Meteonorm can therefore be used as a relatively simple method to enhance the spatial and temporal resolution instead of using complicated and time consuming downscaling methods based on regional climate models. The combination of Meteonorm, gridded historical (based on work of Luterbach et al.) and IPCC results has been used for studies of vegetation simulation between 1660 and 2600 (publication of first version based on IS92a scenario and limited time period 1950 - 2100: http://www.pbl.nl/images/H5_Part2_van%20CCE_opmaak%28def%29_tcm61-46625.pdf). It's also applicable for other adaptation studies for e.g. road surfaces or building simulation. In Meteonorm 6.1 one scenario (IS92a) and one climate model has been included (Hadley CM3). In the new Meteonorm 7 (coming spring 2011) the model averages of the three above mentioned scenarios of the IPCC AR4 will be included.

Modulation of electroencephalograph activity by manual acupuncture stimulation in healthy subjects: An autoregressive spectral analysis

NASA Astrophysics Data System (ADS)

Yi, Guo-Sheng; Wang, Jiang; Deng, Bin; Wei, Xi-Le; Han, Chun-Xiao

2013-02-01

To investigate whether and how manual acupuncture (MA) modulates brain activities, we design an experiment where acupuncture at acupoint ST36 of the right leg is used to obtain electroencephalograph (EEG) signals in healthy subjects. We adopt the autoregressive (AR) Burg method to estimate the power spectrum of EEG signals and analyze the relative powers in delta (0 Hz-4 Hz), theta (4 Hz-8 Hz), alpha (8 Hz-13 Hz), and beta (13 Hz-30 Hz) bands. Our results show that MA at ST36 can significantly increase the EEG slow wave relative power (delta band) and reduce the fast wave relative powers (alpha and beta bands), while there are no statistical differences in theta band relative power between different acupuncture states. In order to quantify the ratio of slow to fast wave EEG activity, we compute the power ratio index. It is found that the MA can significantly increase the power ratio index, especially in frontal and central lobes. All the results highlight the modulation of brain activities with MA and may provide potential help for the clinical use of acupuncture. The proposed quantitative method of acupuncture signals may be further used to make MA more standardized.

Equilibrium Policy Proposals with Abstentions.

DTIC Science & Technology

1981-05-01

David M. Kreps. 262. ’Autoregressive Modelling and Money Income (ajusality Detection." by (heng lisiao. 263. "Measurement IError in a Dynamiic...34Autoregressive Modeling of"Canadian Money and Income Data," by Cheng Ilsjao. 277. "We Can’t Disagree IForever," by John 1). Geanakoplos and Heraklis...34*Optimal & Voluntary Income Distribution," by K. J. Arrow. 289. "’Asymptotic Values mif Mixed Gaime,.," by Abraham Neymnan. 290. "Tinie Series Modelling

Time-varying coefficient vector autoregressions model based on dynamic correlation with an application to crude oil and stock markets

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

Lu, Fengbin, E-mail: fblu@amss.ac.cn

This paper proposes a new time-varying coefficient vector autoregressions (VAR) model, in which the coefficient is a linear function of dynamic lagged correlation. The proposed model allows for flexibility in choices of dynamic correlation models (e.g. dynamic conditional correlation generalized autoregressive conditional heteroskedasticity (GARCH) models, Markov-switching GARCH models and multivariate stochastic volatility models), which indicates that it can describe many types of time-varying causal effects. Time-varying causal relations between West Texas Intermediate (WTI) crude oil and the US Standard and Poor’s 500 (S&P 500) stock markets are examined by the proposed model. The empirical results show that their causal relationsmore » evolve with time and display complex characters. Both positive and negative causal effects of the WTI on the S&P 500 in the subperiods have been found and confirmed by the traditional VAR models. Similar results have been obtained in the causal effects of S&P 500 on WTI. In addition, the proposed model outperforms the traditional VAR model.« less

Time-varying coefficient vector autoregressions model based on dynamic correlation with an application to crude oil and stock markets.

PubMed

Lu, Fengbin; Qiao, Han; Wang, Shouyang; Lai, Kin Keung; Li, Yuze

2017-01-01

This paper proposes a new time-varying coefficient vector autoregressions (VAR) model, in which the coefficient is a linear function of dynamic lagged correlation. The proposed model allows for flexibility in choices of dynamic correlation models (e.g. dynamic conditional correlation generalized autoregressive conditional heteroskedasticity (GARCH) models, Markov-switching GARCH models and multivariate stochastic volatility models), which indicates that it can describe many types of time-varying causal effects. Time-varying causal relations between West Texas Intermediate (WTI) crude oil and the US Standard and Poor's 500 (S&P 500) stock markets are examined by the proposed model. The empirical results show that their causal relations evolve with time and display complex characters. Both positive and negative causal effects of the WTI on the S&P 500 in the subperiods have been found and confirmed by the traditional VAR models. Similar results have been obtained in the causal effects of S&P 500 on WTI. In addition, the proposed model outperforms the traditional VAR model. Copyright © 2016 Elsevier Ltd. All rights reserved.

The Disparate Labor Market Impacts of Monetary Policy

ERIC Educational Resources Information Center

Carpenter, Seth B.; Rodgers, William M., III

2004-01-01

Employing two widely used approaches to identify the effects of monetary policy, this paper explores the differential impact of policy on the labor market outcomes of teenagers, minorities, out-of-school youth, and less-skilled individuals. Evidence from recursive vector autoregressions and autoregressive distributed lag models that use…

[Study on the ARIMA model application to predict echinococcosis cases in China].

PubMed

En-Li, Tan; Zheng-Feng, Wang; Wen-Ce, Zhou; Shi-Zhu, Li; Yan, Lu; Lin, Ai; Yu-Chun, Cai; Xue-Jiao, Teng; Shun-Xian, Zhang; Zhi-Sheng, Dang; Chun-Li, Yang; Jia-Xu, Chen; Wei, Hu; Xiao-Nong, Zhou; Li-Guang, Tian

2018-02-26

To predict the monthly reported echinococcosis cases in China with the autoregressive integrated moving average (ARIMA) model, so as to provide a reference for prevention and control of echinococcosis. SPSS 24.0 software was used to construct the ARIMA models based on the monthly reported echinococcosis cases of time series from 2007 to 2015 and 2007 to 2014, respectively, and the accuracies of the two ARIMA models were compared. The model based on the data of the monthly reported cases of echinococcosis in China from 2007 to 2015 was ARIMA (1, 0, 0) (1, 1, 0) 12 , the relative error among reported cases and predicted cases was -13.97%, AR (1) = 0.367 ( t = 3.816, P < 0.001), SAR (1) = -0.328 ( t = -3.361, P = 0.001), and Ljung-Box Q = 14.119 ( df = 16, P = 0.590) . The model based on the data of the monthly reported cases of echinococcosis in China from 2007 to 2014 was ARIMA (1, 0, 0) (1, 0, 1) 12 , the relative error among reported cases and predicted cases was 0.56%, AR (1) = 0.413 ( t = 4.244, P < 0.001), SAR (1) = 0.809 ( t = 9.584, P < 0.001), SMA (1) = 0.356 ( t = 2.278, P = 0.025), and Ljung-Box Q = 18.924 ( df = 15, P = 0.217). The different time series may have different ARIMA models as for the same infectious diseases. It is needed to be further verified that the more data are accumulated, the shorter time of predication is, and the smaller the average of the relative error is. The establishment and prediction of an ARIMA model is a dynamic process that needs to be adjusted and optimized continuously according to the accumulated data, meantime, we should give full consideration to the intensity of the work related to infectious diseases reported (such as disease census and special investigation).

(Re)evaluating the Implications of the Autoregressive Latent Trajectory Model Through Likelihood Ratio Tests of Its Initial Conditions.

PubMed

Ou, Lu; Chow, Sy-Miin; Ji, Linying; Molenaar, Peter C M

2017-01-01

The autoregressive latent trajectory (ALT) model synthesizes the autoregressive model and the latent growth curve model. The ALT model is flexible enough to produce a variety of discrepant model-implied change trajectories. While some researchers consider this a virtue, others have cautioned that this may confound interpretations of the model's parameters. In this article, we show that some-but not all-of these interpretational difficulties may be clarified mathematically and tested explicitly via likelihood ratio tests (LRTs) imposed on the initial conditions of the model. We show analytically the nested relations among three variants of the ALT model and the constraints needed to establish equivalences. A Monte Carlo simulation study indicated that LRTs, particularly when used in combination with information criterion measures, can allow researchers to test targeted hypotheses about the functional forms of the change process under study. We further demonstrate when and how such tests may justifiably be used to facilitate our understanding of the underlying process of change using a subsample (N = 3,995) of longitudinal family income data from the National Longitudinal Survey of Youth.

Prediction of global ionospheric VTEC maps using an adaptive autoregressive model

NASA Astrophysics Data System (ADS)

Wang, Cheng; Xin, Shaoming; Liu, Xiaolu; Shi, Chuang; Fan, Lei

2018-02-01

In this contribution, an adaptive autoregressive model is proposed and developed to predict global ionospheric vertical total electron content maps (VTEC). Specifically, the spherical harmonic (SH) coefficients are predicted based on the autoregressive model, and the order of the autoregressive model is determined adaptively using the F-test method. To test our method, final CODE and IGS global ionospheric map (GIM) products, as well as altimeter TEC data during low and mid-to-high solar activity period collected by JASON, are used to evaluate the precision of our forecasting products. Results indicate that the predicted products derived from the model proposed in this paper have good consistency with the final GIMs in low solar activity, where the annual mean of the root-mean-square value is approximately 1.5 TECU. However, the performance of predicted vertical TEC in periods of mid-to-high solar activity has less accuracy than that during low solar activity periods, especially in the equatorial ionization anomaly region and the Southern Hemisphere. Additionally, in comparison with forecasting products, the final IGS GIMs have the best consistency with altimeter TEC data. Future work is needed to investigate the performance of forecasting products using the proposed method in an operational environment, rather than using the SH coefficients from the final CODE products, to understand the real-time applicability of the method.

Development of the Complex General Linear Model in the Fourier Domain: Application to fMRI Multiple Input-Output Evoked Responses for Single Subjects

PubMed Central

Rio, Daniel E.; Rawlings, Robert R.; Woltz, Lawrence A.; Gilman, Jodi; Hommer, Daniel W.

2013-01-01

A linear time-invariant model based on statistical time series analysis in the Fourier domain for single subjects is further developed and applied to functional MRI (fMRI) blood-oxygen level-dependent (BOLD) multivariate data. This methodology was originally developed to analyze multiple stimulus input evoked response BOLD data. However, to analyze clinical data generated using a repeated measures experimental design, the model has been extended to handle multivariate time series data and demonstrated on control and alcoholic subjects taken from data previously analyzed in the temporal domain. Analysis of BOLD data is typically carried out in the time domain where the data has a high temporal correlation. These analyses generally employ parametric models of the hemodynamic response function (HRF) where prewhitening of the data is attempted using autoregressive (AR) models for the noise. However, this data can be analyzed in the Fourier domain. Here, assumptions made on the noise structure are less restrictive, and hypothesis tests can be constructed based on voxel-specific nonparametric estimates of the hemodynamic transfer function (HRF in the Fourier domain). This is especially important for experimental designs involving multiple states (either stimulus or drug induced) that may alter the form of the response function. PMID:23840281

Development of the complex general linear model in the Fourier domain: application to fMRI multiple input-output evoked responses for single subjects.

PubMed

Rio, Daniel E; Rawlings, Robert R; Woltz, Lawrence A; Gilman, Jodi; Hommer, Daniel W

2013-01-01

A linear time-invariant model based on statistical time series analysis in the Fourier domain for single subjects is further developed and applied to functional MRI (fMRI) blood-oxygen level-dependent (BOLD) multivariate data. This methodology was originally developed to analyze multiple stimulus input evoked response BOLD data. However, to analyze clinical data generated using a repeated measures experimental design, the model has been extended to handle multivariate time series data and demonstrated on control and alcoholic subjects taken from data previously analyzed in the temporal domain. Analysis of BOLD data is typically carried out in the time domain where the data has a high temporal correlation. These analyses generally employ parametric models of the hemodynamic response function (HRF) where prewhitening of the data is attempted using autoregressive (AR) models for the noise. However, this data can be analyzed in the Fourier domain. Here, assumptions made on the noise structure are less restrictive, and hypothesis tests can be constructed based on voxel-specific nonparametric estimates of the hemodynamic transfer function (HRF in the Fourier domain). This is especially important for experimental designs involving multiple states (either stimulus or drug induced) that may alter the form of the response function.

Conventional and advanced time series estimation: application to the Australian and New Zealand Intensive Care Society (ANZICS) adult patient database, 1993-2006.

PubMed

Moran, John L; Solomon, Patricia J

2011-02-01

Time series analysis has seen limited application in the biomedical Literature. The utility of conventional and advanced time series estimators was explored for intensive care unit (ICU) outcome series. Monthly mean time series, 1993-2006, for hospital mortality, severity-of-illness score (APACHE III), ventilation fraction and patient type (medical and surgical), were generated from the Australia and New Zealand Intensive Care Society adult patient database. Analyses encompassed geographical seasonal mortality patterns, series structural time changes, mortality series volatility using autoregressive moving average and Generalized Autoregressive Conditional Heteroscedasticity models in which predicted variances are updated adaptively, and bivariate and multivariate (vector error correction models) cointegrating relationships between series. The mortality series exhibited marked seasonality, declining mortality trend and substantial autocorrelation beyond 24 lags. Mortality increased in winter months (July-August); the medical series featured annual cycling, whereas the surgical demonstrated long and short (3-4 months) cycling. Series structural breaks were apparent in January 1995 and December 2002. The covariance stationary first-differenced mortality series was consistent with a seasonal autoregressive moving average process; the observed conditional-variance volatility (1993-1995) and residual Autoregressive Conditional Heteroscedasticity effects entailed a Generalized Autoregressive Conditional Heteroscedasticity model, preferred by information criterion and mean model forecast performance. Bivariate cointegration, indicating long-term equilibrium relationships, was established between mortality and severity-of-illness scores at the database level and for categories of ICUs. Multivariate cointegration was demonstrated for {log APACHE III score, log ICU length of stay, ICU mortality and ventilation fraction}. A system approach to understanding series time-dependence may be established using conventional and advanced econometric time series estimators. © 2010 Blackwell Publishing Ltd.

Predation and fragmentation portrayed in the statistical structure of prey time series

PubMed Central

Hendrichsen, Ditte K; Topping, Chris J; Forchhammer, Mads C

2009-01-01

Background Statistical autoregressive analyses of direct and delayed density dependence are widespread in ecological research. The models suggest that changes in ecological factors affecting density dependence, like predation and landscape heterogeneity are directly portrayed in the first and second order autoregressive parameters, and the models are therefore used to decipher complex biological patterns. However, independent tests of model predictions are complicated by the inherent variability of natural populations, where differences in landscape structure, climate or species composition prevent controlled repeated analyses. To circumvent this problem, we applied second-order autoregressive time series analyses to data generated by a realistic agent-based computer model. The model simulated life history decisions of individual field voles under controlled variations in predator pressure and landscape fragmentation. Analyses were made on three levels: comparisons between predated and non-predated populations, between populations exposed to different types of predators and between populations experiencing different degrees of habitat fragmentation. Results The results are unambiguous: Changes in landscape fragmentation and the numerical response of predators are clearly portrayed in the statistical time series structure as predicted by the autoregressive model. Populations without predators displayed significantly stronger negative direct density dependence than did those exposed to predators, where direct density dependence was only moderately negative. The effects of predation versus no predation had an even stronger effect on the delayed density dependence of the simulated prey populations. In non-predated prey populations, the coefficients of delayed density dependence were distinctly positive, whereas they were negative in predated populations. Similarly, increasing the degree of fragmentation of optimal habitat available to the prey was accompanied with a shift in the delayed density dependence, from strongly negative to gradually becoming less negative. Conclusion We conclude that statistical second-order autoregressive time series analyses are capable of deciphering interactions within and across trophic levels and their effect on direct and delayed density dependence. PMID:19419539

Computational problems in autoregressive moving average (ARMA) models

NASA Technical Reports Server (NTRS)

Agarwal, G. C.; Goodarzi, S. M.; Oneill, W. D.; Gottlieb, G. L.

1981-01-01

The choice of the sampling interval and the selection of the order of the model in time series analysis are considered. Band limited (up to 15 Hz) random torque perturbations are applied to the human ankle joint. The applied torque input, the angular rotation output, and the electromyographic activity using surface electrodes from the extensor and flexor muscles of the ankle joint are recorded. Autoregressive moving average models are developed. A parameter constraining technique is applied to develop more reliable models. The asymptotic behavior of the system must be taken into account during parameter optimization to develop predictive models.

Acceleration and Velocity Sensing from Measured Strain

NASA Technical Reports Server (NTRS)

Pak, Chan-Gi; Truax, Roger

2015-01-01

A simple approach for computing acceleration and velocity of a structure from the strain is proposed in this study. First, deflection and slope of the structure are computed from the strain using a two-step theory. Frequencies of the structure are computed from the time histories of strain using a parameter estimation technique together with an autoregressive moving average model. From deflection, slope, and frequencies of the structure, acceleration and velocity of the structure can be obtained using the proposed approach. Simple harmonic motion is assumed for the acceleration computations, and the central difference equation with a linear autoregressive model is used for the computations of velocity. A cantilevered rectangular wing model is used to validate the simple approach. Quality of the computed deflection, acceleration, and velocity values are independent of the number of fibers. The central difference equation with a linear autoregressive model proposed in this study follows the target response with reasonable accuracy. Therefore, the handicap of the backward difference equation, phase shift, is successfully overcome.

Simulating extreme low-discharge events for the Rhine using a stochastic model

NASA Astrophysics Data System (ADS)

Macian-Sorribes, Hector; Mens, Marjolein; Schasfoort, Femke; Diermanse, Ferdinand; Pulido-Velazquez, Manuel

2017-04-01

The specific features of hydrological droughts make them more difficult to be analysed than other water-related phenomena: longer time scales (months to several years) so less historical events are available, and the drought severity and associate damage depends on a combination of variables with no clear prevalence (e.g., total water deficit, maximum deficit and duration). As part of drought risk analysis, which aims to provide insight into the variability of hydrological conditions and associated socio-economic impacts, long synthetic time series should therefore be developed. In this contribution, we increase the length of the available inflow time series using stochastic autoregressive modelling. This enhancement could improve the characterization of the extreme range and can define extreme droughts with similar periods of return but different patterns that can lead to distinctly different damages. The methodology consists of: 1) fitting an autoregressive model (AR, ARMA…) to the available records; 2) generating extended time series (thousands of years); 3) performing a frequency analysis with different characteristic variables (total, deficit, maximum deficit and so on); and 4) selecting extreme drought events associated with different characteristic variables and return periods. The methodology was applied to the Rhine river discharge at location Lobith, where the Rhine enters The Netherlands. A monthly ARMA(1,1) autoregressive model with seasonally varying parameters was fitted and successfully validated to the historical records available since year 1901. The maximum monthly deficit with respect to a threshold value of 1800 m3/s and the average discharge for a given time span in m3/s were chosen as indicators to identify drought periods. A synthetic series of 10,000 years of discharges was generated using the validated ARMA model. Two time spans were considered in the analysis: the whole calendar year and the half-year period between April and September (the summer half year, where water demands are highest). Frequency analysis was performed for both indicators and time spans for the generated time series and the historical records. The comparison between observed and generated series showed that the ARMA model provides a good reproduction of the maximum deficits and total discharges, especially for the summer half-year period. The resulting synthetic series are therefore considered credible. These synthetic series, with its wealth of information, can then be used as inputs for the damage assessment models, together with information on precipitation deficits, in order to estimate the risk that lower inflows can have on the urban, the agricultural, the shipping sector and so on. This will help in associating economic losses and periods of return, as well as for estimating how droughts with similar periods of return but different patterns can lead to different damages. ACKNOWLEDGEMENT This study has been supported by the European Union's Horizon 2020 research and innovation programme under the IMPREX project (grant agreement no: 641.811), and by the Climate-KIC Pioneers into Practice Program supported by the European Union's EIT.

Monthly streamflow forecasting with auto-regressive integrated moving average

NASA Astrophysics Data System (ADS)

Nasir, Najah; Samsudin, Ruhaidah; Shabri, Ani

2017-09-01

Forecasting of streamflow is one of the many ways that can contribute to better decision making for water resource management. The auto-regressive integrated moving average (ARIMA) model was selected in this research for monthly streamflow forecasting with enhancement made by pre-processing the data using singular spectrum analysis (SSA). This study also proposed an extension of the SSA technique to include a step where clustering was performed on the eigenvector pairs before reconstruction of the time series. The monthly streamflow data of Sungai Muda at Jeniang, Sungai Muda at Jambatan Syed Omar and Sungai Ketil at Kuala Pegang was gathered from the Department of Irrigation and Drainage Malaysia. A ratio of 9:1 was used to divide the data into training and testing sets. The ARIMA, SSA-ARIMA and Clustered SSA-ARIMA models were all developed in R software. Results from the proposed model are then compared to a conventional auto-regressive integrated moving average model using the root-mean-square error and mean absolute error values. It was found that the proposed model can outperform the conventional model.

Anomalous Fluctuations in Autoregressive Models with Long-Term Memory

NASA Astrophysics Data System (ADS)

Sakaguchi, Hidetsugu; Honjo, Haruo

2015-10-01

An autoregressive model with a power-law type memory kernel is studied as a stochastic process that exhibits a self-affine-fractal-like behavior for a small time scale. We find numerically that the root-mean-square displacement Δ(m) for the time interval m increases with a power law as mα with α < 1/2 for small m but saturates at sufficiently large m. The exponent α changes with the power exponent of the memory kernel.

Numerical limitations in application of vector autoregressive modeling and Granger causality to analysis of EEG time series

NASA Astrophysics Data System (ADS)

Kammerdiner, Alla; Xanthopoulos, Petros; Pardalos, Panos M.

2007-11-01

In this chapter a potential problem with application of the Granger-causality based on the simple vector autoregressive (VAR) modeling to EEG data is investigated. Although some initial studies tested whether the data support the stationarity assumption of VAR, the stability of the estimated model is rarely (if ever) been verified. In fact, in cases when the stability condition is violated the process may exhibit a random walk like behavior or even be explosive. The problem is illustrated by an example.

Time series modelling of increased soil temperature anomalies during long period

NASA Astrophysics Data System (ADS)

Shirvani, Amin; Moradi, Farzad; Moosavi, Ali Akbar

2015-10-01

Soil temperature just beneath the soil surface is highly dynamic and has a direct impact on plant seed germination and is probably the most distinct and recognisable factor governing emergence. Autoregressive integrated moving average as a stochastic model was developed to predict the weekly soil temperature anomalies at 10 cm depth, one of the most important soil parameters. The weekly soil temperature anomalies for the periods of January1986-December 2011 and January 2012-December 2013 were taken into consideration to construct and test autoregressive integrated moving average models. The proposed model autoregressive integrated moving average (2,1,1) had a minimum value of Akaike information criterion and its estimated coefficients were different from zero at 5% significance level. The prediction of the weekly soil temperature anomalies during the test period using this proposed model indicated a high correlation coefficient between the observed and predicted data - that was 0.99 for lead time 1 week. Linear trend analysis indicated that the soil temperature anomalies warmed up significantly by 1.8°C during the period of 1986-2011.

Maximum likelihood estimation for periodic autoregressive moving average models

USGS Publications Warehouse

Vecchia, A.V.

1985-01-01

A useful class of models for seasonal time series that cannot be filtered or standardized to achieve second-order stationarity is that of periodic autoregressive moving average (PARMA) models, which are extensions of ARMA models that allow periodic (seasonal) parameters. An approximation to the exact likelihood for Gaussian PARMA processes is developed, and a straightforward algorithm for its maximization is presented. The algorithm is tested on several periodic ARMA(1, 1) models through simulation studies and is compared to moment estimation via the seasonal Yule-Walker equations. Applicability of the technique is demonstrated through an analysis of a seasonal stream-flow series from the Rio Caroni River in Venezuela.

Application of a new hybrid model with seasonal auto-regressive integrated moving average (ARIMA) and nonlinear auto-regressive neural network (NARNN) in forecasting incidence cases of HFMD in Shenzhen, China.

PubMed

Yu, Lijing; Zhou, Lingling; Tan, Li; Jiang, Hongbo; Wang, Ying; Wei, Sheng; Nie, Shaofa

2014-01-01

Outbreaks of hand-foot-mouth disease (HFMD) have been reported for many times in Asia during the last decades. This emerging disease has drawn worldwide attention and vigilance. Nowadays, the prevention and control of HFMD has become an imperative issue in China. Early detection and response will be helpful before it happening, using modern information technology during the epidemic. In this paper, a hybrid model combining seasonal auto-regressive integrated moving average (ARIMA) model and nonlinear auto-regressive neural network (NARNN) is proposed to predict the expected incidence cases from December 2012 to May 2013, using the retrospective observations obtained from China Information System for Disease Control and Prevention from January 2008 to November 2012. The best-fitted hybrid model was combined with seasonal ARIMA [Formula: see text] and NARNN with 15 hidden units and 5 delays. The hybrid model makes the good forecasting performance and estimates the expected incidence cases from December 2012 to May 2013, which are respectively -965.03, -1879.58, 4138.26, 1858.17, 4061.86 and 6163.16 with an obviously increasing trend. The model proposed in this paper can predict the incidence trend of HFMD effectively, which could be helpful to policy makers. The usefulness of expected cases of HFMD perform not only in detecting outbreaks or providing probability statements, but also in providing decision makers with a probable trend of the variability of future observations that contains both historical and recent information.

Driver fatigue detection through multiple entropy fusion analysis in an EEG-based system

PubMed Central

Min, Jianliang; Wang, Ping

2017-01-01

Driver fatigue is an important contributor to road accidents, and fatigue detection has major implications for transportation safety. The aim of this research is to analyze the multiple entropy fusion method and evaluate several channel regions to effectively detect a driver's fatigue state based on electroencephalogram (EEG) records. First, we fused multiple entropies, i.e., spectral entropy, approximate entropy, sample entropy and fuzzy entropy, as features compared with autoregressive (AR) modeling by four classifiers. Second, we captured four significant channel regions according to weight-based electrodes via a simplified channel selection method. Finally, the evaluation model for detecting driver fatigue was established with four classifiers based on the EEG data from four channel regions. Twelve healthy subjects performed continuous simulated driving for 1–2 hours with EEG monitoring on a static simulator. The leave-one-out cross-validation approach obtained an accuracy of 98.3%, a sensitivity of 98.3% and a specificity of 98.2%. The experimental results verified the effectiveness of the proposed method, indicating that the multiple entropy fusion features are significant factors for inferring the fatigue state of a driver. PMID:29220351

A Unified Point Process Probabilistic Framework to Assess Heartbeat Dynamics and Autonomic Cardiovascular Control

PubMed Central

Chen, Zhe; Purdon, Patrick L.; Brown, Emery N.; Barbieri, Riccardo

2012-01-01

In recent years, time-varying inhomogeneous point process models have been introduced for assessment of instantaneous heartbeat dynamics as well as specific cardiovascular control mechanisms and hemodynamics. Assessment of the model’s statistics is established through the Wiener-Volterra theory and a multivariate autoregressive (AR) structure. A variety of instantaneous cardiovascular metrics, such as heart rate (HR), heart rate variability (HRV), respiratory sinus arrhythmia (RSA), and baroreceptor-cardiac reflex (baroreflex) sensitivity (BRS), are derived within a parametric framework and instantaneously updated with adaptive and local maximum likelihood estimation algorithms. Inclusion of second-order non-linearities, with subsequent bispectral quantification in the frequency domain, further allows for definition of instantaneous metrics of non-linearity. We here present a comprehensive review of the devised methods as applied to experimental recordings from healthy subjects during propofol anesthesia. Collective results reveal interesting dynamic trends across the different pharmacological interventions operated within each anesthesia session, confirming the ability of the algorithm to track important changes in cardiorespiratory elicited interactions, and pointing at our mathematical approach as a promising monitoring tool for an accurate, non-invasive assessment in clinical practice. We also discuss the limitations and other alternative modeling strategies of our point process approach. PMID:22375120

Sleep analysis for wearable devices applying autoregressive parametric models.

PubMed

Mendez, M O; Villantieri, O; Bianchi, A; Cerutti, S

2005-01-01

We applied time-variant and time-invariant parametric models in both healthy subjects and patients with sleep disorder recordings in order to assess the skills of those approaches to sleep disorders diagnosis in wearable devices. The recordings present the Obstructive Sleep Apnea (OSA) pathology which is characterized by fluctuations in the heart rate, bradycardia in apneonic phase and tachycardia at the recovery of ventilation. Data come from a web database in www.physionet.org. During OSA the spectral indexes obtained by time-variant lattice filters presented oscillations that correspond to the changes brady-tachycardia of the RR intervals and greater values than healthy ones. Multivariate autoregressive models showed an increment in very low frequency component (PVLF) at each apneic event. Also a rise in high frequency component (PHF) occurred over the breathing restore in the spectrum of both quadratic coherence and cross-spectrum in OSA. These autoregressive parametric approaches could help in the diagnosis of Sleep Disorder inside of the wearable devices.

[A novel method of multi-channel feature extraction combining multivariate autoregression and multiple-linear principal component analysis].

PubMed

Wang, Jinjia; Zhang, Yanna

2015-02-01

Brain-computer interface (BCI) systems identify brain signals through extracting features from them. In view of the limitations of the autoregressive model feature extraction method and the traditional principal component analysis to deal with the multichannel signals, this paper presents a multichannel feature extraction method that multivariate autoregressive (MVAR) model combined with the multiple-linear principal component analysis (MPCA), and used for magnetoencephalography (MEG) signals and electroencephalograph (EEG) signals recognition. Firstly, we calculated the MVAR model coefficient matrix of the MEG/EEG signals using this method, and then reduced the dimensions to a lower one, using MPCA. Finally, we recognized brain signals by Bayes Classifier. The key innovation we introduced in our investigation showed that we extended the traditional single-channel feature extraction method to the case of multi-channel one. We then carried out the experiments using the data groups of IV-III and IV - I. The experimental results proved that the method proposed in this paper was feasible.

Improving EEG-Based Driver Fatigue Classification Using Sparse-Deep Belief Networks.

PubMed

Chai, Rifai; Ling, Sai Ho; San, Phyo Phyo; Naik, Ganesh R; Nguyen, Tuan N; Tran, Yvonne; Craig, Ashley; Nguyen, Hung T

2017-01-01

This paper presents an improvement of classification performance for electroencephalography (EEG)-based driver fatigue classification between fatigue and alert states with the data collected from 43 participants. The system employs autoregressive (AR) modeling as the features extraction algorithm, and sparse-deep belief networks (sparse-DBN) as the classification algorithm. Compared to other classifiers, sparse-DBN is a semi supervised learning method which combines unsupervised learning for modeling features in the pre-training layer and supervised learning for classification in the following layer. The sparsity in sparse-DBN is achieved with a regularization term that penalizes a deviation of the expected activation of hidden units from a fixed low-level prevents the network from overfitting and is able to learn low-level structures as well as high-level structures. For comparison, the artificial neural networks (ANN), Bayesian neural networks (BNN), and original deep belief networks (DBN) classifiers are used. The classification results show that using AR feature extractor and DBN classifiers, the classification performance achieves an improved classification performance with a of sensitivity of 90.8%, a specificity of 90.4%, an accuracy of 90.6%, and an area under the receiver operating curve (AUROC) of 0.94 compared to ANN (sensitivity at 80.8%, specificity at 77.8%, accuracy at 79.3% with AUC-ROC of 0.83) and BNN classifiers (sensitivity at 84.3%, specificity at 83%, accuracy at 83.6% with AUROC of 0.87). Using the sparse-DBN classifier, the classification performance improved further with sensitivity of 93.9%, a specificity of 92.3%, and an accuracy of 93.1% with AUROC of 0.96. Overall, the sparse-DBN classifier improved accuracy by 13.8, 9.5, and 2.5% over ANN, BNN, and DBN classifiers, respectively.

Improving EEG-Based Driver Fatigue Classification Using Sparse-Deep Belief Networks

PubMed Central

Chai, Rifai; Ling, Sai Ho; San, Phyo Phyo; Naik, Ganesh R.; Nguyen, Tuan N.; Tran, Yvonne; Craig, Ashley; Nguyen, Hung T.

2017-01-01

This paper presents an improvement of classification performance for electroencephalography (EEG)-based driver fatigue classification between fatigue and alert states with the data collected from 43 participants. The system employs autoregressive (AR) modeling as the features extraction algorithm, and sparse-deep belief networks (sparse-DBN) as the classification algorithm. Compared to other classifiers, sparse-DBN is a semi supervised learning method which combines unsupervised learning for modeling features in the pre-training layer and supervised learning for classification in the following layer. The sparsity in sparse-DBN is achieved with a regularization term that penalizes a deviation of the expected activation of hidden units from a fixed low-level prevents the network from overfitting and is able to learn low-level structures as well as high-level structures. For comparison, the artificial neural networks (ANN), Bayesian neural networks (BNN), and original deep belief networks (DBN) classifiers are used. The classification results show that using AR feature extractor and DBN classifiers, the classification performance achieves an improved classification performance with a of sensitivity of 90.8%, a specificity of 90.4%, an accuracy of 90.6%, and an area under the receiver operating curve (AUROC) of 0.94 compared to ANN (sensitivity at 80.8%, specificity at 77.8%, accuracy at 79.3% with AUC-ROC of 0.83) and BNN classifiers (sensitivity at 84.3%, specificity at 83%, accuracy at 83.6% with AUROC of 0.87). Using the sparse-DBN classifier, the classification performance improved further with sensitivity of 93.9%, a specificity of 92.3%, and an accuracy of 93.1% with AUROC of 0.96. Overall, the sparse-DBN classifier improved accuracy by 13.8, 9.5, and 2.5% over ANN, BNN, and DBN classifiers, respectively. PMID:28326009

Application of multivariate autoregressive spectrum estimation to ULF waves

NASA Technical Reports Server (NTRS)

Ioannidis, G. A.

1975-01-01

The estimation of the power spectrum of a time series by fitting a finite autoregressive model to the data has recently found widespread application in the physical sciences. The extension of this method to the analysis of vector time series is presented here through its application to ULF waves observed in the magnetosphere by the ATS 6 synchronous satellite. Autoregressive spectral estimates of the power and cross-power spectra of these waves are computed with computer programs developed by the author and are compared with the corresponding Blackman-Tukey spectral estimates. The resulting spectral density matrices are then analyzed to determine the direction of propagation and polarization of the observed waves.

Optimal HRF and smoothing parameters for fMRI time series within an autoregressive modeling framework.

PubMed

Galka, Andreas; Siniatchkin, Michael; Stephani, Ulrich; Groening, Kristina; Wolff, Stephan; Bosch-Bayard, Jorge; Ozaki, Tohru

2010-12-01

The analysis of time series obtained by functional magnetic resonance imaging (fMRI) may be approached by fitting predictive parametric models, such as nearest-neighbor autoregressive models with exogeneous input (NNARX). As a part of the modeling procedure, it is possible to apply instantaneous linear transformations to the data. Spatial smoothing, a common preprocessing step, may be interpreted as such a transformation. The autoregressive parameters may be constrained, such that they provide a response behavior that corresponds to the canonical haemodynamic response function (HRF). We present an algorithm for estimating the parameters of the linear transformations and of the HRF within a rigorous maximum-likelihood framework. Using this approach, an optimal amount of both the spatial smoothing and the HRF can be estimated simultaneously for a given fMRI data set. An example from a motor-task experiment is discussed. It is found that, for this data set, weak, but non-zero, spatial smoothing is optimal. Furthermore, it is demonstrated that activated regions can be estimated within the maximum-likelihood framework.

Principal dynamic mode analysis of neural mass model for the identification of epileptic states

NASA Astrophysics Data System (ADS)

Cao, Yuzhen; Jin, Liu; Su, Fei; Wang, Jiang; Deng, Bin

2016-11-01

The detection of epileptic seizures in Electroencephalography (EEG) signals is significant for the diagnosis and treatment of epilepsy. In this paper, in order to obtain characteristics of various epileptiform EEGs that may differentiate different states of epilepsy, the concept of Principal Dynamic Modes (PDMs) was incorporated to an autoregressive model framework. First, the neural mass model was used to simulate the required intracerebral EEG signals of various epileptiform activities. Then, the PDMs estimated from the nonlinear autoregressive Volterra models, as well as the corresponding Associated Nonlinear Functions (ANFs), were used for the modeling of epileptic EEGs. The efficient PDM modeling approach provided physiological interpretation of the system. Results revealed that the ANFs of the 1st and 2nd PDMs for the auto-regressive input exhibited evident differences among different states of epilepsy, where the ANFs of the sustained spikes' activity encountered at seizure onset or during a seizure were the most differentiable from that of the normal state. Therefore, the ANFs may be characteristics for the classification of normal and seizure states in the clinical detection of seizures and thus provide assistance for the diagnosis of epilepsy.

Texture classification using autoregressive filtering

NASA Technical Reports Server (NTRS)

Lawton, W. M.; Lee, M.

1984-01-01

A general theory of image texture models is proposed and its applicability to the problem of scene segmentation using texture classification is discussed. An algorithm, based on half-plane autoregressive filtering, which optimally utilizes second order statistics to discriminate between texture classes represented by arbitrary wide sense stationary random fields is described. Empirical results of applying this algorithm to natural and sysnthesized scenes are presented and future research is outlined.

Stochastic time series analysis of fetal heart-rate variability

NASA Astrophysics Data System (ADS)

Shariati, M. A.; Dripps, J. H.

1990-06-01

Fetal Heart Rate(FHR) is one of the important features of fetal biophysical activity and its long term monitoring is used for the antepartum(period of pregnancy before labour) assessment of fetal well being. But as yet no successful method has been proposed to quantitatively represent variety of random non-white patterns seen in FHR. Objective of this paper is to address this issue. In this study the Box-Jenkins method of model identification and diagnostic checking was used on phonocardiographic derived FHR(averaged) time series. Models remained exclusively autoregressive(AR). Kalman filtering in conjunction with maximum likelihood estimation technique forms the parametric estimator. Diagnosrics perfonned on the residuals indicated that a second order model may be adequate in capturing type of variability observed in 1 up to 2 mm data windows of FHR. The scheme may be viewed as a means of data reduction of a highly redundant information source. This allows a much more efficient transmission of FHR information from remote locations to places with facilities and expertise for doser analysis. The extracted parameters is aimed to reflect numerically the important FHR features. These are normally picked up visually by experts for their assessments. As a result long term FHR recorded during antepartum period could then be screened quantitatively for detection of patterns considered normal or abnonnal. 1.

Trans-dimensional inversion of microtremor array dispersion data with hierarchical autoregressive error models

NASA Astrophysics Data System (ADS)

Dettmer, Jan; Molnar, Sheri; Steininger, Gavin; Dosso, Stan E.; Cassidy, John F.

2012-02-01

This paper applies a general trans-dimensional Bayesian inference methodology and hierarchical autoregressive data-error models to the inversion of microtremor array dispersion data for shear wave velocity (vs) structure. This approach accounts for the limited knowledge of the optimal earth model parametrization (e.g. the number of layers in the vs profile) and of the data-error statistics in the resulting vs parameter uncertainty estimates. The assumed earth model parametrization influences estimates of parameter values and uncertainties due to different parametrizations leading to different ranges of data predictions. The support of the data for a particular model is often non-unique and several parametrizations may be supported. A trans-dimensional formulation accounts for this non-uniqueness by including a model-indexing parameter as an unknown so that groups of models (identified by the indexing parameter) are considered in the results. The earth model is parametrized in terms of a partition model with interfaces given over a depth-range of interest. In this work, the number of interfaces (layers) in the partition model represents the trans-dimensional model indexing. In addition, serial data-error correlations are addressed by augmenting the geophysical forward model with a hierarchical autoregressive error model that can account for a wide range of error processes with a small number of parameters. Hence, the limited knowledge about the true statistical distribution of data errors is also accounted for in the earth model parameter estimates, resulting in more realistic uncertainties and parameter values. Hierarchical autoregressive error models do not rely on point estimates of the model vector to estimate data-error statistics, and have no requirement for computing the inverse or determinant of a data-error covariance matrix. This approach is particularly useful for trans-dimensional inverse problems, as point estimates may not be representative of the state space that spans multiple subspaces of different dimensionalities. The order of the autoregressive process required to fit the data is determined here by posterior residual-sample examination and statistical tests. Inference for earth model parameters is carried out on the trans-dimensional posterior probability distribution by considering ensembles of parameter vectors. In particular, vs uncertainty estimates are obtained by marginalizing the trans-dimensional posterior distribution in terms of vs-profile marginal distributions. The methodology is applied to microtremor array dispersion data collected at two sites with significantly different geology in British Columbia, Canada. At both sites, results show excellent agreement with estimates from invasive measurements.

The scaling of wild events in stochastic models: The Fisher limit, the Mandelbrot limit, and FARIMA as a model of the intermediate cases

NASA Astrophysics Data System (ADS)

Watkins, Nicholas

2013-04-01

Stochastic modelling is of increasing importance, both specifically in climate science and more broadly across the whole of nonlinear geophysics. Traditionally, the noise components of such models would be spectrally white (delta-correlated) and Gaussian in amplitude, and their variance (first named by Fisher in 1918) would well characterise the likely size of fluctuations. Integration, for example in autoregressive models like AR(1), would redden a noise spectrum, while multiplication in turbulent cascades could greatly increase the range of fluctuation amplitudes, but such processes would still inherit aspects of their finite variance building blocks. In the 60s and 70s, however, Mandelbrot and others [see e.g. Watkins, GRL Frontiers, 2013] began to present evidence in nature for much stronger departures from Gaussianity (via very heavy tailed, infinite variance, distributions) and from white noise (through long range dependence (LRD) in time). He also observed intermittency, defined here as correlations between absolute magnitudes in some time series, in, for example, finance and turbulence. He proposed various models, including self-similar ones for heavy tails and LRD, and multifractal cascades for intermittency. In this presentation we compare contrasting types of model by looking at the "wild" events that they produce. The notion of a "wild" event can be made more precise in many ways, including by its duration in time, peak amplitude, and spatial extent. Our chosen measure will be the "burst", defined as the area of a time series above a fixed threshold. We will compare burst scaling in a self-similar, LRD, heavy tailed model (LFSM, e.g. Watkins et al, PRE, 2009] with our newer results for multifractal random walks [with M. Rypdal and O. Lovsletten], and for the heavy tailed extended version of the FARIMA (1,d,0) process, which combines long range dependence with the high frequency structure familiar from AR(1). We will also discuss the physical meaning of FARIMA and its potential as a modelling tool.

Condition Monitoring for Helicopter Data. Appendix A

NASA Technical Reports Server (NTRS)

Wen, Fang; Willett, Peter; Deb, Somnath

2000-01-01

In this paper the classical "Westland" set of empirical accelerometer helicopter data is analyzed with the aim of condition monitoring for diagnostic purposes. The goal is to determine features for failure events from these data, via a proprietary signal processing toolbox, and to weigh these according to a variety of classification algorithms. As regards signal processing, it appears that the autoregressive (AR) coefficients from a simple linear model encapsulate a great deal of information in a relatively few measurements; it has also been found that augmentation of these by harmonic and other parameters can improve classification significantly. As regards classification, several techniques have been explored, among these restricted Coulomb energy (RCE) networks, learning vector quantization (LVQ), Gaussian mixture classifiers and decision trees. A problem with these approaches, and in common with many classification paradigms, is that augmentation of the feature dimension can degrade classification ability. Thus, we also introduce the Bayesian data reduction algorithm (BDRA), which imposes a Dirichlet prior on training data and is thus able to quantify probability of error in an exact manner, such that features may be discarded or coarsened appropriately.

TaiWan Ionospheric Model (TWIM) prediction based on time series autoregressive analysis

NASA Astrophysics Data System (ADS)

Tsai, L. C.; Macalalad, Ernest P.; Liu, C. H.

2014-10-01

As described in a previous paper, a three-dimensional ionospheric electron density (Ne) model has been constructed from vertical Ne profiles retrieved from the FormoSat3/Constellation Observing System for Meteorology, Ionosphere, and Climate GPS radio occultation measurements and worldwide ionosonde foF2 and foE data and named the TaiWan Ionospheric Model (TWIM). The TWIM exhibits vertically fitted α-Chapman-type layers with distinct F2, F1, E, and D layers, and surface spherical harmonic approaches for the fitted layer parameters including peak density, peak density height, and scale height. To improve the TWIM into a real-time model, we have developed a time series autoregressive model to forecast short-term TWIM coefficients. The time series of TWIM coefficients are considered as realizations of stationary stochastic processes within a processing window of 30 days. These autocorrelation coefficients are used to derive the autoregressive parameters and then forecast the TWIM coefficients, based on the least squares method and Lagrange multiplier technique. The forecast root-mean-square relative TWIM coefficient errors are generally <30% for 1 day predictions. The forecast TWIM values of foE and foF2 values are also compared and evaluated using worldwide ionosonde data.

A Novel Modeling Method for Aircraft Engine Using Nonlinear Autoregressive Exogenous (NARX) Models Based on Wavelet Neural Networks

NASA Astrophysics Data System (ADS)

Yu, Bing; Shu, Wenjun; Cao, Can

2018-05-01

A novel modeling method for aircraft engine using nonlinear autoregressive exogenous (NARX) models based on wavelet neural networks is proposed. The identification principle and process based on wavelet neural networks are studied, and the modeling scheme based on NARX is proposed. Then, the time series data sets from three types of aircraft engines are utilized to build the corresponding NARX models, and these NARX models are validated by the simulation. The results show that all the best NARX models can capture the original aircraft engine's dynamic characteristic well with the high accuracy. For every type of engine, the relative identification errors of its best NARX model and the component level model are no more than 3.5 % and most of them are within 1 %.

Continuous Sub-daily Rainfall Simulation for Regional Flood Risk Assessment - Modelling of Spatio-temporal Correlation Structure of Extreme Precipitation in the Austrian Alps

NASA Astrophysics Data System (ADS)

Salinas, J. L.; Nester, T.; Komma, J.; Bloeschl, G.

2017-12-01

Generation of realistic synthetic spatial rainfall is of pivotal importance for assessing regional hydroclimatic hazard as the input for long term rainfall-runoff simulations. The correct reproduction of observed rainfall characteristics, such as regional intensity-duration-frequency curves, and spatial and temporal correlations is necessary to adequately model the magnitude and frequency of the flood peaks, by reproducing antecedent soil moisture conditions before extreme rainfall events, and joint probability of flood waves at confluences. In this work, a modification of the model presented by Bardossy and Platte (1992), where precipitation is first modeled on a station basis as a multivariate autoregressive model (mAr) in a Normal space. The spatial and temporal correlation structures are imposed in the Normal space, allowing for a different temporal autocorrelation parameter for each station, and simultaneously ensuring the positive-definiteness of the correlation matrix of the mAr errors. The Normal rainfall is then transformed to a Gamma-distributed space, with parameters varying monthly according to a sinusoidal function, in order to adapt to the observed rainfall seasonality. One of the main differences with the original model is the simulation time-step, reduced from 24h to 6h. Due to a larger availability of daily rainfall data, as opposite to sub-daily (e.g. hourly), the parameters of the Gamma distributions are calibrated to reproduce simultaneously a series of daily rainfall characteristics (mean daily rainfall, standard deviations of daily rainfall, and 24h intensity-duration-frequency [IDF] curves), as well as other aggregated rainfall measures (mean annual rainfall, and monthly rainfall). The calibration of the spatial and temporal correlation parameters is performed in a way that the catchment-averaged IDF curves aggregated at different temporal scales fit the measured ones. The rainfall model is used to generate 10.000 years of synthetic precipitation, fed into a rainfall-runoff model to derive the flood frequency in the Tirolean Alps in Austria. Given the number of generated events, the simulation framework is able to generate a large variety of rainfall patterns, as well as reproduce the variograms of relevant extreme rainfall events in the region of interest.

A web-based Tamsui River flood early-warning system with correction of real-time water stage using monitoring data

NASA Astrophysics Data System (ADS)

Liao, H. Y.; Lin, Y. J.; Chang, H. K.; Shang, R. K.; Kuo, H. C.; Lai, J. S.; Tan, Y. C.

2017-12-01

Taiwan encounters heavy rainfalls frequently. There are three to four typhoons striking Taiwan every year. To provide lead time for reducing flood damage, this study attempt to build a flood early-warning system (FEWS) in Tanshui River using time series correction techniques. The predicted rainfall is used as the input for the rainfall-runoff model. Then, the discharges calculated by the rainfall-runoff model is converted to the 1-D river routing model. The 1-D river routing model will output the simulating water stages in 487 cross sections for the future 48-hr. The downstream water stage at the estuary in 1-D river routing model is provided by storm surge simulation. Next, the water stages of 487 cross sections are corrected by time series model such as autoregressive (AR) model using real-time water stage measurements to improve the predicted accuracy. The results of simulated water stages are displayed on a web-based platform. In addition, the models can be performed remotely by any users with web browsers through a user interface. The on-line video surveillance images, real-time monitoring water stages, and rainfalls can also be shown on this platform. If the simulated water stage exceeds the embankments of Tanshui River, the alerting lights of FEWS will be flashing on the screen. This platform runs periodically and automatically to generate the simulation graphic data of flood water stages for flood disaster prevention and decision making.

Utilization of Model Predictive Control to Balance Power Absorption Against Load Accumulation

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

Abbas, Nikhar; Tom, Nathan M

2017-06-03

Wave energy converter (WEC) control strategies have been primarily focused on maximizing power absorption. The use of model predictive control strategies allows for a finite-horizon, multiterm objective function to be solved. This work utilizes a multiterm objective function to maximize power absorption while minimizing the structural loads on the WEC system. Furthermore, a Kalman filter and autoregressive model were used to estimate and forecast the wave exciting force and predict the future dynamics of the WEC. The WEC's power-take-off time-averaged power and structural loads under a perfect forecast assumption in irregular waves were compared against results obtained from the Kalmanmore » filter and autoregressive model to evaluate model predictive control performance.« less

Utilization of Model Predictive Control to Balance Power Absorption Against Load Accumulation: Preprint

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

Abbas, Nikhar; Tom, Nathan

Wave energy converter (WEC) control strategies have been primarily focused on maximizing power absorption. The use of model predictive control strategies allows for a finite-horizon, multiterm objective function to be solved. This work utilizes a multiterm objective function to maximize power absorption while minimizing the structural loads on the WEC system. Furthermore, a Kalman filter and autoregressive model were used to estimate and forecast the wave exciting force and predict the future dynamics of the WEC. The WEC's power-take-off time-averaged power and structural loads under a perfect forecast assumption in irregular waves were compared against results obtained from the Kalmanmore » filter and autoregressive model to evaluate model predictive control performance.« less

Level shift two-components autoregressive conditional heteroscedasticity modelling for WTI crude oil market

NASA Astrophysics Data System (ADS)

Sin, Kuek Jia; Cheong, Chin Wen; Hooi, Tan Siow

2017-04-01

This study aims to investigate the crude oil volatility using a two components autoregressive conditional heteroscedasticity (ARCH) model with the inclusion of abrupt jump feature. The model is able to capture abrupt jumps, news impact, clustering volatility, long persistence volatility and heavy-tailed distributed error which are commonly observed in the crude oil time series. For the empirical study, we have selected the WTI crude oil index from year 2000 to 2016. The results found that by including the multiple-abrupt jumps in ARCH model, there are significant improvements of estimation evaluations as compared with the standard ARCH models. The outcomes of this study can provide useful information for risk management and portfolio analysis in the crude oil markets.

On-line algorithms for forecasting hourly loads of an electric utility

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

Vemuri, S.; Huang, W.L.; Nelson, D.J.

A method that lends itself to on-line forecasting of hourly electric loads is presented, and the results of its use are compared to models developed using the Box-Jenkins method. The method consits of processing the historical hourly loads with a sequential least-squares estimator to identify a finite-order autoregressive model which, in turn, is used to obtain a parsimonious autoregressive-moving average model. The method presented has several advantages in comparison with the Box-Jenkins method including much-less human intervention, improved model identification, and better results. The method is also more robust in that greater confidence can be placed in the accuracy ofmore » models based upon the various measures available at the identification stage.« less

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 beforehand. Significant ARMA models were all of low order, with either first- or second-order (i.e., lagged 1 or 2 years, respectively) models performing well. A simple autoregressive (AR(1)), model was the most common. The most useful generalization was that the same ARMA model holds for each of the three series (delta(13)C, delta, c(a) - c(i)) for an individual tree, if the time trend has been properly removed for each series. The mean series for the two pine species were described by first-order ARMA models (1-year lags), whereas the Douglas-fir mean series were described by second-order models (2-year lags) with negligible first-order effects. Apparently, the process of constructing a mean time series for a species preserves an underlying signal related to delta(13)C while canceling some of the random individual tree variation. Furthermore, the best model for the overall mean series (e.g., for a species) cannot be inferred from a consensus of the individual tree model forms, nor can its parameters be estimated reliably from the mean of the individual tree parameters. Because two-thirds of the individual tree time series contained significant autocorrelation, the normal assumption of a random structure over time is unwarranted, even after accounting for the time trend. The residuals of an appropriate ARMA model satisfy the independence assumption, and can be used to make hypothesis tests.

Autoregressive modelling of species richness in the Brazilian Cerrado.

PubMed

Vieira, C M; Blamires, D; Diniz-Filho, J A F; Bini, L M; Rangel, T F L V B

2008-05-01

Spatial autocorrelation is the lack of independence between pairs of observations at given distances within a geographical space, a phenomenon commonly found in ecological data. Taking into account spatial autocorrelation when evaluating problems in geographical ecology, including gradients in species richness, is important to describe both the spatial structure in data and to correct the bias in Type I errors of standard statistical analyses. However, to effectively solve these problems it is necessary to establish the best way to incorporate the spatial structure to be used in the models. In this paper, we applied autoregressive models based on different types of connections and distances between 181 cells covering the Cerrado region of Central Brazil to study the spatial variation in mammal and bird species richness across the biome. Spatial structure was stronger for birds than for mammals, with R(2) values ranging from 0.77 to 0.94 for mammals and from 0.77 to 0.97 for birds, for models based on different definitions of spatial structures. According to the Akaike Information Criterion (AIC), the best autoregressive model was obtained by using the rook connection. In general, these results furnish guidelines for future modelling of species richness patterns in relation to environmental predictors and other variables expressing human occupation in the biome.

[Prediction of schistosomiasis infection rates of population based on ARIMA-NARNN model].

PubMed

Ke-Wei, Wang; Yu, Wu; Jin-Ping, Li; Yu-Yu, Jiang

2016-07-12

To explore the effect of the autoregressive integrated moving average model-nonlinear auto-regressive neural network (ARIMA-NARNN) model on predicting schistosomiasis infection rates of population. The ARIMA model, NARNN model and ARIMA-NARNN model were established based on monthly schistosomiasis infection rates from January 2005 to February 2015 in Jiangsu Province, China. The fitting and prediction performances of the three models were compared. Compared to the ARIMA model and NARNN model, the mean square error (MSE), mean absolute error (MAE) and mean absolute percentage error (MAPE) of the ARIMA-NARNN model were the least with the values of 0.011 1, 0.090 0 and 0.282 4, respectively. The ARIMA-NARNN model could effectively fit and predict schistosomiasis infection rates of population, which might have a great application value for the prevention and control of schistosomiasis.

Exploring the Mechanisms of Ecological Land Change Based on the Spatial Autoregressive Model: A Case Study of the Poyang Lake Eco-Economic Zone, China

PubMed Central

Xie, Hualin; Liu, Zhifei; Wang, Peng; Liu, Guiying; Lu, Fucai

2013-01-01

Ecological land is one of the key resources and conditions for the survival of humans because it can provide ecosystem services and is particularly important to public health and safety. It is extremely valuable for effective ecological management to explore the evolution mechanisms of ecological land. Based on spatial statistical analyses, we explored the spatial disparities and primary potential drivers of ecological land change in the Poyang Lake Eco-economic Zone of China. The results demonstrated that the global Moran’s I value is 0.1646 during the 1990 to 2005 time period and indicated significant positive spatial correlation (p < 0.05). The results also imply that the clustering trend of ecological land changes weakened in the study area. Some potential driving forces were identified by applying the spatial autoregressive model in this study. The results demonstrated that the higher economic development level and industrialization rate were the main drivers for the faster change of ecological land in the study area. This study also tested the superiority of the spatial autoregressive model to study the mechanisms of ecological land change by comparing it with the traditional linear regressive model. PMID:24384778

Motion Control of Drives for Prosthetic Hand Using Continuous Myoelectric Signals

NASA Astrophysics Data System (ADS)

Purushothaman, Geethanjali; Ray, Kalyan Kumar

2016-03-01

In this paper the authors present motion control of a prosthetic hand, through continuous myoelectric signal acquisition, classification and actuation of the prosthetic drive. A four channel continuous electromyogram (EMG) signal also known as myoelectric signals (MES) are acquired from the abled-body to classify the six unique movements of hand and wrist, viz, hand open (HO), hand close (HC), wrist flexion (WF), wrist extension (WE), ulnar deviation (UD) and radial deviation (RD). The classification technique involves in extracting the features/pattern through statistical time domain (TD) parameter/autoregressive coefficients (AR), which are reduced using principal component analysis (PCA). The reduced statistical TD features and or AR coefficients are used to classify the signal patterns through k nearest neighbour (kNN) as well as neural network (NN) classifier and the performance of the classifiers are compared. Performance comparison of the above two classifiers clearly shows that kNN classifier in identifying the hidden intended motion in the myoelectric signals is better than that of NN classifier. Once the classifier identifies the intended motion, the signal is amplified to actuate the three low power DC motor to perform the above mentioned movements.

Heart rate measurement based on a time-lapse image.

PubMed

Takano, Chihiro; Ohta, Yuji

2007-10-01

Using a time-lapse image acquired from a CCD camera, we developed a non-contact and non-invasive device, which could measure both the respiratory and pulse rate simultaneously. The time-lapse image of a part of the subject's skin was consecutively captured, and the changes in the average image brightness of the region of interest (ROI) were measured for 30s. The brightness data were processed by a series of operations of interpolation as follows a first-order derivative, a low pass filter of 2 Hz, and a sixth-order auto-regressive (AR) spectral analysis. Fourteen sound and healthy female subjects (22-27 years of age) participated in the experiments. Each subject was told to keep a relaxed seating posture with no physical restriction. At the same time, heart rate was measured by a pulse oximeter and respiratory rate was measured by a thermistor placed at the external naris. Using AR spectral analysis, two clear peaks could be detected at approximately 0.3 and 1.2 Hz. The peaks were thought to correspond to the respiratory rate and the heart rate. Correlation coefficients of 0.90 and 0.93 were obtained for the measurement of heart rate and respiratory rate, respectively.

SPAGETTA: a Multi-Purpose Gridded Stochastic Weather Generator

NASA Astrophysics Data System (ADS)

Dubrovsky, M.; Huth, R.; Rotach, M. W.; Dabhi, H.

2017-12-01

SPAGETTA is a new multisite/gridded multivariate parametric stochastic weather generator (WG). Site-specific precipitation occurrence and amount are modelled by Markov chain and Gamma distribution, the non-precipitation variables are modelled by an autoregressive (AR) model conditioned on precipitation occurrence, and the spatial coherence of all variables is modelled following the Wilks' (2009) approach. SPAGETTA may be run in two modes. Mode 1: it is run as a classical WG, which is calibrated using weather series from multiple sites, and only then it may produce arbitrarily long synthetic series mimicking the spatial and temporal structure of the calibration data. To generate the weather series representing the future climate, the WG parameters are modified according to the climate change scenario, typically derived from GCM or RCM simulations. Mode 2: the user provides only basic information (not necessarily to be realistic) on the temporal and spatial auto-correlation structure of the weather variables and their mean annual cycle; the generator itself derives the parameters of the underlying AR model, which produces the multi-site weather series. Optionally, the user may add the spatially varying trend, which is superimposed to the synthetic series. The contribution consists of following parts: (a) Model of the WG. (b) Validation of WG in terms of the spatial temperature and precipitation characteristics, including characteristics of spatial hot/cold/dry/wet spells. (c) Results of the climate change impact experiment, in which the WG parameters representing the spatial and temporal variability are modified using the climate change scenarios and the effect on the above spatial validation indices is analysed. In this experiment, the WG is calibrated using the E-OBS gridded daily weather data for several European regions, and the climate change scenarios are derived from the selected RCM simulations (CORDEX database). (d) The second mode of operation will be demonstrated by results obtained while developing the methodology for assessing collective significance of trends in multi-site weather series. The performance of the proposed test statistics is assessed based on large number of realisations of synthetic series produced by WG assuming a given statistical structure and trend of the weather series.

Continuous rainfall simulation for regional flood risk assessment - application in the Austrian Alps

NASA Astrophysics Data System (ADS)

Salinas, Jose Luis; Nester, Thomas; Komma, Jürgen; Blöschl, Günter

2017-04-01

Generation of realistic synthetic spatial rainfall is of pivotal importance for assessing regional hydroclimatic hazard as the input for long term rainfall-runoff simulations. The correct reproduction of the observed rainfall characteristics, such as regional intensity-duration-frequency curves, is necessary to adequately model the magnitude and frequency of the flood peaks. Furthermore, the replication of the observed rainfall spatial and temporal correlations allows to model important other hydrological features like antecedent soil moisture conditions before extreme rainfall events. In this work, we present an application in the Tirol region (Austrian alps) of a modification of the model presented by Bardossy and Platte (1992), where precipitation is modeled on a station basis as a mutivariate autoregressive model (mAr) in a Normal space, and then transformed to a Gamma-distributed space. For the sake of simplicity, the parameters of the Gamma distributions are assumed to vary monthly according to a sinusoidal function, and are calibrated trying to simultaneously reproduce i) mean annual rainfall, ii) mean daily rainfall amounts, iii) standard deviations of daily rainfall amounts, and iv) 24-hours intensity duration frequency curve. The calibration of the spatial and temporal correlation parameters is performed in a way that the intensity-duration-frequency curves aggregated at different spatial and temporal scales reproduce the measured ones. Bardossy, A., and E. J. Plate (1992), Space-time model for daily rainfall using atmospheric circulation patterns, Water Resour. Res., 28(5), 1247-1259, doi:10.1029/91WR02589.

Self-esteem Is Mostly Stable Across Young Adulthood: Evidence from Latent STARTS Models.

PubMed

Wagner, Jenny; Lüdtke, Oliver; Trautwein, Ulrich

2016-08-01

How stable is self-esteem? This long-standing debate has led to different conclusions across different areas of psychology. Longitudinal data and up-to-date statistical models have recently indicated that self-esteem has stable and autoregressive trait-like components and state-like components. We applied latent STARTS models with the goal of replicating previous findings in a longitudinal sample of young adults (N = 4,532; Mage  = 19.60, SD = 0.85; 55% female). In addition, we applied multigroup models to extend previous findings on different patterns of stability for men versus women and for people with high versus low levels of depressive symptoms. We found evidence for the general pattern of a major proportion of stable and autoregressive trait variance and a smaller yet substantial amount of state variance in self-esteem across 10 years. Furthermore, multigroup models suggested substantial differences in the variance components: Females showed more state variability than males. Individuals with higher levels of depressive symptoms showed more state and less autoregressive trait variance in self-esteem. Results are discussed with respect to the ongoing trait-state debate and possible implications of the group differences that we found in the stability of self-esteem. © 2015 Wiley Periodicals, Inc.

A MISO-ARX-Based Method for Single-Trial Evoked Potential Extraction.

PubMed

Yu, Nannan; Wu, Lingling; Zou, Dexuan; Chen, Ying; Lu, Hanbing

2017-01-01

In this paper, we propose a novel method for solving the single-trial evoked potential (EP) estimation problem. In this method, the single-trial EP is considered as a complex containing many components, which may originate from different functional brain sites; these components can be distinguished according to their respective latencies and amplitudes and are extracted simultaneously by multiple-input single-output autoregressive modeling with exogenous input (MISO-ARX). The extraction process is performed in three stages: first, we use a reference EP as a template and decompose it into a set of components, which serve as subtemplates for the remaining steps. Then, a dictionary is constructed with these subtemplates, and EPs are preliminarily extracted by sparse coding in order to roughly estimate the latency of each component. Finally, the single-trial measurement is parametrically modeled by MISO-ARX while characterizing spontaneous electroencephalographic activity as an autoregression model driven by white noise and with each component of the EP modeled by autoregressive-moving-average filtering of the subtemplates. Once optimized, all components of the EP can be extracted. Compared with ARX, our method has greater tracking capabilities of specific components of the EP complex as each component is modeled individually in MISO-ARX. We provide exhaustive experimental results to show the effectiveness and feasibility of our method.

Modeling and roles of meteorological factors in outbreaks of highly pathogenic avian influenza H5N1.

PubMed

Biswas, Paritosh K; Islam, Md Zohorul; Debnath, Nitish C; Yamage, Mat

2014-01-01

The highly pathogenic avian influenza A virus subtype H5N1 (HPAI H5N1) is a deadly zoonotic pathogen. Its persistence in poultry in several countries is a potential threat: a mutant or genetically reassorted progenitor might cause a human pandemic. Its world-wide eradication from poultry is important to protect public health. The global trend of outbreaks of influenza attributable to HPAI H5N1 shows a clear seasonality. Meteorological factors might be associated with such trend but have not been studied. For the first time, we analyze the role of meteorological factors in the occurrences of HPAI outbreaks in Bangladesh. We employed autoregressive integrated moving average (ARIMA) and multiplicative seasonal autoregressive integrated moving average (SARIMA) to assess the roles of different meteorological factors in outbreaks of HPAI. Outbreaks were modeled best when multiplicative seasonality was incorporated. Incorporation of any meteorological variable(s) as inputs did not improve the performance of any multivariable models, but relative humidity (RH) was a significant covariate in several ARIMA and SARIMA models with different autoregressive and moving average orders. The variable cloud cover was also a significant covariate in two SARIMA models, but air temperature along with RH might be a predictor when moving average (MA) order at lag 1 month is considered.

Order Selection for General Expression of Nonlinear Autoregressive Model Based on Multivariate Stepwise Regression

NASA Astrophysics Data System (ADS)

Shi, Jinfei; Zhu, Songqing; Chen, Ruwen

2017-12-01

An order selection method based on multiple stepwise regressions is proposed for General Expression of Nonlinear Autoregressive model which converts the model order problem into the variable selection of multiple linear regression equation. The partial autocorrelation function is adopted to define the linear term in GNAR model. The result is set as the initial model, and then the nonlinear terms are introduced gradually. Statistics are chosen to study the improvements of both the new introduced and originally existed variables for the model characteristics, which are adopted to determine the model variables to retain or eliminate. So the optimal model is obtained through data fitting effect measurement or significance test. The simulation and classic time-series data experiment results show that the method proposed is simple, reliable and can be applied to practical engineering.

A nonlinear autoregressive Volterra model of the Hodgkin-Huxley equations.

PubMed

Eikenberry, Steffen E; Marmarelis, Vasilis Z

2013-02-01

We propose a new variant of Volterra-type model with a nonlinear auto-regressive (NAR) component that is a suitable framework for describing the process of AP generation by the neuron membrane potential, and we apply it to input-output data generated by the Hodgkin-Huxley (H-H) equations. Volterra models use a functional series expansion to describe the input-output relation for most nonlinear dynamic systems, and are applicable to a wide range of physiologic systems. It is difficult, however, to apply the Volterra methodology to the H-H model because is characterized by distinct subthreshold and suprathreshold dynamics. When threshold is crossed, an autonomous action potential (AP) is generated, the output becomes temporarily decoupled from the input, and the standard Volterra model fails. Therefore, in our framework, whenever membrane potential exceeds some threshold, it is taken as a second input to a dual-input Volterra model. This model correctly predicts membrane voltage deflection both within the subthreshold region and during APs. Moreover, the model naturally generates a post-AP afterpotential and refractory period. It is known that the H-H model converges to a limit cycle in response to a constant current injection. This behavior is correctly predicted by the proposed model, while the standard Volterra model is incapable of generating such limit cycle behavior. The inclusion of cross-kernels, which describe the nonlinear interactions between the exogenous and autoregressive inputs, is found to be absolutely necessary. The proposed model is general, non-parametric, and data-derived.

On the Stationarity of Multiple Autoregressive Approximants: Theory and Algorithms

DTIC Science & Technology

1976-08-01

a I (3.4) Hannan and Terrell (1972) consider problems of a similar nature. Efficient estimates A(1),... , A(p) , and i of A(1)... ,A(p) and...34Autoregressive model fitting for control, Ann . Inst. Statist. Math., 23, 163-180. Hannan, E. J. (1970), Multiple Time Series, New York, John Wiley...Hannan, E. J. and Terrell , R. D. (1972), "Time series regression with linear constraints, " International Economic Review, 13, 189-200. Masani, P

Improved sulfide mitigation in sewers through on-line control of ferrous salt dosing.

PubMed

Ganigué, Ramon; Jiang, Guangming; Liu, Yiqi; Sharma, Keshab; Wang, Yue-Cong; Gonzalez, José; Nguyen, Tung; Yuan, Zhiguo

2018-05-15

Water utilities worldwide spend annually billions of dollars to control sulfide-induced corrosion in sewers. Iron salts chemically oxidize and/or precipitate dissolved sulfide in sewage and are especially used in medium- and large-size sewers. Iron salt dosing rates are defined ad hoc, ignoring variation in sewage flows and sulfide levels. This often results in iron overdosing or poor sulfide control. Online dosing control can adjust the chemical dosing rates to current (and future) state of the sewer system, allowing high-precision, stable and cost-effective sulfide control. In this paper, we report a novel and robust online control strategy for the dosing of ferrous salt in sewers. The control considers the fluctuation of sewage flow, pH, sulfide levels and also the perturbation from rainfall. Sulfide production in the pipe is predicted using auto-regressive models (AR) based on current flow measurements, which in turn can be used to determine the dose of ferrous salt required for cost-effective sulfide control. Following comprehensive model-based assesment, the control was successfully validated and its effectiveness demonstrated in a 3-week field trial. The online control algorithm controlled sulfide below the target level (0.5 mg S/L) while reducing chemical dosing up to 30%. Copyright © 2018 Elsevier Ltd. All rights reserved.

Modeling Bivariate Change in Individual Differences: Prospective Associations Between Personality and Life Satisfaction.

PubMed

Hounkpatin, Hilda Osafo; Boyce, Christopher J; Dunn, Graham; Wood, Alex M

2017-09-18

A number of structural equation models have been developed to examine change in 1 variable or the longitudinal association between 2 variables. The most common of these are the latent growth model, the autoregressive cross-lagged model, the autoregressive latent trajectory model, and the latent change score model. The authors first overview each of these models through evaluating their different assumptions surrounding the nature of change and how these assumptions may result in different data interpretations. They then, to elucidate these issues in an empirical example, examine the longitudinal association between personality traits and life satisfaction. In a representative Dutch sample (N = 8,320), with participants providing data on both personality and life satisfaction measures every 2 years over an 8-year period, the authors reproduce findings from previous research. However, some of the structural equation models overviewed have not previously been applied to the personality-life satisfaction relation. The extended empirical examination suggests intraindividual changes in life satisfaction predict subsequent intraindividual changes in personality traits. The availability of data sets with 3 or more assessment waves allows the application of more advanced structural equation models such as the autoregressive latent trajectory or the extended latent change score model, which accounts for the complex dynamic nature of change processes and allows stronger inferences on the nature of the association between variables. However, the choice of model should be determined by theories of change processes in the variables being studied. (PsycINFO Database Record (c) 2017 APA, all rights reserved).

Methodology for the AutoRegressive Planet Search (ARPS) Project

NASA Astrophysics Data System (ADS)

Feigelson, Eric; Caceres, Gabriel; ARPS Collaboration

2018-01-01

The detection of periodic signals of transiting exoplanets is often impeded by the presence of aperiodic photometric variations. This variability is intrinsic to the host star in space-based observations (typically arising from magnetic activity) and from observational conditions in ground-based observations. The most common statistical procedures to remove stellar variations are nonparametric, such as wavelet decomposition or Gaussian Processes regression. However, many stars display variability with autoregressive properties, wherein later flux values are correlated with previous ones. Providing the time series is evenly spaced, parametric autoregressive models can prove very effective. Here we present the methodology of the Autoregessive Planet Search (ARPS) project which uses Autoregressive Integrated Moving Average (ARIMA) models to treat a wide variety of stochastic short-memory processes, as well as nonstationarity. Additionally, we introduce a planet-search algorithm to detect periodic transits in the time-series residuals after application of ARIMA models. Our matched-filter algorithm, the Transit Comb Filter (TCF), replaces the traditional box-fitting step. We construct a periodogram based on the TCF to concentrate the signal of these periodic spikes. Various features of the original light curves, the ARIMA fits, the TCF periodograms, and folded light curves at peaks of the TCF periodogram can then be collected to provide constraints for planet detection. These features provide input into a multivariate classifier when a training set is available. The ARPS procedure has been applied NASA's Kepler mission observations of ~200,000 stars (Caceres, Dissertation Talk, this meeting) and will be applied in the future to other datasets.

Order-Constrained Reference Priors with Implications for Bayesian Isotonic Regression, Analysis of Covariance and Spatial Models

NASA Astrophysics Data System (ADS)

Gong, Maozhen

Selecting an appropriate prior distribution is a fundamental issue in Bayesian Statistics. In this dissertation, under the framework provided by Berger and Bernardo, I derive the reference priors for several models which include: Analysis of Variance (ANOVA)/Analysis of Covariance (ANCOVA) models with a categorical variable under common ordering constraints, the conditionally autoregressive (CAR) models and the simultaneous autoregressive (SAR) models with a spatial autoregression parameter rho considered. The performances of reference priors for ANOVA/ANCOVA models are evaluated by simulation studies with comparisons to Jeffreys' prior and Least Squares Estimation (LSE). The priors are then illustrated in a Bayesian model of the "Risk of Type 2 Diabetes in New Mexico" data, where the relationship between the type 2 diabetes risk (through Hemoglobin A1c) and different smoking levels is investigated. In both simulation studies and real data set modeling, the reference priors that incorporate internal order information show good performances and can be used as default priors. The reference priors for the CAR and SAR models are also illustrated in the "1999 SAT State Average Verbal Scores" data with a comparison to a Uniform prior distribution. Due to the complexity of the reference priors for both CAR and SAR models, only a portion (12 states in the Midwest) of the original data set is considered. The reference priors can give a different marginal posterior distribution compared to a Uniform prior, which provides an alternative for prior specifications for areal data in Spatial statistics.

Business cycles and fertility dynamics in the United States: a vector autoregressive model.

PubMed

Mocan, N H

1990-01-01

"Using vector-autoregressions...this paper shows that fertility moves countercyclically over the business cycle....[It] shows that the United States fertility is not governed by a deterministic trend as was assumed by previous studies. Rather, fertility evolves around a stochastic trend. It is shown that a bivariate analysis between fertility and unemployment yields a procyclical picture of fertility. However, when one considers the effects on fertility of early marriages and the divorce behavior as well as economic activity, fertility moves countercyclically." excerpt

iVAR: a program for imputing missing data in multivariate time series using vector autoregressive models.

PubMed

Liu, Siwei; Molenaar, Peter C M

2014-12-01

This article introduces iVAR, an R program for imputing missing data in multivariate time series on the basis of vector autoregressive (VAR) models. We conducted a simulation study to compare iVAR with three methods for handling missing data: listwise deletion, imputation with sample means and variances, and multiple imputation ignoring time dependency. The results showed that iVAR produces better estimates for the cross-lagged coefficients than do the other three methods. We demonstrate the use of iVAR with an empirical example of time series electrodermal activity data and discuss the advantages and limitations of the program.

Comparison of six methods for the detection of causality in a bivariate time series

NASA Astrophysics Data System (ADS)

Krakovská, Anna; Jakubík, Jozef; Chvosteková, Martina; Coufal, David; Jajcay, Nikola; Paluš, Milan

2018-04-01

In this comparative study, six causality detection methods were compared, namely, the Granger vector autoregressive test, the extended Granger test, the kernel version of the Granger test, the conditional mutual information (transfer entropy), the evaluation of cross mappings between state spaces, and an assessment of predictability improvement due to the use of mixed predictions. Seven test data sets were analyzed: linear coupling of autoregressive models, a unidirectional connection of two Hénon systems, a unidirectional connection of chaotic systems of Rössler and Lorenz type and of two different Rössler systems, an example of bidirectionally connected two-species systems, a fishery model as an example of two correlated observables without a causal relationship, and an example of mediated causality. We tested not only 20 000 points long clean time series but also noisy and short variants of the data. The standard and the extended Granger tests worked only for the autoregressive models. The remaining methods were more successful with the more complex test examples, although they differed considerably in their capability to reveal the presence and the direction of coupling and to distinguish causality from mere correlation.

Modelling malaria incidence by an autoregressive distributed lag model with spatial component.

PubMed

Laguna, Francisco; Grillet, María Eugenia; León, José R; Ludeña, Carenne

2017-08-01

The influence of climatic variables on the dynamics of human malaria has been widely highlighted. Also, it is known that this mosquito-borne infection varies in space and time. However, when the data is spatially incomplete most popular spatio-temporal methods of analysis cannot be applied directly. In this paper, we develop a two step methodology to model the spatio-temporal dependence of malaria incidence on local rainfall, temperature, and humidity as well as the regional sea surface temperatures (SST) in the northern coast of Venezuela. First, we fit an autoregressive distributed lag model (ARDL) to the weekly data, and then, we adjust a linear separable spacial vectorial autoregressive model (VAR) to the residuals of the ARDL. Finally, the model parameters are tuned using a Markov Chain Monte Carlo (MCMC) procedure derived from the Metropolis-Hastings algorithm. Our results show that the best model to account for the variations of malaria incidence from 2001 to 2008 in 10 endemic Municipalities in North-Eastern Venezuela is a logit model that included the accumulated local precipitation in combination with the local maximum temperature of the preceding month as positive regressors. Additionally, we show that although malaria dynamics is highly heterogeneous in space, a detailed analysis of the estimated spatial parameters in our model yield important insights regarding the joint behavior of the disease incidence across the different counties in our study. Copyright © 2017 Elsevier Ltd. All rights reserved.

Large signal-to-noise ratio quantification in MLE for ARARMAX models

NASA Astrophysics Data System (ADS)

Zou, Yiqun; Tang, Xiafei

2014-06-01

It has been shown that closed-loop linear system identification by indirect method can be generally transferred to open-loop ARARMAX (AutoRegressive AutoRegressive Moving Average with eXogenous input) estimation. For such models, the gradient-related optimisation with large enough signal-to-noise ratio (SNR) can avoid the potential local convergence in maximum likelihood estimation. To ease the application of this condition, the threshold SNR needs to be quantified. In this paper, we build the amplitude coefficient which is an equivalence to the SNR and prove the finiteness of the threshold amplitude coefficient within the stability region. The quantification of threshold is achieved by the minimisation of an elaborately designed multi-variable cost function which unifies all the restrictions on the amplitude coefficient. The corresponding algorithm based on two sets of physically realisable system input-output data details the minimisation and also points out how to use the gradient-related method to estimate ARARMAX parameters when local minimum is present as the SNR is small. Then, the algorithm is tested on a theoretical AutoRegressive Moving Average with eXogenous input model for the derivation of the threshold and a gas turbine engine real system for model identification, respectively. Finally, the graphical validation of threshold on a two-dimensional plot is discussed.

Performance of the Prognocean Plus system during the El Niño 2015/2016: predictions of sea level anomalies as tools for forecasting El Niño

NASA Astrophysics Data System (ADS)

Świerczyńska-Chlaściak, Małgorzata; Niedzielski, Tomasz; Miziński, Bartłomiej

2017-04-01

The aim of this paper is to present the performance of the Prognocean Plus system, which produces long-term predictions of sea level anomalies, during the El Niño 2015/2016. The main objective of work is to identify such ocean areas in which long-term forecasts of sea level anomalies during El Niño 2015/2016 reveal a considerable accuracy. At present, the system produces prognoses using four data-based models and their combinations: polynomial-harmonic model, autoregressive model, threshold autoregressive model and multivariate autoregressive model. The system offers weekly forecasts, with lead time up to 12 weeks. Several statistics that describe the efficiency of the available prediction models in four seasons used for estimating Oceanic Niño index (ONI) are calculated. The accuracies/skills of the predicting models were computed in the specific locations in the equatorial Pacific, namely the geometrically-determined central points of all Niño regions. For the said locations, we focused on the forecasts which targeted at the local maximum of sea level, driven by the El Niño 2015/2016. As a result, a series of the "spaghetti" graphs (for each point, season and model) as well as plots presenting the prognostic performance of every model - for all lead times, seasons and locations - were created. It is found that the Prognocean Plus system has a potential to become a new solution which may enhance the diagnostic discussions on the El Niño development. The forecasts produced by the threshold autoregressive model, for lead times of 5-6 weeks and 9 weeks, within the Niño1+2 region for the November-to-January (NDJ) season anticipated the culmination of the El Niño 2015/2016. The longest forecasts (8-12 weeks) were found to be the most accurate in the phase of transition from El Niño to normal conditions (the multivariate autoregressive model, central point of Niño1+2 region, the December-to-February season). The study was conducted to verify the ability and usefulness of sea level anomaly forecasts in predicting phenomena that are controlled by the ocean-atmosphere processes, such as El Niño Southern Oscillation or North Atlantic Oscillation. The results may support further investigations into long-term forecasting of the quantitative indices of these oscillations, solely based on prognoses of sea level change. In particular, comparing the accuracies of prognoses of the North Atlantic Oscillation index remains one of the tasks of the research project no. 2016/21/N/ST10/03231, financed by the National Science Center of Poland.

At the Frontiers of Modeling Intensive Longitudinal Data: Dynamic Structural Equation Models for the Affective Measurements from the COGITO Study.

PubMed

Hamaker, E L; Asparouhov, T; Brose, A; Schmiedek, F; Muthén, B

2018-04-06

With the growing popularity of intensive longitudinal research, the modeling techniques and software options for such data are also expanding rapidly. Here we use dynamic multilevel modeling, as it is incorporated in the new dynamic structural equation modeling (DSEM) toolbox in Mplus, to analyze the affective data from the COGITO study. These data consist of two samples of over 100 individuals each who were measured for about 100 days. We use composite scores of positive and negative affect and apply a multilevel vector autoregressive model to allow for individual differences in means, autoregressions, and cross-lagged effects. Then we extend the model to include random residual variances and covariance, and finally we investigate whether prior depression affects later depression scores through the random effects of the daily diary measures. We end with discussing several urgent-but mostly unresolved-issues in the area of dynamic multilevel modeling.

Autoregressive models for estimating phylogenetic and environmental effects: accounting for within-species variations.

PubMed

Cornillon, P A; Pontier, D; Rochet, M J

2000-02-21

Comparative methods are used to investigate the attributes of present species or higher taxa. Difficulties arise from the phylogenetic heritage: taxa are not independent and neglecting phylogenetic inertia can lead to inaccurate results. Within-species variations in life-history traits are also not negligible, but most comparative methods are not designed to take them into account. Taxa are generally described by a single value for each trait. We have developed a new model which permits the incorporation of both the phylogenetic relationships among populations and within-species variations. This is an extension of classical autoregressive models. This family of models was used to study the effect of fishing on six demographic traits measured on 77 populations of teleost fishes. Copyright 2000 Academic Press.

Estimating time-varying conditional correlations between stock and foreign exchange markets

NASA Astrophysics Data System (ADS)

Tastan, Hüseyin

2006-02-01

This study explores the dynamic interaction between stock market returns and changes in nominal exchange rates. Many financial variables are known to exhibit fat tails and autoregressive variance structure. It is well-known that unconditional covariance and correlation coefficients also vary significantly over time and multivariate generalized autoregressive model (MGARCH) is able to capture the time-varying variance-covariance matrix for stock market returns and changes in exchange rates. The model is applied to daily Euro-Dollar exchange rates and two stock market indexes from the US economy: Dow-Jones Industrial Average Index and S&P500 Index. The news impact surfaces are also drawn based on the model estimates to see the effects of idiosyncratic shocks in respective markets.

Generalized seasonal autoregressive integrated moving average models for count data with application to malaria time series with low case numbers.

PubMed

Briët, Olivier J T; Amerasinghe, Priyanie H; Vounatsou, Penelope

2013-01-01

With the renewed drive towards malaria elimination, there is a need for improved surveillance tools. While time series analysis is an important tool for surveillance, prediction and for measuring interventions' impact, approximations by commonly used Gaussian methods are prone to inaccuracies when case counts are low. Therefore, statistical methods appropriate for count data are required, especially during "consolidation" and "pre-elimination" phases. Generalized autoregressive moving average (GARMA) models were extended to generalized seasonal autoregressive integrated moving average (GSARIMA) models for parsimonious observation-driven modelling of non Gaussian, non stationary and/or seasonal time series of count data. The models were applied to monthly malaria case time series in a district in Sri Lanka, where malaria has decreased dramatically in recent years. The malaria series showed long-term changes in the mean, unstable variance and seasonality. After fitting negative-binomial Bayesian models, both a GSARIMA and a GARIMA deterministic seasonality model were selected based on different criteria. Posterior predictive distributions indicated that negative-binomial models provided better predictions than Gaussian models, especially when counts were low. The G(S)ARIMA models were able to capture the autocorrelation in the series. G(S)ARIMA models may be particularly useful in the drive towards malaria elimination, since episode count series are often seasonal and non-stationary, especially when control is increased. Although building and fitting GSARIMA models is laborious, they may provide more realistic prediction distributions than do Gaussian methods and may be more suitable when counts are low.

Generalized Seasonal Autoregressive Integrated Moving Average Models for Count Data with Application to Malaria Time Series with Low Case Numbers

PubMed Central

Briët, Olivier J. T.; Amerasinghe, Priyanie H.; Vounatsou, Penelope

2013-01-01

Introduction With the renewed drive towards malaria elimination, there is a need for improved surveillance tools. While time series analysis is an important tool for surveillance, prediction and for measuring interventions’ impact, approximations by commonly used Gaussian methods are prone to inaccuracies when case counts are low. Therefore, statistical methods appropriate for count data are required, especially during “consolidation” and “pre-elimination” phases. Methods Generalized autoregressive moving average (GARMA) models were extended to generalized seasonal autoregressive integrated moving average (GSARIMA) models for parsimonious observation-driven modelling of non Gaussian, non stationary and/or seasonal time series of count data. The models were applied to monthly malaria case time series in a district in Sri Lanka, where malaria has decreased dramatically in recent years. Results The malaria series showed long-term changes in the mean, unstable variance and seasonality. After fitting negative-binomial Bayesian models, both a GSARIMA and a GARIMA deterministic seasonality model were selected based on different criteria. Posterior predictive distributions indicated that negative-binomial models provided better predictions than Gaussian models, especially when counts were low. The G(S)ARIMA models were able to capture the autocorrelation in the series. Conclusions G(S)ARIMA models may be particularly useful in the drive towards malaria elimination, since episode count series are often seasonal and non-stationary, especially when control is increased. Although building and fitting GSARIMA models is laborious, they may provide more realistic prediction distributions than do Gaussian methods and may be more suitable when counts are low. PMID:23785448

Wavelet regression model in forecasting crude oil price

NASA Astrophysics Data System (ADS)

Hamid, Mohd Helmie; Shabri, Ani

2017-05-01

This study presents the performance of wavelet multiple linear regression (WMLR) technique in daily crude oil forecasting. WMLR model was developed by integrating the discrete wavelet transform (DWT) and multiple linear regression (MLR) model. The original time series was decomposed to sub-time series with different scales by wavelet theory. Correlation analysis was conducted to assist in the selection of optimal decomposed components as inputs for the WMLR model. The daily WTI crude oil price series has been used in this study to test the prediction capability of the proposed model. The forecasting performance of WMLR model were also compared with regular multiple linear regression (MLR), Autoregressive Moving Average (ARIMA) and Generalized Autoregressive Conditional Heteroscedasticity (GARCH) using root mean square errors (RMSE) and mean absolute errors (MAE). Based on the experimental results, it appears that the WMLR model performs better than the other forecasting technique tested in this study.

Real-time mental arithmetic task recognition from EEG signals.

PubMed

Wang, Qiang; Sourina, Olga

2013-03-01

Electroencephalography (EEG)-based monitoring the state of the user's brain functioning and giving her/him the visual/audio/tactile feedback is called neurofeedback technique, and it could allow the user to train the corresponding brain functions. It could provide an alternative way of treatment for some psychological disorders such as attention deficit hyperactivity disorder (ADHD), where concentration function deficit exists, autism spectrum disorder (ASD), or dyscalculia where the difficulty in learning and comprehending the arithmetic exists. In this paper, a novel method for multifractal analysis of EEG signals named generalized Higuchi fractal dimension spectrum (GHFDS) was proposed and applied in mental arithmetic task recognition from EEG signals. Other features such as power spectrum density (PSD), autoregressive model (AR), and statistical features were analyzed as well. The usage of the proposed fractal dimension spectrum of EEG signal in combination with other features improved the mental arithmetic task recognition accuracy in both multi-channel and one-channel subject-dependent algorithms up to 97.87% and 84.15% correspondingly. Based on the channel ranking, four channels were chosen which gave the accuracy up to 97.11%. Reliable real-time neurofeedback system could be implemented based on the algorithms proposed in this paper.

The asymmetry of U.S. monetary policy: Evidence from a threshold Taylor rule with time-varying threshold values

NASA Astrophysics Data System (ADS)

Zhu, Yanli; Chen, Haiqiang

2017-05-01

In this paper, we revisit the issue whether U.S. monetary policy is asymmetric by estimating a forward-looking threshold Taylor rule with quarterly data from 1955 to 2015. In order to capture the potential heterogeneity for regime shift mechanism under different economic conditions, we modify the threshold model by assuming the threshold value as a latent variable following an autoregressive (AR) dynamic process. We use the unemployment rate as the threshold variable and separate the sample into two periods: expansion periods and recession periods. Our findings support that the U.S. monetary policy operations are asymmetric in these two regimes. More precisely, the monetary authority tends to implement an active Taylor rule with a weaker response to the inflation gap (the deviation of inflation from its target) and a stronger response to the output gap (the deviation of output from its potential level) in recession periods. The threshold value, interpreted as the targeted unemployment rate of monetary authorities, exhibits significant time-varying properties, confirming the conjecture that policy makers may adjust their reference point for the unemployment rate accordingly to reflect their attitude on the health of general economy.

Principal Dynamic Mode Analysis of the Hodgkin–Huxley Equations

PubMed Central

Eikenberry, Steffen E.; Marmarelis, Vasilis Z.

2015-01-01

We develop an autoregressive model framework based on the concept of Principal Dynamic Modes (PDMs) for the process of action potential (AP) generation in the excitable neuronal membrane described by the Hodgkin–Huxley (H–H) equations. The model's exogenous input is injected current, and whenever the membrane potential output exceeds a specified threshold, it is fed back as a second input. The PDMs are estimated from the previously developed Nonlinear Autoregressive Volterra (NARV) model, and represent an efficient functional basis for Volterra kernel expansion. The PDM-based model admits a modular representation, consisting of the forward and feedback PDM bases as linear filterbanks for the exogenous and autoregressive inputs, respectively, whose outputs are then fed to a static nonlinearity composed of polynomials operating on the PDM outputs and cross-terms of pair-products of PDM outputs. A two-step procedure for model reduction is performed: first, influential subsets of the forward and feedback PDM bases are identified and selected as the reduced PDM bases. Second, the terms of the static nonlinearity are pruned. The first step reduces model complexity from a total of 65 coefficients to 27, while the second further reduces the model coefficients to only eight. It is demonstrated that the performance cost of model reduction in terms of out-of-sample prediction accuracy is minimal. Unlike the full model, the eight coefficient pruned model can be easily visualized to reveal the essential system components, and thus the data-derived PDM model can yield insight into the underlying system structure and function. PMID:25630480

Comparison of ANN and SVM for classification of eye movements in EOG signals

NASA Astrophysics Data System (ADS)

Qi, Lim Jia; Alias, Norma

2018-03-01

Nowadays, electrooculogram is regarded as one of the most important biomedical signal in measuring and analyzing eye movement patterns. Thus, it is helpful in designing EOG-based Human Computer Interface (HCI). In this research, electrooculography (EOG) data was obtained from five volunteers. The (EOG) data was then preprocessed before feature extraction methods were employed to further reduce the dimensionality of data. Three feature extraction approaches were put forward, namely statistical parameters, autoregressive (AR) coefficients using Burg method, and power spectral density (PSD) using Yule-Walker method. These features would then become input to both artificial neural network (ANN) and support vector machine (SVM). The performance of the combination of different feature extraction methods and classifiers was presented and analyzed. It was found that statistical parameters + SVM achieved the highest classification accuracy of 69.75%.

Selection of Hidden Layer Neurons and Best Training Method for FFNN in Application of Long Term Load Forecasting

NASA Astrophysics Data System (ADS)

Singh, Navneet K.; Singh, Asheesh K.; Tripathy, Manoj

2012-05-01

For power industries electricity load forecast plays an important role for real-time control, security, optimal unit commitment, economic scheduling, maintenance, energy management, and plant structure planning etc. A new technique for long term load forecasting (LTLF) using optimized feed forward artificial neural network (FFNN) architecture is presented in this paper, which selects optimal number of neurons in the hidden layer as well as the best training method for the case study. The prediction performance of proposed technique is evaluated using mean absolute percentage error (MAPE) of Thailand private electricity consumption and forecasted data. The results obtained are compared with the results of classical auto-regressive (AR) and moving average (MA) methods. It is, in general, observed that the proposed method is prediction wise more accurate.

Is a matrix exponential specification suitable for the modeling of spatial correlation structures?

PubMed Central

Strauß, Magdalena E.; Mezzetti, Maura; Leorato, Samantha

2018-01-01

This paper investigates the adequacy of the matrix exponential spatial specifications (MESS) as an alternative to the widely used spatial autoregressive models (SAR). To provide as complete a picture as possible, we extend the analysis to all the main spatial models governed by matrix exponentials comparing them with their spatial autoregressive counterparts. We propose a new implementation of Bayesian parameter estimation for the MESS model with vague prior distributions, which is shown to be precise and computationally efficient. Our implementations also account for spatially lagged regressors. We further allow for location-specific heterogeneity, which we model by including spatial splines. We conclude by comparing the performances of the different model specifications in applications to a real data set and by running simulations. Both the applications and the simulations suggest that the spatial splines are a flexible and efficient way to account for spatial heterogeneities governed by unknown mechanisms. PMID:29492375

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.

Nonlinear Autoregressive Exogenous modeling of a large anaerobic digester producing biogas from cattle waste.

PubMed

Dhussa, Anil K; Sambi, Surinder S; Kumar, Shashi; Kumar, Sandeep; Kumar, Surendra

2014-10-01

In waste-to-energy plants, there is every likelihood of variations in the quantity and characteristics of the feed. Although intermediate storage tanks are used, but many times these are of inadequate capacity to dampen the variations. In such situations an anaerobic digester treating waste slurry operates under dynamic conditions. In this work a special type of dynamic Artificial Neural Network model, called Nonlinear Autoregressive Exogenous model, is used to model the dynamics of anaerobic digesters by using about one year data collected on the operating digesters. The developed model consists of two hidden layers each having 10 neurons, and uses 18days delay. There are five neurons in input layer and one neuron in output layer for a day. Model predictions of biogas production rate are close to plant performance within ±8% deviation. Copyright © 2014 Elsevier Ltd. All rights reserved.

Prediction of mean monthly river discharges in Colombia through Empirical Mode Decomposition

NASA Astrophysics Data System (ADS)

Carmona, A. M.; Poveda, G.

2015-04-01

The hydro-climatology of Colombia exhibits strong natural variability at a broad range of time scales including: inter-decadal, decadal, inter-annual, annual, intra-annual, intra-seasonal, and diurnal. Diverse applied sectors rely on quantitative predictions of river discharges for operational purposes including hydropower generation, agriculture, human health, fluvial navigation, territorial planning and management, risk preparedness and mitigation, among others. Various methodologies have been used to predict monthly mean river discharges that are based on "Predictive Analytics", an area of statistical analysis that studies the extraction of information from historical data to infer future trends and patterns. Our study couples the Empirical Mode Decomposition (EMD) with traditional methods, e.g. Autoregressive Model of Order 1 (AR1) and Neural Networks (NN), to predict mean monthly river discharges in Colombia, South America. The EMD allows us to decompose the historical time series of river discharges into a finite number of intrinsic mode functions (IMF) that capture the different oscillatory modes of different frequencies associated with the inherent time scales coexisting simultaneously in the signal (Huang et al. 1998, Huang and Wu 2008, Rao and Hsu, 2008). Our predictive method states that it is easier and simpler to predict each IMF at a time and then add them up together to obtain the predicted river discharge for a certain month, than predicting the full signal. This method is applied to 10 series of monthly mean river discharges in Colombia, using calibration periods of more than 25 years, and validation periods of about 12 years. Predictions are performed for time horizons spanning from 1 to 12 months. Our results show that predictions obtained through the traditional methods improve when the EMD is used as a previous step, since errors decrease by up to 13% when the AR1 model is used, and by up to 18% when using Neural Networks is combined with the EMD.

Corrected goodness-of-fit test in covariance structure analysis.

PubMed

Hayakawa, Kazuhiko

2018-05-17

Many previous studies report simulation evidence that the goodness-of-fit test in covariance structure analysis or structural equation modeling suffers from the overrejection problem when the number of manifest variables is large compared with the sample size. In this study, we demonstrate that one of the tests considered in Browne (1974) can address this long-standing problem. We also propose a simple modification of Satorra and Bentler's mean and variance adjusted test for non-normal data. A Monte Carlo simulation is carried out to investigate the performance of the corrected tests in the context of a confirmatory factor model, a panel autoregressive model, and a cross-lagged panel (panel vector autoregressive) model. The simulation results reveal that the corrected tests overcome the overrejection problem and outperform existing tests in most cases. (PsycINFO Database Record (c) 2018 APA, all rights reserved).

Statistical Modeling and Prediction for Tourism Economy Using Dendritic Neural Network

PubMed Central

Yu, Ying; Wang, Yirui; Tang, Zheng

2017-01-01

With the impact of global internationalization, tourism economy has also been a rapid development. The increasing interest aroused by more advanced forecasting methods leads us to innovate forecasting methods. In this paper, the seasonal trend autoregressive integrated moving averages with dendritic neural network model (SA-D model) is proposed to perform the tourism demand forecasting. First, we use the seasonal trend autoregressive integrated moving averages model (SARIMA model) to exclude the long-term linear trend and then train the residual data by the dendritic neural network model and make a short-term prediction. As the result showed in this paper, the SA-D model can achieve considerably better predictive performances. In order to demonstrate the effectiveness of the SA-D model, we also use the data that other authors used in the other models and compare the results. It also proved that the SA-D model achieved good predictive performances in terms of the normalized mean square error, absolute percentage of error, and correlation coefficient. PMID:28246527

Statistical Modeling and Prediction for Tourism Economy Using Dendritic Neural Network.

PubMed

Yu, Ying; Wang, Yirui; Gao, Shangce; Tang, Zheng

2017-01-01

With the impact of global internationalization, tourism economy has also been a rapid development. The increasing interest aroused by more advanced forecasting methods leads us to innovate forecasting methods. In this paper, the seasonal trend autoregressive integrated moving averages with dendritic neural network model (SA-D model) is proposed to perform the tourism demand forecasting. First, we use the seasonal trend autoregressive integrated moving averages model (SARIMA model) to exclude the long-term linear trend and then train the residual data by the dendritic neural network model and make a short-term prediction. As the result showed in this paper, the SA-D model can achieve considerably better predictive performances. In order to demonstrate the effectiveness of the SA-D model, we also use the data that other authors used in the other models and compare the results. It also proved that the SA-D model achieved good predictive performances in terms of the normalized mean square error, absolute percentage of error, and correlation coefficient.

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.

[Correlation coefficient-based classification method of hydrological dependence variability: With auto-regression model as example].

PubMed

Zhao, Yu Xi; Xie, Ping; Sang, Yan Fang; Wu, Zi Yi

2018-04-01

Hydrological process evaluation is temporal dependent. Hydrological time series including dependence components do not meet the data consistency assumption for hydrological computation. Both of those factors cause great difficulty for water researches. Given the existence of hydrological dependence variability, we proposed a correlationcoefficient-based method for significance evaluation of hydrological dependence based on auto-regression model. By calculating the correlation coefficient between the original series and its dependence component and selecting reasonable thresholds of correlation coefficient, this method divided significance degree of dependence into no variability, weak variability, mid variability, strong variability, and drastic variability. By deducing the relationship between correlation coefficient and auto-correlation coefficient in each order of series, we found that the correlation coefficient was mainly determined by the magnitude of auto-correlation coefficient from the 1 order to p order, which clarified the theoretical basis of this method. With the first-order and second-order auto-regression models as examples, the reasonability of the deduced formula was verified through Monte-Carlo experiments to classify the relationship between correlation coefficient and auto-correlation coefficient. This method was used to analyze three observed hydrological time series. The results indicated the coexistence of stochastic and dependence characteristics in hydrological process.

Forecast of Frost Days Based on Monthly Temperatures

NASA Astrophysics Data System (ADS)

Castellanos, M. T.; Tarquis, A. M.; Morató, M. C.; Saa-Requejo, A.

2009-04-01

Although frost can cause considerable crop damage and mitigation practices against forecasted frost exist, frost forecasting technologies have not changed for many years. The paper reports a new method to forecast the monthly number of frost days (FD) for several meteorological stations at Community of Madrid (Spain) based on successive application of two models. The first one is a stochastic model, autoregressive integrated moving average (ARIMA), that forecasts monthly minimum absolute temperature (tmin) and monthly average of minimum temperature (tminav) following Box-Jenkins methodology. The second model relates these monthly temperatures to minimum daily temperature distribution during one month. Three ARIMA models were identified for the time series analyzed with a stational period correspondent to one year. They present the same stational behavior (moving average differenced model) and different non-stational part: autoregressive model (Model 1), moving average differenced model (Model 2) and autoregressive and moving average model (Model 3). At the same time, the results point out that minimum daily temperature (tdmin), for the meteorological stations studied, followed a normal distribution each month with a very similar standard deviation through years. This standard deviation obtained for each station and each month could be used as a risk index for cold months. The application of Model 1 to predict minimum monthly temperatures showed the best FD forecast. This procedure provides a tool for crop managers and crop insurance companies to asses the risk of frost frequency and intensity, so that they can take steps to mitigate against frost damage and estimated the damage that frost would cost. This research was supported by Comunidad de Madrid Research Project 076/92. The cooperation of the Spanish National Meteorological Institute and the Spanish Ministerio de Agricultura, Pesca y Alimentation (MAPA) is gratefully acknowledged.

Asymmetric impact of rainfall on India's food grain production: evidence from quantile autoregressive distributed lag model

NASA Astrophysics Data System (ADS)

Pal, Debdatta; Mitra, Subrata Kumar

2018-01-01

This study used a quantile autoregressive distributed lag (QARDL) model to capture asymmetric impact of rainfall on food production in India. It was found that the coefficient corresponding to the rainfall in the QARDL increased till the 75th quantile and started decreasing thereafter, though it remained in the positive territory. Another interesting finding is that at the 90th quantile and above the coefficients of rainfall though remained positive was not statistically significant and therefore, the benefit of high rainfall on crop production was not conclusive. However, the impact of other determinants, such as fertilizer and pesticide consumption, is quite uniform over the whole range of the distribution of food grain production.

Multivariate Autoregressive Modeling and Granger Causality Analysis of Multiple Spike Trains

PubMed Central

Krumin, Michael; Shoham, Shy

2010-01-01

Recent years have seen the emergence of microelectrode arrays and optical methods allowing simultaneous recording of spiking activity from populations of neurons in various parts of the nervous system. The analysis of multiple neural spike train data could benefit significantly from existing methods for multivariate time-series analysis which have proven to be very powerful in the modeling and analysis of continuous neural signals like EEG signals. However, those methods have not generally been well adapted to point processes. Here, we use our recent results on correlation distortions in multivariate Linear-Nonlinear-Poisson spiking neuron models to derive generalized Yule-Walker-type equations for fitting ‘‘hidden” Multivariate Autoregressive models. We use this new framework to perform Granger causality analysis in order to extract the directed information flow pattern in networks of simulated spiking neurons. We discuss the relative merits and limitations of the new method. PMID:20454705

The Multigroup Multilevel Categorical Latent Growth Curve Models

ERIC Educational Resources Information Center

Hung, Lai-Fa

2010-01-01

Longitudinal data describe developmental patterns and enable predictions of individual changes beyond sampled time points. Major methodological issues in longitudinal data include modeling random effects, subject effects, growth curve parameters, and autoregressive residuals. This study embedded the longitudinal model within a multigroup…

The Use of an Autoregressive Integrated Moving Average Model for Prediction of the Incidence of Dysentery in Jiangsu, China.

PubMed

Wang, Kewei; Song, Wentao; Li, Jinping; Lu, Wu; Yu, Jiangang; Han, Xiaofeng

2016-05-01

The aim of this study is to forecast the incidence of bacillary dysentery with a prediction model. We collected the annual and monthly laboratory data of confirmed cases from January 2004 to December 2014. In this study, we applied an autoregressive integrated moving average (ARIMA) model to forecast bacillary dysentery incidence in Jiangsu, China. The ARIMA (1, 1, 1) × (1, 1, 2)12 model fitted exactly with the number of cases during January 2004 to December 2014. The fitted model was then used to predict bacillary dysentery incidence during the period January to August 2015, and the number of cases fell within the model's CI for the predicted number of cases during January-August 2015. This study shows that the ARIMA model fits the fluctuations in bacillary dysentery frequency, and it can be used for future forecasting when applied to bacillary dysentery prevention and control. © 2016 APJPH.

Palm oil price forecasting model: An autoregressive distributed lag (ARDL) approach

NASA Astrophysics Data System (ADS)

Hamid, Mohd Fahmi Abdul; Shabri, Ani

2017-05-01

Palm oil price fluctuated without any clear trend or cyclical pattern in the last few decades. The instability of food commodities price causes it to change rapidly over time. This paper attempts to develop Autoregressive Distributed Lag (ARDL) model in modeling and forecasting the price of palm oil. In order to use ARDL as a forecasting model, this paper modifies the data structure where we only consider lagged explanatory variables to explain the variation in palm oil price. We then compare the performance of this ARDL model with a benchmark model namely ARIMA in term of their comparative forecasting accuracy. This paper also utilize ARDL bound testing approach to co-integration in examining the short run and long run relationship between palm oil price and its determinant; production, stock, and price of soybean as the substitute of palm oil and price of crude oil. The comparative forecasting accuracy suggests that ARDL model has a better forecasting accuracy compared to ARIMA.

Forecasting Daily Patient Outflow From a Ward Having No Real-Time Clinical Data

PubMed Central

Tran, Truyen; Luo, Wei; Phung, Dinh; Venkatesh, Svetha

2016-01-01

Background: Modeling patient flow is crucial in understanding resource demand and prioritization. We study patient outflow from an open ward in an Australian hospital, where currently bed allocation is carried out by a manager relying on past experiences and looking at demand. Automatic methods that provide a reasonable estimate of total next-day discharges can aid in efficient bed management. The challenges in building such methods lie in dealing with large amounts of discharge noise introduced by the nonlinear nature of hospital procedures, and the nonavailability of real-time clinical information in wards. Objective Our study investigates different models to forecast the total number of next-day discharges from an open ward having no real-time clinical data. Methods We compared 5 popular regression algorithms to model total next-day discharges: (1) autoregressive integrated moving average (ARIMA), (2) the autoregressive moving average with exogenous variables (ARMAX), (3) k-nearest neighbor regression, (4) random forest regression, and (5) support vector regression. Although the autoregressive integrated moving average model relied on past 3-month discharges, nearest neighbor forecasting used median of similar discharges in the past in estimating next-day discharge. In addition, the ARMAX model used the day of the week and number of patients currently in ward as exogenous variables. For the random forest and support vector regression models, we designed a predictor set of 20 patient features and 88 ward-level features. Results Our data consisted of 12,141 patient visits over 1826 days. Forecasting quality was measured using mean forecast error, mean absolute error, symmetric mean absolute percentage error, and root mean square error. When compared with a moving average prediction model, all 5 models demonstrated superior performance with the random forests achieving 22.7% improvement in mean absolute error, for all days in the year 2014. Conclusions In the absence of clinical information, our study recommends using patient-level and ward-level data in predicting next-day discharges. Random forest and support vector regression models are able to use all available features from such data, resulting in superior performance over traditional autoregressive methods. An intelligent estimate of available beds in wards plays a crucial role in relieving access block in emergency departments. PMID:27444059

A novel method for pediatric heart sound segmentation without using the ECG.

PubMed

Sepehri, Amir A; Gharehbaghi, Arash; Dutoit, Thierry; Kocharian, Armen; Kiani, A

2010-07-01

In this paper, we propose a novel method for pediatric heart sounds segmentation by paying special attention to the physiological effects of respiration on pediatric heart sounds. The segmentation is accomplished in three steps. First, the envelope of a heart sounds signal is obtained with emphasis on the first heart sound (S(1)) and the second heart sound (S(2)) by using short time spectral energy and autoregressive (AR) parameters of the signal. Then, the basic heart sounds are extracted taking into account the repetitive and spectral characteristics of S(1) and S(2) sounds by using a Multi-Layer Perceptron (MLP) neural network classifier. In the final step, by considering the diastolic and systolic intervals variations due to the effect of a child's respiration, a complete and precise heart sounds end-pointing and segmentation is achieved. Copyright 2009 Elsevier Ireland Ltd. All rights reserved.

Singular Spectrum Analysis for Astronomical Time Series: Constructing a Parsimonious Hypothesis Test

NASA Astrophysics Data System (ADS)

Greco, G.; Kondrashov, D.; Kobayashi, S.; Ghil, M.; Branchesi, M.; Guidorzi, C.; Stratta, G.; Ciszak, M.; Marino, F.; Ortolan, A.

We present a data-adaptive spectral method - Monte Carlo Singular Spectrum Analysis (MC-SSA) - and its modification to tackle astrophysical problems. Through numerical simulations we show the ability of the MC-SSA in dealing with 1/f β power-law noise affected by photon counting statistics. Such noise process is simulated by a first-order autoregressive, AR(1) process corrupted by intrinsic Poisson noise. In doing so, we statistically estimate a basic stochastic variation of the source and the corresponding fluctuations due to the quantum nature of light. In addition, MC-SSA test retains its effectiveness even when a significant percentage of the signal falls below a certain level of detection, e.g., caused by the instrument sensitivity. The parsimonious approach presented here may be broadly applied, from the search for extrasolar planets to the extraction of low-intensity coherent phenomena probably hidden in high energy transients.

Comparison of bias-corrected covariance estimators for MMRM analysis in longitudinal data with dropouts.

PubMed

Gosho, Masahiko; Hirakawa, Akihiro; Noma, Hisashi; Maruo, Kazushi; Sato, Yasunori

2017-10-01

In longitudinal clinical trials, some subjects will drop out before completing the trial, so their measurements towards the end of the trial are not obtained. Mixed-effects models for repeated measures (MMRM) analysis with "unstructured" (UN) covariance structure are increasingly common as a primary analysis for group comparisons in these trials. Furthermore, model-based covariance estimators have been routinely used for testing the group difference and estimating confidence intervals of the difference in the MMRM analysis using the UN covariance. However, using the MMRM analysis with the UN covariance could lead to convergence problems for numerical optimization, especially in trials with a small-sample size. Although the so-called sandwich covariance estimator is robust to misspecification of the covariance structure, its performance deteriorates in settings with small-sample size. We investigated the performance of the sandwich covariance estimator and covariance estimators adjusted for small-sample bias proposed by Kauermann and Carroll ( J Am Stat Assoc 2001; 96: 1387-1396) and Mancl and DeRouen ( Biometrics 2001; 57: 126-134) fitting simpler covariance structures through a simulation study. In terms of the type 1 error rate and coverage probability of confidence intervals, Mancl and DeRouen's covariance estimator with compound symmetry, first-order autoregressive (AR(1)), heterogeneous AR(1), and antedependence structures performed better than the original sandwich estimator and Kauermann and Carroll's estimator with these structures in the scenarios where the variance increased across visits. The performance based on Mancl and DeRouen's estimator with these structures was nearly equivalent to that based on the Kenward-Roger method for adjusting the standard errors and degrees of freedom with the UN structure. The model-based covariance estimator with the UN structure under unadjustment of the degrees of freedom, which is frequently used in applications, resulted in substantial inflation of the type 1 error rate. We recommend the use of Mancl and DeRouen's estimator in MMRM analysis if the number of subjects completing is ( n + 5) or less, where n is the number of planned visits. Otherwise, the use of Kenward and Roger's method with UN structure should be the best way.

Heterogeneous autoregressive model with structural break using nearest neighbor truncation volatility estimators for DAX.

PubMed

Chin, Wen Cheong; Lee, Min Cherng; Yap, Grace Lee Ching

2016-01-01

High frequency financial data modelling has become one of the important research areas in the field of financial econometrics. However, the possible structural break in volatile financial time series often trigger inconsistency issue in volatility estimation. In this study, we propose a structural break heavy-tailed heterogeneous autoregressive (HAR) volatility econometric model with the enhancement of jump-robust estimators. The breakpoints in the volatility are captured by dummy variables after the detection by Bai-Perron sequential multi breakpoints procedure. In order to further deal with possible abrupt jump in the volatility, the jump-robust volatility estimators are composed by using the nearest neighbor truncation approach, namely the minimum and median realized volatility. Under the structural break improvements in both the models and volatility estimators, the empirical findings show that the modified HAR model provides the best performing in-sample and out-of-sample forecast evaluations as compared with the standard HAR models. Accurate volatility forecasts have direct influential to the application of risk management and investment portfolio analysis.

Modeling feeding behavior of swine to detect illness

USDA-ARS?s Scientific Manuscript database

Animal well-being may be improved by detecting disruptions in feeding behavior indicative of challenged animals. The objectives of this study were to 1) develop and optimize an autoregressive model by adjusting sensitivity of the model to detect disruptions in feeding time; 2) test the model on dail...

Evaluating simulations of daily discharge from large watersheds using autoregression and an index of flashiness

USDA-ARS?s Scientific Manuscript database

Watershed models are calibrated to simulate stream discharge as accurately as possible. Modelers will often calculate model validation statistics on aggregate (often monthly) time periods, rather than the daily step at which models typically operate. This is because daily hydrologic data exhibit lar...

Vector autoregressive model approach for forecasting outflow cash in Central Java

NASA Astrophysics Data System (ADS)

hoyyi, Abdul; Tarno; Maruddani, Di Asih I.; Rahmawati, Rita

2018-05-01

Multivariate time series model is more applied in economic and business problems as well as in other fields. Applications in economic problems one of them is the forecasting of outflow cash. This problem can be viewed globally in the sense that there is no spatial effect between regions, so the model used is the Vector Autoregressive (VAR) model. The data used in this research is data on the money supply in Bank Indonesia Semarang, Solo, Purwokerto and Tegal. The model used in this research is VAR (1), VAR (2) and VAR (3) models. Ordinary Least Square (OLS) is used to estimate parameters. The best model selection criteria use the smallest Akaike Information Criterion (AIC). The result of data analysis shows that the AIC value of VAR (1) model is equal to 42.72292, VAR (2) equals 42.69119 and VAR (3) equals 42.87662. The difference in AIC values is not significant. Based on the smallest AIC value criteria, the best model is the VAR (2) model. This model has satisfied the white noise assumption.

Comparisons of Four Methods for Estimating a Dynamic Factor Model

ERIC Educational Resources Information Center

Zhang, Zhiyong; Hamaker, Ellen L.; Nesselroade, John R.

2008-01-01

Four methods for estimating a dynamic factor model, the direct autoregressive factor score (DAFS) model, are evaluated and compared. The first method estimates the DAFS model using a Kalman filter algorithm based on its state space model representation. The second one employs the maximum likelihood estimation method based on the construction of a…

Kepler AutoRegressive Planet Search

NASA Astrophysics Data System (ADS)

Feigelson, Eric

NASA's Kepler mission is the source of more exoplanets than any other instrument, but the discovery depends on complex statistical analysis procedures embedded in the Kepler pipeline. A particular challenge is mitigating irregular stellar variability without loss of sensitivity to faint periodic planetary transits. This proposal presents a two-stage alternative analysis procedure. First, parametric autoregressive ARFIMA models, commonly used in econometrics, remove most of the stellar variations. Second, a novel matched filter is used to create a periodogram from which transit-like periodicities are identified. This analysis procedure, the Kepler AutoRegressive Planet Search (KARPS), is confirming most of the Kepler Objects of Interest and is expected to identify additional planetary candidates. The proposed research will complete application of the KARPS methodology to the prime Kepler mission light curves of 200,000: stars, and compare the results with Kepler Objects of Interest obtained with the Kepler pipeline. We will then conduct a variety of astronomical studies based on the KARPS results. Important subsamples will be extracted including Habitable Zone planets, hot super-Earths, grazing-transit hot Jupiters, and multi-planet systems. Groundbased spectroscopy of poorly studied candidates will be performed to better characterize the host stars. Studies of stellar variability will then be pursued based on KARPS analysis. The autocorrelation function and nonstationarity measures will be used to identify spotted stars at different stages of autoregressive modeling. Periodic variables with folded light curves inconsistent with planetary transits will be identified; they may be eclipsing or mutually-illuminating binary star systems. Classification of stellar variables with KARPS-derived statistical properties will be attempted. KARPS procedures will then be applied to archived K2 data to identify planetary transits and characterize stellar variability.

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.

Stock price forecasting based on time series analysis

NASA Astrophysics Data System (ADS)

Chi, Wan Le

2018-05-01

Using the historical stock price data to set up a sequence model to explain the intrinsic relationship of data, the future stock price can forecasted. The used models are auto-regressive model, moving-average model and autoregressive-movingaverage model. The original data sequence of unit root test was used to judge whether the original data sequence was stationary. The non-stationary original sequence as a first order difference needed further processing. Then the stability of the sequence difference was re-inspected. If it is still non-stationary, the second order differential processing of the sequence is carried out. Autocorrelation diagram and partial correlation diagram were used to evaluate the parameters of the identified ARMA model, including coefficients of the model and model order. Finally, the model was used to forecast the fitting of the shanghai composite index daily closing price with precision. Results showed that the non-stationary original data series was stationary after the second order difference. The forecast value of shanghai composite index daily closing price was closer to actual value, indicating that the ARMA model in the paper was a certain accuracy.

Stochastic modeling of economic injury levels with respect to yearly trends in price commodity.

PubMed

Damos, Petros

2014-05-01

The economic injury level (EIL) concept integrates economics and biology and uses chemical applications in crop protection only when economic loss by pests is anticipated. The EIL is defined by five primary variables: the cost of management tactic per production unit, the price of commodity, the injury units per pest, the damage per unit injury, and the proportionate reduction of injury averted by the application of a tactic. The above variables are related according to the formula EIL = C/VIDK. The observable dynamic alteration of the EIL due to its different parameters is a major characteristic of its concept. In this study, the yearly effect of the economic variables is assessed, and in particular the influence of the parameter commodity value on the shape of the EIL function. In addition, to predict the effects of the economic variables on the EIL level, yearly commodity values were incorporated in the EIL formula and the generated outcomes were further modelled with stochastic linear autoregressive models having different orders. According to the AR(1) model, forecasts for the five-year period of 2010-2015 ranged from 2.33 to 2.41 specimens per sampling unit. These values represent a threshold that is in reasonable limits to justify future control actions. Management actions as related to productivity and price commodity significantly affect costs of crop production and thus define the adoption of IPM and sustainable crop production systems at local and international levels. This is an open access paper. We use the Creative Commons Attribution 3.0 license that permits unrestricted use, provided that the paper is properly attributed.

Are U.S. Military Interventions Contagious over Time? Intervention Timing and Its Implications for Force Planning

DTIC Science & Technology

2013-01-01

29 3.5. ARIMA Models , Temporal Clustering of Conflicts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31 3.6...39 3.9. ARIMA Models ...variance across a distribution. Autoregressive integrated moving average ( ARIMA ) models are used with time-series data sets and are designed to capture

A High Precision Prediction Model Using Hybrid Grey Dynamic Model

ERIC Educational Resources Information Center

Li, Guo-Dong; Yamaguchi, Daisuke; Nagai, Masatake; Masuda, Shiro

2008-01-01

In this paper, we propose a new prediction analysis model which combines the first order one variable Grey differential equation Model (abbreviated as GM(1,1) model) from grey system theory and time series Autoregressive Integrated Moving Average (ARIMA) model from statistics theory. We abbreviate the combined GM(1,1) ARIMA model as ARGM(1,1)…

Relating Factor Models for Longitudinal Data to Quasi-Simplex and NARMA Models

ERIC Educational Resources Information Center

Rovine, Michael J.; Molenaar, Peter C. M.

2005-01-01

In this article we show the one-factor model can be rewritten as a quasi-simplex model. Using this result along with addition theorems from time series analysis, we describe a common general model, the nonstationary autoregressive moving average (NARMA) model, that includes as a special case, any latent variable model with continuous indicators…

Medium term municipal solid waste generation prediction by autoregressive integrated moving average

NASA Astrophysics Data System (ADS)

Younes, Mohammad K.; Nopiah, Z. M.; Basri, Noor Ezlin A.; Basri, Hassan

2014-09-01

Generally, solid waste handling and management are performed by municipality or local authority. In most of developing countries, local authorities suffer from serious solid waste management (SWM) problems and insufficient data and strategic planning. Thus it is important to develop robust solid waste generation forecasting model. It helps to proper manage the generated solid waste and to develop future plan based on relatively accurate figures. In Malaysia, solid waste generation rate increases rapidly due to the population growth and new consumption trends that characterize the modern life style. This paper aims to develop monthly solid waste forecasting model using Autoregressive Integrated Moving Average (ARIMA), such model is applicable even though there is lack of data and will help the municipality properly establish the annual service plan. The results show that ARIMA (6,1,0) model predicts monthly municipal solid waste generation with root mean square error equals to 0.0952 and the model forecast residuals are within accepted 95% confident interval.

Automatic load forecasting. Final report

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

Nelson, D.J.; Vemuri, S.

A method which lends itself to on-line forecasting of hourly electric loads is presented and the results of its use are compared to models developed using the Box-Jenkins method. The method consists of processing the historical hourly loads with a sequential least-squares estimator to identify a finite order autoregressive model which in turn is used to obtain a parsimonious autoregressive-moving average model. A procedure is also defined for incorporating temperature as a variable to improve forecasts where loads are temperature dependent. The method presented has several advantages in comparison to the Box-Jenkins method including much less human intervention and improvedmore » model identification. The method has been tested using three-hourly data from the Lincoln Electric System, Lincoln, Nebraska. In the exhaustive analyses performed on this data base this method produced significantly better results than the Box-Jenkins method. The method also proved to be more robust in that greater confidence could be placed in the accuracy of models based upon the various measures available at the identification stage.« less

Trans-dimensional matched-field geoacoustic inversion with hierarchical error models and interacting Markov chains.

PubMed

Dettmer, Jan; Dosso, Stan E

2012-10-01

This paper develops a trans-dimensional approach to matched-field geoacoustic inversion, including interacting Markov chains to improve efficiency and an autoregressive model to account for correlated errors. The trans-dimensional approach and hierarchical seabed model allows inversion without assuming any particular parametrization by relaxing model specification to a range of plausible seabed models (e.g., in this case, the number of sediment layers is an unknown parameter). Data errors are addressed by sampling statistical error-distribution parameters, including correlated errors (covariance), by applying a hierarchical autoregressive error model. The well-known difficulty of low acceptance rates for trans-dimensional jumps is addressed with interacting Markov chains, resulting in a substantial increase in efficiency. The trans-dimensional seabed model and the hierarchical error model relax the degree of prior assumptions required in the inversion, resulting in substantially improved (more realistic) uncertainty estimates and a more automated algorithm. In particular, the approach gives seabed parameter uncertainty estimates that account for uncertainty due to prior model choice (layering and data error statistics). The approach is applied to data measured on a vertical array in the Mediterranean Sea.

An approach estimating the short-term effect of NO2 on daily mortality in Spanish cities.

PubMed

Linares, Cristina; Falcón, Isabel; Ortiz, Cristina; Díaz, Julio

2018-07-01

Road traffic is the most significant source of urban air pollution. PM 2.5 is the air pollutant whose health effects have been most closely studied, and is the variable most commonly used as a proxy indicator of exposure to air pollution, whereas evidence on NO 2 concentrations per se is still under study. In the case of Spain, there are no specific updated studies which calculate short-term NO 2 -related mortality. To quantify the relative risks (RRs) and attributable risks (ARs) of daily mortality associated with NO 2 concentrations recorded in Spain across the study period, 2000-2009; and to calculate the number of NO 2 -related deaths. We calculated daily mortality due to natural causes (ICD-10: A00 R99), circulatory causes (ICD-10: I00 I99) and respiratory causes (ICD-10: J00 J99) for each province across the period 2000-2009, using data supplied by the National Statistics Institute. Mean daily NO 2 concentrations in μg/m 3 for each provincial capital were furnished by the Ministry of Agriculture & Environment, along with the equivalent figures for the control pollutants (PM 10 ). To estimate RRs and ARs, we used generalised linear models with a Poisson link, controlling for maximum and minimum daily temperature, trend of the series, seasonalities, and the autoregressive nature of the series. A meta-analysis with random effects was used to estimate RRs and ARs nationwide. The overall RRs obtained for Spain, corresponding to increases of 10 μg/m 3 in NO 2 concentrations were 1.012 (95% CI: 1.010 1.014) for natural-cause mortality, 1.028 (95% CI: 1.019 1.037) for respiratory-cause mortality, and 1.016 (95% CI: 1.012 1.021) for circulatory-cause mortality. This amounted to an annual overall 6085 deaths (95% CI: 3288 9427) due to natural causes, 1031 (95% CI: 466 1585) due to respiratory causes, and 1978 (95% CI: 828 3197) due to circulatory causes. By virtue of the number of cities involved and the nature of the analysis performed, with quantification of the RRs and ARs of the short-term impact of NO 2 on daily mortality in Spain, this study provides an updated estimate of the effect had by this type of pollutant on causes of mortality, and constitutes an important basis for reinforcing public health measures at a national level. Copyright © 2018 Elsevier Ltd. All rights reserved.

Global estimation of long-term persistence in annual river runoff

NASA Astrophysics Data System (ADS)

Markonis, Y.; Moustakis, Y.; Nasika, C.; Sychova, P.; Dimitriadis, P.; Hanel, M.; Máca, P.; Papalexiou, S. M.

2018-03-01

Long-term persistence (LTP) of annual river runoff is a topic of ongoing hydrological research, due to its implications to water resources management. Here, we estimate its strength, measured by the Hurst coefficient H, in 696 annual, globally distributed, streamflow records with at least 80 years of data. We use three estimation methods (maximum likelihood estimator, Whittle estimator and least squares variance) resulting in similar mean values of H close to 0.65. Subsequently, we explore potential factors influencing H by two linear (Spearman's rank correlation, multiple linear regression) and two non-linear (self-organizing maps, random forests) techniques. Catchment area is found to be crucial for medium to larger watersheds, while climatic controls, such as aridity index, have higher impact to smaller ones. Our findings indicate that long-term persistence is weaker than found in other studies, suggesting that enhanced LTP is encountered in large-catchment rivers, were the effect of spatial aggregation is more intense. However, we also show that the estimated values of H can be reproduced by a short-term persistence stochastic model such as an auto-regressive AR(1) process. A direct consequence is that some of the most common methods for the estimation of H coefficient, might not be suitable for discriminating short- and long-term persistence even in long observational records.

Modification of the Sandwich Estimator in Generalized Estimating Equations with Correlated Binary Outcomes in Rare Event and Small Sample Settings

PubMed Central

Rogers, Paul; Stoner, Julie

2016-01-01

Regression models for correlated binary outcomes are commonly fit using a Generalized Estimating Equations (GEE) methodology. GEE uses the Liang and Zeger sandwich estimator to produce unbiased standard error estimators for regression coefficients in large sample settings even when the covariance structure is misspecified. The sandwich estimator performs optimally in balanced designs when the number of participants is large, and there are few repeated measurements. The sandwich estimator is not without drawbacks; its asymptotic properties do not hold in small sample settings. In these situations, the sandwich estimator is biased downwards, underestimating the variances. In this project, a modified form for the sandwich estimator is proposed to correct this deficiency. The performance of this new sandwich estimator is compared to the traditional Liang and Zeger estimator as well as alternative forms proposed by Morel, Pan and Mancl and DeRouen. The performance of each estimator was assessed with 95% coverage probabilities for the regression coefficient estimators using simulated data under various combinations of sample sizes and outcome prevalence values with an Independence (IND), Autoregressive (AR) and Compound Symmetry (CS) correlation structure. This research is motivated by investigations involving rare-event outcomes in aviation data. PMID:26998504

Seasonality and Trend Forecasting of Tuberculosis Prevalence Data in Eastern Cape, South Africa, Using a Hybrid Model.

PubMed

Azeez, Adeboye; Obaromi, Davies; Odeyemi, Akinwumi; Ndege, James; Muntabayi, Ruffin

2016-07-26

Tuberculosis (TB) is a deadly infectious disease caused by Mycobacteria tuberculosis. Tuberculosis as a chronic and highly infectious disease is prevalent in almost every part of the globe. More than 95% of TB mortality occurs in low/middle income countries. In 2014, approximately 10 million people were diagnosed with active TB and two million died from the disease. In this study, our aim is to compare the predictive powers of the seasonal autoregressive integrated moving average (SARIMA) and neural network auto-regression (SARIMA-NNAR) models of TB incidence and analyse its seasonality in South Africa. TB incidence cases data from January 2010 to December 2015 were extracted from the Eastern Cape Health facility report of the electronic Tuberculosis Register (ERT.Net). A SARIMA model and a combined model of SARIMA model and a neural network auto-regression (SARIMA-NNAR) model were used in analysing and predicting the TB data from 2010 to 2015. Simulation performance parameters of mean square error (MSE), root mean square error (RMSE), mean absolute error (MAE), mean percent error (MPE), mean absolute scaled error (MASE) and mean absolute percentage error (MAPE) were applied to assess the better performance of prediction between the models. Though practically, both models could predict TB incidence, the combined model displayed better performance. For the combined model, the Akaike information criterion (AIC), second-order AIC (AICc) and Bayesian information criterion (BIC) are 288.56, 308.31 and 299.09 respectively, which were lower than the SARIMA model with corresponding values of 329.02, 327.20 and 341.99, respectively. The seasonality trend of TB incidence was forecast to have a slightly increased seasonal TB incidence trend from the SARIMA-NNAR model compared to the single model. The combined model indicated a better TB incidence forecasting with a lower AICc. The model also indicates the need for resolute intervention to reduce infectious disease transmission with co-infection with HIV and other concomitant diseases, and also at festival peak periods.

Autoregressive statistical pattern recognition algorithms for damage detection in civil structures

NASA Astrophysics Data System (ADS)

Yao, Ruigen; Pakzad, Shamim N.

2012-08-01

Statistical pattern recognition has recently emerged as a promising set of complementary methods to system identification for automatic structural damage assessment. Its essence is to use well-known concepts in statistics for boundary definition of different pattern classes, such as those for damaged and undamaged structures. In this paper, several statistical pattern recognition algorithms using autoregressive models, including statistical control charts and hypothesis testing, are reviewed as potentially competitive damage detection techniques. To enhance the performance of statistical methods, new feature extraction techniques using model spectra and residual autocorrelation, together with resampling-based threshold construction methods, are proposed. Subsequently, simulated acceleration data from a multi degree-of-freedom system is generated to test and compare the efficiency of the existing and proposed algorithms. Data from laboratory experiments conducted on a truss and a large-scale bridge slab model are then used to further validate the damage detection methods and demonstrate the superior performance of proposed algorithms.

Comparison of two non-convex mixed-integer nonlinear programming algorithms applied to autoregressive moving average model structure and parameter estimation

NASA Astrophysics Data System (ADS)

Uilhoorn, F. E.

2016-10-01

In this article, the stochastic modelling approach proposed by Box and Jenkins is treated as a mixed-integer nonlinear programming (MINLP) problem solved with a mesh adaptive direct search and a real-coded genetic class of algorithms. The aim is to estimate the real-valued parameters and non-negative integer, correlated structure of stationary autoregressive moving average (ARMA) processes. The maximum likelihood function of the stationary ARMA process is embedded in Akaike's information criterion and the Bayesian information criterion, whereas the estimation procedure is based on Kalman filter recursions. The constraints imposed on the objective function enforce stability and invertibility. The best ARMA model is regarded as the global minimum of the non-convex MINLP problem. The robustness and computational performance of the MINLP solvers are compared with brute-force enumeration. Numerical experiments are done for existing time series and one new data set.

Nonlinear and Quasi-Simplex Patterns in Latent Growth Models

ERIC Educational Resources Information Center

Bianconcini, Silvia

2012-01-01

In the SEM literature, simplex and latent growth models have always been considered competing approaches for the analysis of longitudinal data, even if they are strongly connected and both of specific importance. General dynamic models, which simultaneously estimate autoregressive structures and latent curves, have been recently proposed in the…

An Integrated Enrollment Forecast Model. IR Applications, Volume 15, January 18, 2008

ERIC Educational Resources Information Center

Chen, Chau-Kuang

2008-01-01

Enrollment forecasting is the central component of effective budget and program planning. The integrated enrollment forecast model is developed to achieve a better understanding of the variables affecting student enrollment and, ultimately, to perform accurate forecasts. The transfer function model of the autoregressive integrated moving average…

Time Series ARIMA Models of Undergraduate Grade Point Average.

ERIC Educational Resources Information Center

Rogers, Bruce G.

The Auto-Regressive Integrated Moving Average (ARIMA) Models, often referred to as Box-Jenkins models, are regression methods for analyzing sequential dependent observations with large amounts of data. The Box-Jenkins approach, a three-stage procedure consisting of identification, estimation and diagnosis, was used to select the most appropriate…

Intercept Centering and Time Coding in Latent Difference Score Models

ERIC Educational Resources Information Center

Grimm, Kevin J.

2012-01-01

Latent difference score (LDS) models combine benefits derived from autoregressive and latent growth curve models allowing for time-dependent influences and systematic change. The specification and descriptions of LDS models include an initial level of ability or trait plus an accumulation of changes. A limitation of this specification is that the…

Autoregressive spatially varying coefficients model for predicting daily PM2.5 using VIIRS satellite AOT

NASA Astrophysics Data System (ADS)

Schliep, E. M.; Gelfand, A. E.; Holland, D. M.

2015-12-01

There is considerable demand for accurate air quality information in human health analyses. The sparsity of ground monitoring stations across the United States motivates the need for advanced statistical models to predict air quality metrics, such as PM2.5, at unobserved sites. Remote sensing technologies have the potential to expand our knowledge of PM2.5 spatial patterns beyond what we can predict from current PM2.5 monitoring networks. Data from satellites have an additional advantage in not requiring extensive emission inventories necessary for most atmospheric models that have been used in earlier data fusion models for air pollution. Statistical models combining monitoring station data with satellite-obtained aerosol optical thickness (AOT), also referred to as aerosol optical depth (AOD), have been proposed in the literature with varying levels of success in predicting PM2.5. The benefit of using AOT is that satellites provide complete gridded spatial coverage. However, the challenges involved with using it in fusion models are (1) the correlation between the two data sources varies both in time and in space, (2) the data sources are temporally and spatially misaligned, and (3) there is extensive missingness in the monitoring data and also in the satellite data due to cloud cover. We propose a hierarchical autoregressive spatially varying coefficients model to jointly model the two data sources, which addresses the foregoing challenges. Additionally, we offer formal model comparison for competing models in terms of model fit and out of sample prediction of PM2.5. The models are applied to daily observations of PM2.5 and AOT in the summer months of 2013 across the conterminous United States. Most notably, during this time period, we find small in-sample improvement incorporating AOT into our autoregressive model but little out-of-sample predictive improvement.

An Intelligent Decision Support System for Workforce Forecast

DTIC Science & Technology

2011-01-01

ARIMA ) model to forecast the demand for construction skills in Hong Kong. This model was based...Decision Trees ARIMA Rule Based Forecasting Segmentation Forecasting Regression Analysis Simulation Modeling Input-Output Models LP and NLP Markovian...data • When results are needed as a set of easily interpretable rules 4.1.4 ARIMA Auto-regressive, integrated, moving-average ( ARIMA ) models

Value-at-Risk forecasts by a spatiotemporal model in Chinese stock market

NASA Astrophysics Data System (ADS)

Gong, Pu; Weng, Yingliang

2016-01-01

This paper generalizes a recently proposed spatial autoregressive model and introduces a spatiotemporal model for forecasting stock returns. We support the view that stock returns are affected not only by the absolute values of factors such as firm size, book-to-market ratio and momentum but also by the relative values of factors like trading volume ranking and market capitalization ranking in each period. This article studies a new method for constructing stocks' reference groups; the method is called quartile method. Applying the method empirically to the Shanghai Stock Exchange 50 Index, we compare the daily volatility forecasting performance and the out-of-sample forecasting performance of Value-at-Risk (VaR) estimated by different models. The empirical results show that the spatiotemporal model performs surprisingly well in terms of capturing spatial dependences among individual stocks, and it produces more accurate VaR forecasts than the other three models introduced in the previous literature. Moreover, the findings indicate that both allowing for serial correlation in the disturbances and using time-varying spatial weight matrices can greatly improve the predictive accuracy of a spatial autoregressive model.

Model Identification of Integrated ARMA Processes

ERIC Educational Resources Information Center

Stadnytska, Tetiana; Braun, Simone; Werner, Joachim

2008-01-01

This article evaluates the Smallest Canonical Correlation Method (SCAN) and the Extended Sample Autocorrelation Function (ESACF), automated methods for the Autoregressive Integrated Moving-Average (ARIMA) model selection commonly available in current versions of SAS for Windows, as identification tools for integrated processes. SCAN and ESACF can…

Image interpolation by adaptive 2-D autoregressive modeling and soft-decision estimation.

PubMed

Zhang, Xiangjun; Wu, Xiaolin

2008-06-01

The challenge of image interpolation is to preserve spatial details. We propose a soft-decision interpolation technique that estimates missing pixels in groups rather than one at a time. The new technique learns and adapts to varying scene structures using a 2-D piecewise autoregressive model. The model parameters are estimated in a moving window in the input low-resolution image. The pixel structure dictated by the learnt model is enforced by the soft-decision estimation process onto a block of pixels, including both observed and estimated. The result is equivalent to that of a high-order adaptive nonseparable 2-D interpolation filter. This new image interpolation approach preserves spatial coherence of interpolated images better than the existing methods, and it produces the best results so far over a wide range of scenes in both PSNR measure and subjective visual quality. Edges and textures are well preserved, and common interpolation artifacts (blurring, ringing, jaggies, zippering, etc.) are greatly reduced.

Comparing lagged linear correlation, lagged regression, Granger causality, and vector autoregression for uncovering associations in EHR data.

PubMed

Levine, Matthew E; Albers, David J; Hripcsak, George

2016-01-01

Time series analysis methods have been shown to reveal clinical and biological associations in data collected in the electronic health record. We wish to develop reliable high-throughput methods for identifying adverse drug effects that are easy to implement and produce readily interpretable results. To move toward this goal, we used univariate and multivariate lagged regression models to investigate associations between twenty pairs of drug orders and laboratory measurements. Multivariate lagged regression models exhibited higher sensitivity and specificity than univariate lagged regression in the 20 examples, and incorporating autoregressive terms for labs and drugs produced more robust signals in cases of known associations among the 20 example pairings. Moreover, including inpatient admission terms in the model attenuated the signals for some cases of unlikely associations, demonstrating how multivariate lagged regression models' explicit handling of context-based variables can provide a simple way to probe for health-care processes that confound analyses of EHR data.

A novel framework to simulating non-stationary, non-linear, non-Normal hydrological time series using Markov Switching Autoregressive Models

NASA Astrophysics Data System (ADS)

Birkel, C.; Paroli, R.; Spezia, L.; Tetzlaff, D.; Soulsby, C.

2012-12-01

In this paper we present a novel model framework using the class of Markov Switching Autoregressive Models (MSARMs) to examine catchments as complex stochastic systems that exhibit non-stationary, non-linear and non-Normal rainfall-runoff and solute dynamics. Hereby, MSARMs are pairs of stochastic processes, one observed and one unobserved, or hidden. We model the unobserved process as a finite state Markov chain and assume that the observed process, given the hidden Markov chain, is conditionally autoregressive, which means that the current observation depends on its recent past (system memory). The model is fully embedded in a Bayesian analysis based on Markov Chain Monte Carlo (MCMC) algorithms for model selection and uncertainty assessment. Hereby, the autoregressive order and the dimension of the hidden Markov chain state-space are essentially self-selected. The hidden states of the Markov chain represent unobserved levels of variability in the observed process that may result from complex interactions of hydroclimatic variability on the one hand and catchment characteristics affecting water and solute storage on the other. To deal with non-stationarity, additional meteorological and hydrological time series along with a periodic component can be included in the MSARMs as covariates. This extension allows identification of potential underlying drivers of temporal rainfall-runoff and solute dynamics. We applied the MSAR model framework to streamflow and conservative tracer (deuterium and oxygen-18) time series from an intensively monitored 2.3 km2 experimental catchment in eastern Scotland. Statistical time series analysis, in the form of MSARMs, suggested that the streamflow and isotope tracer time series are not controlled by simple linear rules. MSARMs showed that the dependence of current observations on past inputs observed by transport models often in form of the long-tailing of travel time and residence time distributions can be efficiently explained by non-stationarity either of the system input (climatic variability) and/or the complexity of catchment storage characteristics. The statistical model is also capable of reproducing short (event) and longer-term (inter-event) and wet and dry dynamical "hydrological states". These reflect the non-linear transport mechanisms of flow pathways induced by transient climatic and hydrological variables and modified by catchment characteristics. We conclude that MSARMs are a powerful tool to analyze the temporal dynamics of hydrological data, allowing for explicit integration of non-stationary, non-linear and non-Normal characteristics.

Using a Hybrid Model to Forecast the Prevalence of Schistosomiasis in Humans.

PubMed

Zhou, Lingling; Xia, Jing; Yu, Lijing; Wang, Ying; Shi, Yun; Cai, Shunxiang; Nie, Shaofa

2016-03-23

We previously proposed a hybrid model combining both the autoregressive integrated moving average (ARIMA) and the nonlinear autoregressive neural network (NARNN) models in forecasting schistosomiasis. Our purpose in the current study was to forecast the annual prevalence of human schistosomiasis in Yangxin County, using our ARIMA-NARNN model, thereby further certifying the reliability of our hybrid model. We used the ARIMA, NARNN and ARIMA-NARNN models to fit and forecast the annual prevalence of schistosomiasis. The modeling time range included was the annual prevalence from 1956 to 2008 while the testing time range included was from 2009 to 2012. The mean square error (MSE), mean absolute error (MAE) and mean absolute percentage error (MAPE) were used to measure the model performance. We reconstructed the hybrid model to forecast the annual prevalence from 2013 to 2016. The modeling and testing errors generated by the ARIMA-NARNN model were lower than those obtained from either the single ARIMA or NARNN models. The predicted annual prevalence from 2013 to 2016 demonstrated an initial decreasing trend, followed by an increase. The ARIMA-NARNN model can be well applied to analyze surveillance data for early warning systems for the control and elimination of schistosomiasis.

A comparison between different error modeling of MEMS applied to GPS/INS integrated systems.

PubMed

Quinchia, Alex G; Falco, Gianluca; Falletti, Emanuela; Dovis, Fabio; Ferrer, Carles

2013-07-24

Advances in the development of micro-electromechanical systems (MEMS) have made possible the fabrication of cheap and small dimension accelerometers and gyroscopes, which are being used in many applications where the global positioning system (GPS) and the inertial navigation system (INS) integration is carried out, i.e., identifying track defects, terrestrial and pedestrian navigation, unmanned aerial vehicles (UAVs), stabilization of many platforms, etc. Although these MEMS sensors are low-cost, they present different errors, which degrade the accuracy of the navigation systems in a short period of time. Therefore, a suitable modeling of these errors is necessary in order to minimize them and, consequently, improve the system performance. In this work, the most used techniques currently to analyze the stochastic errors that affect these sensors are shown and compared: we examine in detail the autocorrelation, the Allan variance (AV) and the power spectral density (PSD) techniques. Subsequently, an analysis and modeling of the inertial sensors, which combines autoregressive (AR) filters and wavelet de-noising, is also achieved. Since a low-cost INS (MEMS grade) presents error sources with short-term (high-frequency) and long-term (low-frequency) components, we introduce a method that compensates for these error terms by doing a complete analysis of Allan variance, wavelet de-nosing and the selection of the level of decomposition for a suitable combination between these techniques. Eventually, in order to assess the stochastic models obtained with these techniques, the Extended Kalman Filter (EKF) of a loosely-coupled GPS/INS integration strategy is augmented with different states. Results show a comparison between the proposed method and the traditional sensor error models under GPS signal blockages using real data collected in urban roadways.

A Comparison between Different Error Modeling of MEMS Applied to GPS/INS Integrated Systems

PubMed Central

Quinchia, Alex G.; Falco, Gianluca; Falletti, Emanuela; Dovis, Fabio; Ferrer, Carles

2013-01-01

Advances in the development of micro-electromechanical systems (MEMS) have made possible the fabrication of cheap and small dimension accelerometers and gyroscopes, which are being used in many applications where the global positioning system (GPS) and the inertial navigation system (INS) integration is carried out, i.e., identifying track defects, terrestrial and pedestrian navigation, unmanned aerial vehicles (UAVs), stabilization of many platforms, etc. Although these MEMS sensors are low-cost, they present different errors, which degrade the accuracy of the navigation systems in a short period of time. Therefore, a suitable modeling of these errors is necessary in order to minimize them and, consequently, improve the system performance. In this work, the most used techniques currently to analyze the stochastic errors that affect these sensors are shown and compared: we examine in detail the autocorrelation, the Allan variance (AV) and the power spectral density (PSD) techniques. Subsequently, an analysis and modeling of the inertial sensors, which combines autoregressive (AR) filters and wavelet de-noising, is also achieved. Since a low-cost INS (MEMS grade) presents error sources with short-term (high-frequency) and long-term (low-frequency) components, we introduce a method that compensates for these error terms by doing a complete analysis of Allan variance, wavelet de-nosing and the selection of the level of decomposition for a suitable combination between these techniques. Eventually, in order to assess the stochastic models obtained with these techniques, the Extended Kalman Filter (EKF) of a loosely-coupled GPS/INS integration strategy is augmented with different states. Results show a comparison between the proposed method and the traditional sensor error models under GPS signal blockages using real data collected in urban roadways. PMID:23887084

Drought Patterns Forecasting using an Auto-Regressive Logistic Model

NASA Astrophysics Data System (ADS)

del Jesus, M.; Sheffield, J.; Méndez Incera, F. J.; Losada, I. J.; Espejo, A.

2014-12-01

Drought is characterized by a water deficit that may manifest across a large range of spatial and temporal scales. Drought may create important socio-economic consequences, many times of catastrophic dimensions. A quantifiable definition of drought is elusive because depending on its impacts, consequences and generation mechanism, different water deficit periods may be identified as a drought by virtue of some definitions but not by others. Droughts are linked to the water cycle and, although a climate change signal may not have emerged yet, they are also intimately linked to climate.In this work we develop an auto-regressive logistic model for drought prediction at different temporal scales that makes use of a spatially explicit framework. Our model allows to include covariates, continuous or categorical, to improve the performance of the auto-regressive component.Our approach makes use of dimensionality reduction (principal component analysis) and classification techniques (K-Means and maximum dissimilarity) to simplify the representation of complex climatic patterns, such as sea surface temperature (SST) and sea level pressure (SLP), while including information on their spatial structure, i.e. considering their spatial patterns. This procedure allows us to include in the analysis multivariate representation of complex climatic phenomena, as the El Niño-Southern Oscillation. We also explore the impact of other climate-related variables such as sun spots. The model allows to quantify the uncertainty of the forecasts and can be easily adapted to make predictions under future climatic scenarios. The framework herein presented may be extended to other applications such as flash flood analysis, or risk assessment of natural hazards.

Static and Impulsive Models of Solar Active Regions

NASA Technical Reports Server (NTRS)

Patsourakos, S.; Klimchuk, James A.

2008-01-01

The physical modeling of active regions (ARs) and of the global coronal is receiving increasing interest lately. Recent attempts to model ARs using static equilibrium models were quite successful in reproducing AR images of hot soft X-ray (SXR) loops. They however failed to predict the bright EUV warm loops permeating ARs: the synthetic images were dominated by intense footpoint emission. We demonstrate that this failure is due to the very weak dependence of loop temperature on loop length which cannot simultaneously account for both hot and warm loops in the same AR. We then consider time-dependent AR models based on nanoflare heating. We demonstrate that such models can simultaneously reproduce EUV and SXR loops in ARs. Moreover, they predict radial intensity variations consistent with the localized core and extended emissions in SXR and EUV AR observations respectively. We finally show how the AR morphology can be used as a gauge of the properties (duration, energy, spatial dependence, repetition time) of the impulsive heating.

Explanation of power law behavior of autoregressive conditional duration processes based on the random multiplicative process

NASA Astrophysics Data System (ADS)

Sato, Aki-Hiro

2004-04-01

Autoregressive conditional duration (ACD) processes, which have the potential to be applied to power law distributions of complex systems found in natural science, life science, and social science, are analyzed both numerically and theoretically. An ACD(1) process exhibits the singular second order moment, which suggests that its probability density function (PDF) has a power law tail. It is verified that the PDF of the ACD(1) has a power law tail with an arbitrary exponent depending on a model parameter. On the basis of theory of the random multiplicative process a relation between the model parameter and the power law exponent is theoretically derived. It is confirmed that the relation is valid from numerical simulations. An application of the ACD(1) to intervals between two successive transactions in a foreign currency market is shown.

Autoregressive-model-based missing value estimation for DNA microarray time series data.

PubMed

Choong, Miew Keen; Charbit, Maurice; Yan, Hong

2009-01-01

Missing value estimation is important in DNA microarray data analysis. A number of algorithms have been developed to solve this problem, but they have several limitations. Most existing algorithms are not able to deal with the situation where a particular time point (column) of the data is missing entirely. In this paper, we present an autoregressive-model-based missing value estimation method (ARLSimpute) that takes into account the dynamic property of microarray temporal data and the local similarity structures in the data. ARLSimpute is especially effective for the situation where a particular time point contains many missing values or where the entire time point is missing. Experiment results suggest that our proposed algorithm is an accurate missing value estimator in comparison with other imputation methods on simulated as well as real microarray time series datasets.

Explanation of power law behavior of autoregressive conditional duration processes based on the random multiplicative process.

PubMed

Sato, Aki-Hiro

2004-04-01

Autoregressive conditional duration (ACD) processes, which have the potential to be applied to power law distributions of complex systems found in natural science, life science, and social science, are analyzed both numerically and theoretically. An ACD(1) process exhibits the singular second order moment, which suggests that its probability density function (PDF) has a power law tail. It is verified that the PDF of the ACD(1) has a power law tail with an arbitrary exponent depending on a model parameter. On the basis of theory of the random multiplicative process a relation between the model parameter and the power law exponent is theoretically derived. It is confirmed that the relation is valid from numerical simulations. An application of the ACD(1) to intervals between two successive transactions in a foreign currency market is shown.

Neonatal heart rate prediction.

PubMed

Abdel-Rahman, Yumna; Jeremic, Aleksander; Tan, Kenneth

2009-01-01

Technological advances have caused a decrease in the number of infant deaths. Pre-term infants now have a substantially increased chance of survival. One of the mechanisms that is vital to saving the lives of these infants is continuous monitoring and early diagnosis. With continuous monitoring huge amounts of data are collected with so much information embedded in them. By using statistical analysis this information can be extracted and used to aid diagnosis and to understand development. In this study we have a large dataset containing over 180 pre-term infants whose heart rates were recorded over the length of their stay in the Neonatal Intensive Care Unit (NICU). We test two types of models, empirical bayesian and autoregressive moving average. We then attempt to predict future values. The autoregressive moving average model showed better results but required more computation.

Spectral Analysis of Ultrasound Radiofrequency Backscatter for the Detection of Intercostal Blood Vessels.

PubMed

Klingensmith, Jon D; Haggard, Asher; Fedewa, Russell J; Qiang, Beidi; Cummings, Kenneth; DeGrande, Sean; Vince, D Geoffrey; Elsharkawy, Hesham

2018-04-19

Spectral analysis of ultrasound radiofrequency backscatter has the potential to identify intercostal blood vessels during ultrasound-guided placement of paravertebral nerve blocks and intercostal nerve blocks. Autoregressive models were used for spectral estimation, and bandwidth, autoregressive order and region-of-interest size were evaluated. Eight spectral parameters were calculated and used to create random forests. An autoregressive order of 10, bandwidth of 6 dB and region-of-interest size of 1.0 mm resulted in the minimum out-of-bag error. An additional random forest, using these chosen values, was created from 70% of the data and evaluated independently from the remaining 30% of data. The random forest achieved a predictive accuracy of 92% and Youden's index of 0.85. These results suggest that spectral analysis of ultrasound radiofrequency backscatter has the potential to identify intercostal blood vessels. (jokling@siue.edu) © 2018 World Federation for Ultrasound in Medicine and Biology. Copyright © 2018 World Federation for Ultrasound in Medicine and Biology. Published by Elsevier Inc. All rights reserved.

On The Value at Risk Using Bayesian Mixture Laplace Autoregressive Approach for Modelling the Islamic Stock Risk Investment

NASA Astrophysics Data System (ADS)

Miftahurrohmah, Brina; Iriawan, Nur; Fithriasari, Kartika

2017-06-01

Stocks are known as the financial instruments traded in the capital market which have a high level of risk. Their risks are indicated by their uncertainty of their return which have to be accepted by investors in the future. The higher the risk to be faced, the higher the return would be gained. Therefore, the measurements need to be made against the risk. Value at Risk (VaR) as the most popular risk measurement method, is frequently ignore when the pattern of return is not uni-modal Normal. The calculation of the risks using VaR method with the Normal Mixture Autoregressive (MNAR) approach has been considered. This paper proposes VaR method couple with the Mixture Laplace Autoregressive (MLAR) that would be implemented for analysing the first three biggest capitalization Islamic stock return in JII, namely PT. Astra International Tbk (ASII), PT. Telekomunikasi Indonesia Tbk (TLMK), and PT. Unilever Indonesia Tbk (UNVR). Parameter estimation is performed by employing Bayesian Markov Chain Monte Carlo (MCMC) approaches.

A two-model hydrologic ensemble prediction of hydrograph: case study from the upper Nysa Klodzka river basin (SW Poland)

NASA Astrophysics Data System (ADS)

Niedzielski, Tomasz; Mizinski, Bartlomiej

2016-04-01

The HydroProg system has been elaborated in frame of the research project no. 2011/01/D/ST10/04171 of the National Science Centre of Poland and is steadily producing multimodel ensemble predictions of hydrograph in real time. Although there are six ensemble members available at present, the longest record of predictions and their statistics is available for two data-based models (uni- and multivariate autoregressive models). Thus, we consider 3-hour predictions of water levels, with lead times ranging from 15 to 180 minutes, computed every 15 minutes since August 2013 for the Nysa Klodzka basin (SW Poland) using the two approaches and their two-model ensemble. Since the launch of the HydroProg system there have been 12 high flow episodes, and the objective of this work is to present the performance of the two-model ensemble in the process of forecasting these events. For a sake of brevity, we limit our investigation to a single gauge located at the Nysa Klodzka river in the town of Klodzko, which is centrally located in the studied basin. We identified certain regular scenarios of how the models perform in predicting the high flows in Klodzko. At the initial phase of the high flow, well before the rising limb of hydrograph, the two-model ensemble is found to provide the most skilful prognoses of water levels. However, while forecasting the rising limb of hydrograph, either the two-model solution or the vector autoregressive model offers the best predictive performance. In addition, it is hypothesized that along with the development of the rising limb phase, the vector autoregression becomes the most skilful approach amongst the scrutinized ones. Our simple two-model exercise confirms that multimodel hydrologic ensemble predictions cannot be treated as universal solutions suitable for forecasting the entire high flow event, but their superior performance may hold only for certain phases of a high flow.

The Effects of Autocorrelation on the Curve-of-Factors Growth Model

ERIC Educational Resources Information Center

Murphy, Daniel L.; Beretvas, S. Natasha; Pituch, Keenan A.

2011-01-01

This simulation study examined the performance of the curve-of-factors model (COFM) when autocorrelation and growth processes were present in the first-level factor structure. In addition to the standard curve-of factors growth model, 2 new models were examined: one COFM that included a first-order autoregressive autocorrelation parameter, and a…

Maximum Likelihood Dynamic Factor Modeling for Arbitrary "N" and "T" Using SEM

ERIC Educational Resources Information Center

Voelkle, Manuel C.; Oud, Johan H. L.; von Oertzen, Timo; Lindenberger, Ulman

2012-01-01

This article has 3 objectives that build on each other. First, we demonstrate how to obtain maximum likelihood estimates for dynamic factor models (the direct autoregressive factor score model) with arbitrary "T" and "N" by means of structural equation modeling (SEM) and compare the approach to existing methods. Second, we go beyond standard time…

Circular Conditional Autoregressive Modeling of Vector Fields.

PubMed

Modlin, Danny; Fuentes, Montse; Reich, Brian

2012-02-01

As hurricanes approach landfall, there are several hazards for which coastal populations must be prepared. Damaging winds, torrential rains, and tornadoes play havoc with both the coast and inland areas; but, the biggest seaside menace to life and property is the storm surge. Wind fields are used as the primary forcing for the numerical forecasts of the coastal ocean response to hurricane force winds, such as the height of the storm surge and the degree of coastal flooding. Unfortunately, developments in deterministic modeling of these forcings have been hindered by computational expenses. In this paper, we present a multivariate spatial model for vector fields, that we apply to hurricane winds. We parameterize the wind vector at each site in polar coordinates and specify a circular conditional autoregressive (CCAR) model for the vector direction, and a spatial CAR model for speed. We apply our framework for vector fields to hurricane surface wind fields for Hurricane Floyd of 1999 and compare our CCAR model to prior methods that decompose wind speed and direction into its N-S and W-E cardinal components.

Circular Conditional Autoregressive Modeling of Vector Fields*

PubMed Central

Modlin, Danny; Fuentes, Montse; Reich, Brian

2013-01-01

As hurricanes approach landfall, there are several hazards for which coastal populations must be prepared. Damaging winds, torrential rains, and tornadoes play havoc with both the coast and inland areas; but, the biggest seaside menace to life and property is the storm surge. Wind fields are used as the primary forcing for the numerical forecasts of the coastal ocean response to hurricane force winds, such as the height of the storm surge and the degree of coastal flooding. Unfortunately, developments in deterministic modeling of these forcings have been hindered by computational expenses. In this paper, we present a multivariate spatial model for vector fields, that we apply to hurricane winds. We parameterize the wind vector at each site in polar coordinates and specify a circular conditional autoregressive (CCAR) model for the vector direction, and a spatial CAR model for speed. We apply our framework for vector fields to hurricane surface wind fields for Hurricane Floyd of 1999 and compare our CCAR model to prior methods that decompose wind speed and direction into its N-S and W-E cardinal components. PMID:24353452

Short-term forecasts gain in accuracy. [Regression technique using ''Box-Jenkins'' analysis

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

Not Available

Box-Jenkins time-series models offer accuracy for short-term forecasts that compare with large-scale macroeconomic forecasts. Utilities need to be able to forecast peak demand in order to plan their generating, transmitting, and distribution systems. This new method differs from conventional models by not assuming specific data patterns, but by fitting available data into a tentative pattern on the basis of auto-correlations. Three types of models (autoregressive, moving average, or mixed autoregressive/moving average) can be used according to which provides the most appropriate combination of autocorrelations and related derivatives. Major steps in choosing a model are identifying potential models, estimating the parametersmore » of the problem, and running a diagnostic check to see if the model fits the parameters. The Box-Jenkins technique is well suited for seasonal patterns, which makes it possible to have as short as hourly forecasts of load demand. With accuracy up to two years, the method will allow electricity price-elasticity forecasting that can be applied to facility planning and rate design. (DCK)« less

Hybrid wavelet-support vector machine approach for modelling rainfall-runoff process.

PubMed

Komasi, Mehdi; Sharghi, Soroush

2016-01-01

Because of the importance of water resources management, the need for accurate modeling of the rainfall-runoff process has rapidly grown in the past decades. Recently, the support vector machine (SVM) approach has been used by hydrologists for rainfall-runoff modeling and the other fields of hydrology. Similar to the other artificial intelligence models, such as artificial neural network (ANN) and adaptive neural fuzzy inference system, the SVM model is based on the autoregressive properties. In this paper, the wavelet analysis was linked to the SVM model concept for modeling the rainfall-runoff process of Aghchai and Eel River watersheds. In this way, the main time series of two variables, rainfall and runoff, were decomposed to multiple frequent time series by wavelet theory; then, these time series were imposed as input data on the SVM model in order to predict the runoff discharge one day ahead. The obtained results show that the wavelet SVM model can predict both short- and long-term runoff discharges by considering the seasonality effects. Also, the proposed hybrid model is relatively more appropriate than classical autoregressive ones such as ANN and SVM because it uses the multi-scale time series of rainfall and runoff data in the modeling process.

Structural Equation Modeling of Multivariate Time Series

ERIC Educational Resources Information Center

du Toit, Stephen H. C.; Browne, Michael W.

2007-01-01

The covariance structure of a vector autoregressive process with moving average residuals (VARMA) is derived. It differs from other available expressions for the covariance function of a stationary VARMA process and is compatible with current structural equation methodology. Structural equation modeling programs, such as LISREL, may therefore be…

ARMA-Based SEM When the Number of Time Points T Exceeds the Number of Cases N: Raw Data Maximum Likelihood.

ERIC Educational Resources Information Center

Hamaker, Ellen L.; Dolan, Conor V.; Molenaar, Peter C. M.

2003-01-01

Demonstrated, through simulation, that stationary autoregressive moving average (ARMA) models may be fitted readily when T>N, using normal theory raw maximum likelihood structural equation modeling. Also provides some illustrations based on real data. (SLD)

The relationship between carbon dioxide and agriculture in Ghana: a comparison of VECM and ARDL model.

PubMed

Asumadu-Sarkodie, Samuel; Owusu, Phebe Asantewaa

2016-06-01

In this paper, the relationship between carbon dioxide and agriculture in Ghana was investigated by comparing a Vector Error Correction Model (VECM) and Autoregressive Distributed Lag (ARDL) Model. Ten study variables spanning from 1961 to 2012 were employed from the Food Agricultural Organization. Results from the study show that carbon dioxide emissions affect the percentage annual change of agricultural area, coarse grain production, cocoa bean production, fruit production, vegetable production, and the total livestock per hectare of the agricultural area. The vector error correction model and the autoregressive distributed lag model show evidence of a causal relationship between carbon dioxide emissions and agriculture; however, the relationship decreases periodically which may die over-time. All the endogenous variables except total primary vegetable production lead to carbon dioxide emissions, which may be due to poor agricultural practices to meet the growing food demand in Ghana. The autoregressive distributed lag bounds test shows evidence of a long-run equilibrium relationship between the percentage annual change of agricultural area, cocoa bean production, total livestock per hectare of agricultural area, total pulses production, total primary vegetable production, and carbon dioxide emissions. It is important to end hunger and ensure people have access to safe and nutritious food, especially the poor, orphans, pregnant women, and children under-5 years in order to reduce maternal and infant mortalities. Nevertheless, it is also important that the Government of Ghana institutes agricultural policies that focus on promoting a sustainable agriculture using environmental friendly agricultural practices. The study recommends an integration of climate change measures into Ghana's national strategies, policies and planning in order to strengthen the country's effort to achieving a sustainable environment.

Three essays on price dynamics and causations among energy markets and macroeconomic information

NASA Astrophysics Data System (ADS)

Hong, Sung Wook

This dissertation examines three important issues in energy markets: price dynamics, information flow, and structural change. We discuss each issue in detail, building empirical time series models, analyzing the results, and interpreting the findings. First, we examine the contemporaneous interdependencies and information flows among crude oil, natural gas, and electricity prices in the United States (US) through the multivariate generalized autoregressive conditional heteroscedasticity (MGARCH) model, Directed Acyclic Graph (DAG) for contemporaneous causal structures and Bernanke factorization for price dynamic processes. Test results show that the DAG from residuals of out-of-sample-forecast is consistent with the DAG from residuals of within-sample-fit. The result supports innovation accounting analysis based on DAGs using residuals of out-of-sample-forecast. Second, we look at the effects of the federal fund rate and/or WTI crude oil price shock on US macroeconomic and financial indicators by using a Factor Augmented Vector Autoregression (FAVAR) model and a graphical model without any deductive assumption. The results show that, in contemporaneous time, the federal fund rate shock is exogenous as the identifying assumption in the Vector Autoregression (VAR) framework of the monetary shock transmission mechanism, whereas the WTI crude oil price return is not exogenous. Third, we examine price dynamics and contemporaneous causality among the price returns of WTI crude oil, gasoline, corn, and the S&P 500. We look for structural break points and then build an econometric model to find the consistent sub-periods having stable parameters in a given VAR framework and to explain recent movements and interdependency among returns. We found strong evidence of two structural breaks and contemporaneous causal relationships among the residuals, but also significant differences between contemporaneous causal structures for each sub-period.

Environmental filtering and land-use history drive patterns in biomass accumulation in a mediterranean-type landscape.

PubMed

Dahlin, Kyla M; Asner, Gregory P; Field, Christopher B

2012-01-01

Aboveground biomass (AGB) reflects multiple and often undetermined ecological and land-use processes, yet detailed landscape-level studies of AGB are uncommon due to the difficulty in making consistent measurements at ecologically relevant scales. Working in a protected mediterranean-type landscape (Jasper Ridge Biological Preserve, California, USA), we combined field measurements with remotely sensed data from the Carnegie Airborne Observatory's light detection and ranging (lidar) system to create a detailed AGB map. We then developed a predictive model using a maximum of 56 explanatory variables derived from geologic and historic-ownership maps, a digital elevation model, and geographic coordinates to evaluate possible controls over currently observed AGB patterns. We tested both ordinary least-squares regression (OLS) and autoregressive approaches. OLS explained 44% of the variation in AGB, and simultaneous autoregression with a 100-m neighborhood improved the fit to an r2 = 0.72, while reducing the number of significant predictor variables from 27 variables in the OLS model to 11 variables in the autoregressive model. We also compared the results from these approaches to a more typical field-derived data set; we randomly sampled 5% of the data 1000 times and used the same OLS approach each time. Environmental filters including incident solar radiation, substrate type, and topographic position were significant predictors of AGB in all models. Past ownership was a minor but significant predictor, despite the long history of conservation at the site. The weak predictive power of these environmental variables, and the significant improvement when spatial autocorrelation was incorporated, highlight the importance of land-use history, disturbance regime, and population dynamics as controllers of AGB.

Reciprocal Associations between Negative Affect, Binge Eating, and Purging in the Natural Environment in Women with Bulimia Nervosa

PubMed Central

Lavender, Jason M.; Utzinger, Linsey M.; Cao, Li; Wonderlich, Stephen A.; Engel, Scott G.; Mitchell, James E.; Crosby, Ross D.

2016-01-01

Although negative affect (NA) has been identified as a common trigger for bulimic behaviors, findings regarding NA following such behaviors have been mixed. This study examined reciprocal associations between NA and bulimic behaviors using real-time, naturalistic data. Participants were 133 women with DSM-IV bulimia nervosa (BN) who completed a two-week ecological momentary assessment (EMA) protocol in which they recorded bulimic behaviors and provided multiple daily ratings of NA. A multilevel autoregressive cross-lagged analysis was conducted to examine concurrent, first-order autoregressive, and prospective associations between NA, binge eating, and purging across the day. Results revealed positive concurrent associations between all variables across all time points, as well as numerous autoregressive associations. For prospective associations, higher NA predicted subsequent bulimic symptoms at multiple time points; conversely, binge eating predicted lower NA at multiple time points, and purging predicted higher NA at one time point. Several autoregressive and prospective associations were also found between binge eating and purging. This study used a novel approach to examine NA in relation to bulimic symptoms, contributing to the existing literature by directly examining the magnitude of the associations, examining differences in the associations across the day, and controlling for other associations in testing each effect in the model. These findings may have relevance for understanding the etiology and/or maintenance of bulimic symptoms, as well as potentially informing psychological interventions for BN. PMID:26692122

KARMA4

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

Khalil, Mohammad; Salloum, Maher; Lee, Jina

2017-07-10

KARMA4 is a C++ library for autoregressive moving average (ARMA) modeling and forecasting of time-series data while incorporating both process and observation error. KARMA4 is designed for fitting and forecasting of time-series data for predictive purposes.

Estimating linear temporal trends from aggregated environmental monitoring data

USGS Publications Warehouse

Erickson, Richard A.; Gray, Brian R.; Eager, Eric A.

2017-01-01

Trend estimates are often used as part of environmental monitoring programs. These trends inform managers (e.g., are desired species increasing or undesired species decreasing?). Data collected from environmental monitoring programs is often aggregated (i.e., averaged), which confounds sampling and process variation. State-space models allow sampling variation and process variations to be separated. We used simulated time-series to compare linear trend estimations from three state-space models, a simple linear regression model, and an auto-regressive model. We also compared the performance of these five models to estimate trends from a long term monitoring program. We specifically estimated trends for two species of fish and four species of aquatic vegetation from the Upper Mississippi River system. We found that the simple linear regression had the best performance of all the given models because it was best able to recover parameters and had consistent numerical convergence. Conversely, the simple linear regression did the worst job estimating populations in a given year. The state-space models did not estimate trends well, but estimated population sizes best when the models converged. We found that a simple linear regression performed better than more complex autoregression and state-space models when used to analyze aggregated environmental monitoring data.

Climate variations and salmonellosis transmission in Adelaide, South Australia: a comparison between regression models

NASA Astrophysics Data System (ADS)

Zhang, Ying; Bi, Peng; Hiller, Janet

2008-01-01

This is the first study to identify appropriate regression models for the association between climate variation and salmonellosis transmission. A comparison between different regression models was conducted using surveillance data in Adelaide, South Australia. By using notified salmonellosis cases and climatic variables from the Adelaide metropolitan area over the period 1990-2003, four regression methods were examined: standard Poisson regression, autoregressive adjusted Poisson regression, multiple linear regression, and a seasonal autoregressive integrated moving average (SARIMA) model. Notified salmonellosis cases in 2004 were used to test the forecasting ability of the four models. Parameter estimation, goodness-of-fit and forecasting ability of the four regression models were compared. Temperatures occurring 2 weeks prior to cases were positively associated with cases of salmonellosis. Rainfall was also inversely related to the number of cases. The comparison of the goodness-of-fit and forecasting ability suggest that the SARIMA model is better than the other three regression models. Temperature and rainfall may be used as climatic predictors of salmonellosis cases in regions with climatic characteristics similar to those of Adelaide. The SARIMA model could, thus, be adopted to quantify the relationship between climate variations and salmonellosis transmission.

Hybrid methodology for tuberculosis incidence time-series forecasting based on ARIMA and a NAR neural network.

PubMed

Wang, K W; Deng, C; Li, J P; Zhang, Y Y; Li, X Y; Wu, M C

2017-04-01

Tuberculosis (TB) affects people globally and is being reconsidered as a serious public health problem in China. Reliable forecasting is useful for the prevention and control of TB. This study proposes a hybrid model combining autoregressive integrated moving average (ARIMA) with a nonlinear autoregressive (NAR) neural network for forecasting the incidence of TB from January 2007 to March 2016. Prediction performance was compared between the hybrid model and the ARIMA model. The best-fit hybrid model was combined with an ARIMA (3,1,0) × (0,1,1)12 and NAR neural network with four delays and 12 neurons in the hidden layer. The ARIMA-NAR hybrid model, which exhibited lower mean square error, mean absolute error, and mean absolute percentage error of 0·2209, 0·1373, and 0·0406, respectively, in the modelling performance, could produce more accurate forecasting of TB incidence compared to the ARIMA model. This study shows that developing and applying the ARIMA-NAR hybrid model is an effective method to fit the linear and nonlinear patterns of time-series data, and this model could be helpful in the prevention and control of TB.

Spatio-temporal wildland arson crime functions

Treesearch

David T. Butry; Jeffrey P. Prestemon

2005-01-01

Wildland arson creates damages to structures and timber and affects the health and safety of people living in rural and wildland urban interface areas. We develop a model that incorporates temporal autocorrelations and spatial correlations in wildland arson ignitions in Florida. A Poisson autoregressive model of order p, or PAR(p)...

On the Nature of SEM Estimates of ARMA Parameters.

ERIC Educational Resources Information Center

Hamaker, Ellen L.; Dolan, Conor V.; Molenaar, Peter C. M.

2002-01-01

Reexamined the nature of structural equation modeling (SEM) estimates of autoregressive moving average (ARMA) models, replicated the simulation experiments of P. Molenaar, and examined the behavior of the log-likelihood ratio test. Simulation studies indicate that estimates of ARMA parameters observed with SEM software are identical to those…

The Mathematical Analysis of Style: A Correlation-Based Approach.

ERIC Educational Resources Information Center

Oppenheim, Rosa

1988-01-01

Examines mathematical models of style analysis, focusing on the pattern in which literary characteristics occur. Describes an autoregressive integrated moving average model (ARIMA) for predicting sentence length in different works by the same author and comparable works by different authors. This technique is valuable in characterizing stylistic…

Modelling of cayenne production in Central Java using ARIMA-GARCH

NASA Astrophysics Data System (ADS)

Tarno; Sudarno; Ispriyanti, Dwi; Suparti

2018-05-01

Some regencies/cities in Central Java Province are known as producers of horticultural crops in Indonesia, for example, Brebes which is the largest area of shallot producer in Central Java, while the others, such as Cilacap and Wonosobo are the areas of cayenne commodities production. Currently, cayenne is a strategic commodity and it has broad impact to Indonesian economic development. Modelling the cayenne production is necessary to predict about the commodity to meet the need for society. The needs fulfillment of society will affect stability of the concerned commodity price. Based on the reality, the decreasing of cayenne production will cause the increasing of society’s basic needs price, and finally it will affect the inflation level at that area. This research focused on autoregressive integrated moving average (ARIMA) modelling by considering the effect of autoregressive conditional heteroscedasticity (ARCH) to study about cayenne production in Central Java. The result of empirical study of ARIMA-GARCH modelling for cayenne production in Central Java from January 2003 to November 2015 is ARIMA([1,3],0,0)-GARCH(1,0) as the best model.

Male and female development of delinquency during adolescence and early adulthood: a differential autoregressive model of delinquency using an overlapping cohort design.

PubMed

Landsheer, Johannes A; Oud, Johan H L; van Dijkum, Cor

2008-01-01

Although it is well known that during adolescence the delinquent involvement of females is consistently less when compared to male involvement, it remains an important question whether the development of delinquency has a similar trajectory for both sexes. The main hypothesis tested is whether sex differences in delinquency, specifically growth, peak age, and decline, are constant. An autoregression model in continuous time, implemented as a structural equation model, is used for the description of the development of delinquency in males and females. The data are collected in an overlapping cohort design, and both within-person and between-persons data are integrated into a single model. The result shows that the involvement with delinquency over time is different for males and females. The main difference increases up to the age of 16, and decreases thereafter. The model indicates that both sexes reach the maximum in delinquency at the same age. It is concluded that males and females differ both in their start level at age 12 and in the amount of change with age.

Autoregressive-moving-average hidden Markov model for vision-based fall prediction-An application for walker robot.

PubMed

Taghvaei, Sajjad; Jahanandish, Mohammad Hasan; Kosuge, Kazuhiro

2017-01-01

Population aging of the societies requires providing the elderly with safe and dependable assistive technologies in daily life activities. Improving the fall detection algorithms can play a major role in achieving this goal. This article proposes a real-time fall prediction algorithm based on the acquired visual data of a user with walking assistive system from a depth sensor. In the lack of a coupled dynamic model of the human and the assistive walker a hybrid "system identification-machine learning" approach is used. An autoregressive-moving-average (ARMA) model is fitted on the time-series walking data to forecast the upcoming states, and a hidden Markov model (HMM) based classifier is built on the top of the ARMA model to predict falling in the upcoming time frames. The performance of the algorithm is evaluated through experiments with four subjects including an experienced physiotherapist while using a walker robot in five different falling scenarios; namely, fall forward, fall down, fall back, fall left, and fall right. The algorithm successfully predicts the fall with a rate of 84.72%.

Predicting Rehabilitation Success Rate Trends among Ethnic Minorities Served by State Vocational Rehabilitation Agencies: A National Time Series Forecast Model Demonstration Study

ERIC Educational Resources Information Center

Moore, Corey L.; Wang, Ningning; Washington, Janique Tynez

2017-01-01

Purpose: This study assessed and demonstrated the efficacy of two select empirical forecast models (i.e., autoregressive integrated moving average [ARIMA] model vs. grey model [GM]) in accurately predicting state vocational rehabilitation agency (SVRA) rehabilitation success rate trends across six different racial and ethnic population cohorts…

On the Trajectories of the Predetermined ALT Model: What Are We Really Modeling?

ERIC Educational Resources Information Center

Jongerling, Joran; Hamaker, Ellen L.

2011-01-01

This article shows that the mean and covariance structure of the predetermined autoregressive latent trajectory (ALT) model are very flexible. As a result, the shape of the modeled growth curve can be quite different from what one might expect at first glance. This is illustrated with several numerical examples that show that, for example, a…

Nonlinear information fusion algorithms for data-efficient multi-fidelity modelling.

PubMed

Perdikaris, P; Raissi, M; Damianou, A; Lawrence, N D; Karniadakis, G E

2017-02-01

Multi-fidelity modelling enables accurate inference of quantities of interest by synergistically combining realizations of low-cost/low-fidelity models with a small set of high-fidelity observations. This is particularly effective when the low- and high-fidelity models exhibit strong correlations, and can lead to significant computational gains over approaches that solely rely on high-fidelity models. However, in many cases of practical interest, low-fidelity models can only be well correlated to their high-fidelity counterparts for a specific range of input parameters, and potentially return wrong trends and erroneous predictions if probed outside of their validity regime. Here we put forth a probabilistic framework based on Gaussian process regression and nonlinear autoregressive schemes that is capable of learning complex nonlinear and space-dependent cross-correlations between models of variable fidelity, and can effectively safeguard against low-fidelity models that provide wrong trends. This introduces a new class of multi-fidelity information fusion algorithms that provide a fundamental extension to the existing linear autoregressive methodologies, while still maintaining the same algorithmic complexity and overall computational cost. The performance of the proposed methods is tested in several benchmark problems involving both synthetic and real multi-fidelity datasets from computational fluid dynamics simulations.

Modeling time-series count data: the unique challenges facing political communication studies.

PubMed

Fogarty, Brian J; Monogan, James E

2014-05-01

This paper demonstrates the importance of proper model specification when analyzing time-series count data in political communication studies. It is common for scholars of media and politics to investigate counts of coverage of an issue as it evolves over time. Many scholars rightly consider the issues of time dependence and dynamic causality to be the most important when crafting a model. However, to ignore the count features of the outcome variable overlooks an important feature of the data. This is particularly the case when modeling data with a low number of counts. In this paper, we argue that the Poisson autoregressive model (Brandt and Williams, 2001) accurately meets the needs of many media studies. We replicate the analyses of Flemming et al. (1997), Peake and Eshbaugh-Soha (2008), and Ura (2009) and demonstrate that models missing some of the assumptions of the Poisson autoregressive model often yield invalid inferences. We also demonstrate that the effect of any of these models can be illustrated dynamically with estimates of uncertainty through a simulation procedure. The paper concludes with implications of these findings for the practical researcher. Copyright © 2013 Elsevier Inc. All rights reserved.

Forecasting Daily Volume and Acuity of Patients in the Emergency Department.

PubMed

Calegari, Rafael; Fogliatto, Flavio S; Lucini, Filipe R; Neyeloff, Jeruza; Kuchenbecker, Ricardo S; Schaan, Beatriz D

2016-01-01

This study aimed at analyzing the performance of four forecasting models in predicting the demand for medical care in terms of daily visits in an emergency department (ED) that handles high complexity cases, testing the influence of climatic and calendrical factors on demand behavior. We tested different mathematical models to forecast ED daily visits at Hospital de Clínicas de Porto Alegre (HCPA), which is a tertiary care teaching hospital located in Southern Brazil. Model accuracy was evaluated using mean absolute percentage error (MAPE), considering forecasting horizons of 1, 7, 14, 21, and 30 days. The demand time series was stratified according to patient classification using the Manchester Triage System's (MTS) criteria. Models tested were the simple seasonal exponential smoothing (SS), seasonal multiplicative Holt-Winters (SMHW), seasonal autoregressive integrated moving average (SARIMA), and multivariate autoregressive integrated moving average (MSARIMA). Performance of models varied according to patient classification, such that SS was the best choice when all types of patients were jointly considered, and SARIMA was the most accurate for modeling demands of very urgent (VU) and urgent (U) patients. The MSARIMA models taking into account climatic factors did not improve the performance of the SARIMA models, independent of patient classification.

Forecasting Daily Volume and Acuity of Patients in the Emergency Department

PubMed Central

Fogliatto, Flavio S.; Neyeloff, Jeruza; Kuchenbecker, Ricardo S.; Schaan, Beatriz D.

2016-01-01

This study aimed at analyzing the performance of four forecasting models in predicting the demand for medical care in terms of daily visits in an emergency department (ED) that handles high complexity cases, testing the influence of climatic and calendrical factors on demand behavior. We tested different mathematical models to forecast ED daily visits at Hospital de Clínicas de Porto Alegre (HCPA), which is a tertiary care teaching hospital located in Southern Brazil. Model accuracy was evaluated using mean absolute percentage error (MAPE), considering forecasting horizons of 1, 7, 14, 21, and 30 days. The demand time series was stratified according to patient classification using the Manchester Triage System's (MTS) criteria. Models tested were the simple seasonal exponential smoothing (SS), seasonal multiplicative Holt-Winters (SMHW), seasonal autoregressive integrated moving average (SARIMA), and multivariate autoregressive integrated moving average (MSARIMA). Performance of models varied according to patient classification, such that SS was the best choice when all types of patients were jointly considered, and SARIMA was the most accurate for modeling demands of very urgent (VU) and urgent (U) patients. The MSARIMA models taking into account climatic factors did not improve the performance of the SARIMA models, independent of patient classification. PMID:27725842

Stochastic Price Models and Optimal Tree Cutting: Results for Loblolly Pine

Treesearch

Robert G. Haight; Thomas P. Holmes

1991-01-01

An empirical investigation of stumpage price models and optimal harvest policies is conducted for loblolly pine plantations in the southeastern United States. The stationarity of monthly and quarterly series of sawtimber prices is analyzed using a unit root test. The statistical evidence supports stationary autoregressive models for the monthly series and for the...

Latent Transition Analysis of Pre-Service Teachers' Efficacy in Mathematics and Science

ERIC Educational Resources Information Center

Ward, Elizabeth Kennedy

2009-01-01

This study modeled changes in pre-service teacher efficacy in mathematics and science over the course of the final year of teacher preparation using latent transition analysis (LTA), a longitudinal form of analysis that builds on two modeling traditions (latent class analysis (LCA) and auto-regressive modeling). Data were collected using the…

Intra- and Interseasonal Autoregressive Prediction of Dengue Outbreaks Using Local Weather and Regional Climate for a Tropical Environment in Colombia

PubMed Central

Eastin, Matthew D.; Delmelle, Eric; Casas, Irene; Wexler, Joshua; Self, Cameron

2014-01-01

Dengue fever transmission results from complex interactions between the virus, human hosts, and mosquito vectors—all of which are influenced by environmental factors. Predictive models of dengue incidence rate, based on local weather and regional climate parameters, could benefit disease mitigation efforts. Time series of epidemiological and meteorological data for the urban environment of Cali, Colombia are analyzed from January of 2000 to December of 2011. Significant dengue outbreaks generally occur during warm-dry periods with extreme daily temperatures confined between 18°C and 32°C—the optimal range for mosquito survival and viral transmission. Two environment-based, multivariate, autoregressive forecast models are developed that allow dengue outbreaks to be anticipated from 2 weeks to 6 months in advance. These models have the potential to enhance existing dengue early warning systems, ultimately supporting public health decisions on the timing and scale of vector control efforts. PMID:24957546

Spatial pattern of diarrhea based on regional economic and environment by spatial autoregressive model

NASA Astrophysics Data System (ADS)

Bekti, Rokhana Dwi; Nurhadiyanti, Gita; Irwansyah, Edy

2014-10-01

The diarrhea case pattern information, especially for toddler, is very important. It is used to show the distribution of diarrhea in every region, relationship among that locations, and regional economic characteristic or environmental behavior. So, this research uses spatial pattern to perform them. This method includes: Moran's I, Spatial Autoregressive Models (SAR), and Local Indicator of Spatial Autocorrelation (LISA). It uses sample from 23 sub districts of Bekasi Regency, West Java, Indonesia. Diarrhea case, regional economic, and environmental behavior of households have a spatial relationship among sub district. SAR shows that the percentage of Regional Gross Domestic Product is significantly effect on diarrhea at α = 10%. Therefore illiteracy and health center facilities are significant at α = 5%. With LISA test, sub districts in southern Bekasi have high dependencies with Cikarang Selatan, Serang Baru, and Setu. This research also builds development application that is based on java and R to support data analysis.

Multifractal detrended cross-correlations between crude oil market and Chinese ten sector stock markets

NASA Astrophysics Data System (ADS)

Yang, Liansheng; Zhu, Yingming; Wang, Yudong; Wang, Yiqi

2016-11-01

Based on the daily price data of spot prices of West Texas Intermediate (WTI) crude oil and ten CSI300 sector indices in China, we apply multifractal detrended cross-correlation analysis (MF-DCCA) method to investigate the cross-correlations between crude oil and Chinese sector stock markets. We find that the strength of multifractality between WTI crude oil and energy sector stock market is the highest, followed by the strength of multifractality between WTI crude oil and financial sector market, which reflects a close connection between energy and financial market. Then we do vector autoregression (VAR) analysis to capture the interdependencies among the multiple time series. By comparing the strength of multifractality for original data and residual errors of VAR model, we get a conclusion that vector auto-regression (VAR) model could not be used to describe the dynamics of the cross-correlations between WTI crude oil and the ten sector stock markets.

Mean-variance portfolio optimization by using time series approaches based on logarithmic utility function

NASA Astrophysics Data System (ADS)

Soeryana, E.; Fadhlina, N.; Sukono; Rusyaman, E.; Supian, S.

2017-01-01

Investments in stocks investors are also faced with the issue of risk, due to daily price of stock also fluctuate. For minimize the level of risk, investors usually forming an investment portfolio. Establishment of a portfolio consisting of several stocks are intended to get the optimal composition of the investment portfolio. This paper discussed about optimizing investment portfolio of Mean-Variance to stocks by using mean and volatility is not constant based on logarithmic utility function. Non constant mean analysed using models Autoregressive Moving Average (ARMA), while non constant volatility models are analysed using the Generalized Autoregressive Conditional heteroscedastic (GARCH). Optimization process is performed by using the Lagrangian multiplier technique. As a numerical illustration, the method is used to analyse some Islamic stocks in Indonesia. The expected result is to get the proportion of investment in each Islamic stock analysed.

Mean-Variance portfolio optimization by using non constant mean and volatility based on the negative exponential utility function

NASA Astrophysics Data System (ADS)

Soeryana, Endang; Halim, Nurfadhlina Bt Abdul; Sukono, Rusyaman, Endang; Supian, Sudradjat

2017-03-01

Investments in stocks investors are also faced with the issue of risk, due to daily price of stock also fluctuate. For minimize the level of risk, investors usually forming an investment portfolio. Establishment of a portfolio consisting of several stocks are intended to get the optimal composition of the investment portfolio. This paper discussed about optimizing investment portfolio of Mean-Variance to stocks by using mean and volatility is not constant based on the Negative Exponential Utility Function. Non constant mean analyzed using models Autoregressive Moving Average (ARMA), while non constant volatility models are analyzed using the Generalized Autoregressive Conditional heteroscedastic (GARCH). Optimization process is performed by using the Lagrangian multiplier technique. As a numerical illustration, the method is used to analyze some stocks in Indonesia. The expected result is to get the proportion of investment in each stock analyzed

Marital satisfaction and maternal depressive symptoms among Korean mothers transitioning to parenthood.

PubMed

Choi, Eunsil

2016-06-01

Although many empirical findings support associations between marital satisfaction and depressive symptoms, gaps remain in our understanding of the magnitude and direction of the associations between marital satisfaction and depressive symptoms as well as the associations in a collectivistic culture. The present study examined autoregressive cross-lagged associations between marital satisfaction and maternal depressive symptoms across a 3-year investigation in a sample of Korean mothers transitioning to parenthood. The sample consisted of 2,078 mothers in the Panel Study of Korean Children. The mothers reported marital satisfaction and maternal depressive symptoms annually for 3 years. The results of an autoregressive cross-lagged model revealed bidirectional associations between marital satisfaction and maternal depressive symptoms. The findings provide evidence of an interactional model of depression in a sample of Korean mothers. (PsycINFO Database Record (c) 2016 APA, all rights reserved).

A composite microdose Adaptive Response (AR) and Bystander Effect (BE) model-application to low LET and high LET AR and BE data.

PubMed

Leonard, Bobby E

2008-08-01

It has been suggested that Adaptive Response (AR) may reduce risk of adverse health effects due to ionizing radiation. But very low dose Bystander Effects (BE) may impose dominant deleterious human risks. These conflicting behaviors have stimulated controversy regarding the Linear No-Threshold human risk model. A dose and dose rate-dependent microdose model, to examine AR behavior, was developed in prior work. In the prior work a number of in vitro and in vivo dose response data were examined with the model. Recent new data show AR behavior with some evidence of very low dose BE. The purpose of this work is to supplement the microdose model to encompass the Brenner and colleagues BaD (Bystander and Direct Damage) model and apply this composite model to obtain new knowledge regarding AR and BE and illustrate the use of the model to plan radio-biology experiments. The biophysical composite AR and BE Microdose Model quantifies the accumulation of hits (Poisson distributed, microdose specific energy depositions) to cell nucleus volumes. This new composite AR and BE model provides predictions of dose response at very low dose BE levels, higher dose AR levels and even higher dose Direct (linear-quadratic) Damage radiation levels. We find good fits of the model to both BE data from the Columbia University microbeam facility and combined AR and BE data for low Linear Energy Transfer (LET) and high LET data. A Bystander Factor of about 27,000 and an AR protection factor of 0.61 are obtained for the low LET in vivo mouse spleen exposures. A Bystander Factor of 317 and an AR protection factor of 0.53 are obtained for high LET radon alpha particles in human lymphocytes. In both cases the AR is activated at most by one or two radiation induced charged particle traversals through the cell nucleus. The results of the model analysis is consistent with a premise that both Bystander damage and Adaptive Response radioprotection can occur in the same cell type, derived from the same cell species. The model provides an analytical tool to biophysically study the combined effects of BE and AR.

Gaussian Process Autoregression for Simultaneous Proportional Multi-Modal Prosthetic Control With Natural Hand Kinematics.

PubMed

Xiloyannis, Michele; Gavriel, Constantinos; Thomik, Andreas A C; Faisal, A Aldo

2017-10-01

Matching the dexterity, versatility, and robustness of the human hand is still an unachieved goal in bionics, robotics, and neural engineering. A major limitation for hand prosthetics lies in the challenges of reliably decoding user intention from muscle signals when controlling complex robotic hands. Most of the commercially available prosthetic hands use muscle-related signals to decode a finite number of predefined motions and some offer proportional control of open/close movements of the whole hand. Here, in contrast, we aim to offer users flexible control of individual joints of their artificial hand. We propose a novel framework for decoding neural information that enables a user to independently control 11 joints of the hand in a continuous manner-much like we control our natural hands. Toward this end, we instructed six able-bodied subjects to perform everyday object manipulation tasks combining both dynamic, free movements (e.g., grasping) and isometric force tasks (e.g., squeezing). We recorded the electromyographic and mechanomyographic activities of five extrinsic muscles of the hand in the forearm, while simultaneously monitoring 11 joints of hand and fingers using a sensorized data glove that tracked the joints of the hand. Instead of learning just a direct mapping from current muscle activity to intended hand movement, we formulated a novel autoregressive approach that combines the context of previous hand movements with instantaneous muscle activity to predict future hand movements. Specifically, we evaluated a linear vector autoregressive moving average model with exogenous inputs and a novel Gaussian process ( ) autoregressive framework to learn the continuous mapping from hand joint dynamics and muscle activity to decode intended hand movement. Our approach achieves high levels of performance (RMSE of 8°/s and ). Crucially, we use a small set of sensors that allows us to control a larger set of independently actuated degrees of freedom of a hand. This novel undersensored control is enabled through the combination of nonlinear autoregressive continuous mapping between muscle activity and joint angles. The system evaluates the muscle signals in the context of previous natural hand movements. This enables us to resolve ambiguities in situations, where muscle signals alone cannot determine the correct action as we evaluate the muscle signals in their context of natural hand movements. autoregression is a particularly powerful approach which makes not only a prediction based on the context but also represents the associated uncertainty of its predictions, thus enabling the novel notion of risk-based control in neuroprosthetics. Our results suggest that autoregressive approaches with exogenous inputs lend themselves for natural, intuitive, and continuous control in neurotechnology, with the particular focus on prosthetic restoration of natural limb function, where high dexterity is required for complex movements.

Real-time processing of radar return on a parallel computer

NASA Technical Reports Server (NTRS)

Aalfs, David D.

1992-01-01

NASA is working with the FAA to demonstrate the feasibility of pulse Doppler radar as a candidate airborne sensor to detect low altitude windshears. The need to provide the pilot with timely information about possible hazards has motivated a demand for real-time processing of a radar return. Investigated here is parallel processing as a means of accommodating the high data rates required. A PC based parallel computer, called the transputer, is used to investigate issues in real time concurrent processing of radar signals. A transputer network is made up of an array of single instruction stream processors that can be networked in a variety of ways. They are easily reconfigured and software development is largely independent of the particular network topology. The performance of the transputer is evaluated in light of the computational requirements. A number of algorithms have been implemented on the transputers in OCCAM, a language specially designed for parallel processing. These include signal processing algorithms such as the Fast Fourier Transform (FFT), pulse-pair, and autoregressive modelling, as well as routing software to support concurrency. The most computationally intensive task is estimating the spectrum. Two approaches have been taken on this problem, the first and most conventional of which is to use the FFT. By using table look-ups for the basis function and other optimizing techniques, an algorithm has been developed that is sufficient for real time. The other approach is to model the signal as an autoregressive process and estimate the spectrum based on the model coefficients. This technique is attractive because it does not suffer from the spectral leakage problem inherent in the FFT. Benchmark tests indicate that autoregressive modeling is feasible in real time.

Using a Hybrid Model to Forecast the Prevalence of Schistosomiasis in Humans

PubMed Central

Zhou, Lingling; Xia, Jing; Yu, Lijing; Wang, Ying; Shi, Yun; Cai, Shunxiang; Nie, Shaofa

2016-01-01

Background: We previously proposed a hybrid model combining both the autoregressive integrated moving average (ARIMA) and the nonlinear autoregressive neural network (NARNN) models in forecasting schistosomiasis. Our purpose in the current study was to forecast the annual prevalence of human schistosomiasis in Yangxin County, using our ARIMA-NARNN model, thereby further certifying the reliability of our hybrid model. Methods: We used the ARIMA, NARNN and ARIMA-NARNN models to fit and forecast the annual prevalence of schistosomiasis. The modeling time range included was the annual prevalence from 1956 to 2008 while the testing time range included was from 2009 to 2012. The mean square error (MSE), mean absolute error (MAE) and mean absolute percentage error (MAPE) were used to measure the model performance. We reconstructed the hybrid model to forecast the annual prevalence from 2013 to 2016. Results: The modeling and testing errors generated by the ARIMA-NARNN model were lower than those obtained from either the single ARIMA or NARNN models. The predicted annual prevalence from 2013 to 2016 demonstrated an initial decreasing trend, followed by an increase. Conclusions: The ARIMA-NARNN model can be well applied to analyze surveillance data for early warning systems for the control and elimination of schistosomiasis. PMID:27023573

Androgen receptor (AR) pathophysiological roles in androgen-related diseases in skin, bone/muscle, metabolic syndrome and neuron/immune systems: lessons learned from mice lacking AR in specific cells

PubMed Central

Chang, Chawnshang; Yeh, Shuyuan; Lee, Soo Ok; Chang, Ta-min

2013-01-01

The androgen receptor (AR) is expressed ubiquitously and plays a variety of roles in a vast number of physiological and pathophysiological processes. Recent studies of AR knockout (ARKO) mouse models, particularly the cell type- or tissue-specific ARKO models, have uncovered many AR cell type- or tissue-specific pathophysiological roles in mice, which otherwise would not be delineated from conventional castration and androgen insensitivity syndrome studies. Thus, the AR in various specific cell types plays pivotal roles in production and maturation of immune cells, bone mineralization, and muscle growth. In metabolism, the ARs in brain, particularly in the hypothalamus, and the liver appear to participate in regulation of insulin sensitivity and glucose homeostasis. The AR also plays key roles in cutaneous wound healing and cardiovascular diseases, including atherosclerosis and abdominal aortic aneurysm. This article will discuss the results obtained from the total, cell type-, or tissue-specific ARKO models. The understanding of AR cell type- or tissue-specific physiological and pathophysiological roles using these in vivo mouse models will provide useful information in uncovering AR roles in humans and eventually help us to develop better therapies via targeting the AR or its downstream signaling molecules to combat androgen/AR-related diseases. PMID:24653668

Reciprocal associations between negative affect, binge eating, and purging in the natural environment in women with bulimia nervosa.

PubMed

Lavender, Jason M; Utzinger, Linsey M; Cao, Li; Wonderlich, Stephen A; Engel, Scott G; Mitchell, James E; Crosby, Ross D

2016-04-01

Although negative affect (NA) has been identified as a common trigger for bulimic behaviors, findings regarding NA following such behaviors have been mixed. This study examined reciprocal associations between NA and bulimic behaviors using real-time, naturalistic data. Participants were 133 women with bulimia nervosa (BN) according to the 4th edition of the Diagnostic and Statistical Manual of Mental Disorders who completed a 2-week ecological momentary assessment protocol in which they recorded bulimic behaviors and provided multiple daily ratings of NA. A multilevel autoregressive cross-lagged analysis was conducted to examine concurrent, first-order autoregressive, and prospective associations between NA, binge eating, and purging across the day. Results revealed positive concurrent associations between all variables across all time points, as well as numerous autoregressive associations. For prospective associations, higher NA predicted subsequent bulimic symptoms at multiple time points; conversely, binge eating predicted lower NA at multiple time points, and purging predicted higher NA at 1 time point. Several autoregressive and prospective associations were also found between binge eating and purging. This study used a novel approach to examine NA in relation to bulimic symptoms, contributing to the existing literature by directly examining the magnitude of the associations, examining differences in the associations across the day, and controlling for other associations in testing each effect in the model. These findings may have relevance for understanding the etiology and/or maintenance of bulimic symptoms, as well as potentially informing psychological interventions for BN. (c) 2016 APA, all rights reserved).

Uncertainties in Projecting Future Changes in Atmospheric Rivers and Their Impacts on Heavy Precipitation over Europe

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

Gao, Yang; Lu, Jian; Leung, L. Ruby

This study investigates the North Atlantic atmospheric rivers (ARs) making landfall over western Europe in the present and future climate from the multi-model ensemble of the Coupled Model Intercomparison Project Phase 5 (CMIP5). Overall, CMIP5 captures the seasonal and spatial variations of historical landfalling AR days, with the large inter-model variability strongly correlated with the inter-model spread of historical jet position. Under RCP 8.5, AR frequency is projected to increase a few times by the end of this century. While thermodynamics plays a dominate role in the future increase of ARs, wind changes associated with the midlatitude jet shifts alsomore » significantly contribute to AR changes, resulting in dipole change patterns in all seasons. In the North Atlantic, the model projected jet shifts are strongly correlated with the simulated historical jet position. As models exhibit predominantly equatorward biases in the historical jet position, the large poleward jet shifts reduce AR days south of the historical mean jet position through the dynamical connections between the jet positions and AR days. Using the observed historical jet position as an emergent constraint, dynamical effects further increase AR days in the future above the large increases due to thermodynamical effects. In the future, both total and extreme precipitation induced by AR contribute more to the seasonal mean and extreme precipitation compared to present primarily because of the increase in AR frequency. While AR precipitation intensity generally increases more relative to the increase in integrated vapor transport, AR extreme precipitation intensity increases much less.« less

An INAR(1) Negative Multinomial Regression Model for Longitudinal Count Data.

ERIC Educational Resources Information Center

Bockenholt, Ulf

1999-01-01

Discusses a regression model for the analysis of longitudinal count data in a panel study by adapting an integer-valued first-order autoregressive (INAR(1)) Poisson process to represent time-dependent correlation between counts. Derives a new negative multinomial distribution by combining INAR(1) representation with a random effects approach.…

Robust Spatial Autoregressive Modeling for Hardwood Log Inspection

Treesearch

Dongping Zhu; A.A. Beex

1994-01-01

We explore the application of a stochastic texture modeling method toward a machine vision system for log inspection in the forest products industry. This machine vision system uses computerized tomography (CT) imaging to locate and identify internal defects in hardwood logs. The application of CT to such industrial vision problems requires efficient and robust image...

On the Feed-back Mechanism of Chinese Stock Markets

NASA Astrophysics Data System (ADS)

Lu, Shu Quan; Ito, Takao; Zhang, Jianbo

Feed-back models in the stock markets research imply an adjustment process toward investors' expectation for current information and past experiences. Error-correction and cointegration are often used to evaluate the long-run relation. The Efficient Capital Market Hypothesis, which had ignored the effect of the accumulation of information, cannot explain some anomalies such as bubbles and partial predictability in the stock markets. In order to investigate the feed-back mechanism and to determine an effective model, we use daily data of the stock index of two Chinese stock markets with the expectational model, which is one kind of geometric lag models. Tests and estimations of error-correction show that long-run equilibrium seems to be seldom achieved in Chinese stock markets. Our result clearly shows the common coefficient of expectations and fourth-order autoregressive disturbance exist in the two Chinese stock markets. Furthermore, we find the same coefficient of expectations has an autoregressive effect on disturbances in the two Chinese stock markets. Therefore the presence of such feed-back is also supported in Chinese stock markets.

Reconstruction of late Holocene climate based on tree growth and mechanistic hierarchical models

USGS Publications Warehouse

Tipton, John; Hooten, Mevin B.; Pederson, Neil; Tingley, Martin; Bishop, Daniel

2016-01-01

Reconstruction of pre-instrumental, late Holocene climate is important for understanding how climate has changed in the past and how climate might change in the future. Statistical prediction of paleoclimate from tree ring widths is challenging because tree ring widths are a one-dimensional summary of annual growth that represents a multi-dimensional set of climatic and biotic influences. We develop a Bayesian hierarchical framework using a nonlinear, biologically motivated tree ring growth model to jointly reconstruct temperature and precipitation in the Hudson Valley, New York. Using a common growth function to describe the response of a tree to climate, we allow for species-specific parameterizations of the growth response. To enable predictive backcasts, we model the climate variables with a vector autoregressive process on an annual timescale coupled with a multivariate conditional autoregressive process that accounts for temporal correlation and cross-correlation between temperature and precipitation on a monthly scale. Our multi-scale temporal model allows for flexibility in the climate response through time at different temporal scales and predicts reasonable climate scenarios given tree ring width data.

Identification of multivariable nonlinear systems in the presence of colored noises using iterative hierarchical least squares algorithm.

PubMed

Jafari, Masoumeh; Salimifard, Maryam; Dehghani, Maryam

2014-07-01

This paper presents an efficient method for identification of nonlinear Multi-Input Multi-Output (MIMO) systems in the presence of colored noises. The method studies the multivariable nonlinear Hammerstein and Wiener models, in which, the nonlinear memory-less block is approximated based on arbitrary vector-based basis functions. The linear time-invariant (LTI) block is modeled by an autoregressive moving average with exogenous (ARMAX) model which can effectively describe the moving average noises as well as the autoregressive and the exogenous dynamics. According to the multivariable nature of the system, a pseudo-linear-in-the-parameter model is obtained which includes two different kinds of unknown parameters, a vector and a matrix. Therefore, the standard least squares algorithm cannot be applied directly. To overcome this problem, a Hierarchical Least Squares Iterative (HLSI) algorithm is used to simultaneously estimate the vector and the matrix of unknown parameters as well as the noises. The efficiency of the proposed identification approaches are investigated through three nonlinear MIMO case studies. Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.

Estimation of Value-at-Risk for Energy Commodities via CAViaR Model

NASA Astrophysics Data System (ADS)

Xiliang, Zhao; Xi, Zhu

This paper uses the Conditional Autoregressive Value at Risk model (CAViaR) proposed by Engle and Manganelli (2004) to evaluate the value-at-risk for daily spot prices of Brent crude oil and West Texas Intermediate crude oil covering the period May 21th, 1987 to Novermber 18th, 2008. Then the accuracy of the estimates of CAViaR model, Normal-GARCH, and GED-GARCH was compared. The results show that all the methods do good job for the low confidence level (95%), and GED-GARCH is the best for spot WTI price, Normal-GARCH and Adaptive-CAViaR are the best for spot Brent price. However, for the high confidence level (99%), Normal-GARCH do a good job for spot WTI, GED-GARCH and four kind of CAViaR specifications do well for spot Brent price. Normal-GARCH does badly for spot Brent price. The result seems suggest that CAViaR do well as well as GED-GARCH since CAViaR directly model the quantile autoregression, but it does not outperform GED-GARCH although it does outperform Normal-GARCH.

Hybrid Support Vector Regression and Autoregressive Integrated Moving Average Models Improved by Particle Swarm Optimization for Property Crime Rates Forecasting with Economic Indicators

PubMed Central

Alwee, Razana; Hj Shamsuddin, Siti Mariyam; Sallehuddin, Roselina

2013-01-01

Crimes forecasting is an important area in the field of criminology. Linear models, such as regression and econometric models, are commonly applied in crime forecasting. However, in real crimes data, it is common that the data consists of both linear and nonlinear components. A single model may not be sufficient to identify all the characteristics of the data. The purpose of this study is to introduce a hybrid model that combines support vector regression (SVR) and autoregressive integrated moving average (ARIMA) to be applied in crime rates forecasting. SVR is very robust with small training data and high-dimensional problem. Meanwhile, ARIMA has the ability to model several types of time series. However, the accuracy of the SVR model depends on values of its parameters, while ARIMA is not robust to be applied to small data sets. Therefore, to overcome this problem, particle swarm optimization is used to estimate the parameters of the SVR and ARIMA models. The proposed hybrid model is used to forecast the property crime rates of the United State based on economic indicators. The experimental results show that the proposed hybrid model is able to produce more accurate forecasting results as compared to the individual models. PMID:23766729

A Deep and Autoregressive Approach for Topic Modeling of Multimodal Data.

PubMed

Zheng, Yin; Zhang, Yu-Jin; Larochelle, Hugo

2016-06-01

Topic modeling based on latent Dirichlet allocation (LDA) has been a framework of choice to deal with multimodal data, such as in image annotation tasks. Another popular approach to model the multimodal data is through deep neural networks, such as the deep Boltzmann machine (DBM). Recently, a new type of topic model called the Document Neural Autoregressive Distribution Estimator (DocNADE) was proposed and demonstrated state-of-the-art performance for text document modeling. In this work, we show how to successfully apply and extend this model to multimodal data, such as simultaneous image classification and annotation. First, we propose SupDocNADE, a supervised extension of DocNADE, that increases the discriminative power of the learned hidden topic features and show how to employ it to learn a joint representation from image visual words, annotation words and class label information. We test our model on the LabelMe and UIUC-Sports data sets and show that it compares favorably to other topic models. Second, we propose a deep extension of our model and provide an efficient way of training the deep model. Experimental results show that our deep model outperforms its shallow version and reaches state-of-the-art performance on the Multimedia Information Retrieval (MIR) Flickr data set.

Nonlinear autoregressive neural networks with external inputs for forecasting of typhoon inundation level.

PubMed

Ouyang, Huei-Tau

2017-08-01

Accurate inundation level forecasting during typhoon invasion is crucial for organizing response actions such as the evacuation of people from areas that could potentially flood. This paper explores the ability of nonlinear autoregressive neural networks with exogenous inputs (NARX) to predict inundation levels induced by typhoons. Two types of NARX architecture were employed: series-parallel (NARX-S) and parallel (NARX-P). Based on cross-correlation analysis of rainfall and water-level data from historical typhoon records, 10 NARX models (five of each architecture type) were constructed. The forecasting ability of each model was assessed by considering coefficient of efficiency (CE), relative time shift error (RTS), and peak water-level error (PE). The results revealed that high CE performance could be achieved by employing more model input variables. Comparisons of the two types of model demonstrated that the NARX-S models outperformed the NARX-P models in terms of CE and RTS, whereas both performed exceptionally in terms of PE and without significant difference. The NARX-S and NARX-P models with the highest overall performance were identified and their predictions were compared with those of traditional ARX-based models. The NARX-S model outperformed the ARX-based models in all three indexes, whereas the NARX-P model exhibited comparable CE performance and superior RTS and PE performance.

Hybrid support vector regression and autoregressive integrated moving average models improved by particle swarm optimization for property crime rates forecasting with economic indicators.

PubMed

Alwee, Razana; Shamsuddin, Siti Mariyam Hj; Sallehuddin, Roselina

2013-01-01

Crimes forecasting is an important area in the field of criminology. Linear models, such as regression and econometric models, are commonly applied in crime forecasting. However, in real crimes data, it is common that the data consists of both linear and nonlinear components. A single model may not be sufficient to identify all the characteristics of the data. The purpose of this study is to introduce a hybrid model that combines support vector regression (SVR) and autoregressive integrated moving average (ARIMA) to be applied in crime rates forecasting. SVR is very robust with small training data and high-dimensional problem. Meanwhile, ARIMA has the ability to model several types of time series. However, the accuracy of the SVR model depends on values of its parameters, while ARIMA is not robust to be applied to small data sets. Therefore, to overcome this problem, particle swarm optimization is used to estimate the parameters of the SVR and ARIMA models. The proposed hybrid model is used to forecast the property crime rates of the United State based on economic indicators. The experimental results show that the proposed hybrid model is able to produce more accurate forecasting results as compared to the individual models.

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

Non-linear models for the detection of impaired cerebral blood flow autoregulation.

PubMed

Chacón, Max; Jara, José Luis; Miranda, Rodrigo; Katsogridakis, Emmanuel; Panerai, Ronney B

2018-01-01

The ability to discriminate between normal and impaired dynamic cerebral autoregulation (CA), based on measurements of spontaneous fluctuations in arterial blood pressure (BP) and cerebral blood flow (CBF), has considerable clinical relevance. We studied 45 normal subjects at rest and under hypercapnia induced by breathing a mixture of carbon dioxide and air. Non-linear models with BP as input and CBF velocity (CBFV) as output, were implemented with support vector machines (SVM) using separate recordings for learning and validation. Dynamic SVM implementations used either moving average or autoregressive structures. The efficiency of dynamic CA was estimated from the model's derived CBFV response to a step change in BP as an autoregulation index for both linear and non-linear models. Non-linear models with recurrences (autoregressive) showed the best results, with CA indexes of 5.9 ± 1.5 in normocapnia, and 2.5 ± 1.2 for hypercapnia with an area under the receiver-operator curve of 0.955. The high performance achieved by non-linear SVM models to detect deterioration of dynamic CA should encourage further assessment of its applicability to clinical conditions where CA might be impaired.

Challenges of Electronic Medical Surveillance Systems

DTIC Science & Technology

2004-06-01

More sophisticated approaches, such as regression models and classical autoregressive moving average ( ARIMA ) models that make estimates based on...with those predicted by a mathematical model . The primary benefit of ARIMA models is their ability to correct for local trends in the data so that...works well, for example, during a particularly severe flu season, where prolonged periods of high visit rates are adjusted to by the ARIMA model , thus

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

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.

Modeling Nonstationary Emotion Dynamics in Dyads using a Time-Varying Vector-Autoregressive Model.

PubMed

Bringmann, Laura F; Ferrer, Emilio; Hamaker, Ellen L; Borsboom, Denny; Tuerlinckx, Francis

2018-01-01

Emotion dynamics are likely to arise in an interpersonal context. Standard methods to study emotions in interpersonal interaction are limited because stationarity is assumed. This means that the dynamics, for example, time-lagged relations, are invariant across time periods. However, this is generally an unrealistic assumption. Whether caused by an external (e.g., divorce) or an internal (e.g., rumination) event, emotion dynamics are prone to change. The semi-parametric time-varying vector-autoregressive (TV-VAR) model is based on well-studied generalized additive models, implemented in the software R. The TV-VAR can explicitly model changes in temporal dependency without pre-existing knowledge about the nature of change. A simulation study is presented, showing that the TV-VAR model is superior to the standard time-invariant VAR model when the dynamics change over time. The TV-VAR model is applied to empirical data on daily feelings of positive affect (PA) from a single couple. Our analyses indicate reliable changes in the male's emotion dynamics over time, but not in the female's-which were not predicted by her own affect or that of her partner. This application illustrates the usefulness of using a TV-VAR model to detect changes in the dynamics in a system.

Non-linear auto-regressive models for cross-frequency coupling in neural time series

PubMed Central

Tallot, Lucille; Grabot, Laetitia; Doyère, Valérie; Grenier, Yves; Gramfort, Alexandre

2017-01-01

We address the issue of reliably detecting and quantifying cross-frequency coupling (CFC) in neural time series. Based on non-linear auto-regressive models, the proposed method provides a generative and parametric model of the time-varying spectral content of the signals. As this method models the entire spectrum simultaneously, it avoids the pitfalls related to incorrect filtering or the use of the Hilbert transform on wide-band signals. As the model is probabilistic, it also provides a score of the model “goodness of fit” via the likelihood, enabling easy and legitimate model selection and parameter comparison; this data-driven feature is unique to our model-based approach. Using three datasets obtained with invasive neurophysiological recordings in humans and rodents, we demonstrate that these models are able to replicate previous results obtained with other metrics, but also reveal new insights such as the influence of the amplitude of the slow oscillation. Using simulations, we demonstrate that our parametric method can reveal neural couplings with shorter signals than non-parametric methods. We also show how the likelihood can be used to find optimal filtering parameters, suggesting new properties on the spectrum of the driving signal, but also to estimate the optimal delay between the coupled signals, enabling a directionality estimation in the coupling. PMID:29227989

Modelling space of spread Dengue Hemorrhagic Fever (DHF) in Central Java use spatial durbin model

NASA Astrophysics Data System (ADS)

Ispriyanti, Dwi; Prahutama, Alan; Taryono, Arkadina PN

2018-05-01

Dengue Hemorrhagic Fever is one of the major public health problems in Indonesia. From year to year, DHF causes Extraordinary Event in most parts of Indonesia, especially Central Java. Central Java consists of 35 districts or cities where each region is close to each other. Spatial regression is an analysis that suspects the influence of independent variables on the dependent variables with the influences of the region inside. In spatial regression modeling, there are spatial autoregressive model (SAR), spatial error model (SEM) and spatial autoregressive moving average (SARMA). Spatial Durbin model is the development of SAR where the dependent and independent variable have spatial influence. In this research dependent variable used is number of DHF sufferers. The independent variables observed are population density, number of hospitals, residents and health centers, and mean years of schooling. From the multiple regression model test, the variables that significantly affect the spread of DHF disease are the population and mean years of schooling. By using queen contiguity and rook contiguity, the best model produced is the SDM model with queen contiguity because it has the smallest AIC value of 494,12. Factors that generally affect the spread of DHF in Central Java Province are the number of population and the average length of school.

Atmospheric Rivers in VR-CESM: Historical Comparison and Future Projections

NASA Astrophysics Data System (ADS)

McClenny, E. E.; Ullrich, P. A.

2016-12-01

Atmospheric rivers (ARs) are responsible for most of the horizontal vapor transport from the tropics, and bring upwards of half the annual precipitation to midlatitude west coasts. The difference between a drought year and a wet year can come down to 1-2 ARs. Such few events transform an otherwise arid region into one which supports remarkable biodiversity, productive agriculture, and booming human populations. It follows that such a sensitive hydroclimate feature would demand priority in evaluating end-of-century climate runs, and indeed, the AR subfield has grown significantly over the last decade. However, results tend to vary wildly from study to study, raising questions about how to best approach ARs in models. The disparity may result from any number of issues, including the ability for a model to properly resolve a precipitating AR, to the formulation and application of an AR detection algorithm. ARs pose a unique problem in global climate models (GCMs) computationally and physically, because the GCM horizontal grid must be fine enough to resolve coastal mountain range topography and force orographic precipitation. Thus far, most end-of-century projections on ARs have been performed on models whose grids are too coarse to resolve mountain ranges, causing authors to draw conclusions on AR intensity from water vapor content or transport alone. The use of localized grid refinement in the Variable Resolution version of NCAR's Community Earth System Model (VR-CESM) has succeeded in resolving AR landfall. This study applies an integrated water vapor AR detection algorithm to historical and future projections from VR-CESM, with historical ARs validated against NASA's Modern Era Retrospective-Analysis for Research and Applications. Results on end-of-century precipitating AR frequency, intensity, and landfall location will be discussed.

The effect of case management and vector-control interventions on space-time patterns of malaria incidence in Uganda.

PubMed

Ssempiira, Julius; Kissa, John; Nambuusi, Betty; Kyozira, Carol; Rutazaana, Damian; Mukooyo, Eddie; Opigo, Jimmy; Makumbi, Fredrick; Kasasa, Simon; Vounatsou, Penelope

2018-04-12

Electronic reporting of routine health facility data in Uganda began with the adoption of the District Health Information Software System version 2 (DHIS2) in 2011. This has improved health facility reporting and overall data quality. In this study, the effects of case management with artemisinin-based combination therapy (ACT) and vector control interventions on space-time patterns of disease incidence were determined using DHIS2 data reported during 2013-2016. Bayesian spatio-temporal negative binomial models were fitted on district-aggregated monthly malaria cases, reported by two age groups, defined by a cut-off age of 5 years. The effects of interventions were adjusted for socio-economic and climatic factors. Spatial and temporal correlations were taken into account by assuming a conditional autoregressive and a first-order autoregressive AR(1) process on district and monthly specific random effects, respectively. Fourier trigonometric functions were incorporated in the models to take into account seasonal fluctuations in malaria transmission. The temporal variation in incidence was similar in both age groups and depicted a steady decline up to February 2014, followed by an increase from March 2015 onwards. The trends were characterized by a strong bi-annual seasonal pattern with two peaks during May-July and September-December. Average monthly incidence in children < 5 years declined from 74.7 cases (95% CI 72.4-77.1) in 2013 to 49.4 (95% CI 42.9-55.8) per 1000 in 2015 and followed by an increase in 2016 of up to 51.3 (95% CI 42.9-55.8). In individuals ≥ 5 years, a decline in incidence from 2013 to 2015 was followed by an increase in 2016. A 100% increase in insecticide-treated nets (ITN) coverage was associated with a decline in incidence by 44% (95% BCI 28-59%). Similarly, a 100% increase in ACT coverage reduces incidence by 28% (95% BCI 11-45%) and 25% (95% BCI 20-28%) in children < 5 years and individuals ≥ 5 years, respectively. The ITN effect was not statistically important in older individuals. The space-time patterns of malaria incidence in children < 5 are similar to those of parasitaemia risk predicted from the malaria indicator survey of 2014-15. The decline in malaria incidence highlights the effectiveness of vector-control interventions and case management with ACT in Uganda. This calls for optimizing and sustaining interventions to achieve universal coverage and curb reverses in malaria decline.

GNSS/Electronic Compass/Road Segment Information Fusion for Vehicle-to-Vehicle Collision Avoidance Application

PubMed Central

Cheng, Qi; Xue, Dabin; Wang, Guanyu; Ochieng, Washington Yotto

2017-01-01

The increasing number of vehicles in modern cities brings the problem of increasing crashes. One of the applications or services of Intelligent Transportation Systems (ITS) conceived to improve safety and reduce congestion is collision avoidance. This safety critical application requires sub-meter level vehicle state estimation accuracy with very high integrity, continuity and availability, to detect an impending collision and issue a warning or intervene in the case that the warning is not heeded. Because of the challenging city environment, to date there is no approved method capable of delivering this high level of performance in vehicle state estimation. In particular, the current Global Navigation Satellite System (GNSS) based collision avoidance systems have the major limitation that the real-time accuracy of dynamic state estimation deteriorates during abrupt acceleration and deceleration situations, compromising the integrity of collision avoidance. Therefore, to provide the Required Navigation Performance (RNP) for collision avoidance, this paper proposes a novel Particle Filter (PF) based model for the integration or fusion of real-time kinematic (RTK) GNSS position solutions with electronic compass and road segment data used in conjunction with an Autoregressive (AR) motion model. The real-time vehicle state estimates are used together with distance based collision avoidance algorithms to predict potential collisions. The algorithms are tested by simulation and in the field representing a low density urban environment. The results show that the proposed algorithm meets the horizontal positioning accuracy requirement for collision avoidance and is superior to positioning accuracy of GNSS only, traditional Constant Velocity (CV) and Constant Acceleration (CA) based motion models, with a significant improvement in the prediction accuracy of potential collision. PMID:29186851

GNSS/Electronic Compass/Road Segment Information Fusion for Vehicle-to-Vehicle Collision Avoidance Application.

PubMed

Sun, Rui; Cheng, Qi; Xue, Dabin; Wang, Guanyu; Ochieng, Washington Yotto

2017-11-25

The increasing number of vehicles in modern cities brings the problem of increasing crashes. One of the applications or services of Intelligent Transportation Systems (ITS) conceived to improve safety and reduce congestion is collision avoidance. This safety critical application requires sub-meter level vehicle state estimation accuracy with very high integrity, continuity and availability, to detect an impending collision and issue a warning or intervene in the case that the warning is not heeded. Because of the challenging city environment, to date there is no approved method capable of delivering this high level of performance in vehicle state estimation. In particular, the current Global Navigation Satellite System (GNSS) based collision avoidance systems have the major limitation that the real-time accuracy of dynamic state estimation deteriorates during abrupt acceleration and deceleration situations, compromising the integrity of collision avoidance. Therefore, to provide the Required Navigation Performance (RNP) for collision avoidance, this paper proposes a novel Particle Filter (PF) based model for the integration or fusion of real-time kinematic (RTK) GNSS position solutions with electronic compass and road segment data used in conjunction with an Autoregressive (AR) motion model. The real-time vehicle state estimates are used together with distance based collision avoidance algorithms to predict potential collisions. The algorithms are tested by simulation and in the field representing a low density urban environment. The results show that the proposed algorithm meets the horizontal positioning accuracy requirement for collision avoidance and is superior to positioning accuracy of GNSS only, traditional Constant Velocity (CV) and Constant Acceleration (CA) based motion models, with a significant improvement in the prediction accuracy of potential collision.

Advances in nowcasting influenza-like illness rates using search query logs

NASA Astrophysics Data System (ADS)

Lampos, Vasileios; Miller, Andrew C.; Crossan, Steve; Stefansen, Christian

2015-08-01

User-generated content can assist epidemiological surveillance in the early detection and prevalence estimation of infectious diseases, such as influenza. Google Flu Trends embodies the first public platform for transforming search queries to indications about the current state of flu in various places all over the world. However, the original model significantly mispredicted influenza-like illness rates in the US during the 2012-13 flu season. In this work, we build on the previous modeling attempt, proposing substantial improvements. Firstly, we investigate the performance of a widely used linear regularized regression solver, known as the Elastic Net. Then, we expand on this model by incorporating the queries selected by the Elastic Net into a nonlinear regression framework, based on a composite Gaussian Process. Finally, we augment the query-only predictions with an autoregressive model, injecting prior knowledge about the disease. We assess predictive performance using five consecutive flu seasons spanning from 2008 to 2013 and qualitatively explain certain shortcomings of the previous approach. Our results indicate that a nonlinear query modeling approach delivers the lowest cumulative nowcasting error, and also suggest that query information significantly improves autoregressive inferences, obtaining state-of-the-art performance.

Granger causality revisited

PubMed Central

Friston, Karl J.; Bastos, André M.; Oswal, Ashwini; van Wijk, Bernadette; Richter, Craig; Litvak, Vladimir

2014-01-01

This technical paper offers a critical re-evaluation of (spectral) Granger causality measures in the analysis of biological timeseries. Using realistic (neural mass) models of coupled neuronal dynamics, we evaluate the robustness of parametric and nonparametric Granger causality. Starting from a broad class of generative (state-space) models of neuronal dynamics, we show how their Volterra kernels prescribe the second-order statistics of their response to random fluctuations; characterised in terms of cross-spectral density, cross-covariance, autoregressive coefficients and directed transfer functions. These quantities in turn specify Granger causality — providing a direct (analytic) link between the parameters of a generative model and the expected Granger causality. We use this link to show that Granger causality measures based upon autoregressive models can become unreliable when the underlying dynamics is dominated by slow (unstable) modes — as quantified by the principal Lyapunov exponent. However, nonparametric measures based on causal spectral factors are robust to dynamical instability. We then demonstrate how both parametric and nonparametric spectral causality measures can become unreliable in the presence of measurement noise. Finally, we show that this problem can be finessed by deriving spectral causality measures from Volterra kernels, estimated using dynamic causal modelling. PMID:25003817

Advances in nowcasting influenza-like illness rates using search query logs.

PubMed

Lampos, Vasileios; Miller, Andrew C; Crossan, Steve; Stefansen, Christian

2015-08-03

User-generated content can assist epidemiological surveillance in the early detection and prevalence estimation of infectious diseases, such as influenza. Google Flu Trends embodies the first public platform for transforming search queries to indications about the current state of flu in various places all over the world. However, the original model significantly mispredicted influenza-like illness rates in the US during the 2012-13 flu season. In this work, we build on the previous modeling attempt, proposing substantial improvements. Firstly, we investigate the performance of a widely used linear regularized regression solver, known as the Elastic Net. Then, we expand on this model by incorporating the queries selected by the Elastic Net into a nonlinear regression framework, based on a composite Gaussian Process. Finally, we augment the query-only predictions with an autoregressive model, injecting prior knowledge about the disease. We assess predictive performance using five consecutive flu seasons spanning from 2008 to 2013 and qualitatively explain certain shortcomings of the previous approach. Our results indicate that a nonlinear query modeling approach delivers the lowest cumulative nowcasting error, and also suggest that query information significantly improves autoregressive inferences, obtaining state-of-the-art performance.

Non-linear models for the detection of impaired cerebral blood flow autoregulation

PubMed Central

Miranda, Rodrigo; Katsogridakis, Emmanuel

2018-01-01

The ability to discriminate between normal and impaired dynamic cerebral autoregulation (CA), based on measurements of spontaneous fluctuations in arterial blood pressure (BP) and cerebral blood flow (CBF), has considerable clinical relevance. We studied 45 normal subjects at rest and under hypercapnia induced by breathing a mixture of carbon dioxide and air. Non-linear models with BP as input and CBF velocity (CBFV) as output, were implemented with support vector machines (SVM) using separate recordings for learning and validation. Dynamic SVM implementations used either moving average or autoregressive structures. The efficiency of dynamic CA was estimated from the model’s derived CBFV response to a step change in BP as an autoregulation index for both linear and non-linear models. Non-linear models with recurrences (autoregressive) showed the best results, with CA indexes of 5.9 ± 1.5 in normocapnia, and 2.5 ± 1.2 for hypercapnia with an area under the receiver-operator curve of 0.955. The high performance achieved by non-linear SVM models to detect deterioration of dynamic CA should encourage further assessment of its applicability to clinical conditions where CA might be impaired. PMID:29381724

Conduction velocity of the uterine contraction in serial magnetomyogram (MMG) data: event based simulation and validation.

PubMed

Furdea, Adrian; Preissl, Hubert; Lowery, Curtis L; Eswaran, Hari; Govindan, Rathinaswamy B

2011-01-01

We propose a novel approach to calculate the conduction velocity (CV) of the uterine contraction bursts in magnetomyogram (MMG) signals measured using a multichannel SQUID array. For this purpose, we partition the sensor coordinates into four different quadrants and identify the contractile bursts using a previously proposed Hilbert-wavelet transform approach. If contractile burst is identified in more than one quadrant, we calculate the center of gravity (CoG) in each quadrant for each time point as the sum of the product of the sensor coordinates with the Hilbert amplitude of the MMG signals normalized by the sum of the Hilbert amplitude of the signals over all sensors. Following this we compute the delay between the CoGs of all (six) possible quadrant pairs combinations. As a first step, we validate this approach by simulating a stochastic model based on independent second-order autoregressive processes (AR2) and we divide them into 30 second disjoint windows and insert burst activity at specific time instances in preselected sensors. Also we introduce a lag of 5 ± 1 seconds between different quadrants. Using our approach we calculate the CoG of the signals in a quadrant. To this end, we compute the delay between CoGs obtained from different quadrants and show that our approach is able to reliably capture the delay incorporated in the model. We apply the proposed approach to 19 serial MMG data obtained from two subjects and show an increase in the CV as the subjects approached labor.

Assessment and prediction of air quality using fuzzy logic and autoregressive models

NASA Astrophysics Data System (ADS)

Carbajal-Hernández, José Juan; Sánchez-Fernández, Luis P.; Carrasco-Ochoa, Jesús A.; Martínez-Trinidad, José Fco.

2012-12-01

In recent years, artificial intelligence methods have been used for the treatment of environmental problems. This work, presents two models for assessment and prediction of air quality. First, we develop a new computational model for air quality assessment in order to evaluate toxic compounds that can harm sensitive people in urban areas, affecting their normal activities. In this model we propose to use a Sigma operator to statistically asses air quality parameters using their historical data information and determining their negative impact in air quality based on toxicity limits, frequency average and deviations of toxicological tests. We also introduce a fuzzy inference system to perform parameter classification using a reasoning process and integrating them in an air quality index describing the pollution levels in five stages: excellent, good, regular, bad and danger, respectively. The second model proposed in this work predicts air quality concentrations using an autoregressive model, providing a predicted air quality index based on the fuzzy inference system previously developed. Using data from Mexico City Atmospheric Monitoring System, we perform a comparison among air quality indices developed for environmental agencies and similar models. Our results show that our models are an appropriate tool for assessing site pollution and for providing guidance to improve contingency actions in urban areas.

GSTARI model of BPR assets in West Java, Central Java, and East Java

NASA Astrophysics Data System (ADS)

Susanti, Susi; Sulistijowati Handajani, Sri; Indriati, Diari

2018-05-01

Bank Perkreditan Rakyat (BPR) is a financial institution in Indonesia dealing with Micro, Small, and Medium Enterprises (MSMEs). Though limited to MSMEs, the development of the BPR industry continues to increase. West Java, Central Java, and East Java have high BPR asset development are suspected to be interconnected because of their economic activities as a neighboring provincies. BPR assets are nonstationary time series data that follow the uptrend pattern. Therefore, the suitable model with the data is generalized space time autoregressive integrated (GSTARI) which considers the spatial and time interrelationships. GSTARI model used spatial order 1 and the autoregressive order is obtained of optimal lag which has the smallest value of Akaike information criterion corrected. The correlation test results showed that the location used in this study had a close relationship. Based on the results of model identification, the best model obtained is GSTAR(31)-I(1). The parameter estimation used the ordinary least squares with the selection of significant variables used the stepwise method and the normalization cross correlation weighting. The residual model fulfilled the assumption of white noise and normal multivariate, so the model was appropriate. The average RMSE and MAPE values of the model were 498.75 and 2.48%.

Forecasting intentional wildfires using temporal and spatiotemporal autocorrelations

Treesearch

Jeffrey P. Prestemon; María L. Chas-Amil; Julia M. Touza; Scott L. Goodrick

2012-01-01

We report daily time series models containing both temporal and spatiotemporal lags, which are applied to forecasting intentional wildfires in Galicia, Spain. Models are estimated independently for each of the 19 forest districts in Galicia using a 1999–2003 training dataset and evaluated out-of-sample with a 2004–06 dataset. Poisson autoregressive models of order P –...

Spatial and temporal changes in the structure of groundwater nitrate concentration time series (1935 1999) as demonstrated by autoregressive modelling

NASA Astrophysics Data System (ADS)

Jones, A. L.; Smart, P. L.

2005-08-01

Autoregressive modelling is used to investigate the internal structure of long-term (1935-1999) records of nitrate concentration for five karst springs in the Mendip Hills. There is a significant short term (1-2 months) positive autocorrelation at three of the five springs due to the availability of sufficient nitrate within the soil store to maintain concentrations in winter recharge for several months. The absence of short term (1-2 months) positive autocorrelation in the other two springs is due to the marked contrast in land use between the limestone and swallet parts of the catchment, rapid concentrated recharge from the latter causing short term switching in the dominant water source at the spring and thus fluctuating nitrate concentrations. Significant negative autocorrelation is evident at lags varying from 4 to 7 months through to 14-22 months for individual springs, with positive autocorrelation at 19-20 months at one site. This variable timing is explained by moderation of the exhaustion effect in the soil by groundwater storage, which gives longer residence times in large catchments and those with a dominance of diffuse flow. The lags derived from autoregressive modelling may therefore provide an indication of average groundwater residence times. Significant differences in the structure of the autocorrelation function for successive 10-year periods are evident at Cheddar Spring, and are explained by the effect the ploughing up of grasslands during the Second World War and increased fertiliser usage on available nitrogen in the soil store. This effect is moderated by the influence of summer temperatures on rates of mineralization, and of both summer and winter rainfall on the timing and magnitude of nitrate leaching. The pattern of nitrate leaching also appears to have been perturbed by the 1976 drought.

New Methods for Estimating Seasonal Potential Climate Predictability

NASA Astrophysics Data System (ADS)

Feng, Xia

This study develops two new statistical approaches to assess the seasonal potential predictability of the observed climate variables. One is the univariate analysis of covariance (ANOCOVA) model, a combination of autoregressive (AR) model and analysis of variance (ANOVA). It has the advantage of taking into account the uncertainty of the estimated parameter due to sampling errors in statistical test, which is often neglected in AR based methods, and accounting for daily autocorrelation that is not considered in traditional ANOVA. In the ANOCOVA model, the seasonal signals arising from external forcing are determined to be identical or not to assess any interannual variability that may exist is potentially predictable. The bootstrap is an attractive alternative method that requires no hypothesis model and is available no matter how mathematically complicated the parameter estimator. This method builds up the empirical distribution of the interannual variance from the resamplings drawn with replacement from the given sample, in which the only predictability in seasonal means arises from the weather noise. These two methods are applied to temperature and water cycle components including precipitation and evaporation, to measure the extent to which the interannual variance of seasonal means exceeds the unpredictable weather noise compared with the previous methods, including Leith-Shukla-Gutzler (LSG), Madden, and Katz. The potential predictability of temperature from ANOCOVA model, bootstrap, LSG and Madden exhibits a pronounced tropical-extratropical contrast with much larger predictability in the tropics dominated by El Nino/Southern Oscillation (ENSO) than in higher latitudes where strong internal variability lowers predictability. Bootstrap tends to display highest predictability of the four methods, ANOCOVA lies in the middle, while LSG and Madden appear to generate lower predictability. Seasonal precipitation from ANOCOVA, bootstrap, and Katz, resembling that for temperature, is more predictable over the tropical regions, and less predictable in extropics. Bootstrap and ANOCOVA are in good agreement with each other, both methods generating larger predictability than Katz. The seasonal predictability of evaporation over land bears considerably similarity with that of temperature using ANOCOVA, bootstrap, LSG and Madden. The remote SST forcing and soil moisture reveal substantial seasonality in their relations with the potentially predictable seasonal signals. For selected regions, either SST or soil moisture or both shows significant relationships with predictable signals, hence providing indirect insight on slowly varying boundary processes involved to enable useful seasonal climate predication. A multivariate analysis of covariance (MANOCOVA) model is established to identify distinctive predictable patterns, which are uncorrelated with each other. Generally speaking, the seasonal predictability from multivariate model is consistent with that from ANOCOVA. Besides unveiling the spatial variability of predictability, MANOCOVA model also reveals the temporal variability of each predictable pattern, which could be linked to the periodic oscillations.

Landfalling Atmospheric Rivers in California—Historical and Future Impacts

NASA Astrophysics Data System (ADS)

Dettinger, M. D.; Ralph, F. M.

2014-12-01

During the past decade, a wide range of insights about the character and causes of extreme orographic precipitation in California has emerged, based on our growing understanding of the presence, mechanisms and impacts of "atmospheric rivers" (ARs) in the extratropical atmosphere. When an AR reaches and encounters the Coastal Ranges and Sierra Nevada of California, the resulting orographically driven storms are key players in many important weather, hydrologic and ecological processes in the State, including floods and floodplain inundations, droughts, groundwater recharge, and surface-water resources (see table). The intensities, storm totals, geographical distributions and impacts of AR storms in California are determined by many factors, including among the most straightforward: The numbers of ARs making landfall each year The amounts of vapor being transported by the ARs The direction of vapor transport by the AR relative to perpendiculars to the mountain ranges (for maximum uplift) The duration of AR passage overhead of a given location The temperature of an AR as a determinant of snowline altitudes The stability of the atmosphere within which the AR is embedded The closeness of the air in the AR to saturation (how much uplift is needed to drive intense precipitation) ARs are present in weather forecast models as well as in the long-range climate models used to project future climate changes in response to increasing greenhouse-gas concentrations in the atmosphere. Research into the future of ARs over California was first reported in the literature in 2011 (based on IPCC AR4 climate models) and is being extended now (to IPCC AR5 models) to assess projected changes in the full range of factors listed above with the aim of predicting how climate change will affect these important storms and their impacts in coming decades.

Smoothing strategies combined with ARIMA and neural networks to improve the forecasting of traffic accidents.

PubMed

Barba, Lida; Rodríguez, Nibaldo; Montt, Cecilia

2014-01-01

Two smoothing strategies combined with autoregressive integrated moving average (ARIMA) and autoregressive neural networks (ANNs) models to improve the forecasting of time series are presented. The strategy of forecasting is implemented using two stages. In the first stage the time series is smoothed using either, 3-point moving average smoothing, or singular value Decomposition of the Hankel matrix (HSVD). In the second stage, an ARIMA model and two ANNs for one-step-ahead time series forecasting are used. The coefficients of the first ANN are estimated through the particle swarm optimization (PSO) learning algorithm, while the coefficients of the second ANN are estimated with the resilient backpropagation (RPROP) learning algorithm. The proposed models are evaluated using a weekly time series of traffic accidents of Valparaíso, Chilean region, from 2003 to 2012. The best result is given by the combination HSVD-ARIMA, with a MAPE of 0:26%, followed by MA-ARIMA with a MAPE of 1:12%; the worst result is given by the MA-ANN based on PSO with a MAPE of 15:51%.

Linear and nonlinear trending and prediction for AVHRR time series data

NASA Technical Reports Server (NTRS)

Smid, J.; Volf, P.; Slama, M.; Palus, M.

1995-01-01

The variability of AVHRR calibration coefficient in time was analyzed using algorithms of linear and non-linear time series analysis. Specifically we have used the spline trend modeling, autoregressive process analysis, incremental neural network learning algorithm and redundancy functional testing. The analysis performed on available AVHRR data sets revealed that (1) the calibration data have nonlinear dependencies, (2) the calibration data depend strongly on the target temperature, (3) both calibration coefficients and the temperature time series can be modeled, in the first approximation, as autonomous dynamical systems, (4) the high frequency residuals of the analyzed data sets can be best modeled as an autoregressive process of the 10th degree. We have dealt with a nonlinear identification problem and the problem of noise filtering (data smoothing). The system identification and filtering are significant problems for AVHRR data sets. The algorithms outlined in this study can be used for the future EOS missions. Prediction and smoothing algorithms for time series of calibration data provide a functional characterization of the data. Those algorithms can be particularly useful when calibration data are incomplete or sparse.

Comparison of Two Hybrid Models for Forecasting the Incidence of Hemorrhagic Fever with Renal Syndrome in Jiangsu Province, China.

PubMed

Wu, Wei; Guo, Junqiao; An, Shuyi; Guan, Peng; Ren, Yangwu; Xia, Linzi; Zhou, Baosen

2015-01-01

Cases of hemorrhagic fever with renal syndrome (HFRS) are widely distributed in eastern Asia, especially in China, Russia, and Korea. It is proved to be a difficult task to eliminate HFRS completely because of the diverse animal reservoirs and effects of global warming. Reliable forecasting is useful for the prevention and control of HFRS. Two hybrid models, one composed of nonlinear autoregressive neural network (NARNN) and autoregressive integrated moving average (ARIMA) the other composed of generalized regression neural network (GRNN) and ARIMA were constructed to predict the incidence of HFRS in the future one year. Performances of the two hybrid models were compared with ARIMA model. The ARIMA, ARIMA-NARNN ARIMA-GRNN model fitted and predicted the seasonal fluctuation well. Among the three models, the mean square error (MSE), mean absolute error (MAE) and mean absolute percentage error (MAPE) of ARIMA-NARNN hybrid model was the lowest both in modeling stage and forecasting stage. As for the ARIMA-GRNN hybrid model, the MSE, MAE and MAPE of modeling performance and the MSE and MAE of forecasting performance were less than the ARIMA model, but the MAPE of forecasting performance did not improve. Developing and applying the ARIMA-NARNN hybrid model is an effective method to make us better understand the epidemic characteristics of HFRS and could be helpful to the prevention and control of HFRS.

Forecasting Natural Gas Prices Using Wavelets, Time Series, and Artificial Neural Networks

PubMed Central

2015-01-01

Following the unconventional gas revolution, the forecasting of natural gas prices has become increasingly important because the association of these prices with those of crude oil has weakened. With this as motivation, we propose some modified hybrid models in which various combinations of the wavelet approximation, detail components, autoregressive integrated moving average, generalized autoregressive conditional heteroskedasticity, and artificial neural network models are employed to predict natural gas prices. We also emphasize the boundary problem in wavelet decomposition, and compare results that consider the boundary problem case with those that do not. The empirical results show that our suggested approach can handle the boundary problem, such that it facilitates the extraction of the appropriate forecasting results. The performance of the wavelet-hybrid approach was superior in all cases, whereas the application of detail components in the forecasting was only able to yield a small improvement in forecasting performance. Therefore, forecasting with only an approximation component would be acceptable, in consideration of forecasting efficiency. PMID:26539722

Prediction of municipal solid waste generation using nonlinear autoregressive network.

PubMed

Younes, Mohammad K; Nopiah, Z M; Basri, N E Ahmad; Basri, H; Abushammala, Mohammed F M; Maulud, K N A

2015-12-01

Most of the developing countries have solid waste management problems. Solid waste strategic planning requires accurate prediction of the quality and quantity of the generated waste. In developing countries, such as Malaysia, the solid waste generation rate is increasing rapidly, due to population growth and new consumption trends that characterize society. This paper proposes an artificial neural network (ANN) approach using feedforward nonlinear autoregressive network with exogenous inputs (NARX) to predict annual solid waste generation in relation to demographic and economic variables like population number, gross domestic product, electricity demand per capita and employment and unemployment numbers. In addition, variable selection procedures are also developed to select a significant explanatory variable. The model evaluation was performed using coefficient of determination (R(2)) and mean square error (MSE). The optimum model that produced the lowest testing MSE (2.46) and the highest R(2) (0.97) had three inputs (gross domestic product, population and employment), eight neurons and one lag in the hidden layer, and used Fletcher-Powell's conjugate gradient as the training algorithm.

Increase in suicides the months after the death of Robin Williams in the US

PubMed Central

Santaella-Tenorio, Julian; Keyes, Katherine M.

2018-01-01

Investigating suicides following the death of Robin Williams, a beloved actor and comedian, on August 11th, 2014, we used time-series analysis to estimate the expected number of suicides during the months following Williams’ death. Monthly suicide count data in the US (1999–2015) were from the Centers for Disease Control and Prevention Wide-ranging ONline Data for Epidemiologic Research (CDC WONDER). Expected suicides were calculated using a seasonal autoregressive integrated moving averages model to account for both the seasonal patterns and autoregression. Time-series models indicated that we would expect 16,849 suicides from August to December 2014; however, we observed 18,690 suicides in that period, suggesting an excess of 1,841 cases (9.85% increase). Although excess suicides were observed across gender and age groups, males and persons aged 30–44 had the greatest increase in excess suicide events. This study documents associations between Robin Williams’ death and suicide deaths in the population thereafter. PMID:29415016

Forecasting Natural Gas Prices Using Wavelets, Time Series, and Artificial Neural Networks.

PubMed

Jin, Junghwan; Kim, Jinsoo

2015-01-01

Following the unconventional gas revolution, the forecasting of natural gas prices has become increasingly important because the association of these prices with those of crude oil has weakened. With this as motivation, we propose some modified hybrid models in which various combinations of the wavelet approximation, detail components, autoregressive integrated moving average, generalized autoregressive conditional heteroskedasticity, and artificial neural network models are employed to predict natural gas prices. We also emphasize the boundary problem in wavelet decomposition, and compare results that consider the boundary problem case with those that do not. The empirical results show that our suggested approach can handle the boundary problem, such that it facilitates the extraction of the appropriate forecasting results. The performance of the wavelet-hybrid approach was superior in all cases, whereas the application of detail components in the forecasting was only able to yield a small improvement in forecasting performance. Therefore, forecasting with only an approximation component would be acceptable, in consideration of forecasting efficiency.

Evaluation of simulated ocean carbon in the CMIP5 earth system models

NASA Astrophysics Data System (ADS)

Orr, James; Brockmann, Patrick; Seferian, Roland; Servonnat, Jérôme; Bopp, Laurent

2013-04-01

We maintain a centralized model output archive containing output from the previous generation of Earth System Models (ESMs), 7 models used in the IPCC AR4 assessment. Output is in a common format located on a centralized server and is publicly available through a web interface. Through the same interface, LSCE/IPSL has also made available output from the Coupled Model Intercomparison Project (CMIP5), the foundation for the ongoing IPCC AR5 assessment. The latter includes ocean biogeochemical fields from more than 13 ESMs. Modeling partners across 3 EU projects refer to the combined AR4-AR5 archive and comparison as OCMIP5, building on previous phases of OCMIP (Ocean Carbon Cycle Intercomparison Project) and making a clear link to IPCC AR5 (CMIP5). While now focusing on assessing the latest generation of results (AR5, CMIP5), this effort is also able to put them in context (AR4). For model comparison and evaluation, we have also stored computed derived variables (e.g., those needed to assess ocean acidification) and key fields regridded to a common 1°x1° grid, thus complementing the standard CMIP5 archive. The combined AR4-AR5 output (OCMIP5) has been used to compute standard quantitative metrics, both global and regional, and those have been synthesized with summary diagrams. In addition, for key biogeochemical fields we have deconvolved spatiotemporal components of the mean square error in order to constrain which models go wrong where. Here we will detail results from these evaluations which have exploited gridded climatological data. The archive, interface, and centralized evaluation provide a solid technical foundation, upon which collaboration and communication is being broadened in the ocean biogeochemical modeling community. Ultimately we aim to encourage wider use of the OCMIP5 archive.

Three-Month Real-Time Dengue Forecast Models: An Early Warning System for Outbreak Alerts and Policy Decision Support in Singapore.

PubMed

Shi, Yuan; Liu, Xu; Kok, Suet-Yheng; Rajarethinam, Jayanthi; Liang, Shaohong; Yap, Grace; Chong, Chee-Seng; Lee, Kim-Sung; Tan, Sharon S Y; Chin, Christopher Kuan Yew; Lo, Andrew; Kong, Waiming; Ng, Lee Ching; Cook, Alex R

2016-09-01

With its tropical rainforest climate, rapid urbanization, and changing demography and ecology, Singapore experiences endemic dengue; the last large outbreak in 2013 culminated in 22,170 cases. In the absence of a vaccine on the market, vector control is the key approach for prevention. We sought to forecast the evolution of dengue epidemics in Singapore to provide early warning of outbreaks and to facilitate the public health response to moderate an impending outbreak. We developed a set of statistical models using least absolute shrinkage and selection operator (LASSO) methods to forecast the weekly incidence of dengue notifications over a 3-month time horizon. This forecasting tool used a variety of data streams and was updated weekly, including recent case data, meteorological data, vector surveillance data, and population-based national statistics. The forecasting methodology was compared with alternative approaches that have been proposed to model dengue case data (seasonal autoregressive integrated moving average and step-down linear regression) by fielding them on the 2013 dengue epidemic, the largest on record in Singapore. Operationally useful forecasts were obtained at a 3-month lag using the LASSO-derived models. Based on the mean average percentage error, the LASSO approach provided more accurate forecasts than the other methods we assessed. We demonstrate its utility in Singapore's dengue control program by providing a forecast of the 2013 outbreak for advance preparation of outbreak response. Statistical models built using machine learning methods such as LASSO have the potential to markedly improve forecasting techniques for recurrent infectious disease outbreaks such as dengue. Shi Y, Liu X, Kok SY, Rajarethinam J, Liang S, Yap G, Chong CS, Lee KS, Tan SS, Chin CK, Lo A, Kong W, Ng LC, Cook AR. 2016. Three-month real-time dengue forecast models: an early warning system for outbreak alerts and policy decision support in Singapore. Environ Health Perspect 124:1369-1375; http://dx.doi.org/10.1289/ehp.1509981.

TALEN-engineered AR gene rearrangements reveal endocrine uncoupling of androgen receptor in prostate cancer

PubMed Central

Nyquist, Michael D.; Li, Yingming; Hwang, Tae Hyun; Manlove, Luke S.; Vessella, Robert L.; Silverstein, Kevin A. T.; Voytas, Daniel F.; Dehm, Scott M.

2013-01-01

Androgen receptor (AR) target genes direct development and survival of the prostate epithelial lineage, including prostate cancer (PCa). Thus, endocrine therapies that inhibit the AR ligand-binding domain (LBD) are effective in treating PCa. AR transcriptional reactivation is central to resistance, as evidenced by the efficacy of AR retargeting in castration-resistant PCa (CRPC) with next-generation endocrine therapies abiraterone and enzalutamide. However, resistance to abiraterone and enzalutamide limits this efficacy in most men, and PCa remains the second-leading cause of male cancer deaths. Here we show that AR gene rearrangements in CRPC tissues underlie a completely androgen-independent, yet AR-dependent, resistance mechanism. We discovered intragenic AR gene rearrangements in CRPC tissues, which we modeled using transcription activator-like effector nuclease (TALEN)-mediated genome engineering. This modeling revealed that these AR gene rearrangements blocked full-length AR synthesis, but promoted expression of truncated AR variant proteins lacking the AR ligand-binding domain. Furthermore, these AR variant proteins maintained the constitutive activity of the AR transcriptional program and a CRPC growth phenotype independent of full-length AR or androgens. These findings demonstrate that AR gene rearrangements are a unique resistance mechanism by which AR transcriptional activity can be uncoupled from endocrine regulation in CRPC. PMID:24101480

A multivariate auto-regressive combined-harmonics analysis and its application to ozone time series data

NASA Astrophysics Data System (ADS)

Yang, Eun-Su

2001-07-01

A new statistical approach is used to analyze Dobson Umkehr layer-ozone measurements at Arosa for 1979-1996 and Total Ozone Mapping Spectrometer (TOMS) Version 7 zonal mean ozone for 1979-1993, accounting for stratospheric aerosol optical depth (SAOD), quasi-biennial oscillation (QBO), and solar flux effects. A stepwise regression scheme selects statistically significant periodicities caused by season, SAOD, QBO, and solar variations and filters them out. Auto-regressive (AR) terms are included in ozone residuals and time lags are assumed for the residuals of exogenous variables. Then, the magnitudes of responses of ozone to the SAOD, QBO, and solar index (SI) series are derived from the stationary time series of the residuals. These Multivariate Auto-Regressive Combined Harmonics (MARCH) processes possess the following significant advantages: (1)the ozone trends are estimated more precisely than the previous methods; (2)the influences of the exogenous SAOD, QBO, and solar variations are clearly separated at various time lags; (3)the collinearity of the exogenous variables in the regression is significantly reduced; and (4)the probability of obtaining misleading correlations between ozone and exogenous times series is reduced. The MARCH results indicate that the Umkehr ozone response to SAOD (not a real ozone response but rather an optical interference effect), QBO, and solar effects is driven by combined dynamical radiative-chemical processes. These results are independently confirmed using the revised Standard models that include aerosol and solar forcing mechanisms with all possible time lags but not by the Standard model when restricted to a zero time lag in aerosol and solar ozone forcings. As for Dobson Umkehr ozone measurements at Arosa, the aerosol effects are most significant in layers 8, 7, and 6 with no time lag, as is to be expected due to the optical contamination of Umkehr measurements by SAOD. The QBO and solar UV effects appear in all layers 4-8, and in total ozone. In order to account for annual modulation of the equatorial winds that affects ozone at midlatitudes, a new QBO proxy is selected and applied to the Dobson Umkehr measurements at Arosa. The QBO proxy turns out to be more effective to filter the modulated ozone signals at midlatitudes than the mostly used QBO proxy, the Singapore winds at 30 mb. A statistically significant negative phase relationship is found between solar UV variation and ozone response, especially in layer 4, implying dynamical effects of solar variations on ozone at midlatitudes. Linear negative trends in ozone of -7.8 +/- 1.1 and -5.2 +/- 1.4 [%/decade +/- 2σ] are calculated in layers 7 (~35 km) and 8 (~40 km), respectively, for the period of 1979-1996, with smaller trends of -2.2 +/- 1.0, 1.8 +/- 0.9, and -1.4 +/- 1.1 in layers 6 (~30 km), 5 (~25 km), and 4 (~20 km), respectively. A trend in total ozone (layers 1 through 10) of -2.9 +/- 1.2 [%/decade +/- 2σ] is found over this same period. The aerosol effects obtained from the TOMS zonal means become significant at midlatitudes. QBO ozone contributes to the TOMS zonal means by +/-2 to 4% of their means. The negative solar ozone responses are also found at midlatitudes from the TOMS measurements. The most negative trends from TOMS zonal means are about -6.3 +/- 0.6%/decade at 40-50°N.

Novel galeterone analogs act independently of AR and AR-V7 for the activation of the unfolded protein response and induction of apoptosis in the CWR22Rv1 prostate cancer cell model.

PubMed

McCarty, David J; Huang, Weiliang; Kane, Maureen A; Purushottamachar, Puranik; Gediya, Lalji K; Njar, Vincent C O

2017-10-24

The androgen receptor (AR) has long been the primary target for the treatment of prostate cancer (PC). Despite continuous efforts to block AR activity through ligand depletion, AR antagonism, AR depletion and combinations thereof, advanced PC tumors remain resilient. Herein, we evaluate two galeterone analogs, VNPT-178 and VNLG-74A, in PC cell models of diverse androgen and AR dependence attempting to delineate their mechanisms of action and potential clinical utility. Employing basic biochemical techniques, we determined that both analogs have improved antiproliferative and anti-AR activities compared to FDA-approved abiraterone and enzalutamide. However, induction of apoptosis in these models is independent of the AR and its truncated variant, AR-V7, and instead likely results from sustained endoplasmic reticulum stress and deregulated calcium homeostasis. Using in silico molecular docking, we predict VNPT-178 and VNLG-74A bind the ATPase domain of BiP/Grp78 and Hsp70-1A with greater affinity than the AR. Disruption of 70 kDa heat shock protein function may be the underlying mechanism of action for these galeterone analogs. Therefore, despite simultaneously antagonizing AR activity, AR and/or AR-V7 expression alone may inadequately predict a patient's response to treatment with VNPT-178 or VNLG-74A. Future studies evaluating the context-specific limitations of these compounds may provide clarity for their clinical application.

Growth Inhibition by Testosterone in an Androgen Receptor Splice Variant-Driven Prostate Cancer Model.

PubMed

Nakata, Daisuke; Nakayama, Kazuhide; Masaki, Tsuneo; Tanaka, Akira; Kusaka, Masami; Watanabe, Tatsuya

2016-12-01

Castration resistance creates a significant problem in the treatment of prostate cancer. Constitutively active splice variants of androgen receptor (AR) have emerged as drivers for resistance to androgen deprivation therapy, including the next-generation androgen-AR axis inhibitors abiraterone and enzalutamide. In this study, we describe the characteristics of a novel castration-resistant prostate cancer (CRPC) model, designated JDCaP-hr (hormone refractory). JDCaP-hr was established from an androgen-dependent JDCaP xenograft model after surgical castration. The expression of AR and its splice variants in JDCaP-hr was evaluated by immunoblotting and quantitative reverse transcription-polymerase chain reaction. The effects of AR antagonists and testosterone on JDCaP-hr were evaluated in vivo and in vitro. The roles of full-length AR (AR-FL) and AR-V7 in JDCaP-hr cell growth were evaluated using RNA interference. JDCaP-hr acquired a C-terminally truncated AR protein during progression from the parental JDCaP. The expression of AR-FL and AR-V7 mRNA was upregulated by 10-fold in JDCaP-hr compared with that in JDCaP, indicating that the JDCaP and JDCaP-hr models simulate castration resistance with some clinical features, such as overexpression of AR and its splice variants. The AR antagonist bicalutamide did not affect JDCaP-hr xenograft growth, and importantly, testosterone induced tumor regression. In vitro analysis demonstrated that androgen-independent prostate-specific antigen secretion and cell proliferation of JDCaP-hr were predominantly mediated by AR-V7. JDCaP-hr cell growth displayed a bell-shaped dependence on testosterone, and it was suppressed by physiological concentrations of testosterone. Testosterone induced rapid downregulation of both AR-FL and AR-V7 expression at physiological concentrations and suppressed expression of the AR target gene KLK3. Our findings support the clinical value of testosterone therapy, including bipolar androgen therapy, in the treatment of AR-overexpressed CRPC driven by AR splice variants that are not clinically actionable at present. Prostate 76:1536-1545, 2016. © 2016 Wiley Periodicals, Inc. © 2016 Wiley Periodicals, Inc.

Stochastic Parametrization for the Impact of Neglected Variability Patterns

NASA Astrophysics Data System (ADS)

Kaiser, Olga; Hien, Steffen; Achatz, Ulrich; Horenko, Illia

2017-04-01

An efficient description of the gravity wave variability and the related spontaneous emission processes requires an empirical stochastic closure for the impact of neglected variability patterns (subgridscales or SGS). In particular, we focus on the analysis of the IGW emission within a tangent linear model which requires a stochastic SGS parameterization for taking the self interaction of the ageostrophic flow components into account. For this purpose, we identify the best SGS model in terms of exactness and simplicity by deploying a wide range of different data-driven model classes, including standard stationary regression models, autoregression and artificial neuronal networks models - as well as the family of nonstationary models like FEM-BV-VARX model class (Finite Element based vector autoregressive time series analysis with bounded variation of the model parameters). The models are used to investigate the main characteristics of the underlying dynamics and to explore the significant spatial and temporal neighbourhood dependencies. The best SGS model in terms of exactness and simplicity is obtained for the nonstationary FEM-BV-VARX setting, determining only direct spatial and temporal neighbourhood as significant - and allowing to drastically reduce the number of informations that are required for the optimal SGS. Additionally, the models are characterized by sets of vector- and matrix-valued parameters that must be inferred from big data sets provided by simulations - making it a task that can not be solved without deploying high-performance computing facilities (HPC).

Adaptive spline autoregression threshold method in forecasting Mitsubishi car sales volume at PT Srikandi Diamond Motors

NASA Astrophysics Data System (ADS)

Susanti, D.; Hartini, E.; Permana, A.

2017-01-01

Sale and purchase of the growing competition between companies in Indonesian, make every company should have a proper planning in order to win the competition with other companies. One of the things that can be done to design the plan is to make car sales forecast for the next few periods, it’s required that the amount of inventory of cars that will be sold in proportion to the number of cars needed. While to get the correct forecasting, on of the methods that can be used is the method of Adaptive Spline Threshold Autoregression (ASTAR). Therefore, this time the discussion will focus on the use of Adaptive Spline Threshold Autoregression (ASTAR) method in forecasting the volume of car sales in PT.Srikandi Diamond Motors using time series data.In the discussion of this research, forecasting using the method of forecasting value Adaptive Spline Threshold Autoregression (ASTAR) produce approximately correct.

Dynamic GSCA (Generalized Structured Component Analysis) with Applications to the Analysis of Effective Connectivity in Functional Neuroimaging Data

ERIC Educational Resources Information Center

Jung, Kwanghee; Takane, Yoshio; Hwang, Heungsun; Woodward, Todd S.

2012-01-01

We propose a new method of structural equation modeling (SEM) for longitudinal and time series data, named Dynamic GSCA (Generalized Structured Component Analysis). The proposed method extends the original GSCA by incorporating a multivariate autoregressive model to account for the dynamic nature of data taken over time. Dynamic GSCA also…

Fault detection using a two-model test for changes in the parameters of an autoregressive time series

NASA Technical Reports Server (NTRS)

Scholtz, P.; Smyth, P.

1992-01-01

This article describes an investigation of a statistical hypothesis testing method for detecting changes in the characteristics of an observed time series. The work is motivated by the need for practical automated methods for on-line monitoring of Deep Space Network (DSN) equipment to detect failures and changes in behavior. In particular, on-line monitoring of the motor current in a DSN 34-m beam waveguide (BWG) antenna is used as an example. The algorithm is based on a measure of the information theoretic distance between two autoregressive models: one estimated with data from a dynamic reference window and one estimated with data from a sliding reference window. The Hinkley cumulative sum stopping rule is utilized to detect a change in the mean of this distance measure, corresponding to the detection of a change in the underlying process. The basic theory behind this two-model test is presented, and the problem of practical implementation is addressed, examining windowing methods, model estimation, and detection parameter assignment. Results from the five fault-transition simulations are presented to show the possible limitations of the detection method, and suggestions for future implementation are given.

Aurora A regulates expression of AR-V7 in models of castrate resistant prostate cancer.

PubMed

Jones, Dominic; Noble, Martin; Wedge, Steve R; Robson, Craig N; Gaughan, Luke

2017-02-16

Androgen receptor variants (AR-Vs) provide a mechanism of therapy evasion in castrate-resistant prostate cancer (CRPC), yet mechanisms of regulation remain largely unknown. Here we investigate the role of Aurora A kinase on AR-Vs in models of CRPC and show depletion of Aurora A reduces AR-V target gene expression. Importantly, knockdown of Aurora A reconfigures splicing of AR pre-mRNA to discriminately down-regulate synthesis of AR-V transcripts, including AR-V7, without effecting full-length AR mRNA; and as a consequence, AR-V-driven proliferation and survival of CRPC cells is markedly reduced. Critically, these effects are reproduced by Aurora A inhibition. We show that Aurora A levels increase in advanced disease and AURKA is an AR-V target gene demonstrating a positive feedback mechanism of androgenic signalling in CRPC. In all, our data suggests that Aurora A plays a pivotal role in regulation of AR-V7 expression and represents a new therapeutic target in CRPC.

Aurora A regulates expression of AR-V7 in models of castrate resistant prostate cancer

PubMed Central

Jones, Dominic; Noble, Martin; Wedge, Steve R.; Robson, Craig N.; Gaughan, Luke

2017-01-01

Androgen receptor variants (AR-Vs) provide a mechanism of therapy evasion in castrate-resistant prostate cancer (CRPC), yet mechanisms of regulation remain largely unknown. Here we investigate the role of Aurora A kinase on AR-Vs in models of CRPC and show depletion of Aurora A reduces AR-V target gene expression. Importantly, knockdown of Aurora A reconfigures splicing of AR pre-mRNA to discriminately down-regulate synthesis of AR-V transcripts, including AR-V7, without effecting full-length AR mRNA; and as a consequence, AR-V-driven proliferation and survival of CRPC cells is markedly reduced. Critically, these effects are reproduced by Aurora A inhibition. We show that Aurora A levels increase in advanced disease and AURKA is an AR-V target gene demonstrating a positive feedback mechanism of androgenic signalling in CRPC. In all, our data suggests that Aurora A plays a pivotal role in regulation of AR-V7 expression and represents a new therapeutic target in CRPC. PMID:28205582

The quadriceps muscle of knee joint modelling Using Hybrid Particle Swarm Optimization-Neural Network (PSO-NN)

NASA Astrophysics Data System (ADS)

Kamaruddin, Saadi Bin Ahmad; Marponga Tolos, Siti; Hee, Pah Chin; Ghani, Nor Azura Md; Ramli, Norazan Mohamed; Nasir, Noorhamizah Binti Mohamed; Ksm Kader, Babul Salam Bin; Saiful Huq, Mohammad

2017-03-01

Neural framework has for quite a while been known for its ability to handle a complex nonlinear system without a logical model and can learn refined nonlinear associations gives. Theoretically, the most surely understood computation to set up the framework is the backpropagation (BP) count which relies on upon the minimization of the mean square error (MSE). However, this algorithm is not totally efficient in the presence of outliers which usually exist in dynamic data. This paper exhibits the modelling of quadriceps muscle model by utilizing counterfeit smart procedures named consolidated backpropagation neural network nonlinear autoregressive (BPNN-NAR) and backpropagation neural network nonlinear autoregressive moving average (BPNN-NARMA) models in view of utilitarian electrical incitement (FES). We adapted particle swarm optimization (PSO) approach to enhance the performance of backpropagation algorithm. In this research, a progression of tests utilizing FES was led. The information that is gotten is utilized to build up the quadriceps muscle model. 934 preparing information, 200 testing and 200 approval information set are utilized as a part of the improvement of muscle model. It was found that both BPNN-NAR and BPNN-NARMA performed well in modelling this type of data. As a conclusion, the neural network time series models performed reasonably efficient for non-linear modelling such as active properties of the quadriceps muscle with one input, namely output namely muscle force.

Neural net forecasting for geomagnetic activity

NASA Technical Reports Server (NTRS)

Hernandez, J. V.; Tajima, T.; Horton, W.

1993-01-01

We use neural nets to construct nonlinear models to forecast the AL index given solar wind and interplanetary magnetic field (IMF) data. We follow two approaches: (1) the state space reconstruction approach, which is a nonlinear generalization of autoregressive-moving average models (ARMA) and (2) the nonlinear filter approach, which reduces to a moving average model (MA) in the linear limit. The database used here is that of Bargatze et al. (1985).

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

Three Dimensional Object Recognition Using a Complex Autoregressive Model

DTIC Science & Technology

1993-12-01

3.4.2 Template Matching Algorithm ...................... 3-16 3.4.3 K-Nearest-Neighbor ( KNN ) Techniques ................. 3-25 3.4.4 Hidden Markov Model...Neighbor ( KNN ) Test Results ...................... 4-13 4.2.1 Single-Look 1-NN Testing .......................... 4-14 4.2.2 Multiple-Look 1-NN Testing...4-15 4.2.3 Discussion of KNN Test Results ...................... 4-15 4.3 Hidden Markov Model (HMM) Test Results

Measuring the Perceived Quality of an AR-Based Learning Application: A Multidimensional Model

ERIC Educational Resources Information Center

Pribeanu, Costin; Balog, Alexandru; Iordache, Dragos Daniel

2017-01-01

Augmented reality (AR) technologies could enhance learning in several ways. The quality of an AR-based educational platform is a combination of key features that manifests in usability, usefulness, and enjoyment for the learner. In this paper, we present a multidimensional model to measure the quality of an AR-based application as perceived by…

Road traffic accidents prediction modelling: An analysis of Anambra State, Nigeria.

PubMed

Ihueze, Chukwutoo C; Onwurah, Uchendu O

2018-03-01

One of the major problems in the world today is the rate of road traffic crashes and deaths on our roads. Majority of these deaths occur in low-and-middle income countries including Nigeria. This study analyzed road traffic crashes in Anambra State, Nigeria with the intention of developing accurate predictive models for forecasting crash frequency in the State using autoregressive integrated moving average (ARIMA) and autoregressive integrated moving average with explanatory variables (ARIMAX) modelling techniques. The result showed that ARIMAX model outperformed the ARIMA (1,1,1) model generated when their performances were compared using the lower Bayesian information criterion, mean absolute percentage error, root mean square error; and higher coefficient of determination (R-Squared) as accuracy measures. The findings of this study reveal that incorporating human, vehicle and environmental related factors in time series analysis of crash dataset produces a more robust predictive model than solely using aggregated crash count. This study contributes to the body of knowledge on road traffic safety and provides an approach to forecasting using many human, vehicle and environmental factors. The recommendations made in this study if applied will help in reducing the number of road traffic crashes in Nigeria. Copyright © 2017 Elsevier Ltd. All rights reserved.

On the measurement of stability in over-time data.

PubMed

Kenny, D A; Campbell, D T

1989-06-01

In this article, autoregressive models and growth curve models are compared. Autoregressive models are useful because they allow for random change, permit scores to increase or decrease, and do not require strong assumptions about the level of measurement. Three previously presented designs for estimating stability are described: (a) time-series, (b) simplex, and (c) two-wave, one-factor methods. A two-wave, multiple-factor model also is presented, in which the variables are assumed to be caused by a set of latent variables. The factor structure does not change over time and so the synchronous relationships are temporally invariant. The factors do not cause each other and have the same stability. The parameters of the model are the factor loading structure, each variable's reliability, and the stability of the factors. We apply the model to two data sets. For eight cognitive skill variables measured at four times, the 2-year stability is estimated to be .92 and the 6-year stability is .83. For nine personality variables, the 3-year stability is .68. We speculate that for many variables there are two components: one component that changes very slowly (the trait component) and another that changes very rapidly (the state component); thus each variable is a mixture of trait and state. Circumstantial evidence supporting this view is presented.

Fouling resistance prediction using artificial neural network nonlinear auto-regressive with exogenous input model based on operating conditions and fluid properties correlations

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

Biyanto, Totok R.

Fouling in a heat exchanger in Crude Preheat Train (CPT) refinery is an unsolved problem that reduces the plant efficiency, increases fuel consumption and CO{sub 2} emission. The fouling resistance behavior is very complex. It is difficult to develop a model using first principle equation to predict the fouling resistance due to different operating conditions and different crude blends. In this paper, Artificial Neural Networks (ANN) MultiLayer Perceptron (MLP) with input structure using Nonlinear Auto-Regressive with eXogenous (NARX) is utilized to build the fouling resistance model in shell and tube heat exchanger (STHX). The input data of the model aremore » flow rates and temperatures of the streams of the heat exchanger, physical properties of product and crude blend data. This model serves as a predicting tool to optimize operating conditions and preventive maintenance of STHX. The results show that the model can capture the complexity of fouling characteristics in heat exchanger due to thermodynamic conditions and variations in crude oil properties (blends). It was found that the Root Mean Square Error (RMSE) are suitable to capture the nonlinearity and complexity of the STHX fouling resistance during phases of training and validation.« less

Ultra-Short-Term Wind Power Prediction Using a Hybrid Model

NASA Astrophysics Data System (ADS)

Mohammed, E.; Wang, S.; Yu, J.

2017-05-01

This paper aims to develop and apply a hybrid model of two data analytical methods, multiple linear regressions and least square (MLR&LS), for ultra-short-term wind power prediction (WPP), for example taking, Northeast China electricity demand. The data was obtained from the historical records of wind power from an offshore region, and from a wind farm of the wind power plant in the areas. The WPP achieved in two stages: first, the ratios of wind power were forecasted using the proposed hybrid method, and then the transformation of these ratios of wind power to obtain forecasted values. The hybrid model combines the persistence methods, MLR and LS. The proposed method included two prediction types, multi-point prediction and single-point prediction. WPP is tested by applying different models such as autoregressive moving average (ARMA), autoregressive integrated moving average (ARIMA) and artificial neural network (ANN). By comparing results of the above models, the validity of the proposed hybrid model is confirmed in terms of error and correlation coefficient. Comparison of results confirmed that the proposed method works effectively. Additional, forecasting errors were also computed and compared, to improve understanding of how to depict highly variable WPP and the correlations between actual and predicted wind power.

Long-Term Prediction of Emergency Department Revenue and Visitor Volume Using Autoregressive Integrated Moving Average Model

PubMed Central

Chen, Chieh-Fan; Ho, Wen-Hsien; Chou, Huei-Yin; Yang, Shu-Mei; Chen, I-Te; Shi, Hon-Yi

2011-01-01

This study analyzed meteorological, clinical and economic factors in terms of their effects on monthly ED revenue and visitor volume. Monthly data from January 1, 2005 to September 30, 2009 were analyzed. Spearman correlation and cross-correlation analyses were performed to identify the correlation between each independent variable, ED revenue, and visitor volume. Autoregressive integrated moving average (ARIMA) model was used to quantify the relationship between each independent variable, ED revenue, and visitor volume. The accuracies were evaluated by comparing model forecasts to actual values with mean absolute percentage of error. Sensitivity of prediction errors to model training time was also evaluated. The ARIMA models indicated that mean maximum temperature, relative humidity, rainfall, non-trauma, and trauma visits may correlate positively with ED revenue, but mean minimum temperature may correlate negatively with ED revenue. Moreover, mean minimum temperature and stock market index fluctuation may correlate positively with trauma visitor volume. Mean maximum temperature, relative humidity and stock market index fluctuation may correlate positively with non-trauma visitor volume. Mean maximum temperature and relative humidity may correlate positively with pediatric visitor volume, but mean minimum temperature may correlate negatively with pediatric visitor volume. The model also performed well in forecasting revenue and visitor volume. PMID:22203886

Long-term prediction of emergency department revenue and visitor volume using autoregressive integrated moving average model.

PubMed

Chen, Chieh-Fan; Ho, Wen-Hsien; Chou, Huei-Yin; Yang, Shu-Mei; Chen, I-Te; Shi, Hon-Yi

2011-01-01

This study analyzed meteorological, clinical and economic factors in terms of their effects on monthly ED revenue and visitor volume. Monthly data from January 1, 2005 to September 30, 2009 were analyzed. Spearman correlation and cross-correlation analyses were performed to identify the correlation between each independent variable, ED revenue, and visitor volume. Autoregressive integrated moving average (ARIMA) model was used to quantify the relationship between each independent variable, ED revenue, and visitor volume. The accuracies were evaluated by comparing model forecasts to actual values with mean absolute percentage of error. Sensitivity of prediction errors to model training time was also evaluated. The ARIMA models indicated that mean maximum temperature, relative humidity, rainfall, non-trauma, and trauma visits may correlate positively with ED revenue, but mean minimum temperature may correlate negatively with ED revenue. Moreover, mean minimum temperature and stock market index fluctuation may correlate positively with trauma visitor volume. Mean maximum temperature, relative humidity and stock market index fluctuation may correlate positively with non-trauma visitor volume. Mean maximum temperature and relative humidity may correlate positively with pediatric visitor volume, but mean minimum temperature may correlate negatively with pediatric visitor volume. The model also performed well in forecasting revenue and visitor volume.

Prostaglandins, steroids and reception (an attempt to model the structure of the active centers of adrenoreception).

PubMed

Podymov, V K; Piruzyan, L A; Gladkikh, S P; Kats, M M; Nizhnii, S V

1980-01-01

On the basis of numerous results of investigations on adrenergic systems, an orientational model of the adrenoreceptor (AR) is postulated. Its active center includes low-molecular-weight components--prostaglandins (PGE, PGF), steroids (cortisone, hydrocortisone), S+-adenosylmethionine, Ca, Mg, and Mn ions. Appraisal of the stereospecific characteristics of such a functional unit of AR explains the difference in the nature and magnitude of the effects of interaction of the catecholamines, their agonists and antagonists will the so-called alpha- and beta-AR. Depending on the organ or tissue in which the AR is located, its protein subunits comprise adenylcyclase (beta-AR) or Na,K-ATPase (alpha-AR). An obligatory component of the AR is catechol-O-methyltransferase. The model elaborated describes satisfactorily the molecular mechanisms of action of many pharmacological agents, explains why attempts to isolate and reconstruct the AR have proved fruitless, and gives grounds for rejecting the hypothesis that there exist steroid, prostaglandin, and purinergic receptors, linking the exceptionally high and diverse activity of these biologically active substances with their participation in adrenoreception among other reasons. A conception of the active centers of the AR as low-molecular-weight entities permits the explanation of such phenomena as the desensitization of the AR, the "interconversion" of beta-AR into alpha-AR with a change in the parameters of the medium, and certain components of the pathogenesis of bronchial asthma, etc.

Androgen Receptor (AR) Physiological Roles in Male and Female Reproductive Systems: Lessons Learned from AR-Knockout Mice Lacking AR in Selective Cells1

PubMed Central

Chang, Chawnshang; Lee, Soo Ok; Wang, Ruey-Sheng; Yeh, Shuyuan; Chang, Ta-Min

2013-01-01

ABSTRACT Androgens/androgen receptor (AR) signaling is involved primarily in the development of male-specific phenotypes during embryogenesis, spermatogenesis, sexual behavior, and fertility during adult life. However, this signaling has also been shown to play an important role in development of female reproductive organs and their functions, such as ovarian folliculogenesis, embryonic implantation, and uterine and breast development. The establishment of the testicular feminization (Tfm) mouse model exploiting the X-linked Tfm mutation in mice has been a good in vivo tool for studying the human complete androgen insensitivity syndrome, but this mouse may not be the perfect in vivo model. Mouse models with various cell-specific AR knockout (ARKO) might allow us to study AR roles in individual types of cells in these male and female reproductive systems, although discrepancies are found in results between labs, probably due to using various Cre mice and/or knocking out AR in different AR domains. Nevertheless, no doubt exists that the continuous development of these ARKO mouse models and careful studies will provide information useful for understanding AR roles in reproductive systems of humans and may help us to develop more effective and more specific therapeutic approaches for reproductive system-related diseases. PMID:23782840

An acceptance model for smart glasses based tourism augmented reality

NASA Astrophysics Data System (ADS)

Obeidy, Waqas Khalid; Arshad, Haslina; Huang, Jiung Yao

2017-10-01

Recent mobile technologies have revolutionized the way people experience their environment. Although, there is only limited research on users' acceptance of AR in the cultural tourism context, previous researchers have explored the opportunities of using augmented reality (AR) in order to enhance user experience. Recent AR research lack works that integrates dimensions which are specific to cultural tourism and smart glass specific context. Hence, this work proposes an AR acceptance model in the context of cultural heritage tourism and smart glasses capable of performing augmented reality. Therefore, in this paper we aim to present an AR acceptance model to understand the AR usage behavior and visiting intention for tourists who use Smart Glass based AR at UNESCO cultural heritage destinations in Malaysia. Furthermore, this paper identifies information quality, technology readiness, visual appeal, and facilitating conditions as external variables and key factors influencing visitors' beliefs, attitudes and usage intention.

Modeling volatility using state space models.

PubMed

Timmer, J; Weigend, A S

1997-08-01

In time series problems, noise can be divided into two categories: dynamic noise which drives the process, and observational noise which is added in the measurement process, but does not influence future values of the system. In this framework, we show that empirical volatilities (the squared relative returns of prices) exhibit a significant amount of observational noise. To model and predict their time evolution adequately, we estimate state space models that explicitly include observational noise. We obtain relaxation times for shocks in the logarithm of volatility ranging from three weeks (for foreign exchange) to three to five months (for stock indices). In most cases, a two-dimensional hidden state is required to yield residuals that are consistent with white noise. We compare these results with ordinary autoregressive models (without a hidden state) and find that autoregressive models underestimate the relaxation times by about two orders of magnitude since they do not distinguish between observational and dynamic noise. This new interpretation of the dynamics of volatility in terms of relaxators in a state space model carries over to stochastic volatility models and to GARCH models, and is useful for several problems in finance, including risk management and the pricing of derivative securities. Data sets used: Olsen & Associates high frequency DEM/USD foreign exchange rates (8 years). Nikkei 225 index (40 years). Dow Jones Industrial Average (25 years).

Multi-model global assessment of subseasonal prediction skill of atmospheric rivers

NASA Astrophysics Data System (ADS)

Deflorio, M. J.

2017-12-01

Atmospheric rivers (ARs) are global phenomena that are characterized by long, narrow plumes of water vapor transport. They are most often observed in the midlatitudes near climatologically active storm track regions. Because of their frequent association with floods, landslides, and other hydrological impacts on society, there is significant incentive at the intersection of academic research, water management, and policymaking to understand the skill with which state-of-the-art operational weather models can predict ARs weeks-to-months in advance. We use the newly assembled Subseasonal-to-Seasonal (S2S) database, which includes extensive hindcast records of eleven operational weather models, to assess global prediction skill of atmospheric rivers on S2S timescales. We develop a metric to assess AR skill that is suitable for S2S timescales by counting the total number of AR days which occur over each model and observational grid cell during a 2-week time window. This "2-week AR occurrence" metric is suitable for S2S prediction skill assessment because it does not consider discrete hourly or daily AR objects, but rather a smoothed representation of AR occurrence over a longer period of time. Our results indicate that several of the S2S models, especially the ECMWF model, show useful prediction skill in the 2-week forecast window, with significant interannual variation in some regions. We also present results from an experimental forecast of S2S AR prediction skill using the ECMWF and NCEP models.

Intraocular Pressure, Blood Pressure, and Retinal Blood Flow Autoregulation: A Mathematical Model to Clarify Their Relationship and Clinical Relevance

PubMed Central

Guidoboni, Giovanna; Harris, Alon; Cassani, Simone; Arciero, Julia; Siesky, Brent; Amireskandari, Annahita; Tobe, Leslie; Egan, Patrick; Januleviciene, Ingrida; Park, Joshua

2014-01-01

Purpose. This study investigates the relationship between intraocular pressure (IOP) and retinal hemodynamics and predicts how arterial blood pressure (BP) and blood flow autoregulation (AR) influence this relationship. Methods. A mathematical model is developed to simulate blood flow in the central retinal vessels and retinal microvasculature as current flowing through a network of resistances and capacitances. Variable resistances describe active and passive diameter changes due to AR and IOP. The model is validated by using clinically measured values of retinal blood flow and velocity. The model simulations for six theoretical patients with high, normal, and low BP (HBP-, NBP-, LBP-) and functional or absent AR (-wAR, -woAR) are compared with clinical data. Results. The model predicts that NBPwAR and HBPwAR patients can regulate retinal blood flow (RBF) as IOP varies between 15 and 23 mm Hg and between 23 and 29 mm Hg, respectively, whereas LBPwAR patients do not adequately regulate blood flow if IOP is 15 mm Hg or higher. Hemodynamic alterations would be noticeable only if IOP changes occur outside of the regulating range, which, most importantly, depend on BP. The model predictions are consistent with clinical data for IOP reduction via surgery and medications and for cases of induced IOP elevation. Conclusions. The theoretical model results suggest that the ability of IOP to induce noticeable changes in retinal hemodynamics depends on the levels of BP and AR of the individual. These predictions might help to explain the inconsistencies found in the clinical literature concerning the relationship between IOP and retinal hemodynamics. PMID:24876284

Intraocular pressure, blood pressure, and retinal blood flow autoregulation: a mathematical model to clarify their relationship and clinical relevance.

PubMed

Guidoboni, Giovanna; Harris, Alon; Cassani, Simone; Arciero, Julia; Siesky, Brent; Amireskandari, Annahita; Tobe, Leslie; Egan, Patrick; Januleviciene, Ingrida; Park, Joshua

2014-05-29

This study investigates the relationship between intraocular pressure (IOP) and retinal hemodynamics and predicts how arterial blood pressure (BP) and blood flow autoregulation (AR) influence this relationship. A mathematical model is developed to simulate blood flow in the central retinal vessels and retinal microvasculature as current flowing through a network of resistances and capacitances. Variable resistances describe active and passive diameter changes due to AR and IOP. The model is validated by using clinically measured values of retinal blood flow and velocity. The model simulations for six theoretical patients with high, normal, and low BP (HBP-, NBP-, LBP-) and functional or absent AR (-wAR, -woAR) are compared with clinical data. The model predicts that NBPwAR and HBPwAR patients can regulate retinal blood flow (RBF) as IOP varies between 15 and 23 mm Hg and between 23 and 29 mm Hg, respectively, whereas LBPwAR patients do not adequately regulate blood flow if IOP is 15 mm Hg or higher. Hemodynamic alterations would be noticeable only if IOP changes occur outside of the regulating range, which, most importantly, depend on BP. The model predictions are consistent with clinical data for IOP reduction via surgery and medications and for cases of induced IOP elevation. The theoretical model results suggest that the ability of IOP to induce noticeable changes in retinal hemodynamics depends on the levels of BP and AR of the individual. These predictions might help to explain the inconsistencies found in the clinical literature concerning the relationship between IOP and retinal hemodynamics. Copyright 2014 The Association for Research in Vision and Ophthalmology, Inc.

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

Cavanaugh, J.E.; McQuarrie, A.D.; Shumway, R.H.

Conventional methods for discriminating between earthquakes and explosions at regional distances have concentrated on extracting specific features such as amplitude and spectral ratios from the waveforms of the P and S phases. We consider here an optimum nonparametric classification procedure derived from the classical approach to discriminating between two Gaussian processes with unequal spectra. Two robust variations based on the minimum discrimination information statistic and Renyi's entropy are also considered. We compare the optimum classification procedure with various amplitude and spectral ratio discriminants and show that its performance is superior when applied to a small population of 8 land-based earthquakesmore » and 8 mining explosions recorded in Scandinavia. Several parametric characterizations of the notion of complexity based on modeling earthquakes and explosions as autoregressive or modulated autoregressive processes are also proposed and their performance compared with the nonparametric and feature extraction approaches.« less

Augmented reality in a tumor resection model.

PubMed

Chauvet, Pauline; Collins, Toby; Debize, Clement; Novais-Gameiro, Lorraine; Pereira, Bruno; Bartoli, Adrien; Canis, Michel; Bourdel, Nicolas

2018-03-01

Augmented Reality (AR) guidance is a technology that allows a surgeon to see sub-surface structures, by overlaying pre-operative imaging data on a live laparoscopic video. Our objectives were to evaluate a state-of-the-art AR guidance system in a tumor surgical resection model, comparing the accuracy of the resection with and without the system. Our system has three phases. Phase 1: using the MRI images, the kidney's and pseudotumor's surfaces are segmented to construct a 3D model. Phase 2: the intra-operative 3D model of the kidney is computed. Phase 3: the pre-operative and intra-operative models are registered, and the laparoscopic view is augmented with the pre-operative data. We performed a prospective experimental study on ex vivo porcine kidneys. Alginate was injected into the parenchyma to create pseudotumors measuring 4-10 mm. The kidneys were then analyzed by MRI. Next, the kidneys were placed into pelvictrainers, and the pseudotumors were laparoscopically resected. The AR guidance system allows the surgeon to see tumors and margins using classical laparoscopic instruments, and a classical screen. The resection margins were measured microscopically to evaluate the accuracy of resection. Ninety tumors were segmented: 28 were used to optimize the AR software, and 62 were used to randomly compare surgical resection: 29 tumors were resected using AR and 33 without AR. The analysis of our pathological results showed 4 failures (tumor with positive margins) (13.8%) in the AR group, and 10 (30.3%) in the Non-AR group. There was no complete miss in the AR group, while there were 4 complete misses in the non-AR group. In total, 14 (42.4%) tumors were completely missed or had a positive margin in the non-AR group. Our AR system enhances the accuracy of surgical resection, particularly for small tumors. Crucial information such as resection margins and vascularization could also be displayed.

Models for Serially Correlated Over or Underdispersed Unequally Spaced Longitudinal Count Data with Applications to Asthma Inhaler Use

DTIC Science & Technology

2007-08-01

the gamma prior and Poisson counts are conditioned on an unobserved AR( 1 ) process that accounts for the time since the last observation . This model did...to the observation equation. For unequally spaced observations the AR( 1 ) errors are replaced by a continuous time AR( 1 ) process , and the distance...unequal spaced observations are handled in the XJG model by assuming an underlying continuous time AR( 1 ) (CAR(l)) process . It is implemented by

Reciprocal Influences between Parents' Marital Problems and Adolescent Internalizing and Externalizing Behavior

ERIC Educational Resources Information Center

Cui, Ming; Donnellan, M. Brent; Conger, Rand D.

2007-01-01

The present study examines reciprocal associations between marital functioning and adolescent maladjustment using cross-lagged autoregressive models. The research involved 451 early adolescents and their families and used a prospective, longitudinal research design with multi-informant methods. Results indicate that parental conflicts over child…

A Computer Program for the Generation of ARIMA Data

ERIC Educational Resources Information Center

Green, Samuel B.; Noles, Keith O.

1977-01-01

The autoregressive integrated moving averages model (ARIMA) has been applied to time series data in psychological and educational research. A program is described that generates ARIMA data of a known order. The program enables researchers to explore statistical properties of ARIMA data and simulate systems producing time dependent observations.…

Are Math Grades Cyclical?

ERIC Educational Resources Information Center

Adams, Gerald J.; Dial, Micah

1998-01-01

The cyclical nature of mathematics grades was studied for a cohort of elementary school students from a large metropolitan school district in Texas over six years (average cohort size of 8495). The study used an autoregressive integrated moving average (ARIMA) model. Results indicate that grades do exhibit a significant cyclical pattern. (SLD)

Detection of gear cracks in a complex gearbox of wind turbines using supervised bounded component analysis of vibration signals collected from multi-channel sensors

NASA Astrophysics Data System (ADS)

Li, Zhixiong; Yan, Xinping; Wang, Xuping; Peng, Zhongxiao

2016-06-01

In the complex gear transmission systems, in wind turbines a crack is one of the most common failure modes and can be fatal to the wind turbine power systems. A single sensor may suffer with issues relating to its installation position and direction, resulting in the collection of weak dynamic responses of the cracked gear. A multi-channel sensor system is hence applied in the signal acquisition and the blind source separation (BSS) technologies are employed to optimally process the information collected from multiple sensors. However, literature review finds that most of the BSS based fault detectors did not address the dependence/correlation between different moving components in the gear systems; particularly, the popular used independent component analysis (ICA) assumes mutual independence of different vibration sources. The fault detection performance may be significantly influenced by the dependence/correlation between vibration sources. In order to address this issue, this paper presents a new method based on the supervised order tracking bounded component analysis (SOTBCA) for gear crack detection in wind turbines. The bounded component analysis (BCA) is a state of art technology for dependent source separation and is applied limitedly to communication signals. To make it applicable for vibration analysis, in this work, the order tracking has been appropriately incorporated into the BCA framework to eliminate the noise and disturbance signal components. Then an autoregressive (AR) model built with prior knowledge about the crack fault is employed to supervise the reconstruction of the crack vibration source signature. The SOTBCA only outputs one source signal that has the closest distance with the AR model. Owing to the dependence tolerance ability of the BCA framework, interfering vibration sources that are dependent/correlated with the crack vibration source could be recognized by the SOTBCA, and hence, only useful fault information could be preserved in the reconstructed signal. The crack failure thus could be precisely identified by the cyclic spectral correlation analysis. A series of numerical simulations and experimental tests have been conducted to illustrate the advantages of the proposed SOTBCA method for fatigue crack detection. Comparisons to three representative techniques, i.e. Erdogan's BCA (E-BCA), joint approximate diagonalization of eigen-matrices (JADE), and FastICA, have demonstrated the effectiveness of the SOTBCA. Hence the proposed approach is suitable for accurate gear crack detection in practical applications.

[Model of multiple seasonal autoregressive integrated moving average model and its application in prediction of the hand-foot-mouth disease incidence in Changsha].

PubMed

Tan, Ting; Chen, Lizhang; Liu, Fuqiang

2014-11-01

To establish multiple seasonal autoregressive integrated moving average model (ARIMA) according to the hand-foot-mouth disease incidence in Changsha, and to explore the feasibility of the multiple seasonal ARIMA in predicting the hand-foot-mouth disease incidence. EVIEWS 6.0 was used to establish multiple seasonal ARIMA according to the hand-foot- mouth disease incidence from May 2008 to August 2013 in Changsha, and the data of the hand- foot-mouth disease incidence from September 2013 to February 2014 were served as the examined samples of the multiple seasonal ARIMA, then the errors were compared between the forecasted incidence and the real value. Finally, the incidence of hand-foot-mouth disease from March 2014 to August 2014 was predicted by the model. After the data sequence was handled by smooth sequence, model identification and model diagnosis, the multiple seasonal ARIMA (1, 0, 1)×(0, 1, 1)12 was established. The R2 value of the model fitting degree was 0.81, the root mean square prediction error was 8.29 and the mean absolute error was 5.83. The multiple seasonal ARIMA is a good prediction model, and the fitting degree is good. It can provide reference for the prevention and control work in hand-foot-mouth disease.

Forecasting carbon dioxide emissions based on a hybrid of mixed data sampling regression model and back propagation neural network in the USA.

PubMed

Zhao, Xin; Han, Meng; Ding, Lili; Calin, Adrian Cantemir

2018-01-01

The accurate forecast of carbon dioxide emissions is critical for policy makers to take proper measures to establish a low carbon society. This paper discusses a hybrid of the mixed data sampling (MIDAS) regression model and BP (back propagation) neural network (MIDAS-BP model) to forecast carbon dioxide emissions. Such analysis uses mixed frequency data to study the effects of quarterly economic growth on annual carbon dioxide emissions. The forecasting ability of MIDAS-BP is remarkably better than MIDAS, ordinary least square (OLS), polynomial distributed lags (PDL), autoregressive distributed lags (ADL), and auto-regressive moving average (ARMA) models. The MIDAS-BP model is suitable for forecasting carbon dioxide emissions for both the short and longer term. This research is expected to influence the methodology for forecasting carbon dioxide emissions by improving the forecast accuracy. Empirical results show that economic growth has both negative and positive effects on carbon dioxide emissions that last 15 quarters. Carbon dioxide emissions are also affected by their own change within 3 years. Therefore, there is a need for policy makers to explore an alternative way to develop the economy, especially applying new energy policies to establish a low carbon society.

Multilevel Models for Intensive Longitudinal Data with Heterogeneous Autoregressive Errors: The Effect of Misspecification and Correction with Cholesky Transformation

PubMed Central

Jahng, Seungmin; Wood, Phillip K.

2017-01-01

Intensive longitudinal studies, such as ecological momentary assessment studies using electronic diaries, are gaining popularity across many areas of psychology. Multilevel models (MLMs) are most widely used analytical tools for intensive longitudinal data (ILD). Although ILD often have individually distinct patterns of serial correlation of measures over time, inferences of the fixed effects, and random components in MLMs are made under the assumption that all variance and autocovariance components are homogenous across individuals. In the present study, we introduced a multilevel model with Cholesky transformation to model ILD with individually heterogeneous covariance structure. In addition, the performance of the transformation method and the effects of misspecification of heterogeneous covariance structure were investigated through a Monte Carlo simulation. We found that, if individually heterogeneous covariances are incorrectly assumed as homogenous independent or homogenous autoregressive, MLMs produce highly biased estimates of the variance of random intercepts and the standard errors of the fixed intercept and the fixed effect of a level 2 covariate when the average autocorrelation is high. For intensive longitudinal data with individual specific residual covariance, the suggested transformation method showed lower bias in those estimates than the misspecified models when the number of repeated observations within individuals is 50 or more. PMID:28286490

Increased performance in the short-term water demand forecasting through the use of a parallel adaptive weighting strategy

NASA Astrophysics Data System (ADS)

Sardinha-Lourenço, A.; Andrade-Campos, A.; Antunes, A.; Oliveira, M. S.

2018-03-01

Recent research on water demand short-term forecasting has shown that models using univariate time series based on historical data are useful and can be combined with other prediction methods to reduce errors. The behavior of water demands in drinking water distribution networks focuses on their repetitive nature and, under meteorological conditions and similar consumers, allows the development of a heuristic forecast model that, in turn, combined with other autoregressive models, can provide reliable forecasts. In this study, a parallel adaptive weighting strategy of water consumption forecast for the next 24-48 h, using univariate time series of potable water consumption, is proposed. Two Portuguese potable water distribution networks are used as case studies where the only input data are the consumption of water and the national calendar. For the development of the strategy, the Autoregressive Integrated Moving Average (ARIMA) method and a short-term forecast heuristic algorithm are used. Simulations with the model showed that, when using a parallel adaptive weighting strategy, the prediction error can be reduced by 15.96% and the average error by 9.20%. This reduction is important in the control and management of water supply systems. The proposed methodology can be extended to other forecast methods, especially when it comes to the availability of multiple forecast models.

Analysis of potential impacts of climate change on forests of the United States Pacific Northwest

Treesearch

Gregory Latta; Hailemariam Temesgen; Darius Adams; Tara Barrett

2010-01-01

As global climate changes over the next century, forest productivity is expected to change as well. Using PRISM climate and productivity data measured on a grid of 3356 plots, we developed a simultaneous autoregressive model to estimate the impacts of climate change on potential productivity of Pacific Northwest forests of the United States. The model, coupled with...

Machinery running state identification based on discriminant semi-supervised local tangent space alignment for feature fusion and extraction

NASA Astrophysics Data System (ADS)

Su, Zuqiang; Xiao, Hong; Zhang, Yi; Tang, Baoping; Jiang, Yonghua

2017-04-01

Extraction of sensitive features is a challenging but key task in data-driven machinery running state identification. Aimed at solving this problem, a method for machinery running state identification that applies discriminant semi-supervised local tangent space alignment (DSS-LTSA) for feature fusion and extraction is proposed. Firstly, in order to extract more distinct features, the vibration signals are decomposed by wavelet packet decomposition WPD, and a mixed-domain feature set consisted of statistical features, autoregressive (AR) model coefficients, instantaneous amplitude Shannon entropy and WPD energy spectrum is extracted to comprehensively characterize the properties of machinery running state(s). Then, the mixed-dimension feature set is inputted into DSS-LTSA for feature fusion and extraction to eliminate redundant information and interference noise. The proposed DSS-LTSA can extract intrinsic structure information of both labeled and unlabeled state samples, and as a result the over-fitting problem of supervised manifold learning and blindness problem of unsupervised manifold learning are overcome. Simultaneously, class discrimination information is integrated within the dimension reduction process in a semi-supervised manner to improve sensitivity of the extracted fusion features. Lastly, the extracted fusion features are inputted into a pattern recognition algorithm to achieve the running state identification. The effectiveness of the proposed method is verified by a running state identification case in a gearbox, and the results confirm the improved accuracy of the running state identification.

Near Real-Time Event Detection & Prediction Using Intelligent Software Agents

DTIC Science & Technology

2006-03-01

value was 0.06743. Multiple autoregressive integrated moving average ( ARIMA ) models were then build to see if the raw data, differenced data, or...slight improvement. The best adjusted r^2 value was found to be 0.1814. Successful results were not expected from linear or ARIMA -based modelling ...appear, 2005. [63] Mora-Lopez, L., Mora, J., Morales-Bueno, R., et al. Modelling time series of climatic parameters with probabilistic finite

A collisional-radiative model for low-pressure weakly magnetized Ar plasmas

NASA Astrophysics Data System (ADS)

Zhu, Xi-Ming; Tsankov, Tsanko; Czarnetzki, Uwe; Marchuk, Oleksandr

2016-09-01

Collisional-radiative (CR) models are widely investigated in plasma physics for describing the kinetics of reactive species and for optical emission spectroscopy. This work reports a new Ar CR model used in low-pressure (0.01-10 Pa) weakly magnetized (<0.1 Tesla) plasmas, including ECR, helicon, and NLD discharges. In this model 108 realistic levels are individually studied, i.e. 51 lowest levels of the Ar atom and 57 lowest levels of the Ar ion. We abandon the concept of an ``effective level'' usually adopted in previous models for glow discharges. Only in this way the model can correctly predict the non-equilibrium population distribution of close energy levels. In addition to studying atomic metastable and radiative levels, this model describes the kinetic processes of ionic metastable and radiative levels in detail for the first time. This is important for investigation of plasma-surface interaction and for optical diagnostics using atomic and ionic line-ratios. This model could also be used for studying Ar impurities in tokamaks and astrophysical plasmas.

Mantle rare gas relative abundances in a steady-state mass transport model

NASA Technical Reports Server (NTRS)

Porcelli, D.; Wasserburg, G. J.

1994-01-01

A model for He and Xe was presented previously which incorporates mass transfer of rare gases from an undegassed lower mantle (P) and the atmosphere into a degassed upper mantle (D). We extend the model to include Ne and Ar. Model constraints on rare gas relative abundances within P are derived. Discussions of terrestrial volatile acquisition have focused on the rare gas abundance pattern of the atmosphere relative to meteoritic components, and the pattern of rare gases still trapped in the Ear,th is important in identifying volatile capture and loss processes operating during Earth formation. The assumptions and principles of the model are discussed in Wasserburg and Porcelli (this volume). For P, the concentrations in P of the decay/nuclear products 4 He, 21 Ne, 40 Ar, and 136 Xe can be calculated from the concentrations of the parent elements U, Th, K, and Pu. The total concentration of the daughter element in P is proportional to the isotopic shifts in P. For Ar, ((40)Ar/(36)Ar)p - ((40)Ar/(36)Ar)o =Delta (exp 40) p= 40 Cp/(exp 36)C where(i)C(sub j) the concentration of isotope i in j. In D, isotope compositions are the result of mixing rare gases from P, decay/nuclear products generated in the upper mantle, and subducted rare gases (for Ar and Xe).

Parametric and Non-Parametric Vibration-Based Structural Identification Under Earthquake Excitation

NASA Astrophysics Data System (ADS)

Pentaris, Fragkiskos P.; Fouskitakis, George N.

2014-05-01

The problem of modal identification in civil structures is of crucial importance, and thus has been receiving increasing attention in recent years. Vibration-based methods are quite promising as they are capable of identifying the structure's global characteristics, they are relatively easy to implement and they tend to be time effective and less expensive than most alternatives [1]. This paper focuses on the off-line structural/modal identification of civil (concrete) structures subjected to low-level earthquake excitations, under which, they remain within their linear operating regime. Earthquakes and their details are recorded and provided by the seismological network of Crete [2], which 'monitors' the broad region of south Hellenic arc, an active seismic region which functions as a natural laboratory for earthquake engineering of this kind. A sufficient number of seismic events are analyzed in order to reveal the modal characteristics of the structures under study, that consist of the two concrete buildings of the School of Applied Sciences, Technological Education Institute of Crete, located in Chania, Crete, Hellas. Both buildings are equipped with high-sensitivity and accuracy seismographs - providing acceleration measurements - established at the basement (structure's foundation) presently considered as the ground's acceleration (excitation) and at all levels (ground floor, 1st floor, 2nd floor and terrace). Further details regarding the instrumentation setup and data acquisition may be found in [3]. The present study invokes stochastic, both non-parametric (frequency-based) and parametric methods for structural/modal identification (natural frequencies and/or damping ratios). Non-parametric methods include Welch-based spectrum and Frequency response Function (FrF) estimation, while parametric methods, include AutoRegressive (AR), AutoRegressive with eXogeneous input (ARX) and Autoregressive Moving-Average with eXogeneous input (ARMAX) models[4, 5]. Preliminary results indicate that parametric methods are capable of sufficiently providing the structural/modal characteristics such as natural frequencies and damping ratios. The study also aims - at a further level of investigation - to provide a reliable statistically-based methodology for structural health monitoring after major seismic events which potentially cause harming consequences in structures. Acknowledgments This work was supported by the State Scholarships Foundation of Hellas. References [1] J. S. Sakellariou and S. D. Fassois, "Stochastic output error vibration-based damage detection and assessment in structures under earthquake excitation," Journal of Sound and Vibration, vol. 297, pp. 1048-1067, 2006. [2] G. Hloupis, I. Papadopoulos, J. P. Makris, and F. Vallianatos, "The South Aegean seismological network - HSNC," Adv. Geosci., vol. 34, pp. 15-21, 2013. [3] F. P. Pentaris, J. Stonham, and J. P. Makris, "A review of the state-of-the-art of wireless SHM systems and an experimental set-up towards an improved design," presented at the EUROCON, 2013 IEEE, Zagreb, 2013. [4] S. D. Fassois, "Parametric Identification of Vibrating Structures," in Encyclopedia of Vibration, S. G. Braun, D. J. Ewins, and S. S. Rao, Eds., ed London: Academic Press, London, 2001. [5] S. D. Fassois and J. S. Sakellariou, "Time-series methods for fault detection and identification in vibrating structures," Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, vol. 365, pp. 411-448, February 15 2007.

GIS-based analysis and modelling with empirical and remotely-sensed data on coastline advance and retreat

NASA Astrophysics Data System (ADS)

Ahmad, Sajid Rashid

With the understanding that far more research remains to be done on the development and use of innovative and functional geospatial techniques and procedures to investigate coastline changes this thesis focussed on the integration of remote sensing, geographical information systems (GIS) and modelling techniques to provide meaningful insights on the spatial and temporal dynamics of coastline changes. One of the unique strengths of this research was the parameterization of the GIS with long-term empirical and remote sensing data. Annual empirical data from 1941--2007 were analyzed by the GIS, and then modelled with statistical techniques. Data were also extracted from Landsat TM and ETM+ images. The band ratio method was used to extract the coastlines. Topographic maps were also used to extract digital map data. All data incorporated into ArcGIS 9.2 were analyzed with various modules, including Spatial Analyst, 3D Analyst, and Triangulated Irregular Networks. The Digital Shoreline Analysis System was used to analyze and predict rates of coastline change. GIS results showed the spatial locations along the coast that will either advance or retreat over time. The linear regression results highlighted temporal changes which are likely to occur along the coastline. Box-Jenkins modelling procedures were utilized to determine statistical models which best described the time series (1941--2007) of coastline change data. After several iterations and goodness-of-fit tests, second-order spatial cyclic autoregressive models, first-order autoregressive models and autoregressive moving average models were identified as being appropriate for describing the deterministic and random processes operating in Guyana's coastal system. The models highlighted not only cyclical patterns in advance and retreat of the coastline, but also the existence of short and long-term memory processes. Long-term memory processes could be associated with mudshoal propagation and stabilization while short-term memory processes were indicative of transitory hydrodynamic and other processes. An innovative framework for a spatio-temporal information-based system (STIBS) was developed. STIBS incorporated diverse datasets within a GIS, dynamic computer-based simulation models, and a spatial information query and graphical subsystem. Tests of the STIBS proved that it could be used to simulate and visualize temporal variability in shifting morphological states of the coastline.

Comparison of Two Hybrid Models for Forecasting the Incidence of Hemorrhagic Fever with Renal Syndrome in Jiangsu Province, China

PubMed Central

Wu, Wei; Guo, Junqiao; An, Shuyi; Guan, Peng; Ren, Yangwu; Xia, Linzi; Zhou, Baosen

2015-01-01

Background Cases of hemorrhagic fever with renal syndrome (HFRS) are widely distributed in eastern Asia, especially in China, Russia, and Korea. It is proved to be a difficult task to eliminate HFRS completely because of the diverse animal reservoirs and effects of global warming. Reliable forecasting is useful for the prevention and control of HFRS. Methods Two hybrid models, one composed of nonlinear autoregressive neural network (NARNN) and autoregressive integrated moving average (ARIMA) the other composed of generalized regression neural network (GRNN) and ARIMA were constructed to predict the incidence of HFRS in the future one year. Performances of the two hybrid models were compared with ARIMA model. Results The ARIMA, ARIMA-NARNN ARIMA-GRNN model fitted and predicted the seasonal fluctuation well. Among the three models, the mean square error (MSE), mean absolute error (MAE) and mean absolute percentage error (MAPE) of ARIMA-NARNN hybrid model was the lowest both in modeling stage and forecasting stage. As for the ARIMA-GRNN hybrid model, the MSE, MAE and MAPE of modeling performance and the MSE and MAE of forecasting performance were less than the ARIMA model, but the MAPE of forecasting performance did not improve. Conclusion Developing and applying the ARIMA-NARNN hybrid model is an effective method to make us better understand the epidemic characteristics of HFRS and could be helpful to the prevention and control of HFRS. PMID:26270814

Domain size sensitivities of landfalling eastern Pacific atmospheric rivers

NASA Astrophysics Data System (ADS)

McClenny, E. E.; Ullrich, P. A.; Grotjahn, R.; Guan, B.; Waliser, D. E.

2017-12-01

Atmospheric rivers (ARs) concentrate a majority of mid-latitude latent heat transport into narrow bands. ARs making landfall along the North American coast typically originate in the waters surrounding Hawaii. We explore here the effects of explicitly simulating this "genesis region" on AR characteristics. We do this using two models and three domains centered on the North American coast. The Weather Research and Forecast (WRF) model, forced by National Center for Environmental Prediction Final Reanalysis data, provides a representative regional model. The simulation domains include: 1. Just off the coastline (100-130W), 2. The coastline to the Pacific just east of Hawaii (100-155W), and 3. The coastline to the Pacific west of Hawaii (100-180W). The Variable Resolution Community Earth System Model simulates ARs while preserving global interactions. In this global model, "domain" refers to the mesh refinement region, each of which corresponds to one of the three previously described WRF domains. We compare ARs from the wet season (October-April) for water years 2009-2017 in the test models against those found in the Modern Era Retrospective Reanalysis 2 (MERRA2). We objectively detect events with the global AR detection algorithm introduced in Guan and Waliser (2015). Comparisons between all model configurations and the reference MERRA2 data will be assessed by characteristics including landfall location (meridional distributions, including quartile ranges and standard deviations of landfalls across the coast), as well as vapor flux and precipitation (in terms of both the contribution of ARs to the larger regional climatology and any differences in the intensity of individual AR events across runs).

OEDGE modeling of plasma contamination efficiency of Ar puffing from different divertor locations in EAST

NASA Astrophysics Data System (ADS)

Pengfei, ZHANG; Ling, ZHANG; Zhenwei, WU; Zong, XU; Wei, GAO; Liang, WANG; Qingquan, YANG; Jichan, XU; Jianbin, LIU; Hao, QU; Yong, LIU; Juan, HUANG; Chengrui, WU; Yumei, HOU; Zhao, JIN; J, D. ELDER; Houyang, GUO

2018-04-01

Modeling with OEDGE was carried out to assess the initial and long-term plasma contamination efficiency of Ar puffing from different divertor locations, i.e. the inner divertor, the outer divertor and the dome, in the EAST superconducting tokamak for typical ohmic plasma conditions. It was found that the initial Ar contamination efficiency is dependent on the local plasma conditions at the different gas puff locations. However, it quickly approaches a similar steady state value for Ar recycling efficiency >0.9. OEDGE modeling shows that the final equilibrium Ar contamination efficiency is significantly lower for the more closed lower divertor than that for the upper divertor.

Relative risk for HIV in India - An estimate using conditional auto-regressive models with Bayesian approach.

PubMed

Kandhasamy, Chandrasekaran; Ghosh, Kaushik

2017-02-01

Indian states are currently classified into HIV-risk categories based on the observed prevalence counts, percentage of infected attendees in antenatal clinics, and percentage of infected high-risk individuals. This method, however, does not account for the spatial dependence among the states nor does it provide any measure of statistical uncertainty. We provide an alternative model-based approach to address these issues. Our method uses Poisson log-normal models having various conditional autoregressive structures with neighborhood-based and distance-based weight matrices and incorporates all available covariate information. We use R and WinBugs software to fit these models to the 2011 HIV data. Based on the Deviance Information Criterion, the convolution model using distance-based weight matrix and covariate information on female sex workers, literacy rate and intravenous drug users is found to have the best fit. The relative risk of HIV for the various states is estimated using the best model and the states are then classified into the risk categories based on these estimated values. An HIV risk map of India is constructed based on these results. The choice of the final model suggests that an HIV control strategy which focuses on the female sex workers, intravenous drug users and literacy rate would be most effective. Copyright © 2017 Elsevier Ltd. All rights reserved.

Fine structure of the low-frequency spectra of heart rate and blood pressure

PubMed Central

Kuusela, Tom A; Kaila, Timo J; Kähönen, Mika

2003-01-01

Background The aim of this study was to explore the principal frequency components of the heart rate and blood pressure variability in the low frequency (LF) and very low frequency (VLF) band. The spectral composition of the R–R interval (RRI) and systolic arterial blood pressure (SAP) in the frequency range below 0.15 Hz were carefully analyzed using three different spectral methods: Fast Fourier transform (FFT), Wigner-Ville distribution (WVD), and autoregression (AR). All spectral methods were used to create time–frequency plots to uncover the principal spectral components that are least dependent on time. The accurate frequencies of these components were calculated from the pole decomposition of the AR spectral density after determining the optimal model order – the most crucial factor when using this method – with the help of FFT and WVD methods. Results Spectral analysis of the RRI and SAP of 12 healthy subjects revealed that there are always at least three spectral components below 0.15 Hz. The three principal frequency components are 0.026 ± 0.003 (mean ± SD) Hz, 0.076 ± 0.012 Hz, and 0.117 ± 0.016 Hz. These principal components vary only slightly over time. FFT-based coherence and phase-function analysis suggests that the second and third components are related to the baroreflex control of blood pressure, since the phase difference between SAP and RRI was negative and almost constant, whereas the origin of the first component is different since no clear SAP–RRI phase relationship was found. Conclusion The above data indicate that spontaneous fluctuations in heart rate and blood pressure within the standard low-frequency range of 0.04–0.15 Hz typically occur at two frequency components rather than only at one as widely believed, and these components are not harmonically related. This new observation in humans can help explain divergent results in the literature concerning spontaneous low-frequency oscillations. It also raises methodological and computational questions regarding the usability and validity of the low-frequency spectral band when estimating sympathetic activity and baroreflex gain. PMID:14552660

Fine structure of the low-frequency spectra of heart rate and blood pressure.

PubMed

Kuusela, Tom A; Kaila, Timo J; Kähönen, Mika

2003-10-13

The aim of this study was to explore the principal frequency components of the heart rate and blood pressure variability in the low frequency (LF) and very low frequency (VLF) band. The spectral composition of the R-R interval (RRI) and systolic arterial blood pressure (SAP) in the frequency range below 0.15 Hz were carefully analyzed using three different spectral methods: Fast Fourier transform (FFT), Wigner-Ville distribution (WVD), and autoregression (AR). All spectral methods were used to create time-frequency plots to uncover the principal spectral components that are least dependent on time. The accurate frequencies of these components were calculated from the pole decomposition of the AR spectral density after determining the optimal model order--the most crucial factor when using this method--with the help of FFT and WVD methods. Spectral analysis of the RRI and SAP of 12 healthy subjects revealed that there are always at least three spectral components below 0.15 Hz. The three principal frequency components are 0.026 +/- 0.003 (mean +/- SD) Hz, 0.076 +/- 0.012 Hz, and 0.117 +/- 0.016 Hz. These principal components vary only slightly over time. FFT-based coherence and phase-function analysis suggests that the second and third components are related to the baroreflex control of blood pressure, since the phase difference between SAP and RRI was negative and almost constant, whereas the origin of the first component is different since no clear SAP-RRI phase relationship was found. The above data indicate that spontaneous fluctuations in heart rate and blood pressure within the standard low-frequency range of 0.04-0.15 Hz typically occur at two frequency components rather than only at one as widely believed, and these components are not harmonically related. This new observation in humans can help explain divergent results in the literature concerning spontaneous low-frequency oscillations. It also raises methodological and computational questions regarding the usability and validity of the low-frequency spectral band when estimating sympathetic activity and baroreflex gain.

Therapeutic targeting of sunitinib-induced AR phosphorylation in renal cell carcinoma.

PubMed

Adelaiye-Ogala, Remi; Damayanti, Nur P; Orillion, Ashley R; Arisa, Sreevani; Chintala, Sreenivasulu; Titus, Mark A; Kao, Chinghai; Pili, Roberto

2018-03-23

Androgen receptor (AR) plays a crucial role in the development and progression of prostate cancer. AR expression has also been reported in other solid tumors, including renal cell carcinoma (RCC), but its biological role here remains unclear. Through integrative analysis of a reverse phase protein array (RPPA), we discovered increased expression of AR in an RCC patient-derived xenograft model of acquired resistance to the receptor tyrosine kinase inhibitor (RTKi) sunitinib. AR expression was increased in RCC cell lines with either acquired or intrinsic sunitinib resistance in vitro. An AR signaling gene array profiler indicated elevated levels of AR target genes in sunitinib-resistant cells. Sunitinib-induced AR transcriptional activity was associated with increased phosphorylation of serine 81 (pS81) on AR. Additionally, AR overexpression resulted in acquired sunitinib resistance, and the AR antagonist enzalutamide-induced AR degradation and attenuated AR downstream activity in sunitinib-resistant cells, also indicated by decreased secretion of human kallikrein 2 (KLK2). Enzalutamide-induced AR degradation was rescued by either proteasome inhibition or by knockdown of the AR ubiquitin ligase speckle-type POZ protein (SPOP). In vivo treatment with enzalutamide and sunitinib demonstrated that this combination efficiently induced tumor regression in an RCC model following acquired sunitinib resistance. Overall, our results suggest the potential role of AR as a target for therapeutic interventions, in combination with RTKi, to overcome drug resistance in RCC. Copyright ©2018, American Association for Cancer Research.

Characterization of karyopherins in androgen receptor intracellular trafficking in the yeast model

PubMed Central

Nguyen, Minh M; Harmon, Robert M; Wang, Zhou

2014-01-01

Background: Mechanisms regulating androgen receptor (AR) subcellular localization represent an essential component of AR signaling. Karyopherins are a family of nucleocytoplasmic trafficking factors. In this paper, we used the yeast model to study the effects of karyopherins on the subcellular localization of the AR. Methods: Yeast mutants deficient in different nuclear transport factors were transformed with various AR based, GFP tagged constructs and their localization was monitored using microscopy. Results: We showed that yeast can mediate androgen-induced AR nuclear localization and that in addition to the import factor, Importinα/β, this process required the import karyopherin Sxm1. We also showed that a previously identified nuclear export sequence (NESAR) in the ligand binding domain of AR does not appear to rely on karyopherins for cytoplasmic localization. Conclusions: These results suggest that while AR nuclear import relies on karyopherin activity, AR nuclear export and/or cytoplasmic localization may require other undefined mechanisms. PMID:25031696

Insights from zebrafish and mouse models on the activity and safety of ar-turmerone as a potential drug candidate for the treatment of epilepsy.

PubMed

Orellana-Paucar, Adriana Monserrath; Afrikanova, Tatiana; Thomas, Joice; Aibuldinov, Yelaman K; Dehaen, Wim; de Witte, Peter A M; Esguerra, Camila V

2013-01-01

In a previous study, we uncovered the anticonvulsant properties of turmeric oil and its sesquiterpenoids (ar-turmerone, α-, β-turmerone and α-atlantone) in both zebrafish and mouse models of chemically-induced seizures using pentylenetetrazole (PTZ). In this follow-up study, we aimed at evaluating the anticonvulsant activity of ar-turmerone further. A more in-depth anticonvulsant evaluation of ar-turmerone was therefore carried out in the i.v. PTZ and 6-Hz mouse models. The potential toxic effects of ar-turmerone were evaluated using the beam walking test to assess mouse motor function and balance. In addition, determination of the concentration-time profile of ar-turmerone was carried out for a more extended evaluation of its bioavailability in the mouse brain. Ar-turmerone displayed anticonvulsant properties in both acute seizure models in mice and modulated the expression patterns of two seizure-related genes (c-fos and brain-derived neurotrophic factor [bdnf]) in zebrafish. Importantly, no effects on motor function and balance were observed in mice after treatment with ar-turmerone even after administering a dose 500-fold higher than the effective dose in the 6-Hz model. In addition, quantification of its concentration in mouse brains revealed rapid absorption after i.p. administration, capacity to cross the BBB and long-term brain residence. Hence, our results provide additional information on the anticonvulsant properties of ar-turmerone and support further evaluation towards elucidating its mechanism of action, bioavailability, toxicity and potential clinical application.

Insights from Zebrafish and Mouse Models on the Activity and Safety of Ar-Turmerone as a Potential Drug Candidate for the Treatment of Epilepsy

PubMed Central

Orellana-Paucar, Adriana Monserrath; Afrikanova, Tatiana; Thomas, Joice; Aibuldinov, Yelaman K.; Dehaen, Wim; de Witte, Peter A. M.; Esguerra, Camila V.

2013-01-01

In a previous study, we uncovered the anticonvulsant properties of turmeric oil and its sesquiterpenoids (ar-turmerone, α-, β-turmerone and α-atlantone) in both zebrafish and mouse models of chemically-induced seizures using pentylenetetrazole (PTZ). In this follow-up study, we aimed at evaluating the anticonvulsant activity of ar-turmerone further. A more in-depth anticonvulsant evaluation of ar-turmerone was therefore carried out in the i.v. PTZ and 6-Hz mouse models. The potential toxic effects of ar-turmerone were evaluated using the beam walking test to assess mouse motor function and balance. In addition, determination of the concentration-time profile of ar-turmerone was carried out for a more extended evaluation of its bioavailability in the mouse brain. Ar-turmerone displayed anticonvulsant properties in both acute seizure models in mice and modulated the expression patterns of two seizure-related genes (c-fos and brain-derived neurotrophic factor [bdnf]) in zebrafish. Importantly, no effects on motor function and balance were observed in mice after treatment with ar-turmerone even after administering a dose 500-fold higher than the effective dose in the 6-Hz model. In addition, quantification of its concentration in mouse brains revealed rapid absorption after i.p. administration, capacity to cross the BBB and long-term brain residence. Hence, our results provide additional information on the anticonvulsant properties of ar-turmerone and support further evaluation towards elucidating its mechanism of action, bioavailability, toxicity and potential clinical application. PMID:24349101

Empirical algorithms to predict aragonite saturation state

NASA Astrophysics Data System (ADS)

Turk, Daniela; Dowd, Michael

2017-04-01

Novel sensor packages deployed on autonomous platforms (Profiling Floats, Gliders, Moorings, SeaCycler) and biogeochemical models have a potential to increase the coverage of a key water chemistry variable, aragonite saturation state (ΩAr) in time and space, in particular in the under sampled regions of global ocean. However, these do not provide the set of inorganic carbon measurements commonly used to derive ΩAr. There is therefore a need to develop regional predictive models to determine ΩAr from measurements of commonly observed or/and non carbonate oceanic variables. Here, we investigate predictive skill of several commonly observed oceanographic variables (temperature, salinity, oxygen, nitrate, phosphate and silicate) in determining ΩAr using climatology and shipboard data. This will allow us to assess potential for autonomous sensors and biogeochemical models to monitor ΩAr regionally and globally. We apply the regression models to several time series data sets and discuss regional differences and their implications for global estimates of ΩAr.

Dynamic RSA: Examining parasympathetic regulatory dynamics via vector-autoregressive modeling of time-varying RSA and heart period.

PubMed

Fisher, Aaron J; Reeves, Jonathan W; Chi, Cyrus

2016-07-01

Expanding on recently published methods, the current study presents an approach to estimating the dynamic, regulatory effect of the parasympathetic nervous system on heart period on a moment-to-moment basis. We estimated second-to-second variation in respiratory sinus arrhythmia (RSA) in order to estimate the contemporaneous and time-lagged relationships among RSA, interbeat interval (IBI), and respiration rate via vector autoregression. Moreover, we modeled these relationships at lags of 1 s to 10 s, in order to evaluate the optimal latency for estimating dynamic RSA effects. The IBI (t) on RSA (t-n) regression parameter was extracted from individual models as an operationalization of the regulatory effect of RSA on IBI-referred to as dynamic RSA (dRSA). Dynamic RSA positively correlated with standard averages of heart rate and negatively correlated with standard averages of RSA. We propose that dRSA reflects the active downregulation of heart period by the parasympathetic nervous system and thus represents a novel metric that provides incremental validity in the measurement of autonomic cardiac control-specifically, a method by which parasympathetic regulatory effects can be measured in process. © 2016 Society for Psychophysiological Research.

Sensor network based solar forecasting using a local vector autoregressive ridge framework

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

Xu, J.; Yoo, S.; Heiser, J.

2016-04-04

The significant improvements and falling costs of photovoltaic (PV) technology make solar energy a promising resource, yet the cloud induced variability of surface solar irradiance inhibits its effective use in grid-tied PV generation. Short-term irradiance forecasting, especially on the minute scale, is critically important for grid system stability and auxiliary power source management. Compared to the trending sky imaging devices, irradiance sensors are inexpensive and easy to deploy but related forecasting methods have not been well researched. The prominent challenge of applying classic time series models on a network of irradiance sensors is to address their varying spatio-temporal correlations duemore » to local changes in cloud conditions. We propose a local vector autoregressive framework with ridge regularization to forecast irradiance without explicitly determining the wind field or cloud movement. By using local training data, our learned forecast model is adaptive to local cloud conditions and by using regularization, we overcome the risk of overfitting from the limited training data. Our systematic experimental results showed an average of 19.7% RMSE and 20.2% MAE improvement over the benchmark Persistent Model for 1-5 minute forecasts on a comprehensive 25-day dataset.« less

Smoothing Strategies Combined with ARIMA and Neural Networks to Improve the Forecasting of Traffic Accidents

PubMed Central

Rodríguez, Nibaldo

2014-01-01

Two smoothing strategies combined with autoregressive integrated moving average (ARIMA) and autoregressive neural networks (ANNs) models to improve the forecasting of time series are presented. The strategy of forecasting is implemented using two stages. In the first stage the time series is smoothed using either, 3-point moving average smoothing, or singular value Decomposition of the Hankel matrix (HSVD). In the second stage, an ARIMA model and two ANNs for one-step-ahead time series forecasting are used. The coefficients of the first ANN are estimated through the particle swarm optimization (PSO) learning algorithm, while the coefficients of the second ANN are estimated with the resilient backpropagation (RPROP) learning algorithm. The proposed models are evaluated using a weekly time series of traffic accidents of Valparaíso, Chilean region, from 2003 to 2012. The best result is given by the combination HSVD-ARIMA, with a MAPE of 0 : 26%, followed by MA-ARIMA with a MAPE of 1 : 12%; the worst result is given by the MA-ANN based on PSO with a MAPE of 15 : 51%. PMID:25243200

Accounting for respiration is necessary to reliably infer Granger causality from cardiovascular variability series.

PubMed

Porta, Alberto; Bassani, Tito; Bari, Vlasta; Pinna, Gian D; Maestri, Roberto; Guzzetti, Stefano

2012-03-01

This study was designed to demonstrate the need of accounting for respiration (R) when causality between heart period (HP) and systolic arterial pressure (SAP) is under scrutiny. Simulations generated according to a bivariate autoregressive closed-loop model were utilized to assess how causality changes as a function of the model parameters. An exogenous (X) signal was added to the bivariate autoregressive closed-loop model to evaluate the bias on causality induced when the X source was disregarded. Causality was assessed in the time domain according to a predictability improvement approach (i.e., Granger causality). HP and SAP variability series were recorded with R in 19 healthy subjects during spontaneous and controlled breathing at 10, 15, and 20 breaths/min. Simulations proved the importance of accounting for X signals. During spontaneous breathing, assessing causality without taking into consideration R leads to a significantly larger percentage of closed-loop interactions and a smaller fraction of unidirectional causality from HP to SAP. This finding was confirmed during paced breathing and it was independent of the breathing rate. These results suggest that the role of baroreflex cannot be correctly assessed without accounting for R.

Estimating long-run equilibrium real exchange rates: short-lived shocks with long-lived impacts on Pakistan.

PubMed

Zardad, Asma; Mohsin, Asma; Zaman, Khalid

2013-12-01

The purpose of this study is to investigate the factors that affect real exchange rate volatility for Pakistan through the co-integration and error correction model over a 30-year time period, i.e. between 1980 and 2010. The study employed the autoregressive conditional heteroskedasticity (ARCH), generalized autoregressive conditional heteroskedasticity (GARCH) and Vector Error Correction model (VECM) to estimate the changes in the volatility of real exchange rate series, while an error correction model was used to determine the short-run dynamics of the system. The study is limited to a few variables i.e., productivity differential (i.e., real GDP per capita relative to main trading partner); terms of trade; trade openness and government expenditures in order to manage robust data. The result indicates that real effective exchange rate (REER) has been volatile around its equilibrium level; while, the speed of adjustment is relatively slow. VECM results confirm long run convergence of real exchange rate towards its equilibrium level. Results from ARCH and GARCH estimation shows that real shocks volatility persists, so that shocks die out rather slowly, and lasting misalignment seems to have occurred.

Comparison of estimators of standard deviation for hydrologic time series

USGS Publications Warehouse

Tasker, Gary D.; Gilroy, Edward J.

1982-01-01

Unbiasing factors as a function of serial correlation, ρ, and sample size, n for the sample standard deviation of a lag one autoregressive model were generated by random number simulation. Monte Carlo experiments were used to compare the performance of several alternative methods for estimating the standard deviation σ of a lag one autoregressive model in terms of bias, root mean square error, probability of underestimation, and expected opportunity design loss. Three methods provided estimates of σ which were much less biased but had greater mean square errors than the usual estimate of σ: s = (1/(n - 1) ∑ (xi −x¯)2)½. The three methods may be briefly characterized as (1) a method using a maximum likelihood estimate of the unbiasing factor, (2) a method using an empirical Bayes estimate of the unbiasing factor, and (3) a robust nonparametric estimate of σ suggested by Quenouille. Because s tends to underestimate σ, its use as an estimate of a model parameter results in a tendency to underdesign. If underdesign losses are considered more serious than overdesign losses, then the choice of one of the less biased methods may be wise.

Robust multiscale prediction of Po River discharge using a twofold AR-NN approach

NASA Astrophysics Data System (ADS)

Alessio, Silvia; Taricco, Carla; Rubinetti, Sara; Zanchettin, Davide; Rubino, Angelo; Mancuso, Salvatore

2017-04-01

The Mediterranean area is among the regions most exposed to hydroclimatic changes, with a likely increase of frequency and duration of droughts in the last decades and potentially substantial future drying according to climate projections. However, significant decadal variability is often superposed or even dominates these long-term hydrological trend as observed, for instance, in North Italian precipitation and river discharge records. The capability to accurately predict such decadal changes is, therefore, of utmost environmental and social importance. In order to forecast short and noisy hydroclimatic time series, we apply a twofold statistical approach that we improved with respect to previous works [1]. Our prediction strategy consists in the application of two independent methods that use autoregressive models and feed-forward neural networks. Since all prediction methods work better on clean signals, the predictions are not performed directly on the series, but rather on each significant variability components extracted with Singular Spectrum Analysis (SSA). In this contribution, we will illustrate the multiscale prediction approach and its application to the case of decadal prediction of annual-average Po River discharges (Italy). The discharge record is available for the last 209 years and allows to work with both interannual and decadal time-scale components. Fifteen-year forecasts obtained with both methods robustly indicate a prominent dry period in the second half of the 2020s. We will discuss advantages and limitations of the proposed statistical approach in the light of the current capabilities of decadal climate prediction systems based on numerical climate models, toward an integrated dynamical and statistical approach for the interannual-to-decadal prediction of hydroclimate variability in medium-size river basins. [1] Alessio et. al., Natural variability and anthropogenic effects in a Central Mediterranean core, Clim. of the Past, 8, 831-839, 2012.

An adaptation method to improve secret key rates of time-frequency QKD in atmospheric turbulence channels

NASA Astrophysics Data System (ADS)

Sun, Xiaole; Djordjevic, Ivan B.; Neifeld, Mark A.

2016-03-01

Free-space optical (FSO) channels can be characterized by random power fluctuations due to atmospheric turbulence, which is known as scintillation. Weak coherent source based FSO quantum key distribution (QKD) systems suffer from the scintillation effect because during the deep channel fading the expected detection rate drops, which then gives an eavesdropper opportunity to get additional information about protocol by performing photon number splitting (PNS) attack and blocking single-photon pulses without changing QBER. To overcome this problem, in this paper, we study a large-alphabet QKD protocol, which is achieved by using pulse-position modulation (PPM)-like approach that utilizes the time-frequency uncertainty relation of the weak coherent photon state, called here TF-PPM-QKD protocol. We first complete finite size analysis for TF-PPM-QKD protocol to give practical bounds against non-negligible statistical fluctuation due to finite resources in practical implementations. The impact of scintillation under strong atmospheric turbulence regime is studied then. To overcome the secure key rate performance degradation of TF-PPM-QKD caused by scintillation, we propose an adaptation method for compensating the scintillation impact. By changing source intensity according to the channel state information (CSI), obtained by classical channel, the adaptation method improves the performance of QKD system with respect to the secret key rate. The CSI of a time-varying channel can be predicted using stochastic models, such as autoregressive (AR) models. Based on the channel state predictions, we change the source intensity to the optimal value to achieve a higher secret key rate. We demonstrate that the improvement of the adaptation method is dependent on the prediction accuracy.

The effects of Medicare Health Management Organizations on hospital operating profit in Florida.

PubMed

Large, John T; Sear, Alan M

2005-02-01

Between 1992 and 1997, the number of members enrolled in Medicare Health Management Organizations (HMOs) nationwide in the USA more than doubled. During this period, managed care organizations wielded considerable influence over the health care of a large segment of the Medicare population in Florida. This study examined the impact on operational profit of 148 short-term, acute-care Florida hospitals in this period from Medicare HMO patients, as part of a hospital's payer mix. Three measures of hospital profitability were used: operating profit per actual bed, total operating profit with no adjustment for bed size, and operating margins. The multivariate statistical model employed in this study was a linear mixed model with an autoregressive order one (AR[1]) parametric structure on the covariance matrix. The results of the study indicate that Florida hospitals experienced greater profit pressures from Medicare HMO inpatients than from traditional Medicare inpatients. Further, these hospitals could have experienced positive profit effects with greater traditional Medicare participation and negative financial effects with greater Medicare HMO participation. Additionally, Medicare HMO patients appear to have been admitted to hospitals in worse health condition than those in traditional Medicare. Medicare HMO patients were more likely to have used emergency rooms as the source of admission than traditional Medicare patients. Also, Medicare HMO patients were more likely to have been admitted as emergent cases than traditional Medicare patients. Other research has shown that Medicare HMO patients, at the time of enrolment, are probably healthier than traditional Medicare enrollees, but here they appear to have been admitted to hospitals with higher levels of severity of illness. Explanations are offered for these findings.

Androgen Receptor Variant AR-V9 Is Coexpressed with AR-V7 in Prostate Cancer Metastases and Predicts Abiraterone Resistance.

PubMed

Kohli, Manish; Ho, Yeung; Hillman, David W; Van Etten, Jamie L; Henzler, Christine; Yang, Rendong; Sperger, Jamie M; Li, Yingming; Tseng, Elizabeth; Hon, Ting; Clark, Tyson; Tan, Winston; Carlson, Rachel E; Wang, Liguo; Sicotte, Hugues; Thai, Ho; Jimenez, Rafael; Huang, Haojie; Vedell, Peter T; Eckloff, Bruce W; Quevedo, Jorge F; Pitot, Henry C; Costello, Brian A; Jen, Jin; Wieben, Eric D; Silverstein, Kevin A T; Lang, Joshua M; Wang, Liewei; Dehm, Scott M

2017-08-15

Purpose: Androgen receptor (AR) variant AR-V7 is a ligand-independent transcription factor that promotes prostate cancer resistance to AR-targeted therapies. Accordingly, efforts are under way to develop strategies for monitoring and inhibiting AR-V7 in castration-resistant prostate cancer (CRPC). The purpose of this study was to understand whether other AR variants may be coexpressed with AR-V7 and promote resistance to AR-targeted therapies. Experimental Design: We utilized complementary short- and long-read sequencing of intact AR mRNA isoforms to characterize AR expression in CRPC models. Coexpression of AR-V7 and AR-V9 mRNA in CRPC metastases and circulating tumor cells was assessed by RNA-seq and RT-PCR, respectively. Expression of AR-V9 protein in CRPC models was evaluated with polyclonal antisera. Multivariate analysis was performed to test whether AR variant mRNA expression in metastatic tissues was associated with a 12-week progression-free survival endpoint in a prospective clinical trial of 78 CRPC-stage patients initiating therapy with the androgen synthesis inhibitor, abiraterone acetate. Results: AR-V9 was frequently coexpressed with AR-V7. Both AR variant species were found to share a common 3' terminal cryptic exon, which rendered AR-V9 susceptible to experimental manipulations that were previously thought to target AR-V7 uniquely. AR-V9 promoted ligand-independent growth of prostate cancer cells. High AR-V9 mRNA expression in CRPC metastases was predictive of primary resistance to abiraterone acetate (HR = 4.0; 95% confidence interval, 1.31-12.2; P = 0.02). Conclusions: AR-V9 may be an important component of therapeutic resistance in CRPC. Clin Cancer Res; 23(16); 4704-15. ©2017 AACR . ©2017 American Association for Cancer Research.

Prediction of sub-surface 37Ar concentrations at locations in the Northwestern United States.

PubMed

Fritz, Bradley G; Aalseth, Craig E; Back, Henning O; Hayes, James C; Humble, Paul H; Ivanusa, Pavlo; Mace, Emily K

2018-01-01

The Comprehensive Nuclear-Test-Ban Treaty, which is intended to prevent nuclear weapon test explosions and any other nuclear explosions, includes a verification regime, which provides monitoring to identify potential nuclear explosions. The presence of elevated 37 Ar is one way to identify subsurface nuclear explosive testing. However, the naturally occurring formation of 37 Ar in the subsurface adds a complicating factor. Prediction of the naturally occurring concentration of 37 Ar can help to determine if a measured 37 Ar concentration is elevated relative to background. The naturally occurring 37 Ar background concentration has been shown to vary between less than 1 mBq/m 3 to greater than 100 mBq/m 3 (Riedmann and Purtschert, 2011). The purpose of this work was to enhance the understanding of the naturally occurring background concentrations of 37 Ar, allowing for better interpretation of results. To that end, we present and evaluate a computationally efficient model for predicting the average concentration of 37 Ar at any depth under transient barometric pressures. Further, measurements of 37 Ar concentrations in samples collected at multiple locations are provided as validation of the concentration prediction model. The model is shown to compare favorably with concentrations of 37 Ar measured at multiple locations in the Northwestern United States. Copyright © 2017 Elsevier Ltd. All rights reserved.

State estimation of spatio-temporal phenomena

NASA Astrophysics Data System (ADS)

Yu, Dan

This dissertation addresses the state estimation problem of spatio-temporal phenomena which can be modeled by partial differential equations (PDEs), such as pollutant dispersion in the atmosphere. After discretizing the PDE, the dynamical system has a large number of degrees of freedom (DOF). State estimation using Kalman Filter (KF) is computationally intractable, and hence, a reduced order model (ROM) needs to be constructed first. Moreover, the nonlinear terms, external disturbances or unknown boundary conditions can be modeled as unknown inputs, which leads to an unknown input filtering problem. Furthermore, the performance of KF could be improved by placing sensors at feasible locations. Therefore, the sensor scheduling problem to place multiple mobile sensors is of interest. The first part of the dissertation focuses on model reduction for large scale systems with a large number of inputs/outputs. A commonly used model reduction algorithm, the balanced proper orthogonal decomposition (BPOD) algorithm, is not computationally tractable for large systems with a large number of inputs/outputs. Inspired by the BPOD and randomized algorithms, we propose a randomized proper orthogonal decomposition (RPOD) algorithm and a computationally optimal RPOD (RPOD*) algorithm, which construct an ROM to capture the input-output behaviour of the full order model, while reducing the computational cost of BPOD by orders of magnitude. It is demonstrated that the proposed RPOD* algorithm could construct the ROM in real-time, and the performance of the proposed algorithms on different advection-diffusion equations. Next, we consider the state estimation problem of linear discrete-time systems with unknown inputs which can be treated as a wide-sense stationary process with rational power spectral density, while no other prior information needs to be known. We propose an autoregressive (AR) model based unknown input realization technique which allows us to recover the input statistics from the output data by solving an appropriate least squares problem, then fit an AR model to the recovered input statistics and construct an innovations model of the unknown inputs using the eigensystem realization algorithm. The proposed algorithm outperforms the augmented two-stage Kalman Filter (ASKF) and the unbiased minimum-variance (UMV) algorithm are shown in several examples. Finally, we propose a framework to place multiple mobile sensors to optimize the long-term performance of KF in the estimation of the state of a PDE. The major challenges are that placing multiple sensors is an NP-hard problem, and the optimization problem is non-convex in general. In this dissertation, first, we construct an ROM using RPOD* algorithm, and then reduce the feasible sensor locations into a subset using the ROM. The Information Space Receding Horizon Control (I-RHC) approach and a modified Monte Carlo Tree Search (MCTS) approach are applied to solve the sensor scheduling problem using the subset. Various applications have been provided to demonstrate the performance of the proposed approach.

Same- and Other-Sex Popularity and Preference during Early Adolescence

ERIC Educational Resources Information Center

Bowker, Julie C.; Adams, Ryan E.; Bowker, Matthew H.; Fisher, Carrie; Spencer, Sarah V.

2016-01-01

This study examined the longitudinal and bidirectional relations between same-sex (SS) and other-sex (OS) popularity and preference across one school year. Participants were 271 sixth-grade students who completed peer nomination measures at three time points in their schools. Tests of cross-lagged autoregressive models indicated that SS popularity…

Automated Analysis of CT Images for the Inspection of Hardwood Logs

Treesearch

Harbin Li; A. Lynn Abbott; Daniel L. Schmoldt

1996-01-01

This paper investigates several classifiers for labeling internal features of hardwood logs using computed tomography (CT) images. A primary motivation is to locate and classify internal defects so that an optimal cutting strategy can be chosen. Previous work has relied on combinations of low-level processing, image segmentation, autoregressive texture modeling, and...

Happiness Is the Way: Paths to Civic Engagement between Young Adulthood and Midlife

ERIC Educational Resources Information Center

Fang, Shichen; Galambos, Nancy L.; Johnson, Matthew D.; Krahn, Harvey J.

2018-01-01

Directional associations between civic engagement and happiness were explored with longitudinal data from a community sample surveyed four times from age 22 to 43 (n = 690). Autoregressive cross-lagged models, controlling for cross-time stabilities in happiness and civic engagement, examined whether happiness predicted future civic engagement,…

Using Fit Indexes to Select a Covariance Model for Longitudinal Data

ERIC Educational Resources Information Center

Liu, Siwei; Rovine, Michael J.; Molenaar, Peter C. M.

2012-01-01

This study investigated the performance of fit indexes in selecting a covariance structure for longitudinal data. Data were simulated to follow a compound symmetry, first-order autoregressive, first-order moving average, or random-coefficients covariance structure. We examined the ability of the likelihood ratio test (LRT), root mean square error…

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

ERIC Educational Resources Information Center

Bobbitt, Larry; Otto, Mark

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

Using Threshold Autoregressive Models to Study Dyadic Interactions

ERIC Educational Resources Information Center

Hamaker, Ellen L.; Zhang, Zhiyong; van der Maas, Han L. J.

2009-01-01

Considering a dyad as a dynamic system whose current state depends on its past state has allowed researchers to investigate whether and how partners influence each other. Some researchers have also focused on how differences between dyads in their interaction patterns are related to other differences between them. A promising approach in this area…

Education and Economic Growth in Pakistan: A Cointegration and Causality Analysis

ERIC Educational Resources Information Center

Afzal, Muhammad; Rehman, Hafeez Ur; Farooq, Muhammad Shahid; Sarwar, Kafeel

2011-01-01

This study explored the cointegration and causality between education and economic growth in Pakistan by using time series data on real gross domestic product (RGDP), labour force, physical capital and education from 1970-1971 to 2008-2009 were used. Autoregressive Distributed Lag (ARDL) Model of Cointegration and the Augmented Granger Causality…

A graphical vector autoregressive modelling approach to the analysis of electronic diary data

PubMed Central

2010-01-01

Background In recent years, electronic diaries are increasingly used in medical research and practice to investigate patients' processes and fluctuations in symptoms over time. To model dynamic dependence structures and feedback mechanisms between symptom-relevant variables, a multivariate time series method has to be applied. Methods We propose to analyse the temporal interrelationships among the variables by a structural modelling approach based on graphical vector autoregressive (VAR) models. We give a comprehensive description of the underlying concepts and explain how the dependence structure can be recovered from electronic diary data by a search over suitable constrained (graphical) VAR models. Results The graphical VAR approach is applied to the electronic diary data of 35 obese patients with and without binge eating disorder (BED). The dynamic relationships for the two subgroups between eating behaviour, depression, anxiety and eating control are visualized in two path diagrams. Results show that the two subgroups of obese patients with and without BED are distinguishable by the temporal patterns which influence their respective eating behaviours. Conclusion The use of the graphical VAR approach for the analysis of electronic diary data leads to a deeper insight into patient's dynamics and dependence structures. An increasing use of this modelling approach could lead to a better understanding of complex psychological and physiological mechanisms in different areas of medical care and research. PMID:20359333

Analysis of pelagic species decline in the upper San Francisco Estuary using multivariate autoregressive modeling (MAR)

USGS Publications Warehouse

Mac Nally, Ralph; Thomson, James R.; Kimmerer, Wim J.; Feyrer, Frederick; Newman, Ken B.; Sih, Andy; Bennett, William A.; Brown, Larry; Fleishman, Erica; Culberson, Steven D.; Castillo, Gonzalo

2010-01-01

Four species of pelagic fish of particular management concern in the upper San Francisco Estuary, California, USA, have declined precipitously since ca. 2002: delta smelt (Hypomesus transpacificus), longfin smelt (Spirinchus thaleichthys), striped bass (Morone saxatilis), and threadfin shad (Dorosoma petenense). The estuary has been monitored since the late 1960s with extensive collection of data on the fishes, their pelagic prey, phytoplankton biomass, invasive species, and physical factors. We used multivariate autoregressive (MAR) modeling to discern the main factors responsible for the declines. An expert-elicited model was built to describe the system. Fifty-four relationships were built into the model, only one of which was of uncertain direction a priori. Twenty-eight of the proposed relationships were strongly supported by or consistent with the data, while 26 were close to zero (not supported by the data but not contrary to expectations). The position of the 2‰ isohaline (a measure of the physical response of the estuary to freshwater flow) and increased water clarity over the period of analyses were two factors affecting multiple declining taxa (including fishes and the fishes' main zooplankton prey). Our results were relatively robust with respect to the form of stock–recruitment model used and to inclusion of subsidiary covariates but may be enhanced by using detailed state–space models that describe more fully the life-history dynamics of the declining species.

Assessing the effects of pharmacological agents on respiratory dynamics using time-series modeling.

PubMed

Wong, Kin Foon Kevin; Gong, Jen J; Cotten, Joseph F; Solt, Ken; Brown, Emery N

2013-04-01

Developing quantitative descriptions of how stimulant and depressant drugs affect the respiratory system is an important focus in medical research. Respiratory variables-respiratory rate, tidal volume, and end tidal carbon dioxide-have prominent temporal dynamics that make it inappropriate to use standard hypothesis-testing methods that assume independent observations to assess the effects of these pharmacological agents. We present a polynomial signal plus autoregressive noise model for analysis of continuously recorded respiratory variables. We use a cyclic descent algorithm to maximize the conditional log likelihood of the parameters and the corrected Akaike's information criterion to choose simultaneously the orders of the polynomial and the autoregressive models. In an analysis of respiratory rates recorded from anesthetized rats before and after administration of the respiratory stimulant methylphenidate, we use the model to construct within-animal z-tests of the drug effect that take account of the time-varying nature of the mean respiratory rate and the serial dependence in rate measurements. We correct for the effect of model lack-of-fit on our inferences by also computing bootstrap confidence intervals for the average difference in respiratory rate pre- and postmethylphenidate treatment. Our time-series modeling quantifies within each animal the substantial increase in mean respiratory rate and respiratory dynamics following methylphenidate administration. This paradigm can be readily adapted to analyze the dynamics of other respiratory variables before and after pharmacologic treatments.

Modeling the cardiovascular system using a nonlinear additive autoregressive model with exogenous input

NASA Astrophysics Data System (ADS)

Riedl, M.; Suhrbier, A.; Malberg, H.; Penzel, T.; Bretthauer, G.; Kurths, J.; Wessel, N.

2008-07-01

The parameters of heart rate variability and blood pressure variability have proved to be useful analytical tools in cardiovascular physics and medicine. Model-based analysis of these variabilities additionally leads to new prognostic information about mechanisms behind regulations in the cardiovascular system. In this paper, we analyze the complex interaction between heart rate, systolic blood pressure, and respiration by nonparametric fitted nonlinear additive autoregressive models with external inputs. Therefore, we consider measurements of healthy persons and patients suffering from obstructive sleep apnea syndrome (OSAS), with and without hypertension. It is shown that the proposed nonlinear models are capable of describing short-term fluctuations in heart rate as well as systolic blood pressure significantly better than similar linear ones, which confirms the assumption of nonlinear controlled heart rate and blood pressure. Furthermore, the comparison of the nonlinear and linear approaches reveals that the heart rate and blood pressure variability in healthy subjects is caused by a higher level of noise as well as nonlinearity than in patients suffering from OSAS. The residue analysis points at a further source of heart rate and blood pressure variability in healthy subjects, in addition to heart rate, systolic blood pressure, and respiration. Comparison of the nonlinear models within and among the different groups of subjects suggests the ability to discriminate the cohorts that could lead to a stratification of hypertension risk in OSAS patients.

Dynamic Forecasting of Zika Epidemics Using Google Trends

PubMed Central

Jin, Yuan; Huang, Yong; Lin, Baihan; An, Xiaoping; Feng, Dan; Tong, Yigang

2017-01-01

We developed a dynamic forecasting model for Zika virus (ZIKV), based on real-time online search data from Google Trends (GTs). It was designed to provide Zika virus disease (ZVD) surveillance and detection for Health Departments, and predictive numbers of infection cases, which would allow them sufficient time to implement interventions. In this study, we found a strong correlation between Zika-related GTs and the cumulative numbers of reported cases (confirmed, suspected and total cases; p<0.001). Then, we used the correlation data from Zika-related online search in GTs and ZIKV epidemics between 12 February and 20 October 2016 to construct an autoregressive integrated moving average (ARIMA) model (0, 1, 3) for the dynamic estimation of ZIKV outbreaks. The forecasting results indicated that the predicted data by ARIMA model, which used the online search data as the external regressor to enhance the forecasting model and assist the historical epidemic data in improving the quality of the predictions, are quite similar to the actual data during ZIKV epidemic early November 2016. Integer-valued autoregression provides a useful base predictive model for ZVD cases. This is enhanced by the incorporation of GTs data, confirming the prognostic utility of search query based surveillance. This accessible and flexible dynamic forecast model could be used in the monitoring of ZVD to provide advanced warning of future ZIKV outbreaks. PMID:28060809

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

PubMed Central

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

2015-01-01

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