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

PubMed

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

2017-04-01

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

Forecasting Jakarta composite index (IHSG) based on chen fuzzy time series and firefly clustering algorithm

NASA Astrophysics Data System (ADS)

Ningrum, R. W.; Surarso, B.; Farikhin; Safarudin, Y. M.

2018-03-01

This paper proposes the combination of Firefly Algorithm (FA) and Chen Fuzzy Time Series Forecasting. Most of the existing fuzzy forecasting methods based on fuzzy time series use the static length of intervals. Therefore, we apply an artificial intelligence, i.e., Firefly Algorithm (FA) to set non-stationary length of intervals for each cluster on Chen Method. The method is evaluated by applying on the Jakarta Composite Index (IHSG) and compare with classical Chen Fuzzy Time Series Forecasting. Its performance verified through simulation using Matlab.

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

NASA Astrophysics Data System (ADS)

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

2007-07-01

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

Two States Mapping Based Time Series Neural Network Model for Compensation Prediction Residual Error

NASA Astrophysics Data System (ADS)

Jung, Insung; Koo, Lockjo; Wang, Gi-Nam

2008-11-01

The objective of this paper was to design a model of human bio signal data prediction system for decreasing of prediction error using two states mapping based time series neural network BP (back-propagation) model. Normally, a lot of the industry has been applied neural network model by training them in a supervised manner with the error back-propagation algorithm for time series prediction systems. However, it still has got a residual error between real value and prediction result. Therefore, we designed two states of neural network model for compensation residual error which is possible to use in the prevention of sudden death and metabolic syndrome disease such as hypertension disease and obesity. We determined that most of the simulation cases were satisfied by the two states mapping based time series prediction model. In particular, small sample size of times series were more accurate than the standard MLP model.

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.

Pseudo-random bit generator based on lag time series

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

A high-fidelity weather time series generator using the Markov Chain process on a piecewise level

NASA Astrophysics Data System (ADS)

Hersvik, K.; Endrerud, O.-E. V.

2017-12-01

A method is developed for generating a set of unique weather time-series based on an existing weather series. The method allows statistically valid weather variations to take place within repeated simulations of offshore operations. The numerous generated time series need to share the same statistical qualities as the original time series. Statistical qualities here refer mainly to the distribution of weather windows available for work, including durations and frequencies of such weather windows, and seasonal characteristics. The method is based on the Markov chain process. The core new development lies in how the Markov Process is used, specifically by joining small pieces of random length time series together rather than joining individual weather states, each from a single time step, which is a common solution found in the literature. This new Markov model shows favorable characteristics with respect to the requirements set forth and all aspects of the validation performed.

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

PubMed

Deng, Weihui; Wang, Guoyin

2017-07-01

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

Network structure of multivariate time series.

PubMed

Lacasa, Lucas; Nicosia, Vincenzo; Latora, Vito

2015-10-21

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

Ranking streamflow model performance based on Information theory metrics

NASA Astrophysics Data System (ADS)

Martinez, Gonzalo; Pachepsky, Yakov; Pan, Feng; Wagener, Thorsten; Nicholson, Thomas

2016-04-01

The accuracy-based model performance metrics not necessarily reflect the qualitative correspondence between simulated and measured streamflow time series. The objective of this work was to use the information theory-based metrics to see whether they can be used as complementary tool for hydrologic model evaluation and selection. We simulated 10-year streamflow time series in five watersheds located in Texas, North Carolina, Mississippi, and West Virginia. Eight model of different complexity were applied. The information-theory based metrics were obtained after representing the time series as strings of symbols where different symbols corresponded to different quantiles of the probability distribution of streamflow. The symbol alphabet was used. Three metrics were computed for those strings - mean information gain that measures the randomness of the signal, effective measure complexity that characterizes predictability and fluctuation complexity that characterizes the presence of a pattern in the signal. The observed streamflow time series has smaller information content and larger complexity metrics than the precipitation time series. Watersheds served as information filters and and streamflow time series were less random and more complex than the ones of precipitation. This is reflected the fact that the watershed acts as the information filter in the hydrologic conversion process from precipitation to streamflow. The Nash Sutcliffe efficiency metric increased as the complexity of models increased, but in many cases several model had this efficiency values not statistically significant from each other. In such cases, ranking models by the closeness of the information-theory based parameters in simulated and measured streamflow time series can provide an additional criterion for the evaluation of hydrologic model performance.

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

PubMed Central

2011-01-01

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

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

PubMed

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

2011-08-18

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

Ratio-based lengths of intervals to improve fuzzy time series forecasting.

PubMed

Huarng, Kunhuang; Yu, Tiffany Hui-Kuang

2006-04-01

The objective of this study is to explore ways of determining the useful lengths of intervals in fuzzy time series. It is suggested that ratios, instead of equal lengths of intervals, can more properly represent the intervals among observations. Ratio-based lengths of intervals are, therefore, proposed to improve fuzzy time series forecasting. Algebraic growth data, such as enrollments and the stock index, and exponential growth data, such as inventory demand, are chosen as the forecasting targets, before forecasting based on the various lengths of intervals is performed. Furthermore, sensitivity analyses are also carried out for various percentiles. The ratio-based lengths of intervals are found to outperform the effective lengths of intervals, as well as the arbitrary ones in regard to the different statistical measures. The empirical analysis suggests that the ratio-based lengths of intervals can also be used to improve fuzzy time series forecasting.

Time Series Imputation via L1 Norm-Based Singular Spectrum Analysis

NASA Astrophysics Data System (ADS)

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

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

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

PubMed

Xu, Yuesheng; Zhao, Liang

2013-08-01

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

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

NASA Astrophysics Data System (ADS)

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

2000-09-01

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

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

PubMed

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

2016-01-01

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

A Multitaper, Causal Decomposition for Stochastic, Multivariate Time Series: Application to High-Frequency Calcium Imaging Data.

PubMed

Sornborger, Andrew T; Lauderdale, James D

2016-11-01

Neural data analysis has increasingly incorporated causal information to study circuit connectivity. Dimensional reduction forms the basis of most analyses of large multivariate time series. Here, we present a new, multitaper-based decomposition for stochastic, multivariate time series that acts on the covariance of the time series at all lags, C ( τ ), as opposed to standard methods that decompose the time series, X ( t ), using only information at zero-lag. In both simulated and neural imaging examples, we demonstrate that methods that neglect the full causal structure may be discarding important dynamical information in a time series.

Pearson correlation estimation for irregularly sampled time series

NASA Astrophysics Data System (ADS)

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

2012-04-01

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

Large and Small-Scale Cropland Classification on the Foothills of Mount Kenya Based on SPOT-5 Take-5 Data Time Series

NASA Astrophysics Data System (ADS)

Eckert, Sandra

2016-08-01

The SPOT-5 Take 5 campaign provided SPOT time series data of an unprecedented spatial and temporal resolution. We analysed 29 scenes acquired between May and September 2015 of a semi-arid region in the foothills of Mount Kenya, with two aims: first, to distinguish rainfed from irrigated cropland and cropland from natural vegetation covers, which show similar reflectance patterns; and second, to identify individual crop types. We tested several input data sets in different combinations: the spectral bands and the normalized difference vegetation index (NDVI) time series, principal components of NDVI time series, and selected NDVI time series statistics. For the classification we used random forests (RF). In the test differentiating rainfed cropland, irrigated cropland, and natural vegetation covers, the best classification accuracies were achieved using spectral bands. For the differentiation of crop types, we analysed the phenology of selected crop types based on NDVI time series. First results are promising.

Providing web-based tools for time series access and analysis

NASA Astrophysics Data System (ADS)

Eberle, Jonas; Hüttich, Christian; Schmullius, Christiane

2014-05-01

Time series information is widely used in environmental change analyses and is also an essential information for stakeholders and governmental agencies. However, a challenging issue is the processing of raw data and the execution of time series analysis. In most cases, data has to be found, downloaded, processed and even converted in the correct data format prior to executing time series analysis tools. Data has to be prepared to use it in different existing software packages. Several packages like TIMESAT (Jönnson & Eklundh, 2004) for phenological studies, BFAST (Verbesselt et al., 2010) for breakpoint detection, and GreenBrown (Forkel et al., 2013) for trend calculations are provided as open-source software and can be executed from the command line. This is needed if data pre-processing and time series analysis is being automated. To bring both parts, automated data access and data analysis, together, a web-based system was developed to provide access to satellite based time series data and access to above mentioned analysis tools. Users of the web portal are able to specify a point or a polygon and an available dataset (e.g., Vegetation Indices and Land Surface Temperature datasets from NASA MODIS). The data is then being processed and provided as a time series CSV file. Afterwards the user can select an analysis tool that is being executed on the server. The final data (CSV, plot images, GeoTIFFs) is visualized in the web portal and can be downloaded for further usage. As a first use case, we built up a complimentary web-based system with NASA MODIS products for Germany and parts of Siberia based on the Earth Observation Monitor (www.earth-observation-monitor.net). The aim of this work is to make time series analysis with existing tools as easy as possible that users can focus on the interpretation of the results. References: Jönnson, P. and L. Eklundh (2004). TIMESAT - a program for analysing time-series of satellite sensor data. Computers and Geosciences 30, 833-845. Verbesselt, J., R. Hyndman, G. Newnham and D. Culvenor (2010). Detecting trend and seasonal changes in satellite image time series. Remote Sensing of Environment, 114, 106-115. DOI: 10.1016/j.rse.2009.08.014 Forkel, M., N. Carvalhais, J. Verbesselt, M. Mahecha, C. Neigh and M. Reichstein (2013). Trend Change Detection in NDVI Time Series: Effects of Inter-Annual Variability and Methodology. Remote Sensing 5, 2113-2144.

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

PubMed

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

2014-10-01

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

Multiscale structure of time series revealed by the monotony spectrum.

PubMed

Vamoş, Călin

2017-03-01

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

Volatility of linear and nonlinear time series

NASA Astrophysics Data System (ADS)

Kalisky, Tomer; Ashkenazy, Yosef; Havlin, Shlomo

2005-07-01

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

Time Series Analysis Based on Running Mann Whitney Z Statistics

USDA-ARS?s Scientific Manuscript database

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

A KST framework for correlation network construction from time series signals

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

A Synthesis of VIIRS Solar and Lunar Calibrations

NASA Technical Reports Server (NTRS)

Eplee, Robert E.; Turpie, Kevin R.; Meister, Gerhard; Patt, Frederick S.; Fireman, Gwyn F.; Franz, Bryan A.; McClain, Charles R.

2013-01-01

The NASA VIIRS Ocean Science Team (VOST) has developed two independent calibrations of the SNPP VIIRS moderate resolution reflective solar bands using solar diffuser and lunar observations through June 2013. Fits to the solar calibration time series show mean residuals per band of 0.078-0.10%. There are apparent residual lunar libration correlations in the lunar calibration time series that are not accounted for by the ROLO photometric model of the Moon. Fits to the lunar time series that account for residual librations show mean residuals per band of 0.071-0.17%. Comparison of the solar and lunar time series shows that the relative differences in the two calibrations are 0.12-0.31%. Relative uncertainties in the VIIRS solar and lunar calibration time series are comparable to those achieved for SeaWiFS, Aqua MODIS, and Terra MODIS. Intercomparison of the VIIRS lunar time series with those from SeaWiFS, Aqua MODIS, and Terra MODIS shows that the scatter in the VIIRS lunar observations is consistent with that observed for the heritage instruments. Based on these analyses, the VOST has derived a calibration lookup table for VIIRS ocean color data based on fits to the solar calibration time series.

EnvironmentalWaveletTool: Continuous and discrete wavelet analysis and filtering for environmental time series

NASA Astrophysics Data System (ADS)

Galiana-Merino, J. J.; Pla, C.; Fernandez-Cortes, A.; Cuezva, S.; Ortiz, J.; Benavente, D.

2014-10-01

A MATLAB-based computer code has been developed for the simultaneous wavelet analysis and filtering of several environmental time series, particularly focused on the analyses of cave monitoring data. The continuous wavelet transform, the discrete wavelet transform and the discrete wavelet packet transform have been implemented to provide a fast and precise time-period examination of the time series at different period bands. Moreover, statistic methods to examine the relation between two signals have been included. Finally, the entropy of curves and splines based methods have also been developed for segmenting and modeling the analyzed time series. All these methods together provide a user-friendly and fast program for the environmental signal analysis, with useful, practical and understandable results.

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

PubMed

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

2016-06-28

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

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

Characterizing artifacts in RR stress test time series.

PubMed

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

2016-08-01

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

Improving forecasting accuracy of medium and long-term runoff using artificial neural network based on EEMD decomposition.

PubMed

Wang, Wen-chuan; Chau, Kwok-wing; Qiu, Lin; Chen, Yang-bo

2015-05-01

Hydrological time series forecasting is one of the most important applications in modern hydrology, especially for the effective reservoir management. In this research, an artificial neural network (ANN) model coupled with the ensemble empirical mode decomposition (EEMD) is presented for forecasting medium and long-term runoff time series. First, the original runoff time series is decomposed into a finite and often small number of intrinsic mode functions (IMFs) and a residual series using EEMD technique for attaining deeper insight into the data characteristics. Then all IMF components and residue are predicted, respectively, through appropriate ANN models. Finally, the forecasted results of the modeled IMFs and residual series are summed to formulate an ensemble forecast for the original annual runoff series. Two annual reservoir runoff time series from Biuliuhe and Mopanshan in China, are investigated using the developed model based on four performance evaluation measures (RMSE, MAPE, R and NSEC). The results obtained in this work indicate that EEMD can effectively enhance forecasting accuracy and the proposed EEMD-ANN model can attain significant improvement over ANN approach in medium and long-term runoff time series forecasting. Copyright © 2015 Elsevier Inc. All rights reserved.

Shilling attack detection for recommender systems based on credibility of group users and rating time series.

PubMed

Zhou, Wei; Wen, Junhao; Qu, Qiang; Zeng, Jun; Cheng, Tian

2018-01-01

Recommender systems are vulnerable to shilling attacks. Forged user-generated content data, such as user ratings and reviews, are used by attackers to manipulate recommendation rankings. Shilling attack detection in recommender systems is of great significance to maintain the fairness and sustainability of recommender systems. The current studies have problems in terms of the poor universality of algorithms, difficulty in selection of user profile attributes, and lack of an optimization mechanism. In this paper, a shilling behaviour detection structure based on abnormal group user findings and rating time series analysis is proposed. This paper adds to the current understanding in the field by studying the credibility evaluation model in-depth based on the rating prediction model to derive proximity-based predictions. A method for detecting suspicious ratings based on suspicious time windows and target item analysis is proposed. Suspicious rating time segments are determined by constructing a time series, and data streams of the rating items are examined and suspicious rating segments are checked. To analyse features of shilling attacks by a group user's credibility, an abnormal group user discovery method based on time series and time window is proposed. Standard testing datasets are used to verify the effect of the proposed method.

Shilling attack detection for recommender systems based on credibility of group users and rating time series

PubMed Central

Wen, Junhao; Qu, Qiang; Zeng, Jun; Cheng, Tian

2018-01-01

Recommender systems are vulnerable to shilling attacks. Forged user-generated content data, such as user ratings and reviews, are used by attackers to manipulate recommendation rankings. Shilling attack detection in recommender systems is of great significance to maintain the fairness and sustainability of recommender systems. The current studies have problems in terms of the poor universality of algorithms, difficulty in selection of user profile attributes, and lack of an optimization mechanism. In this paper, a shilling behaviour detection structure based on abnormal group user findings and rating time series analysis is proposed. This paper adds to the current understanding in the field by studying the credibility evaluation model in-depth based on the rating prediction model to derive proximity-based predictions. A method for detecting suspicious ratings based on suspicious time windows and target item analysis is proposed. Suspicious rating time segments are determined by constructing a time series, and data streams of the rating items are examined and suspicious rating segments are checked. To analyse features of shilling attacks by a group user’s credibility, an abnormal group user discovery method based on time series and time window is proposed. Standard testing datasets are used to verify the effect of the proposed method. PMID:29742134

Characterizing time series via complexity-entropy curves

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

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

NASA Technical Reports Server (NTRS)

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

2013-01-01

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

Riemannian multi-manifold modeling and clustering in brain networks

NASA Astrophysics Data System (ADS)

Slavakis, Konstantinos; Salsabilian, Shiva; Wack, David S.; Muldoon, Sarah F.; Baidoo-Williams, Henry E.; Vettel, Jean M.; Cieslak, Matthew; Grafton, Scott T.

2017-08-01

This paper introduces Riemannian multi-manifold modeling in the context of brain-network analytics: Brainnetwork time-series yield features which are modeled as points lying in or close to a union of a finite number of submanifolds within a known Riemannian manifold. Distinguishing disparate time series amounts thus to clustering multiple Riemannian submanifolds. To this end, two feature-generation schemes for brain-network time series are put forth. The first one is motivated by Granger-causality arguments and uses an auto-regressive moving average model to map low-rank linear vector subspaces, spanned by column vectors of appropriately defined observability matrices, to points into the Grassmann manifold. The second one utilizes (non-linear) dependencies among network nodes by introducing kernel-based partial correlations to generate points in the manifold of positivedefinite matrices. Based on recently developed research on clustering Riemannian submanifolds, an algorithm is provided for distinguishing time series based on their Riemannian-geometry properties. Numerical tests on time series, synthetically generated from real brain-network structural connectivity matrices, reveal that the proposed scheme outperforms classical and state-of-the-art techniques in clustering brain-network states/structures.

Interactive Digital Signal Processor

NASA Technical Reports Server (NTRS)

Mish, W. H.

1985-01-01

Interactive Digital Signal Processor, IDSP, consists of set of time series analysis "operators" based on various algorithms commonly used for digital signal analysis. Processing of digital signal time series to extract information usually achieved by applications of number of fairly standard operations. IDSP excellent teaching tool for demonstrating application for time series operators to artificially generated signals.

76 FR 2665 - Caribbean Fishery Management Council; Scoping Meetings

Federal Register 2010, 2011, 2012, 2013, 2014

2011-01-14

... time series of catch data that is considered to be consistently reliable across all islands as defined... based on what the Council considers to be the longest time series of catch data that is consistently... preferred management reference point time series. Action 3b. Recreational Bag Limits Option 1: No action. Do...

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 likelihood-based time series modeling approach for application in dendrochronology to examine the growth-climate relations and forest disturbance history

EPA Science Inventory

A time series intervention analysis (TSIA) of dendrochronological data to infer the tree growth-climate-disturbance relations and forest disturbance history is described. Maximum likelihood is used to estimate the parameters of a structural time series model with components for ...

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

NASA Astrophysics Data System (ADS)

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

2009-04-01

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

Characterizing and estimating noise in InSAR and InSAR time series with MODIS

USGS Publications Warehouse

Barnhart, William D.; Lohman, Rowena B.

2013-01-01

InSAR time series analysis is increasingly used to image subcentimeter displacement rates of the ground surface. The precision of InSAR observations is often affected by several noise sources, including spatially correlated noise from the turbulent atmosphere. Under ideal scenarios, InSAR time series techniques can substantially mitigate these effects; however, in practice the temporal distribution of InSAR acquisitions over much of the world exhibit seasonal biases, long temporal gaps, and insufficient acquisitions to confidently obtain the precisions desired for tectonic research. Here, we introduce a technique for constraining the magnitude of errors expected from atmospheric phase delays on the ground displacement rates inferred from an InSAR time series using independent observations of precipitable water vapor from MODIS. We implement a Monte Carlo error estimation technique based on multiple (100+) MODIS-based time series that sample date ranges close to the acquisitions times of the available SAR imagery. This stochastic approach allows evaluation of the significance of signals present in the final time series product, in particular their correlation with topography and seasonality. We find that topographically correlated noise in individual interferograms is not spatially stationary, even over short-spatial scales (<10 km). Overall, MODIS-inferred displacements and velocities exhibit errors of similar magnitude to the variability within an InSAR time series. We examine the MODIS-based confidence bounds in regions with a range of inferred displacement rates, and find we are capable of resolving velocities as low as 1.5 mm/yr with uncertainties increasing to ∼6 mm/yr in regions with higher topographic relief.

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.

A hybrid approach EMD-HW for short-term forecasting of daily stock market time series data

NASA Astrophysics Data System (ADS)

Awajan, Ahmad Mohd; Ismail, Mohd Tahir

2017-08-01

Recently, forecasting time series has attracted considerable attention in the field of analyzing financial time series data, specifically within the stock market index. Moreover, stock market forecasting is a challenging area of financial time-series forecasting. In this study, a hybrid methodology between Empirical Mode Decomposition with the Holt-Winter method (EMD-HW) is used to improve forecasting performances in financial time series. The strength of this EMD-HW lies in its ability to forecast non-stationary and non-linear time series without a need to use any transformation method. Moreover, EMD-HW has a relatively high accuracy and offers a new forecasting method in time series. The daily stock market time series data of 11 countries is applied to show the forecasting performance of the proposed EMD-HW. Based on the three forecast accuracy measures, the results indicate that EMD-HW forecasting performance is superior to traditional Holt-Winter forecasting method.

Comparison of detrending methods for fluctuation analysis in hydrology

NASA Astrophysics Data System (ADS)

Zhang, Qiang; Zhou, Yu; Singh, Vijay P.; Chen, Yongqin David

2011-03-01

SummaryTrends within a hydrologic time series can significantly influence the scaling results of fluctuation analysis, such as rescaled range (RS) analysis and (multifractal) detrended fluctuation analysis (MF-DFA). Therefore, removal of trends is important in the study of scaling properties of the time series. In this study, three detrending methods, including adaptive detrending algorithm (ADA), Fourier-based method, and average removing technique, were evaluated by analyzing numerically generated series and observed streamflow series with obvious relative regular periodic trend. Results indicated that: (1) the Fourier-based detrending method and ADA were similar in detrending practices, and given proper parameters, these two methods can produce similarly satisfactory results; (2) detrended series by Fourier-based detrending method and ADA lose the fluctuation information at larger time scales, and the location of crossover points is heavily impacted by the chosen parameters of these two methods; and (3) the average removing method has an advantage over the other two methods, i.e., the fluctuation information at larger time scales is kept well-an indication of relatively reliable performance in detrending. In addition, the average removing method performed reasonably well in detrending a time series with regular periods or trends. In this sense, the average removing method should be preferred in the study of scaling properties of the hydrometeorolgical series with relative regular periodic trend using MF-DFA.

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

PubMed Central

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

2018-01-01

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

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

PubMed

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

2018-01-01

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

Fourier Magnitude-Based Privacy-Preserving Clustering on Time-Series Data

NASA Astrophysics Data System (ADS)

Kim, Hea-Suk; Moon, Yang-Sae

Privacy-preserving clustering (PPC in short) is important in publishing sensitive time-series data. Previous PPC solutions, however, have a problem of not preserving distance orders or incurring privacy breach. To solve this problem, we propose a new PPC approach that exploits Fourier magnitudes of time-series. Our magnitude-based method does not cause privacy breach even though its techniques or related parameters are publicly revealed. Using magnitudes only, however, incurs the distance order problem, and we thus present magnitude selection strategies to preserve as many Euclidean distance orders as possible. Through extensive experiments, we showcase the superiority of our magnitude-based approach.

Base Stability of Aminocyclopropeniums

DTIC Science & Technology

2017-11-01

stability, a series of aminocyclopropeniums were synthesized and their base stability probed in situ using time -resolved proton nuclear magnetic resonance...reporting burden for this collection of information is estimated to average 1 hour per response, including the time for reviewing instructions...tested for their utility in anion exchange membranes for alkaline fuel cells. A series of aminocyclopropeniums were synthesized and their base

Time Series Decomposition into Oscillation Components and Phase Estimation.

PubMed

Matsuda, Takeru; Komaki, Fumiyasu

2017-02-01

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

Quantifying memory in complex physiological time-series.

PubMed

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

2013-01-01

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

Quantifying Memory in Complex Physiological Time-Series

PubMed Central

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

2013-01-01

In a time-series, memory is a statistical feature that lasts for a period of time and distinguishes the time-series from a random, or memory-less, process. In the present study, the concept of “memory length” was used to define the time period, or scale over which rare events within a physiological time-series do not appear randomly. The method is based on inverse statistical analysis and provides empiric evidence that rare fluctuations in cardio-respiratory time-series are ‘forgotten’ quickly in healthy subjects while the memory for such events is significantly prolonged in pathological conditions such as asthma (respiratory time-series) and liver cirrhosis (heart-beat time-series). The memory length was significantly higher in patients with uncontrolled asthma compared to healthy volunteers. Likewise, it was significantly higher in patients with decompensated cirrhosis compared to those with compensated cirrhosis and healthy volunteers. We also observed that the cardio-respiratory system has simple low order dynamics and short memory around its average, and high order dynamics around rare fluctuations. PMID:24039811

Scale-dependent intrinsic entropies of complex time series.

PubMed

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

2016-04-13

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

Analysis on Difference of Forest Phenology Extracted from EVI and LAI Based on PhenoCams

NASA Astrophysics Data System (ADS)

Wang, C.; Jing, L.; Qinhuo, L.

2017-12-01

Land surface phenology can make up for the deficiency of field observation with advantages of capturing the continuous expression of phenology on a large scale. However, there are some variability in phenological metrics derived from different satellite time-series data of vegetation parameters. This paper aims at assessing the difference of phenology information extracted from EVI and LAI time series. To achieve this, some web-camera sites were selected to analyze the characteristics between MODIS-EVI and MODIS-LAI time series from 2010 to 2014 for different forest types, including evergreen coniferous forest, evergreen broadleaf forest, deciduous coniferous forest and deciduous broadleaf forest. At the same time, satellite-based phenological metrics were extracted by the Logistics algorithm and compared with camera-based phenological metrics. Results show that the SOS and EOS that are extracted from LAI are close to bud burst and leaf defoliation respectively, while the SOS and EOS that are extracted from EVI is close to leaf unfolding and leaf coloring respectively. Thus the SOS that is extracted from LAI is earlier than that from EVI, while the EOS that is extracted from LAI is later than that from EVI at deciduous forest sites. Although the seasonal variation characteristics of evergreen forests are not apparent, significant discrepancies exist in LAI time series and EVI time series. In addition, Satellite- and camera-based phenological metrics agree well generally, but EVI has higher correlation with the camera-based canopy greenness (green chromatic coordinate, gcc) than LAI.

Time averaging, ageing and delay analysis of financial time series

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

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

PubMed

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

2014-06-01

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

a Method of Time-Series Change Detection Using Full Polsar Images from Different Sensors

NASA Astrophysics Data System (ADS)

Liu, W.; Yang, J.; Zhao, J.; Shi, H.; Yang, L.

2018-04-01

Most of the existing change detection methods using full polarimetric synthetic aperture radar (PolSAR) are limited to detecting change between two points in time. In this paper, a novel method was proposed to detect the change based on time-series data from different sensors. Firstly, the overall difference image of a time-series PolSAR was calculated by ominous statistic test. Secondly, difference images between any two images in different times ware acquired by Rj statistic test. Generalized Gaussian mixture model (GGMM) was used to obtain time-series change detection maps in the last step for the proposed method. To verify the effectiveness of the proposed method, we carried out the experiment of change detection by using the time-series PolSAR images acquired by Radarsat-2 and Gaofen-3 over the city of Wuhan, in China. Results show that the proposed method can detect the time-series change from different sensors.

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

PubMed

Gavrishchaka, Valeriy; Senyukova, Olga; Davis, Kristina

2015-01-01

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

A Personalized Predictive Framework for Multivariate Clinical Time Series via Adaptive Model Selection.

PubMed

Liu, Zitao; Hauskrecht, Milos

2017-11-01

Building of an accurate predictive model of clinical time series for a patient is critical for understanding of the patient condition, its dynamics, and optimal patient management. Unfortunately, this process is not straightforward. First, patient-specific variations are typically large and population-based models derived or learned from many different patients are often unable to support accurate predictions for each individual patient. Moreover, time series observed for one patient at any point in time may be too short and insufficient to learn a high-quality patient-specific model just from the patient's own data. To address these problems we propose, develop and experiment with a new adaptive forecasting framework for building multivariate clinical time series models for a patient and for supporting patient-specific predictions. The framework relies on the adaptive model switching approach that at any point in time selects the most promising time series model out of the pool of many possible models, and consequently, combines advantages of the population, patient-specific and short-term individualized predictive models. We demonstrate that the adaptive model switching framework is very promising approach to support personalized time series prediction, and that it is able to outperform predictions based on pure population and patient-specific models, as well as, other patient-specific model adaptation strategies.

An Unsupervised Change Detection Method Using Time-Series of PolSAR Images from Radarsat-2 and GaoFen-3.

PubMed

Liu, Wensong; Yang, Jie; Zhao, Jinqi; Shi, Hongtao; Yang, Le

2018-02-12

The traditional unsupervised change detection methods based on the pixel level can only detect the changes between two different times with same sensor, and the results are easily affected by speckle noise. In this paper, a novel method is proposed to detect change based on time-series data from different sensors. Firstly, the overall difference image of the time-series PolSAR is calculated by omnibus test statistics, and difference images between any two images in different times are acquired by R j test statistics. Secondly, the difference images are segmented with a Generalized Statistical Region Merging (GSRM) algorithm which can suppress the effect of speckle noise. Generalized Gaussian Mixture Model (GGMM) is then used to obtain the time-series change detection maps in the final step of the proposed method. To verify the effectiveness of the proposed method, we carried out the experiment of change detection using time-series PolSAR images acquired by Radarsat-2 and Gaofen-3 over the city of Wuhan, in China. Results show that the proposed method can not only detect the time-series change from different sensors, but it can also better suppress the influence of speckle noise and improve the overall accuracy and Kappa coefficient.

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

PubMed Central

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

2017-01-01

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

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

PubMed

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

2017-04-06

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

Design and fabrication of two kind of SOI-based EA-type VOAs

NASA Astrophysics Data System (ADS)

Yuan, Pei; Wang, Yue; Wu, Yuanda; An, Junming; Hu, Xiongwei

2018-06-01

SOI-based variable optical attenuators based on electro-absorption mechanism are demonstrated in this paper. Two different doping structures are adopted to realize the attenuation: a structure with a single lateral p-i-n diode and a structure with several lateral p-i-n diodes connected in series. The VOAs with lateral p-i-n diodes connected in series (series VOA) can greatly improve the device attenuation efficiency compared to VOAs with a single lateral p-i-n diode structure (single VOA), which is verified by the experimental results that the attenuation efficiency of the series VOA and the single VOA is 3.76 dB/mA and 0.189 dB/mA respectively. The corresponding power consumption at 20 dB attenuation is 202 mW (series VOA) and 424 mW (single VOA) respectively. The raise time is 34.5 ns (single VOA) and 45.5 ns (series VOA), and the fall time is 37 ns (single VOA) and 48.5 ns (series VOA).

A Method for Oscillation Errors Restriction of SINS Based on Forecasted Time Series.

PubMed

Zhao, Lin; Li, Jiushun; Cheng, Jianhua; Jia, Chun; Wang, Qiufan

2015-07-17

Continuity, real-time, and accuracy are the key technical indexes of evaluating comprehensive performance of a strapdown inertial navigation system (SINS). However, Schuler, Foucault, and Earth periodic oscillation errors significantly cut down the real-time accuracy of SINS. A method for oscillation error restriction of SINS based on forecasted time series is proposed by analyzing the characteristics of periodic oscillation errors. The innovative method gains multiple sets of navigation solutions with different phase delays in virtue of the forecasted time series acquired through the measurement data of the inertial measurement unit (IMU). With the help of curve-fitting based on least square method, the forecasted time series is obtained while distinguishing and removing small angular motion interference in the process of initial alignment. Finally, the periodic oscillation errors are restricted on account of the principle of eliminating the periodic oscillation signal with a half-wave delay by mean value. Simulation and test results show that the method has good performance in restricting the Schuler, Foucault, and Earth oscillation errors of SINS.

A Method for Oscillation Errors Restriction of SINS Based on Forecasted Time Series

PubMed Central

Zhao, Lin; Li, Jiushun; Cheng, Jianhua; Jia, Chun; Wang, Qiufan

2015-01-01

Continuity, real-time, and accuracy are the key technical indexes of evaluating comprehensive performance of a strapdown inertial navigation system (SINS). However, Schuler, Foucault, and Earth periodic oscillation errors significantly cut down the real-time accuracy of SINS. A method for oscillation error restriction of SINS based on forecasted time series is proposed by analyzing the characteristics of periodic oscillation errors. The innovative method gains multiple sets of navigation solutions with different phase delays in virtue of the forecasted time series acquired through the measurement data of the inertial measurement unit (IMU). With the help of curve-fitting based on least square method, the forecasted time series is obtained while distinguishing and removing small angular motion interference in the process of initial alignment. Finally, the periodic oscillation errors are restricted on account of the principle of eliminating the periodic oscillation signal with a half-wave delay by mean value. Simulation and test results show that the method has good performance in restricting the Schuler, Foucault, and Earth oscillation errors of SINS. PMID:26193283

Statistical analysis of hydrological response in urbanising catchments based on adaptive sampling using inter-amount times

NASA Astrophysics Data System (ADS)

ten Veldhuis, Marie-Claire; Schleiss, Marc

2017-04-01

In this study, we introduced an alternative approach for analysis of hydrological flow time series, using an adaptive sampling framework based on inter-amount times (IATs). The main difference with conventional flow time series is the rate at which low and high flows are sampled: the unit of analysis for IATs is a fixed flow amount, instead of a fixed time window. We analysed statistical distributions of flows and IATs across a wide range of sampling scales to investigate sensitivity of statistical properties such as quantiles, variance, skewness, scaling parameters and flashiness indicators to the sampling scale. We did this based on streamflow time series for 17 (semi)urbanised basins in North Carolina, US, ranging from 13 km2 to 238 km2 in size. Results showed that adaptive sampling of flow time series based on inter-amounts leads to a more balanced representation of low flow and peak flow values in the statistical distribution. While conventional sampling gives a lot of weight to low flows, as these are most ubiquitous in flow time series, IAT sampling gives relatively more weight to high flow values, when given flow amounts are accumulated in shorter time. As a consequence, IAT sampling gives more information about the tail of the distribution associated with high flows, while conventional sampling gives relatively more information about low flow periods. We will present results of statistical analyses across a range of subdaily to seasonal scales and will highlight some interesting insights that can be derived from IAT statistics with respect to basin flashiness and impact urbanisation on hydrological response.

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

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

Charakopoulos, A. K.; Karakasidis, T. E., E-mail: thkarak@uth.gr; Liakopoulos, A.

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

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

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

Charakopoulos, A. K.; Karakasidis, T. E., E-mail: thkarak@uth.gr; Liakopoulos, A.

2014-06-15

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

Analysis and stochastic modelling of Intensity-Duration-Frequency relationship from 88 years of 10 min rainfall data in North Spain

NASA Astrophysics Data System (ADS)

Delgado, Oihane; Campo-Bescós, Miguel A.; López, J. Javier

2017-04-01

Frequently, when we are trying to solve certain hydrological engineering problems, it is often necessary to know rain intensity values related to a specific probability or return period, T. Based on analyses of extreme rainfall events at different time scale aggregation, we can deduce the relationships among Intensity-Duration-Frequency (IDF), that are widely used in hydraulic infrastructure design. However, the lack of long time series of rainfall intensities for smaller time periods, minutes or hours, leads to use mathematical expressions to characterize and extend these curves. One way to deduce them is through the development of synthetic rainfall time series generated from stochastic models, which is evaluated in this work. From recorded accumulated rainfall time series every 10 min in the pluviograph of Igueldo (San Sebastian, Spain) for the time period between 1927-2005, their homogeneity has been checked and possible statistically significant increasing or decreasing trends have also been shown. Subsequently, two models have been calibrated: Bartlett-Lewis and Markov chains models, which are based on the successions of storms, composed for a series of rainfall events, separated by a short interval of time each. Finally, synthetic ten-minute rainfall time series are generated, which allow to estimate detailed IDF curves and compare them with the estimated IDF based on the recorded data.

Short Term Rain Prediction For Sustainability of Tanks in the Tropic Influenced by Shadow Rains

NASA Astrophysics Data System (ADS)

Suresh, S.

2007-07-01

Rainfall and flow prediction, adapting the Venkataraman single time series approach and Wiener multiple time series approach were conducted for Aralikottai tank system, and Kothamangalam tank system, Tamilnadu, India. The results indicated that the raw prediction of daily values is closer to actual values than trend identified predictions. The sister seasonal time series were more amenable for prediction than whole parent time series. Venkataraman single time approach was more suited for rainfall prediction. Wiener approach proved better for daily prediction of flow based on rainfall. The major conclusion is that the sister seasonal time series of rain and flow have their own identities even though they form part of the whole parent time series. Further studies with other tropical small watersheds are necessary to establish this unique characteristic of independent but not exclusive behavior of seasonal stationary stochastic processes as compared to parent non stationary stochastic processes.

Nonlinear Analysis of Surface EMG Time Series

NASA Astrophysics Data System (ADS)

Zurcher, Ulrich; Kaufman, Miron; Sung, Paul

2004-04-01

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

Downsizer - A Graphical User Interface-Based Application for Browsing, Acquiring, and Formatting Time-Series Data for Hydrologic Modeling

USGS Publications Warehouse

Ward-Garrison, Christian; Markstrom, Steven L.; Hay, Lauren E.

2009-01-01

The U.S. Geological Survey Downsizer is a computer application that selects, downloads, verifies, and formats station-based time-series data for environmental-resource models, particularly the Precipitation-Runoff Modeling System. Downsizer implements the client-server software architecture. The client presents a map-based, graphical user interface that is intuitive to modelers; the server provides streamflow and climate time-series data from over 40,000 measurement stations across the United States. This report is the Downsizer user's manual and provides (1) an overview of the software design, (2) installation instructions, (3) a description of the graphical user interface, (4) a description of selected output files, and (5) troubleshooting information.

Wavelet-based tracking of bacteria in unreconstructed off-axis holograms.

PubMed

Marin, Zach; Wallace, J Kent; Nadeau, Jay; Khalil, Andre

2018-03-01

We propose an automated wavelet-based method of tracking particles in unreconstructed off-axis holograms to provide rough estimates of the presence of motion and particle trajectories in digital holographic microscopy (DHM) time series. The wavelet transform modulus maxima segmentation method is adapted and tailored to extract Airy-like diffraction disks, which represent bacteria, from DHM time series. In this exploratory analysis, the method shows potential for estimating bacterial tracks in low-particle-density time series, based on a preliminary analysis of both living and dead Serratia marcescens, and for rapidly providing a single-bit answer to whether a sample chamber contains living or dead microbes or is empty. Copyright © 2017 Elsevier Inc. All rights reserved.

Multivariate Time Series Decomposition into Oscillation Components.

PubMed

Matsuda, Takeru; Komaki, Fumiyasu

2017-08-01

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

A New Modified Histogram Matching Normalization for Time Series Microarray Analysis.

PubMed

Astola, Laura; Molenaar, Jaap

2014-07-01

Microarray data is often utilized in inferring regulatory networks. Quantile normalization (QN) is a popular method to reduce array-to-array variation. We show that in the context of time series measurements QN may not be the best choice for this task, especially not if the inference is based on continuous time ODE model. We propose an alternative normalization method that is better suited for network inference from time series data.

Biogeochemistry from Gliders at the Hawaii Ocean Times-Series

NASA Astrophysics Data System (ADS)

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

2016-02-01

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

Heart rate time series characteristics for early detection of infections in critically ill patients.

PubMed

Tambuyzer, T; Guiza, F; Boonen, E; Meersseman, P; Vervenne, H; Hansen, T K; Bjerre, M; Van den Berghe, G; Berckmans, D; Aerts, J M; Meyfroidt, G

2017-04-01

It is difficult to make a distinction between inflammation and infection. Therefore, new strategies are required to allow accurate detection of infection. Here, we hypothesize that we can distinguish infected from non-infected ICU patients based on dynamic features of serum cytokine concentrations and heart rate time series. Serum cytokine profiles and heart rate time series of 39 patients were available for this study. The serum concentration of ten cytokines were measured using blood sampled every 10 min between 2100 and 0600 hours. Heart rate was recorded every minute. Ten metrics were used to extract features from these time series to obtain an accurate classification of infected patients. The predictive power of the metrics derived from the heart rate time series was investigated using decision tree analysis. Finally, logistic regression methods were used to examine whether classification performance improved with inclusion of features derived from the cytokine time series. The AUC of a decision tree based on two heart rate features was 0.88. The model had good calibration with 0.09 Hosmer-Lemeshow p value. There was no significant additional value of adding static cytokine levels or cytokine time series information to the generated decision tree model. The results suggest that heart rate is a better marker for infection than information captured by cytokine time series when the exact stage of infection is not known. The predictive value of (expensive) biomarkers should always be weighed against the routinely monitored data, and such biomarkers have to demonstrate added value.

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

NASA Technical Reports Server (NTRS)

Adelfang, Stanley I.

2008-01-01

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

The detection of local irreversibility in time series based on segmentation

NASA Astrophysics Data System (ADS)

Teng, Yue; Shang, Pengjian

2018-06-01

We propose a strategy for the detection of local irreversibility in stationary time series based on multiple scale. The detection is beneficial to evaluate the displacement of irreversibility toward local skewness. By means of this method, we can availably discuss the local irreversible fluctuations of time series as the scale changes. The method was applied to simulated nonlinear signals generated by the ARFIMA process and logistic map to show how the irreversibility functions react to the increasing of the multiple scale. The method was applied also to series of financial markets i.e., American, Chinese and European markets. The local irreversibility for different markets demonstrate distinct characteristics. Simulations and real data support the need of exploring local irreversibility.

Non-linear forecasting in high-frequency financial time series

NASA Astrophysics Data System (ADS)

Strozzi, F.; Zaldívar, J. M.

2005-08-01

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

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

NASA Astrophysics Data System (ADS)

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

2013-12-01

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

Cross-correlation of point series using a new method

NASA Technical Reports Server (NTRS)

Strothers, Richard B.

1994-01-01

Traditional methods of cross-correlation of two time series do not apply to point time series. Here, a new method, devised specifically for point series, utilizes a correlation measure that is based in the rms difference (or, alternatively, the median absolute difference) between nearest neightbors in overlapped segments of the two series. Error estimates for the observed locations of the points, as well as a systematic shift of one series with respect to the other to accommodate a constant, but unknown, lead or lag, are easily incorporated into the analysis using Monte Carlo techniques. A methodological restriction adopted here is that one series be treated as a template series against which the other, called the target series, is cross-correlated. To estimate a significance level for the correlation measure, the adopted alternative (null) hypothesis is that the target series arises from a homogeneous Poisson process. The new method is applied to cross-correlating the times of the greatest geomagnetic storms with the times of maximum in the undecennial solar activity cycle.

A likelihood-based time series modeling approach for application in dendrochronology to examine the growth-climate relations and forest disturbance history.

PubMed

Lee, E Henry; Wickham, Charlotte; Beedlow, Peter A; Waschmann, Ronald S; Tingey, David T

2017-10-01

A time series intervention analysis (TSIA) of dendrochronological data to infer the tree growth-climate-disturbance relations and forest disturbance history is described. Maximum likelihood is used to estimate the parameters of a structural time series model with components for climate and forest disturbances (i.e., pests, diseases, fire). The statistical method is illustrated with a tree-ring width time series for a mature closed-canopy Douglas-fir stand on the west slopes of the Cascade Mountains of Oregon, USA that is impacted by Swiss needle cast disease caused by the foliar fungus, Phaecryptopus gaeumannii (Rhode) Petrak. The likelihood-based TSIA method is proposed for the field of dendrochronology to understand the interaction of temperature, water, and forest disturbances that are important in forest ecology and climate change studies.

A New Hybrid-Multiscale SSA Prediction of Non-Stationary Time Series

NASA Astrophysics Data System (ADS)

Ghanbarzadeh, Mitra; Aminghafari, Mina

2016-02-01

Singular spectral analysis (SSA) is a non-parametric method used in the prediction of non-stationary time series. It has two parameters, which are difficult to determine and very sensitive to their values. Since, SSA is a deterministic-based method, it does not give good results when the time series is contaminated with a high noise level and correlated noise. Therefore, we introduce a novel method to handle these problems. It is based on the prediction of non-decimated wavelet (NDW) signals by SSA and then, prediction of residuals by wavelet regression. The advantages of our method are the automatic determination of parameters and taking account of the stochastic structure of time series. As shown through the simulated and real data, we obtain better results than SSA, a non-parametric wavelet regression method and Holt-Winters method.

Decadal variations in atmospheric water vapor time series estimated using GNSS, ERA-Interim, and synoptic data

NASA Astrophysics Data System (ADS)

Alshawaf, Fadwa; Dick, Galina; Heise, Stefan; Balidakis, Kyriakos; Schmidt, Torsten; Wickert, Jens

2017-04-01

Ground-based GNSS (Global Navigation Satellite Systems) have efficiently been used since the 1990s as a meteorological observing system. Recently scientists used GNSS time series of precipitable water vapor (PWV) for climate research although they may not be sufficiently long. In this work, we compare the trend estimated from GNSS time series with that estimated from European Center for Medium-RangeWeather Forecasts Reanalysis (ERA-Interim) data and meteorological measurements.We aim at evaluating climate evolution in Central Europe by monitoring different atmospheric variables such as temperature and PWV. PWV time series were obtained by three methods: 1) estimated from ground-based GNSS observations using the method of precise point positioning, 2) inferred from ERA-Interim data, and 3) determined based on daily surface measurements of temperature and relative humidity. The other variables are available from surface meteorological stations or received from ERA-Interim. The PWV trend component estimated from GNSS data strongly correlates (>70%) with that estimated from the other data sets. The linear trend is estimated by straight line fitting over 30 years of seasonally-adjusted PWV time series obtained using the meteorological measurements. The results show a positive trend in the PWV time series with an increase of 0.2-0.7 mm/decade with a mean standard deviations of 0.016 mm/decade. In this paper, we present the results at three GNSS stations. The temporal increment of the PWV correlates with the temporal increase in the temperature levels.

Improved magnetic resonance fingerprinting reconstruction with low-rank and subspace modeling.

PubMed

Zhao, Bo; Setsompop, Kawin; Adalsteinsson, Elfar; Gagoski, Borjan; Ye, Huihui; Ma, Dan; Jiang, Yun; Ellen Grant, P; Griswold, Mark A; Wald, Lawrence L

2018-02-01

This article introduces a constrained imaging method based on low-rank and subspace modeling to improve the accuracy and speed of MR fingerprinting (MRF). A new model-based imaging method is developed for MRF to reconstruct high-quality time-series images and accurate tissue parameter maps (e.g., T 1 , T 2 , and spin density maps). Specifically, the proposed method exploits low-rank approximations of MRF time-series images, and further enforces temporal subspace constraints to capture magnetization dynamics. This allows the time-series image reconstruction problem to be formulated as a simple linear least-squares problem, which enables efficient computation. After image reconstruction, tissue parameter maps are estimated via dictionary-based pattern matching, as in the conventional approach. The effectiveness of the proposed method was evaluated with in vivo experiments. Compared with the conventional MRF reconstruction, the proposed method reconstructs time-series images with significantly reduced aliasing artifacts and noise contamination. Although the conventional approach exhibits some robustness to these corruptions, the improved time-series image reconstruction in turn provides more accurate tissue parameter maps. The improvement is pronounced especially when the acquisition time becomes short. The proposed method significantly improves the accuracy of MRF, and also reduces data acquisition time. Magn Reson Med 79:933-942, 2018. © 2017 International Society for Magnetic Resonance in Medicine. © 2017 International Society for Magnetic Resonance in Medicine.

Analysis of Zenith Tropospheric Delay above Europe based on long time series derived from the EPN data

NASA Astrophysics Data System (ADS)

Baldysz, Zofia; Nykiel, Grzegorz; Figurski, Mariusz; Szafranek, Karolina; Kroszczynski, Krzysztof; Araszkiewicz, Andrzej

2015-04-01

In recent years, the GNSS system began to play an increasingly important role in the research related to the climate monitoring. Based on the GPS system, which has the longest operational capability in comparison with other systems, and a common computational strategy applied to all observations, long and homogeneous ZTD (Zenith Tropospheric Delay) time series were derived. This paper presents results of analysis of 16-year ZTD time series obtained from the EPN (EUREF Permanent Network) reprocessing performed by the Military University of Technology. To maintain the uniformity of data, analyzed period of time (1998-2013) is exactly the same for all stations - observations carried out before 1998 were removed from time series and observations processed using different strategy were recalculated according to the MUT LAC approach. For all 16-year time series (59 stations) Lomb-Scargle periodograms were created to obtain information about the oscillations in ZTD time series. Due to strong annual oscillations which disturb the character of oscillations with smaller amplitude and thus hinder their investigation, Lomb-Scargle periodograms for time series with the deleted annual oscillations were created in order to verify presence of semi-annual, ter-annual and quarto-annual oscillations. Linear trend and seasonal components were estimated using LSE (Least Square Estimation) and Mann-Kendall trend test were used to confirm the presence of linear trend designated by LSE method. In order to verify the effect of the length of time series on the estimated size of the linear trend, comparison between two different length of ZTD time series was performed. To carry out a comparative analysis, 30 stations which have been operating since 1996 were selected. For these stations two periods of time were analyzed: shortened 16-year (1998-2013) and full 18-year (1996-2013). For some stations an additional two years of observations have significant impact on changing the size of linear trend - only for 4 stations the size of linear trend was exactly the same for two periods of time. In one case, the nature of the trend has changed from negative (16-year time series) for positive (18-year time series). The average value of a linear trends for 16-year time series is 1,5 mm/decade, but their spatial distribution is not uniform. The average value of linear trends for all 18-year time series is 2,0 mm/decade, with better spatial distribution and smaller discrepancies.

Polarization Impacts on the Water-Leaving Radiance Retrieval from Above-Water Radiometric Measurements

DTIC Science & Technology

2012-12-10

shown, based on time series of col- located data acquired in coastal waters, that the azimuth range of measurements leading to good-quality data is...radiometry, the standard way to de- rive the sea surface reflectance is based on sky radi- ance measurements Lskv acquired at the same time as the total sea...approach for correcting the reflected sea surface signal. Because the radiative-transfer- based approach has been validated over the whole time series

[Correlation coefficient-based principle and method for the classification of jump degree in hydrological time series].

PubMed

Wu, Zi Yi; Xie, Ping; Sang, Yan Fang; Gu, Hai Ting

2018-04-01

The phenomenon of jump is one of the importantly external forms of hydrological variabi-lity under environmental changes, representing the adaption of hydrological nonlinear systems to the influence of external disturbances. Presently, the related studies mainly focus on the methods for identifying the jump positions and jump times in hydrological time series. In contrast, few studies have focused on the quantitative description and classification of jump degree in hydrological time series, which make it difficult to understand the environmental changes and evaluate its potential impacts. Here, we proposed a theatrically reliable and easy-to-apply method for the classification of jump degree in hydrological time series, using the correlation coefficient as a basic index. The statistical tests verified the accuracy, reasonability, and applicability of this method. The relationship between the correlation coefficient and the jump degree of series were described using mathematical equation by derivation. After that, several thresholds of correlation coefficients under different statistical significance levels were chosen, based on which the jump degree could be classified into five levels: no, weak, moderate, strong and very strong. Finally, our method was applied to five diffe-rent observed hydrological time series, with diverse geographic and hydrological conditions in China. The results of the classification of jump degrees in those series were closely accorded with their physically hydrological mechanisms, indicating the practicability of our method.

The construction of a Central Netherlands temperature

NASA Astrophysics Data System (ADS)

van der Schrier, G.; van Ulden, A.; van Oldenborgh, G. J.

2011-05-01

The Central Netherlands Temperature (CNT) is a monthly daily mean temperature series constructed from homogenized time series from the centre of the Netherlands. The purpose of this series is to offer a homogeneous time series representative of a larger area in order to study large-scale temperature changes. It will also facilitate a comparison with climate models, which resolve similar scales. From 1906 onwards, temperature measurements in the Netherlands have been sufficiently standardized to construct a high-quality series. Long time series have been constructed by merging nearby stations and using the overlap to calibrate the differences. These long time series and a few time series of only a few decades in length have been subjected to a homogeneity analysis in which significant breaks and artificial trends have been corrected. Many of the detected breaks correspond to changes in the observations that are documented in the station metadata. This version of the CNT, to which we attach the version number 1.1, is constructed as the unweighted average of four stations (De Bilt, Winterswijk/Hupsel, Oudenbosch/Gilze-Rijen and Gemert/Volkel) with the stations Eindhoven and Deelen added from 1951 and 1958 onwards, respectively. The global gridded datasets used for detecting and attributing climate change are based on raw observational data. Although some homogeneity adjustments are made, these are not based on knowledge of local circumstances but only on statistical evidence. Despite this handicap, and the fact that these datasets use grid boxes that are far larger then the area associated with that of the Central Netherlands Temperature, the temperature interpolated to the CNT region shows a warming trend that is broadly consistent with the CNT trend in all of these datasets. The actual trends differ from the CNT trend up to 30 %, which highlights the need to base future global gridded temperature datasets on homogenized time series.

Wavelet analysis and scaling properties of time series

NASA Astrophysics Data System (ADS)

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

2005-10-01

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

Compression based entropy estimation of heart rate variability on multiple time scales.

PubMed

Baumert, Mathias; Voss, Andreas; Javorka, Michal

2013-01-01

Heart rate fluctuates beat by beat in a complex manner. The aim of this study was to develop a framework for entropy assessment of heart rate fluctuations on multiple time scales. We employed the Lempel-Ziv algorithm for lossless data compression to investigate the compressibility of RR interval time series on different time scales, using a coarse-graining procedure. We estimated the entropy of RR interval time series of 20 young and 20 old subjects and also investigated the compressibility of randomly shuffled surrogate RR time series. The original RR time series displayed significantly smaller compression entropy values than randomized RR interval data. The RR interval time series of older subjects showed significantly different entropy characteristics over multiple time scales than those of younger subjects. In conclusion, data compression may be useful approach for multiscale entropy assessment of heart rate variability.

A New Modified Histogram Matching Normalization for Time Series Microarray Analysis

PubMed Central

Astola, Laura; Molenaar, Jaap

2014-01-01

Microarray data is often utilized in inferring regulatory networks. Quantile normalization (QN) is a popular method to reduce array-to-array variation. We show that in the context of time series measurements QN may not be the best choice for this task, especially not if the inference is based on continuous time ODE model. We propose an alternative normalization method that is better suited for network inference from time series data. PMID:27600344

Irreversibility of financial time series: A graph-theoretical approach

NASA Astrophysics Data System (ADS)

Flanagan, Ryan; Lacasa, Lucas

2016-04-01

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

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

PubMed

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

2018-01-31

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

Detecting trends in forest disturbance and recovery using yearly Landsat time series: 1. LandTrendr — Temporal segmentation algorithms

Treesearch

Robert E. Kennedy; Zhiqiang Yang; Warren B. Cohen

2010-01-01

We introduce and test LandTrendr (Landsat-based detection of Trends in Disturbance and Recovery), a new approach to extract spectral trajectories of land surface change from yearly Landsat time-series stacks (LTS). The method brings together two themes in time-series analysis of LTS: capture of short-duration events and smoothing of long-term trends. Our strategy is...

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

PubMed

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

2010-12-01

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

A combinatorial filtering method for magnetotelluric time-series based on Hilbert-Huang transform

NASA Astrophysics Data System (ADS)

Cai, Jianhua

2014-11-01

Magnetotelluric (MT) time-series are often contaminated with noise from natural or man-made processes. A substantial improvement is possible when the time-series are presented as clean as possible for further processing. A combinatorial method is described for filtering of MT time-series based on the Hilbert-Huang transform that requires a minimum of human intervention and leaves good data sections unchanged. Good data sections are preserved because after empirical mode decomposition the data are analysed through hierarchies, morphological filtering, adaptive threshold and multi-point smoothing, allowing separation of noise from signals. The combinatorial method can be carried out without any assumption about the data distribution. Simulated data and the real measured MT time-series from three different regions, with noise caused by baseline drift, high frequency noise and power-line contribution, are processed to demonstrate the application of the proposed method. Results highlight the ability of the combinatorial method to pick out useful signals, and the noise is suppressed greatly so that their deleterious influence is eliminated for the MT transfer function estimation.

A Proposed Data Fusion Architecture for Micro-Zone Analysis and Data Mining

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

Kevin McCarthy; Milos Manic

Data Fusion requires the ability to combine or “fuse” date from multiple data sources. Time Series Analysis is a data mining technique used to predict future values from a data set based upon past values. Unlike other data mining techniques, however, Time Series places special emphasis on periodicity and how seasonal and other time-based factors tend to affect trends over time. One of the difficulties encountered in developing generic time series techniques is the wide variability of the data sets available for analysis. This presents challenges all the way from the data gathering stage to results presentation. This paper presentsmore » an architecture designed and used to facilitate the collection of disparate data sets well suited to Time Series analysis as well as other predictive data mining techniques. Results show this architecture provides a flexible, dynamic framework for the capture and storage of a myriad of dissimilar data sets and can serve as a foundation from which to build a complete data fusion architecture.« less

Nonlinear Time Series Analysis via Neural Networks

NASA Astrophysics Data System (ADS)

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

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

76 FR 41454 - Caribbean Fishery Management Council; Scoping Meetings

Federal Register 2010, 2011, 2012, 2013, 2014

2011-07-14

... based on alternative selected in Action 3(a) and time series of landings data as defined in Action 1(a...., Puerto Rico, St. Thomas/St. John, St. Croix) based on the preferred management reference point time series selected by the Council in Actions 1(a) and 2(a). Alternative 2A. Use a mid-point or equidistant...

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

NASA Astrophysics Data System (ADS)

He, Jiayi; Shang, Pengjian; Xiong, Hui

2018-06-01

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

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

NASA Astrophysics Data System (ADS)

Muñoz-Diosdado, A.

2005-01-01

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

Updating Landsat time series of surface-reflectance composites and forest change products with new observations

NASA Astrophysics Data System (ADS)

Hermosilla, Txomin; Wulder, Michael A.; White, Joanne C.; Coops, Nicholas C.; Hobart, Geordie W.

2017-12-01

The use of time series satellite data allows for the temporally dense, systematic, transparent, and synoptic capture of land dynamics over time. Subsequent to the opening of the Landsat archive, several time series approaches for characterizing landscape change have been developed, often representing a particular analytical time window. The information richness and widespread utility of these time series data have created a need to maintain the currency of time series information via the addition of new data, as it becomes available. When an existing time series is temporally extended, it is critical that previously generated change information remains consistent, thereby not altering reported change statistics or science outcomes based on that change information. In this research, we investigate the impacts and implications of adding additional years to an existing 29-year annual Landsat time series for forest change. To do so, we undertook a spatially explicit comparison of the 29 overlapping years of a time series representing 1984-2012, with a time series representing 1984-2016. Surface reflectance values, and presence, year, and type of change were compared. We found that the addition of years to extend the time series had minimal effect on the annual surface reflectance composites, with slight band-specific differences (r ≥ 0.1) in the final years of the original time series being updated. The area of stand replacing disturbances and determination of change year are virtually unchanged for the overlapping period between the two time-series products. Over the overlapping temporal period (1984-2012), the total area of change differs by 0.53%, equating to an annual difference in change area of 0.019%. Overall, the spatial and temporal agreement of the changes detected by both time series was 96%. Further, our findings suggest that the entire pre-existing historic time series does not need to be re-processed during the update process. Critically, given the time series change detection and update approach followed here, science outcomes or reports representing one temporal epoch can be considered stable and will not be altered when a time series is updated with newly available data.

Nonlinear Prediction Model for Hydrologic Time Series Based on Wavelet Decomposition

NASA Astrophysics Data System (ADS)

Kwon, H.; Khalil, A.; Brown, C.; Lall, U.; Ahn, H.; Moon, Y.

2005-12-01

Traditionally forecasting and characterizations of hydrologic systems is performed utilizing many techniques. Stochastic linear methods such as AR and ARIMA and nonlinear ones such as statistical learning theory based tools have been extensively used. The common difficulty to all methods is the determination of sufficient and necessary information and predictors for a successful prediction. Relationships between hydrologic variables are often highly nonlinear and interrelated across the temporal scale. A new hybrid approach is proposed for the simulation of hydrologic time series combining both the wavelet transform and the nonlinear model. The present model employs some merits of wavelet transform and nonlinear time series model. The Wavelet Transform is adopted to decompose a hydrologic nonlinear process into a set of mono-component signals, which are simulated by nonlinear model. The hybrid methodology is formulated in a manner to improve the accuracy of a long term forecasting. The proposed hybrid model yields much better results in terms of capturing and reproducing the time-frequency properties of the system at hand. Prediction results are promising when compared to traditional univariate time series models. An application of the plausibility of the proposed methodology is provided and the results conclude that wavelet based time series model can be utilized for simulating and forecasting of hydrologic variable reasonably well. This will ultimately serve the purpose of integrated water resources planning and management.

Magnetostratigraphy susceptibility for the Guadalupian Series GSSPs (Middle Permian) in Guadalupe Mountains National Park and adjacent areas in West Texas

USGS Publications Warehouse

Wardlaw, Bruce R.; Ellwood, Brooks B.; Lambert, Lance L.; Tomkin, Jonathan H.; Bell, Gordon L.; Nestell, Galina P.

2012-01-01

Here we establish a magnetostratigraphy susceptibility zonation for the three Middle Permian Global boundary Stratotype Sections and Points (GSSPs) that have recently been defined, located in Guadalupe Mountains National Park, West Texas, USA. These GSSPs, all within the Middle Permian Guadalupian Series, define (1) the base of the Roadian Stage (base of the Guadalupian Series), (2) the base of the Wordian Stage and (3) the base of the Capitanian Stage. Data from two additional stratigraphic successions in the region, equivalent in age to the Kungurian–Roadian and Wordian–Capitanian boundary intervals, are also reported. Based on low-field, mass specific magnetic susceptibility (χ) measurements of 706 closely spaced samples from these stratigraphic sections and time-series analysis of one of these sections, we (1) define the magnetostratigraphy susceptibility zonation for the three Guadalupian Series Global boundary Stratotype Sections and Points; (2) demonstrate that χ datasets provide a proxy for climate cyclicity; (3) give quantitative estimates of the time it took for some of these sediments to accumulate; (4) give the rates at which sediments were accumulated; (5) allow more precise correlation to equivalent sections in the region; (6) identify anomalous stratigraphic horizons; and (7) give estimates for timing and duration of geological events within sections.

Parameter motivated mutual correlation analysis: Application to the study of currency exchange rates based on intermittency parameter and Hurst exponent

NASA Astrophysics Data System (ADS)

Cristescu, Constantin P.; Stan, Cristina; Scarlat, Eugen I.; Minea, Teofil; Cristescu, Cristina M.

2012-04-01

We present a novel method for the parameter oriented analysis of mutual correlation between independent time series or between equivalent structures such as ordered data sets. The proposed method is based on the sliding window technique, defines a new type of correlation measure and can be applied to time series from all domains of science and technology, experimental or simulated. A specific parameter that can characterize the time series is computed for each window and a cross correlation analysis is carried out on the set of values obtained for the time series under investigation. We apply this method to the study of some currency daily exchange rates from the point of view of the Hurst exponent and the intermittency parameter. Interesting correlation relationships are revealed and a tentative crisis prediction is presented.

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

A user-defined data type for the storage of time series data allowing efficient similarity screening.

PubMed

Sorokin, Anatoly; Selkov, Gene; Goryanin, Igor

2012-07-16

The volume of the experimentally measured time series data is rapidly growing, while storage solutions offering better data types than simple arrays of numbers or opaque blobs for keeping series data are sorely lacking. A number of indexing methods have been proposed to provide efficient access to time series data, but none has so far been integrated into a tried-and-proven database system. To explore the possibility of such integration, we have developed a data type for time series storage in PostgreSQL, an object-relational database system, and equipped it with an access method based on SAX (Symbolic Aggregate approXimation). This new data type has been successfully tested in a database supporting a large-scale plant gene expression experiment, and it was additionally tested on a very large set of simulated time series data. Copyright © 2011 Elsevier B.V. All rights reserved.

High Resolution Time Series of Plankton Communities: From Early Warning of Harmful Blooms to Sentinels of Climate Change

NASA Astrophysics Data System (ADS)

Sosik, H. M.; Campbell, L.; Olson, R. J.

2016-02-01

The combination of ocean observatory infrastructure and automated submersible flow cytometry provides an unprecedented capability for sustained high resolution time series of plankton, including taxa that are harmful or early indicators of ecosystem response to environmental change. On-going time series produced with the FlowCytobot series of instruments document important ways this challenge is already being met for phytoplankton and microzooplankton. FlowCytobot and Imaging FlowCytobot use a combination of laser-based scattering and fluorescence measurements and video imaging of individual particles to enumerate and characterize cells ranging from picocyanobacteria to large chaining-forming diatoms. Over a decade of observations at the Martha's Vineyard Coastal Observatory (MVCO), a cabled facility on the New England Shelf, have been compiled from repeated instrument deployments, typically 6 months or longer in duration. These multi-year high resolution (hourly to daily) time series are providing new insights into dynamics of community structure such as blooms, seasonality, and multi-year trends linked to regional climate-related variables. Similar observations in Texas coastal waters at the Texas Observatory for Algal Succession Time series (TOAST) have repeatedly provided early warning of harmful algal bloom events that threaten human and ecosystem health. As coastal ocean observing systems mature and expand, the continued integration of these type of detailed observations of the plankton will provide unparalleled information about variability and patterns of change at the base of the marine food webs, with direct implications for informed ecosystem-based management.

Using time series structural characteristics to analyze grain prices in food insecure countries

USGS Publications Warehouse

Davenport, Frank; Funk, Chris

2015-01-01

Two components of food security monitoring are accurate forecasts of local grain prices and the ability to identify unusual price behavior. We evaluated a method that can both facilitate forecasts of cross-country grain price data and identify dissimilarities in price behavior across multiple markets. This method, characteristic based clustering (CBC), identifies similarities in multiple time series based on structural characteristics in the data. Here, we conducted a simulation experiment to determine if CBC can be used to improve the accuracy of maize price forecasts. We then compared forecast accuracies among clustered and non-clustered price series over a rolling time horizon. We found that the accuracy of forecasts on clusters of time series were equal to or worse than forecasts based on individual time series. However, in the following experiment we found that CBC was still useful for price analysis. We used the clusters to explore the similarity of price behavior among Kenyan maize markets. We found that price behavior in the isolated markets of Mandera and Marsabit has become increasingly dissimilar from markets in other Kenyan cities, and that these dissimilarities could not be explained solely by geographic distance. The structural isolation of Mandera and Marsabit that we find in this paper is supported by field studies on food security and market integration in Kenya. Our results suggest that a market with a unique price series (as measured by structural characteristics that differ from neighboring markets) may lack market integration and food security.

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

NASA Astrophysics Data System (ADS)

Laib, Mohamed; Telesca, Luciano; Kanevski, Mikhail

2018-03-01

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

Symplectic geometry spectrum regression for prediction of noisy time series

NASA Astrophysics Data System (ADS)

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

2016-05-01

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

Visual analytics techniques for large multi-attribute time series data

NASA Astrophysics Data System (ADS)

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

2008-01-01

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

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

PubMed

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

2007-04-01

Dynamic analysis techniques may quantify abnormalities in heart rate variability (HRV) based on nonlinear and fractal analysis (chaos theory). The article emphasizes clinical and prognostic significance of dynamic changes in short-time series applied on patients with coronary heart disease (CHD) during the exercise electrocardiograph (ECG) test. The subjects were included in the series after complete cardiovascular diagnostic data. Series of R-R and ST-T intervals were obtained from exercise ECG data after sampling digitally. The range rescaled analysis method determined the fractal dimension of the intervals. To quantify fractal long-range correlation's properties of heart rate variability, the detrended fluctuation analysis technique was used. Approximate entropy (ApEn) was applied to quantify the regularity and complexity of time series, as well as unpredictability of fluctuations in time series. It was found that the short-term fractal scaling exponent (alpha(1)) is significantly lower in patients with CHD (0.93 +/- 0.07 vs 1.09 +/- 0.04; P < 0.001). The patients with CHD had higher fractal dimension in each exercise test program separately, as well as in exercise program at all. ApEn was significant lower in CHD group in both RR and ST-T ECG intervals (P < 0.001). The nonlinear dynamic methods could have clinical and prognostic applicability also in short-time ECG series. Dynamic analysis based on chaos theory during the exercise ECG test point out the multifractal time series in CHD patients who loss normal fractal characteristics and regularity in HRV. Nonlinear analysis technique may complement traditional ECG analysis.

A general statistical test for correlations in a finite-length time series.

PubMed

Hanson, Jeffery A; Yang, Haw

2008-06-07

The statistical properties of the autocorrelation function from a time series composed of independently and identically distributed stochastic variables has been studied. Analytical expressions for the autocorrelation function's variance have been derived. It has been found that two common ways of calculating the autocorrelation, moving-average and Fourier transform, exhibit different uncertainty characteristics. For periodic time series, the Fourier transform method is preferred because it gives smaller uncertainties that are uniform through all time lags. Based on these analytical results, a statistically robust method has been proposed to test the existence of correlations in a time series. The statistical test is verified by computer simulations and an application to single-molecule fluorescence spectroscopy is discussed.

A novel time series link prediction method: Learning automata approach

NASA Astrophysics Data System (ADS)

Moradabadi, Behnaz; Meybodi, Mohammad Reza

2017-09-01

Link prediction is a main social network challenge that uses the network structure to predict future links. The common link prediction approaches to predict hidden links use a static graph representation where a snapshot of the network is analyzed to find hidden or future links. For example, similarity metric based link predictions are a common traditional approach that calculates the similarity metric for each non-connected link and sort the links based on their similarity metrics and label the links with higher similarity scores as the future links. Because people activities in social networks are dynamic and uncertainty, and the structure of the networks changes over time, using deterministic graphs for modeling and analysis of the social network may not be appropriate. In the time-series link prediction problem, the time series link occurrences are used to predict the future links In this paper, we propose a new time series link prediction based on learning automata. In the proposed algorithm for each link that must be predicted there is one learning automaton and each learning automaton tries to predict the existence or non-existence of the corresponding link. To predict the link occurrence in time T, there is a chain consists of stages 1 through T - 1 and the learning automaton passes from these stages to learn the existence or non-existence of the corresponding link. Our preliminary link prediction experiments with co-authorship and email networks have provided satisfactory results when time series link occurrences are considered.

A new approach for measuring power spectra and reconstructing time series in active galactic nuclei

NASA Astrophysics Data System (ADS)

Li, Yan-Rong; Wang, Jian-Min

2018-05-01

We provide a new approach to measure power spectra and reconstruct time series in active galactic nuclei (AGNs) based on the fact that the Fourier transform of AGN stochastic variations is a series of complex Gaussian random variables. The approach parametrizes a stochastic series in frequency domain and transforms it back to time domain to fit the observed data. The parameters and their uncertainties are derived in a Bayesian framework, which also allows us to compare the relative merits of different power spectral density models. The well-developed fast Fourier transform algorithm together with parallel computation enables an acceptable time complexity for the approach.

Inhomogeneous scaling behaviors in Malaysian foreign currency exchange rates

NASA Astrophysics Data System (ADS)

Muniandy, S. V.; Lim, S. C.; Murugan, R.

2001-12-01

In this paper, we investigate the fractal scaling behaviors of foreign currency exchange rates with respect to Malaysian currency, Ringgit Malaysia. These time series are examined piecewise before and after the currency control imposed in 1st September 1998 using the monofractal model based on fractional Brownian motion. The global Hurst exponents are determined using the R/ S analysis, the detrended fluctuation analysis and the method of second moment using the correlation coefficients. The limitation of these monofractal analyses is discussed. The usual multifractal analysis reveals that there exists a wide range of Hurst exponents in each of the time series. A new method of modelling the multifractal time series based on multifractional Brownian motion with time-varying Hurst exponents is studied.

Application of Fast Dynamic Allan Variance for the Characterization of FOGs-Based Measurement While Drilling.

PubMed

Wang, Lu; Zhang, Chunxi; Gao, Shuang; Wang, Tao; Lin, Tie; Li, Xianmu

2016-12-07

The stability of a fiber optic gyroscope (FOG) in measurement while drilling (MWD) could vary with time because of changing temperature, high vibration, and sudden power failure. The dynamic Allan variance (DAVAR) is a sliding version of the Allan variance. It is a practical tool that could represent the non-stationary behavior of the gyroscope signal. Since the normal DAVAR takes too long to deal with long time series, a fast DAVAR algorithm has been developed to accelerate the computation speed. However, both the normal DAVAR algorithm and the fast algorithm become invalid for discontinuous time series. What is worse, the FOG-based MWD underground often keeps working for several days; the gyro data collected aboveground is not only very time-consuming, but also sometimes discontinuous in the timeline. In this article, on the basis of the fast algorithm for DAVAR, we make a further advance in the fast algorithm (improved fast DAVAR) to extend the fast DAVAR to discontinuous time series. The improved fast DAVAR and the normal DAVAR are used to responsively characterize two sets of simulation data. The simulation results show that when the length of the time series is short, the improved fast DAVAR saves 78.93% of calculation time. When the length of the time series is long ( 6 × 10 5 samples), the improved fast DAVAR reduces calculation time by 97.09%. Another set of simulation data with missing data is characterized by the improved fast DAVAR. Its simulation results prove that the improved fast DAVAR could successfully deal with discontinuous data. In the end, a vibration experiment with FOGs-based MWD has been implemented to validate the good performance of the improved fast DAVAR. The results of the experience testify that the improved fast DAVAR not only shortens computation time, but could also analyze discontinuous time series.

Application of Fast Dynamic Allan Variance for the Characterization of FOGs-Based Measurement While Drilling

PubMed Central

Wang, Lu; Zhang, Chunxi; Gao, Shuang; Wang, Tao; Lin, Tie; Li, Xianmu

2016-01-01

The stability of a fiber optic gyroscope (FOG) in measurement while drilling (MWD) could vary with time because of changing temperature, high vibration, and sudden power failure. The dynamic Allan variance (DAVAR) is a sliding version of the Allan variance. It is a practical tool that could represent the non-stationary behavior of the gyroscope signal. Since the normal DAVAR takes too long to deal with long time series, a fast DAVAR algorithm has been developed to accelerate the computation speed. However, both the normal DAVAR algorithm and the fast algorithm become invalid for discontinuous time series. What is worse, the FOG-based MWD underground often keeps working for several days; the gyro data collected aboveground is not only very time-consuming, but also sometimes discontinuous in the timeline. In this article, on the basis of the fast algorithm for DAVAR, we make a further advance in the fast algorithm (improved fast DAVAR) to extend the fast DAVAR to discontinuous time series. The improved fast DAVAR and the normal DAVAR are used to responsively characterize two sets of simulation data. The simulation results show that when the length of the time series is short, the improved fast DAVAR saves 78.93% of calculation time. When the length of the time series is long (6×105 samples), the improved fast DAVAR reduces calculation time by 97.09%. Another set of simulation data with missing data is characterized by the improved fast DAVAR. Its simulation results prove that the improved fast DAVAR could successfully deal with discontinuous data. In the end, a vibration experiment with FOGs-based MWD has been implemented to validate the good performance of the improved fast DAVAR. The results of the experience testify that the improved fast DAVAR not only shortens computation time, but could also analyze discontinuous time series. PMID:27941600

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

NASA Astrophysics Data System (ADS)

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

2015-06-01

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

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

PubMed

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

2015-06-01

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

Complex Rotation Quantum Dynamic Neural Networks (CRQDNN) using Complex Quantum Neuron (CQN): Applications to time series prediction.

PubMed

Cui, Yiqian; Shi, Junyou; Wang, Zili

2015-11-01

Quantum Neural Networks (QNN) models have attracted great attention since it innovates a new neural computing manner based on quantum entanglement. However, the existing QNN models are mainly based on the real quantum operations, and the potential of quantum entanglement is not fully exploited. In this paper, we proposes a novel quantum neuron model called Complex Quantum Neuron (CQN) that realizes a deep quantum entanglement. Also, a novel hybrid networks model Complex Rotation Quantum Dynamic Neural Networks (CRQDNN) is proposed based on Complex Quantum Neuron (CQN). CRQDNN is a three layer model with both CQN and classical neurons. An infinite impulse response (IIR) filter is embedded in the Networks model to enable the memory function to process time series inputs. The Levenberg-Marquardt (LM) algorithm is used for fast parameter learning. The networks model is developed to conduct time series predictions. Two application studies are done in this paper, including the chaotic time series prediction and electronic remaining useful life (RUL) prediction. Copyright © 2015 Elsevier Ltd. All rights reserved.

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

NASA Astrophysics Data System (ADS)

Luo, Qiu; Xin, Wu; Qiming, Xiong

2017-06-01

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

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

PubMed

Demanuele, Charmaine; Bähner, Florian; Plichta, Michael M; Kirsch, Peter; Tost, Heike; Meyer-Lindenberg, Andreas; Durstewitz, Daniel

2015-01-01

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

Forecasting Nonlinear Chaotic Time Series with Function Expression Method Based on an Improved Genetic-Simulated Annealing Algorithm

PubMed Central

Wang, Jun; Zhou, Bi-hua; Zhou, Shu-dao; Sheng, Zheng

2015-01-01

The paper proposes a novel function expression method to forecast chaotic time series, using an improved genetic-simulated annealing (IGSA) algorithm to establish the optimum function expression that describes the behavior of time series. In order to deal with the weakness associated with the genetic algorithm, the proposed algorithm incorporates the simulated annealing operation which has the strong local search ability into the genetic algorithm to enhance the performance of optimization; besides, the fitness function and genetic operators are also improved. Finally, the method is applied to the chaotic time series of Quadratic and Rossler maps for validation. The effect of noise in the chaotic time series is also studied numerically. The numerical results verify that the method can forecast chaotic time series with high precision and effectiveness, and the forecasting precision with certain noise is also satisfactory. It can be concluded that the IGSA algorithm is energy-efficient and superior. PMID:26000011

Forecasting nonlinear chaotic time series with function expression method based on an improved genetic-simulated annealing algorithm.

PubMed

Wang, Jun; Zhou, Bi-hua; Zhou, Shu-dao; Sheng, Zheng

2015-01-01

The paper proposes a novel function expression method to forecast chaotic time series, using an improved genetic-simulated annealing (IGSA) algorithm to establish the optimum function expression that describes the behavior of time series. In order to deal with the weakness associated with the genetic algorithm, the proposed algorithm incorporates the simulated annealing operation which has the strong local search ability into the genetic algorithm to enhance the performance of optimization; besides, the fitness function and genetic operators are also improved. Finally, the method is applied to the chaotic time series of Quadratic and Rossler maps for validation. The effect of noise in the chaotic time series is also studied numerically. The numerical results verify that the method can forecast chaotic time series with high precision and effectiveness, and the forecasting precision with certain noise is also satisfactory. It can be concluded that the IGSA algorithm is energy-efficient and superior.

Semi-autonomous remote sensing time series generation tool

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

Comparison of different synthetic 5-min rainfall time series regarding their suitability for urban drainage modelling

NASA Astrophysics Data System (ADS)

van der Heijden, Sven; Callau Poduje, Ana; Müller, Hannes; Shehu, Bora; Haberlandt, Uwe; Lorenz, Manuel; Wagner, Sven; Kunstmann, Harald; Müller, Thomas; Mosthaf, Tobias; Bárdossy, András

2015-04-01

For the design and operation of urban drainage systems with numerical simulation models, long, continuous precipitation time series with high temporal resolution are necessary. Suitable observed time series are rare. As a result, intelligent design concepts often use uncertain or unsuitable precipitation data, which renders them uneconomic or unsustainable. An expedient alternative to observed data is the use of long, synthetic rainfall time series as input for the simulation models. Within the project SYNOPSE, several different methods to generate synthetic precipitation data for urban drainage modelling are advanced, tested, and compared. The presented study compares four different approaches of precipitation models regarding their ability to reproduce rainfall and runoff characteristics. These include one parametric stochastic model (alternating renewal approach), one non-parametric stochastic model (resampling approach), one downscaling approach from a regional climate model, and one disaggregation approach based on daily precipitation measurements. All four models produce long precipitation time series with a temporal resolution of five minutes. The synthetic time series are first compared to observed rainfall reference time series. Comparison criteria include event based statistics like mean dry spell and wet spell duration, wet spell amount and intensity, long term means of precipitation sum and number of events, and extreme value distributions for different durations. Then they are compared regarding simulated discharge characteristics using an urban hydrological model on a fictitious sewage network. First results show a principal suitability of all rainfall models but with different strengths and weaknesses regarding the different rainfall and runoff characteristics considered.

A Four-Stage Hybrid Model for Hydrological Time Series Forecasting

PubMed Central

Di, Chongli; Yang, Xiaohua; Wang, Xiaochao

2014-01-01

Hydrological time series forecasting remains a difficult task due to its complicated nonlinear, non-stationary and multi-scale characteristics. To solve this difficulty and improve the prediction accuracy, a novel four-stage hybrid model is proposed for hydrological time series forecasting based on the principle of ‘denoising, decomposition and ensemble’. The proposed model has four stages, i.e., denoising, decomposition, components prediction and ensemble. In the denoising stage, the empirical mode decomposition (EMD) method is utilized to reduce the noises in the hydrological time series. Then, an improved method of EMD, the ensemble empirical mode decomposition (EEMD), is applied to decompose the denoised series into a number of intrinsic mode function (IMF) components and one residual component. Next, the radial basis function neural network (RBFNN) is adopted to predict the trend of all of the components obtained in the decomposition stage. In the final ensemble prediction stage, the forecasting results of all of the IMF and residual components obtained in the third stage are combined to generate the final prediction results, using a linear neural network (LNN) model. For illustration and verification, six hydrological cases with different characteristics are used to test the effectiveness of the proposed model. The proposed hybrid model performs better than conventional single models, the hybrid models without denoising or decomposition and the hybrid models based on other methods, such as the wavelet analysis (WA)-based hybrid models. In addition, the denoising and decomposition strategies decrease the complexity of the series and reduce the difficulties of the forecasting. With its effective denoising and accurate decomposition ability, high prediction precision and wide applicability, the new model is very promising for complex time series forecasting. This new forecast model is an extension of nonlinear prediction models. PMID:25111782

A four-stage hybrid model for hydrological time series forecasting.

PubMed

Di, Chongli; Yang, Xiaohua; Wang, Xiaochao

2014-01-01

Hydrological time series forecasting remains a difficult task due to its complicated nonlinear, non-stationary and multi-scale characteristics. To solve this difficulty and improve the prediction accuracy, a novel four-stage hybrid model is proposed for hydrological time series forecasting based on the principle of 'denoising, decomposition and ensemble'. The proposed model has four stages, i.e., denoising, decomposition, components prediction and ensemble. In the denoising stage, the empirical mode decomposition (EMD) method is utilized to reduce the noises in the hydrological time series. Then, an improved method of EMD, the ensemble empirical mode decomposition (EEMD), is applied to decompose the denoised series into a number of intrinsic mode function (IMF) components and one residual component. Next, the radial basis function neural network (RBFNN) is adopted to predict the trend of all of the components obtained in the decomposition stage. In the final ensemble prediction stage, the forecasting results of all of the IMF and residual components obtained in the third stage are combined to generate the final prediction results, using a linear neural network (LNN) model. For illustration and verification, six hydrological cases with different characteristics are used to test the effectiveness of the proposed model. The proposed hybrid model performs better than conventional single models, the hybrid models without denoising or decomposition and the hybrid models based on other methods, such as the wavelet analysis (WA)-based hybrid models. In addition, the denoising and decomposition strategies decrease the complexity of the series and reduce the difficulties of the forecasting. With its effective denoising and accurate decomposition ability, high prediction precision and wide applicability, the new model is very promising for complex time series forecasting. This new forecast model is an extension of nonlinear prediction models.

Change detection using landsat time series: A review of frequencies, preprocessing, algorithms, and applications

NASA Astrophysics Data System (ADS)

Zhu, Zhe

2017-08-01

The free and open access to all archived Landsat images in 2008 has completely changed the way of using Landsat data. Many novel change detection algorithms based on Landsat time series have been developed We present a comprehensive review of four important aspects of change detection studies based on Landsat time series, including frequencies, preprocessing, algorithms, and applications. We observed the trend that the more recent the study, the higher the frequency of Landsat time series used. We reviewed a series of image preprocessing steps, including atmospheric correction, cloud and cloud shadow detection, and composite/fusion/metrics techniques. We divided all change detection algorithms into six categories, including thresholding, differencing, segmentation, trajectory classification, statistical boundary, and regression. Within each category, six major characteristics of different algorithms, such as frequency, change index, univariate/multivariate, online/offline, abrupt/gradual change, and sub-pixel/pixel/spatial were analyzed. Moreover, some of the widely-used change detection algorithms were also discussed. Finally, we reviewed different change detection applications by dividing these applications into two categories, change target and change agent detection.

Wavelet-based surrogate time series for multiscale simulation of heterogeneous catalysis

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

Savara, Aditya Ashi; Daw, C. Stuart; Xiong, Qingang

We propose a wavelet-based scheme that encodes the essential dynamics of discrete microscale surface reactions in a form that can be coupled with continuum macroscale flow simulations with high computational efficiency. This makes it possible to simulate the dynamic behavior of reactor-scale heterogeneous catalysis without requiring detailed concurrent simulations at both the surface and continuum scales using different models. Our scheme is based on the application of wavelet-based surrogate time series that encodes the essential temporal and/or spatial fine-scale dynamics at the catalyst surface. The encoded dynamics are then used to generate statistically equivalent, randomized surrogate time series, which canmore » be linked to the continuum scale simulation. As a result, we illustrate an application of this approach using two different kinetic Monte Carlo simulations with different characteristic behaviors typical for heterogeneous chemical reactions.« less

Wavelet-based surrogate time series for multiscale simulation of heterogeneous catalysis

DOE PAGES

Savara, Aditya Ashi; Daw, C. Stuart; Xiong, Qingang; ...

2016-01-28

We propose a wavelet-based scheme that encodes the essential dynamics of discrete microscale surface reactions in a form that can be coupled with continuum macroscale flow simulations with high computational efficiency. This makes it possible to simulate the dynamic behavior of reactor-scale heterogeneous catalysis without requiring detailed concurrent simulations at both the surface and continuum scales using different models. Our scheme is based on the application of wavelet-based surrogate time series that encodes the essential temporal and/or spatial fine-scale dynamics at the catalyst surface. The encoded dynamics are then used to generate statistically equivalent, randomized surrogate time series, which canmore » be linked to the continuum scale simulation. As a result, we illustrate an application of this approach using two different kinetic Monte Carlo simulations with different characteristic behaviors typical for heterogeneous chemical reactions.« less

Analysis of Vlbi, Slr and GPS Site Position Time Series

NASA Astrophysics Data System (ADS)

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

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

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

PubMed

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

2007-04-01

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

Koopman Operator Framework for Time Series Modeling and Analysis

NASA Astrophysics Data System (ADS)

Surana, Amit

2018-01-01

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

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

NASA Astrophysics Data System (ADS)

Wang, Na; Li, Dong; Wang, Qiwen

2012-12-01

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

Regional Landslide Mapping Aided by Automated Classification of SqueeSAR™ Time Series (Northern Apennines, Italy)

NASA Astrophysics Data System (ADS)

Iannacone, J.; Berti, M.; Allievi, J.; Del Conte, S.; Corsini, A.

2013-12-01

Space borne InSAR has proven to be very valuable for landslides detection. In particular, extremely slow landslides (Cruden and Varnes, 1996) can be now clearly identified, thanks to the millimetric precision reached by recent multi-interferometric algorithms. The typical approach in radar interpretation for landslides mapping is based on average annual velocity of the deformation which is calculated over the entire times series. The Hotspot and Cluster Analysis (Lu et al., 2012) and the PSI-based matrix approach (Cigna et al., 2013) are examples of landslides mapping techniques based on average annual velocities. However, slope movements can be affected by non-linear deformation trends, (i.e. reactivation of dormant landslides, deceleration due to natural or man-made slope stabilization, seasonal activity, etc). Therefore, analyzing deformation time series is crucial in order to fully characterize slope dynamics. While this is relatively simple to be carried out manually when dealing with small dataset, the time series analysis over regional scale dataset requires automated classification procedures. Berti et al. (2013) developed an automatic procedure for the analysis of InSAR time series based on a sequence of statistical tests. The analysis allows to classify the time series into six distinctive target trends (0=uncorrelated; 1=linear; 2=quadratic; 3=bilinear; 4=discontinuous without constant velocity; 5=discontinuous with change in velocity) which are likely to represent different slope processes. The analysis also provides a series of descriptive parameters which can be used to characterize the temporal changes of ground motion. All the classification algorithms were integrated into a Graphical User Interface called PSTime. We investigated an area of about 2000 km2 in the Northern Apennines of Italy by using SqueeSAR™ algorithm (Ferretti et al., 2011). Two Radarsat-1 data stack, comprising of 112 scenes in descending orbit and 124 scenes in ascending orbit, were processed. The time coverage lasts from April 2003 to November 2012, with an average temporal frequency of 1 scene/month. Radar interpretation has been carried out by considering average annual velocities as well as acceleration/deceleration trends evidenced by PSTime. Altogether, from ascending and descending geometries respectively, this approach allowed detecting of 115 and 112 potential landslides on the basis of average displacement rate and 77 and 79 landslides on the basis of acceleration trends. In conclusion, time series analysis resulted to be very valuable for landslide mapping. In particular it highlighted areas with marked acceleration in a specific period in time while still being affected by low average annual velocity over the entire analysis period. On the other hand, even in areas with high average annual velocity, time series analysis was of primary importance to characterize the slope dynamics in terms of acceleration events.

Entropy of electromyography time series

NASA Astrophysics Data System (ADS)

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

2007-12-01

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

Modelling road accidents: An approach using structural time series

NASA Astrophysics Data System (ADS)

Junus, Noor Wahida Md; Ismail, Mohd Tahir

2014-09-01

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

Unraveling multiple changes in complex climate time series using Bayesian inference

NASA Astrophysics Data System (ADS)

Berner, Nadine; Trauth, Martin H.; Holschneider, Matthias

2016-04-01

Change points in time series are perceived as heterogeneities in the statistical or dynamical characteristics of observations. Unraveling such transitions yields essential information for the understanding of the observed system. The precise detection and basic characterization of underlying changes is therefore of particular importance in environmental sciences. We present a kernel-based Bayesian inference approach to investigate direct as well as indirect climate observations for multiple generic transition events. In order to develop a diagnostic approach designed to capture a variety of natural processes, the basic statistical features of central tendency and dispersion are used to locally approximate a complex time series by a generic transition model. A Bayesian inversion approach is developed to robustly infer on the location and the generic patterns of such a transition. To systematically investigate time series for multiple changes occurring at different temporal scales, the Bayesian inversion is extended to a kernel-based inference approach. By introducing basic kernel measures, the kernel inference results are composed into a proxy probability to a posterior distribution of multiple transitions. Thus, based on a generic transition model a probability expression is derived that is capable to indicate multiple changes within a complex time series. We discuss the method's performance by investigating direct and indirect climate observations. The approach is applied to environmental time series (about 100 a), from the weather station in Tuscaloosa, Alabama, and confirms documented instrumentation changes. Moreover, the approach is used to investigate a set of complex terrigenous dust records from the ODP sites 659, 721/722 and 967 interpreted as climate indicators of the African region of the Plio-Pleistocene period (about 5 Ma). The detailed inference unravels multiple transitions underlying the indirect climate observations coinciding with established global climate events.

Process fault detection and nonlinear time series analysis for anomaly detection in safeguards

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

Burr, T.L.; Mullen, M.F.; Wangen, L.E.

In this paper we discuss two advanced techniques, process fault detection and nonlinear time series analysis, and apply them to the analysis of vector-valued and single-valued time-series data. We investigate model-based process fault detection methods for analyzing simulated, multivariate, time-series data from a three-tank system. The model-predictions are compared with simulated measurements of the same variables to form residual vectors that are tested for the presence of faults (possible diversions in safeguards terminology). We evaluate two methods, testing all individual residuals with a univariate z-score and testing all variables simultaneously with the Mahalanobis distance, for their ability to detect lossmore » of material from two different leak scenarios from the three-tank system: a leak without and with replacement of the lost volume. Nonlinear time-series analysis tools were compared with the linear methods popularized by Box and Jenkins. We compare prediction results using three nonlinear and two linear modeling methods on each of six simulated time series: two nonlinear and four linear. The nonlinear methods performed better at predicting the nonlinear time series and did as well as the linear methods at predicting the linear values.« less

Time series patterns and language support in DBMS

NASA Astrophysics Data System (ADS)

Telnarova, Zdenka

2017-07-01

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

Semisupervised GDTW kernel-based fuzzy c-means algorithm for mapping vegetation dynamics in mining region using normalized difference vegetation index time series

NASA Astrophysics Data System (ADS)

Jia, Duo; Wang, Cangjiao; Lei, Shaogang

2018-01-01

Mapping vegetation dynamic types in mining areas is significant for revealing the mechanisms of environmental damage and for guiding ecological construction. Dynamic types of vegetation can be identified by applying interannual normalized difference vegetation index (NDVI) time series. However, phase differences and time shifts in interannual time series decrease mapping accuracy in mining regions. To overcome these problems and to increase the accuracy of mapping vegetation dynamics, an interannual Landsat time series for optimum vegetation growing status was constructed first by using the enhanced spatial and temporal adaptive reflectance fusion model algorithm. We then proposed a Markov random field optimized semisupervised Gaussian dynamic time warping kernel-based fuzzy c-means (FCM) cluster algorithm for interannual NDVI time series to map dynamic vegetation types in mining regions. The proposed algorithm has been tested in the Shengli mining region and Shendong mining region, which are typical representatives of China's open-pit and underground mining regions, respectively. Experiments show that the proposed algorithm can solve the problems of phase differences and time shifts to achieve better performance when mapping vegetation dynamic types. The overall accuracies for the Shengli and Shendong mining regions were 93.32% and 89.60%, respectively, with improvements of 7.32% and 25.84% when compared with the original semisupervised FCM algorithm.

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

PubMed Central

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

2013-01-01

Time-series stream is one of the most common data types in data mining field. It is prevalent in fields such as stock market, ecology, and medical care. Segmentation is a key step to accelerate the processing speed of time-series stream mining. Previous algorithms for segmenting mainly focused on the issue of ameliorating precision instead of paying much attention to the efficiency. Moreover, the performance of these algorithms depends heavily on parameters, which are hard for the users to set. In this paper, we propose PRESEE (parameter-free, real-time, and scalable time-series stream segmenting algorithm), which greatly improves the efficiency of time-series stream segmenting. PRESEE is based on both MDL (minimum description length) and MML (minimum message length) methods, which could segment the data automatically. To evaluate the performance of PRESEE, we conduct several experiments on time-series streams of different types and compare it with the state-of-art algorithm. The empirical results show that PRESEE is very efficient for real-time stream datasets by improving segmenting speed nearly ten times. The novelty of this algorithm is further demonstrated by the application of PRESEE in segmenting real-time stream datasets from ChinaFLUX sensor networks data stream. PMID:23956693

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

PubMed

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

2013-01-01

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

Fluctuations in Wikipedia access-rate and edit-event data

NASA Astrophysics Data System (ADS)

Kämpf, Mirko; Tismer, Sebastian; Kantelhardt, Jan W.; Muchnik, Lev

2012-12-01

Internet-based social networks often reflect extreme events in nature and society by drastic increases in user activity. We study and compare the dynamics of the two major complex processes necessary for information spread via the online encyclopedia ‘Wikipedia’, i.e., article editing (information upload) and article access (information viewing) based on article edit-event time series and (hourly) user access-rate time series for all articles. Daily and weekly activity patterns occur in addition to fluctuations and bursting activity. The bursts (i.e., significant increases in activity for an extended period of time) are characterized by a power-law distribution of durations of increases and decreases. For describing the recurrence and clustering of bursts we investigate the statistics of the return intervals between them. We find stretched exponential distributions of return intervals in access-rate time series, while edit-event time series yield simple exponential distributions. To characterize the fluctuation behavior we apply detrended fluctuation analysis (DFA), finding that most article access-rate time series are characterized by strong long-term correlations with fluctuation exponents α≈0.9. The results indicate significant differences in the dynamics of information upload and access and help in understanding the complex process of collecting, processing, validating, and distributing information in self-organized social networks.

Development and evaluation of a data-adaptive alerting algorithm for univariate temporal biosurveillance data.

PubMed

Elbert, Yevgeniy; Burkom, Howard S

2009-11-20

This paper discusses further advances in making robust predictions with the Holt-Winters forecasts for a variety of syndromic time series behaviors and introduces a control-chart detection approach based on these forecasts. Using three collections of time series data, we compare biosurveillance alerting methods with quantified measures of forecast agreement, signal sensitivity, and time-to-detect. The study presents practical rules for initialization and parameterization of biosurveillance time series. Several outbreak scenarios are used for detection comparison. We derive an alerting algorithm from forecasts using Holt-Winters-generalized smoothing for prospective application to daily syndromic time series. The derived algorithm is compared with simple control-chart adaptations and to more computationally intensive regression modeling methods. The comparisons are conducted on background data from both authentic and simulated data streams. Both types of background data include time series that vary widely by both mean value and cyclic or seasonal behavior. Plausible, simulated signals are added to the background data for detection performance testing at signal strengths calculated to be neither too easy nor too hard to separate the compared methods. Results show that both the sensitivity and the timeliness of the Holt-Winters-based algorithm proved to be comparable or superior to that of the more traditional prediction methods used for syndromic surveillance.

A Comparison of Forecast Error Generators for Modeling Wind and Load Uncertainty

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

Lu, Ning; Diao, Ruisheng; Hafen, Ryan P.

2013-12-18

This paper presents four algorithms to generate random forecast error time series, including a truncated-normal distribution model, a state-space based Markov model, a seasonal autoregressive moving average (ARMA) model, and a stochastic-optimization based model. The error time series are used to create real-time (RT), hour-ahead (HA), and day-ahead (DA) wind and load forecast time series that statistically match historically observed forecasting data sets, used for variable generation integration studies. A comparison is made using historical DA load forecast and actual load values to generate new sets of DA forecasts with similar stoical forecast error characteristics. This paper discusses and comparesmore » the capabilities of each algorithm to preserve the characteristics of the historical forecast data sets.« less

Delay differential analysis of time series.

PubMed

Lainscsek, Claudia; Sejnowski, Terrence J

2015-03-01

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

Modeling seasonal variation of hip fracture in Montreal, Canada.

PubMed

Modarres, Reza; Ouarda, Taha B M J; Vanasse, Alain; Orzanco, Maria Gabriela; Gosselin, Pierre

2012-04-01

The investigation of the association of the climate variables with hip fracture incidences is important in social health issues. This study examined and modeled the seasonal variation of monthly population based hip fracture rate (HFr) time series. The seasonal ARIMA time series modeling approach is used to model monthly HFr incidences time series of female and male patients of the ages 40-74 and 75+ of Montreal, Québec province, Canada, in the period of 1993-2004. The correlation coefficients between meteorological variables such as temperature, snow depth, rainfall depth and day length and HFr are significant. The nonparametric Mann-Kendall test for trend assessment and the nonparametric Levene's test and Wilcoxon's test for checking the difference of HFr before and after change point are also used. The seasonality in HFr indicated sharp difference between winter and summer time. The trend assessment showed decreasing trends in HFr of female and male groups. The nonparametric test also indicated a significant change of the mean HFr. A seasonal ARIMA model was applied for HFr time series without trend and a time trend ARIMA model (TT-ARIMA) was developed and fitted to HFr time series with a significant trend. The multi criteria evaluation showed the adequacy of SARIMA and TT-ARIMA models for modeling seasonal hip fracture time series with and without significant trend. In the time series analysis of HFr of the Montreal region, the effects of the seasonal variation of climate variables on hip fracture are clear. The Seasonal ARIMA model is useful for modeling HFr time series without trend. However, for time series with significant trend, the TT-ARIMA model should be applied for modeling HFr time series. Copyright © 2011 Elsevier Inc. All rights reserved.

Compressive Sensing of Foot Gait Signals and Its Application for the Estimation of Clinically Relevant Time Series.

PubMed

Pant, Jeevan K; Krishnan, Sridhar

2016-07-01

A new signal reconstruction algorithm for compressive sensing based on the minimization of a pseudonorm which promotes block-sparse structure on the first-order difference of the signal is proposed. Involved optimization is carried out by using a sequential version of Fletcher-Reeves' conjugate-gradient algorithm, and the line search is based on Banach's fixed-point theorem. The algorithm is suitable for the reconstruction of foot gait signals which admit block-sparse structure on the first-order difference. An additional algorithm for the estimation of stride-interval, swing-interval, and stance-interval time series from the reconstructed foot gait signals is also proposed. This algorithm is based on finding zero crossing indices of the foot gait signal and using the resulting indices for the computation of time series. Extensive simulation results demonstrate that the proposed signal reconstruction algorithm yields improved signal-to-noise ratio and requires significantly reduced computational effort relative to several competing algorithms over a wide range of compression ratio. For a compression ratio in the range from 88% to 94%, the proposed algorithm is found to offer improved accuracy for the estimation of clinically relevant time-series parameters, namely, the mean value, variance, and spectral index of stride-interval, stance-interval, and swing-interval time series, relative to its nearest competitor algorithm. The improvement in performance for compression ratio as high as 94% indicates that the proposed algorithms would be useful for designing compressive sensing-based systems for long-term telemonitoring of human gait signals.

Phenologically-tuned MODIS NDVI-based production anomaly estimates for Zimbabwe

USGS Publications Warehouse

Funk, Chris; Budde, Michael E.

2009-01-01

For thirty years, simple crop water balance models have been used by the early warning community to monitor agricultural drought. These models estimate and accumulate actual crop evapotranspiration, evaluating environmental conditions based on crop water requirements. Unlike seasonal rainfall totals, these models take into account the phenology of the crop, emphasizing conditions during the peak grain filling phase of crop growth. In this paper we describe an analogous metric of crop performance based on time series of Moderate Resolution Imaging Spectroradiometer (MODIS) Normalized Difference Vegetation Index (NDVI) imagery. A special temporal filter is used to screen for cloud contamination. Regional NDVI time series are then composited for cultivated areas, and adjusted temporally according to the timing of the rainy season. This adjustment standardizes the NDVI response vis-??-vis the expected phenological response of maize. A national time series index is then created by taking the cropped-area weighted average of the regional series. This national time series provides an effective summary of vegetation response in agricultural areas, and allows for the identification of NDVI green-up during grain filling. Onset-adjusted NDVI values following the grain filling period are well correlated with U.S. Department of Agriculture production figures, possess desirable linear characteristics, and perform better than more common indices such as maximum seasonal NDVI or seasonally averaged NDVI. Thus, just as appropriately calibrated crop water balance models can provide more information than seasonal rainfall totals, the appropriate agro-phenological filtering of NDVI can improve the utility and accuracy of space-based agricultural monitoring.

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

PubMed

Rodríguez, Miguel A

2017-06-01

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

GNSS Network Time Series Analysis

NASA Astrophysics Data System (ADS)

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

2012-04-01

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

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

NASA Astrophysics Data System (ADS)

Laib, Mohamed; Telesca, Luciano; Kanevski, Mikhail

2018-02-01

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

Multidimensional stock network analysis: An Escoufier's RV coefficient approach

NASA Astrophysics Data System (ADS)

Lee, Gan Siew; Djauhari, Maman A.

2013-09-01

The current practice of stocks network analysis is based on the assumption that the time series of closed stock price could represent the behaviour of the each stock. This assumption leads to consider minimal spanning tree (MST) and sub-dominant ultrametric (SDU) as an indispensible tool to filter the economic information contained in the network. Recently, there is an attempt where researchers represent stock not only as a univariate time series of closed price but as a bivariate time series of closed price and volume. In this case, they developed the so-called multidimensional MST to filter the important economic information. However, in this paper, we show that their approach is only applicable for that bivariate time series only. This leads us to introduce a new methodology to construct MST where each stock is represented by a multivariate time series. An example of Malaysian stock exchange will be presented and discussed to illustrate the advantages of the method.

Toeplitz Inverse Covariance-Based Clustering of Multivariate Time Series Data

PubMed Central

Hallac, David; Vare, Sagar; Boyd, Stephen; Leskovec, Jure

2018-01-01

Subsequence clustering of multivariate time series is a useful tool for discovering repeated patterns in temporal data. Once these patterns have been discovered, seemingly complicated datasets can be interpreted as a temporal sequence of only a small number of states, or clusters. For example, raw sensor data from a fitness-tracking application can be expressed as a timeline of a select few actions (i.e., walking, sitting, running). However, discovering these patterns is challenging because it requires simultaneous segmentation and clustering of the time series. Furthermore, interpreting the resulting clusters is difficult, especially when the data is high-dimensional. Here we propose a new method of model-based clustering, which we call Toeplitz Inverse Covariance-based Clustering (TICC). Each cluster in the TICC method is defined by a correlation network, or Markov random field (MRF), characterizing the interdependencies between different observations in a typical subsequence of that cluster. Based on this graphical representation, TICC simultaneously segments and clusters the time series data. We solve the TICC problem through alternating minimization, using a variation of the expectation maximization (EM) algorithm. We derive closed-form solutions to efficiently solve the two resulting subproblems in a scalable way, through dynamic programming and the alternating direction method of multipliers (ADMM), respectively. We validate our approach by comparing TICC to several state-of-the-art baselines in a series of synthetic experiments, and we then demonstrate on an automobile sensor dataset how TICC can be used to learn interpretable clusters in real-world scenarios. PMID:29770257

Comparison of estimators for rolling samples using Forest Inventory and Analysis data

Treesearch

Devin S. Johnson; Michael S. Williams; Raymond L. Czaplewski

2003-01-01

The performance of three classes of weighted average estimators is studied for an annual inventory design similar to the Forest Inventory and Analysis program of the United States. The first class is based on an ARIMA(0,1,1) time series model. The equal weight, simple moving average is a member of this class. The second class is based on an ARIMA(0,2,2) time series...

Multiscale sample entropy and cross-sample entropy based on symbolic representation and similarity of stock markets

NASA Astrophysics Data System (ADS)

Wu, Yue; Shang, Pengjian; Li, Yilong

2018-03-01

A modified multiscale sample entropy measure based on symbolic representation and similarity (MSEBSS) is proposed in this paper to research the complexity of stock markets. The modified algorithm reduces the probability of inducing undefined entropies and is confirmed to be robust to strong noise. Considering the validity and accuracy, MSEBSS is more reliable than Multiscale entropy (MSE) for time series mingled with much noise like financial time series. We apply MSEBSS to financial markets and results show American stock markets have the lowest complexity compared with European and Asian markets. There are exceptions to the regularity that stock markets show a decreasing complexity over the time scale, indicating a periodicity at certain scales. Based on MSEBSS, we introduce the modified multiscale cross-sample entropy measure based on symbolic representation and similarity (MCSEBSS) to consider the degree of the asynchrony between distinct time series. Stock markets from the same area have higher synchrony than those from different areas. And for stock markets having relative high synchrony, the entropy values will decrease with the increasing scale factor. While for stock markets having high asynchrony, the entropy values will not decrease with the increasing scale factor sometimes they tend to increase. So both MSEBSS and MCSEBSS are able to distinguish stock markets of different areas, and they are more helpful if used together for studying other features of financial time series.

Energy-Based Wavelet De-Noising of Hydrologic Time Series

PubMed Central

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

2014-01-01

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

40 CFR 1066.705 - Symbols, abbreviations, acronyms, and units of measure.

Code of Federal Regulations, 2012 CFR

2012-07-01

... series n total number of pulses in a series R dynamometer roll revolutions revolutions per minute rpm 2·π... torque (moment of force) newton meter N·m m2·kg·s−2 t time second s s Δt time interval, period, 1... atmospheric b base c coastdown e effective error error exp expected quantity i an individual of a series final...

Using wavelet-feedforward neural networks to improve air pollution forecasting in urban environments.

PubMed

Dunea, Daniel; Pohoata, Alin; Iordache, Stefania

2015-07-01

The paper presents the screening of various feedforward neural networks (FANN) and wavelet-feedforward neural networks (WFANN) applied to time series of ground-level ozone (O3), nitrogen dioxide (NO2), and particulate matter (PM10 and PM2.5 fractions) recorded at four monitoring stations located in various urban areas of Romania, to identify common configurations with optimal generalization performance. Two distinct model runs were performed as follows: data processing using hourly-recorded time series of airborne pollutants during cold months (O3, NO2, and PM10), when residential heating increases the local emissions, and data processing using 24-h daily averaged concentrations (PM2.5) recorded between 2009 and 2012. Dataset variability was assessed using statistical analysis. Time series were passed through various FANNs. Each time series was decomposed in four time-scale components using three-level wavelets, which have been passed also through FANN, and recomposed into a single time series. The agreement between observed and modelled output was evaluated based on the statistical significance (r coefficient and correlation between errors and data). Daubechies db3 wavelet-Rprop FANN (6-4-1) utilization gave positive results for O3 time series optimizing the exclusive use of the FANN for hourly-recorded time series. NO2 was difficult to model due to time series specificity, but wavelet integration improved FANN performances. Daubechies db3 wavelet did not improve the FANN outputs for PM10 time series. Both models (FANN/WFANN) overestimated PM2.5 forecasted values in the last quarter of time series. A potential improvement of the forecasted values could be the integration of a smoothing algorithm to adjust the PM2.5 model outputs.

Novel Covariance-Based Neutrality Test of Time-Series Data Reveals Asymmetries in Ecological and Economic Systems

PubMed Central

Burby, Joshua W.; Lacker, Daniel

2016-01-01

Systems as diverse as the interacting species in a community, alleles at a genetic locus, and companies in a market are characterized by competition (over resources, space, capital, etc) and adaptation. Neutral theory, built around the hypothesis that individual performance is independent of group membership, has found utility across the disciplines of ecology, population genetics, and economics, both because of the success of the neutral hypothesis in predicting system properties and because deviations from these predictions provide information about the underlying dynamics. However, most tests of neutrality are weak, based on static system properties such as species-abundance distributions or the number of singletons in a sample. Time-series data provide a window onto a system’s dynamics, and should furnish tests of the neutral hypothesis that are more powerful to detect deviations from neutrality and more informative about to the type of competitive asymmetry that drives the deviation. Here, we present a neutrality test for time-series data. We apply this test to several microbial time-series and financial time-series and find that most of these systems are not neutral. Our test isolates the covariance structure of neutral competition, thus facilitating further exploration of the nature of asymmetry in the covariance structure of competitive systems. Much like neutrality tests from population genetics that use relative abundance distributions have enabled researchers to scan entire genomes for genes under selection, we anticipate our time-series test will be useful for quick significance tests of neutrality across a range of ecological, economic, and sociological systems for which time-series data are available. Future work can use our test to categorize and compare the dynamic fingerprints of particular competitive asymmetries (frequency dependence, volatility smiles, etc) to improve forecasting and management of complex adaptive systems. PMID:27689714

Design considerations for case series models with exposure onset measurement error.

PubMed

Mohammed, Sandra M; Dalrymple, Lorien S; Sentürk, Damla; Nguyen, Danh V

2013-02-28

The case series model allows for estimation of the relative incidence of events, such as cardiovascular events, within a pre-specified time window after an exposure, such as an infection. The method requires only cases (individuals with events) and controls for all fixed/time-invariant confounders. The measurement error case series model extends the original case series model to handle imperfect data, where the timing of an infection (exposure) is not known precisely. In this work, we propose a method for power/sample size determination for the measurement error case series model. Extensive simulation studies are used to assess the accuracy of the proposed sample size formulas. We also examine the magnitude of the relative loss of power due to exposure onset measurement error, compared with the ideal situation where the time of exposure is measured precisely. To facilitate the design of case series studies, we provide publicly available web-based tools for determining power/sample size for both the measurement error case series model as well as the standard case series model. Copyright © 2012 John Wiley & Sons, Ltd.

Modelling fourier regression for time series data- a case study: modelling inflation in foods sector in Indonesia

NASA Astrophysics Data System (ADS)

Prahutama, Alan; Suparti; Wahyu Utami, Tiani

2018-03-01

Regression analysis is an analysis to model the relationship between response variables and predictor variables. The parametric approach to the regression model is very strict with the assumption, but nonparametric regression model isn’t need assumption of model. Time series data is the data of a variable that is observed based on a certain time, so if the time series data wanted to be modeled by regression, then we should determined the response and predictor variables first. Determination of the response variable in time series is variable in t-th (yt), while the predictor variable is a significant lag. In nonparametric regression modeling, one developing approach is to use the Fourier series approach. One of the advantages of nonparametric regression approach using Fourier series is able to overcome data having trigonometric distribution. In modeling using Fourier series needs parameter of K. To determine the number of K can be used Generalized Cross Validation method. In inflation modeling for the transportation sector, communication and financial services using Fourier series yields an optimal K of 120 parameters with R-square 99%. Whereas if it was modeled by multiple linear regression yield R-square 90%.

Pan-European stochastic flood event set

NASA Astrophysics Data System (ADS)

Kadlec, Martin; Pinto, Joaquim G.; He, Yi; Punčochář, Petr; Kelemen, Fanni D.; Manful, Desmond; Palán, Ladislav

2017-04-01

Impact Forecasting (IF), the model development center of Aon Benfield, has been developing a large suite of catastrophe flood models on probabilistic bases for individual countries in Europe. Such natural catastrophes do not follow national boundaries: for example, the major flood in 2016 was responsible for the Europe's largest insured loss of USD3.4bn and affected Germany, France, Belgium, Austria and parts of several other countries. Reflecting such needs, IF initiated a pan-European flood event set development which combines cross-country exposures with country based loss distributions to provide more insightful data to re/insurers. Because the observed discharge data are not available across the whole Europe in sufficient quantity and quality to permit a detailed loss evaluation purposes, a top-down approach was chosen. This approach is based on simulating precipitation from a GCM/RCM model chain followed by a calculation of discharges using rainfall-runoff modelling. IF set up this project in a close collaboration with Karlsruhe Institute of Technology (KIT) regarding the precipitation estimates and with University of East Anglia (UEA) in terms of the rainfall-runoff modelling. KIT's main objective is to provide high resolution daily historical and stochastic time series of key meteorological variables. A purely dynamical downscaling approach with the regional climate model COSMO-CLM (CCLM) is used to generate the historical time series, using re-analysis data as boundary conditions. The resulting time series are validated against the gridded observational dataset E-OBS, and different bias-correction methods are employed. The generation of the stochastic time series requires transfer functions between large-scale atmospheric variables and regional temperature and precipitation fields. These transfer functions are developed for the historical time series using reanalysis data as predictors and bias-corrected CCLM simulated precipitation and temperature as predictands. Finally, the transfer functions are applied to a large ensemble of GCM simulations with forcing corresponding to present day climate conditions to generate highly resolved stochastic time series of precipitation and temperature for several thousand years. These time series form the input for the rainfall-runoff model developed by the UEA team. It is a spatially distributed model adapted from the HBV model and will be calibrated for individual basins using historical discharge data. The calibrated model will be driven by the precipitation time series generated by the KIT team to simulate discharges at a daily time step. The uncertainties in the simulated discharges will be analysed using multiple model parameter sets. A number of statistical methods will be used to assess return periods, changes in the magnitudes, changes in the characteristics of floods such as time base and time to peak, and spatial correlations of large flood events. The Pan-European flood stochastic event set will permit a better view of flood risk for market applications.

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

PubMed

Nakamura, Tomomichi; Tanizawa, Toshihiro; Small, Michael

2016-03-01

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

Analysis of financial time series using multiscale entropy based on skewness and kurtosis

NASA Astrophysics Data System (ADS)

Xu, Meng; Shang, Pengjian

2018-01-01

There is a great interest in studying dynamic characteristics of the financial time series of the daily stock closing price in different regions. Multi-scale entropy (MSE) is effective, mainly in quantifying the complexity of time series on different time scales. This paper applies a new method for financial stability from the perspective of MSE based on skewness and kurtosis. To better understand the superior coarse-graining method for the different kinds of stock indexes, we take into account the developmental characteristics of the three continents of Asia, North America and European stock markets. We study the volatility of different financial time series in addition to analyze the similarities and differences of coarsening time series from the perspective of skewness and kurtosis. A kind of corresponding relationship between the entropy value of stock sequences and the degree of stability of financial markets, were observed. The three stocks which have particular characteristics in the eight piece of stock sequences were discussed, finding the fact that it matches the result of applying the MSE method to showing results on a graph. A comparative study is conducted to simulate over synthetic and real world data. Results show that the modified method is more effective to the change of dynamics and has more valuable information. The result is obtained at the same time, finding the results of skewness and kurtosis discrimination is obvious, but also more stable.

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

DOE PAGES

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

2018-02-23

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

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

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

Senin, Pavel; Lin, Jessica; Wang, Xing

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

Performance of time-series methods in forecasting the demand for red blood cell transfusion.

PubMed

Pereira, Arturo

2004-05-01

Planning the future blood collection efforts must be based on adequate forecasts of transfusion demand. In this study, univariate time-series methods were investigated for their performance in forecasting the monthly demand for RBCs at one tertiary-care, university hospital. Three time-series methods were investigated: autoregressive integrated moving average (ARIMA), the Holt-Winters family of exponential smoothing models, and one neural-network-based method. The time series consisted of the monthly demand for RBCs from January 1988 to December 2002 and was divided into two segments: the older one was used to fit or train the models, and the younger to test for the accuracy of predictions. Performance was compared across forecasting methods by calculating goodness-of-fit statistics, the percentage of months in which forecast-based supply would have met the RBC demand (coverage rate), and the outdate rate. The RBC transfusion series was best fitted by a seasonal ARIMA(0,1,1)(0,1,1)(12) model. Over 1-year time horizons, forecasts generated by ARIMA or exponential smoothing laid within the +/- 10 percent interval of the real RBC demand in 79 percent of months (62% in the case of neural networks). The coverage rate for the three methods was 89, 91, and 86 percent, respectively. Over 2-year time horizons, exponential smoothing largely outperformed the other methods. Predictions by exponential smoothing laid within the +/- 10 percent interval of real values in 75 percent of the 24 forecasted months, and the coverage rate was 87 percent. Over 1-year time horizons, predictions of RBC demand generated by ARIMA or exponential smoothing are accurate enough to be of help in the planning of blood collection efforts. For longer time horizons, exponential smoothing outperforms the other forecasting methods.

Rainfall Prediction of Indian Peninsula: Comparison of Time Series Based Approach and Predictor Based Approach using Machine Learning Techniques

NASA Astrophysics Data System (ADS)

Dash, Y.; Mishra, S. K.; Panigrahi, B. K.

2017-12-01

Prediction of northeast/post monsoon rainfall which occur during October, November and December (OND) over Indian peninsula is a challenging task due to the dynamic nature of uncertain chaotic climate. It is imperative to elucidate this issue by examining performance of different machine leaning (ML) approaches. The prime objective of this research is to compare between a) statistical prediction using historical rainfall observations and global atmosphere-ocean predictors like Sea Surface Temperature (SST) and Sea Level Pressure (SLP) and b) empirical prediction based on a time series analysis of past rainfall data without using any other predictors. Initially, ML techniques have been applied on SST and SLP data (1948-2014) obtained from NCEP/NCAR reanalysis monthly mean provided by the NOAA ESRL PSD. Later, this study investigated the applicability of ML methods using OND rainfall time series for 1948-2014 and forecasted up to 2018. The predicted values of aforementioned methods were verified using observed time series data collected from Indian Institute of Tropical Meteorology and the result revealed good performance of ML algorithms with minimal error scores. Thus, it is found that both statistical and empirical methods are useful for long range climatic projections.

Testing for nonlinearity in non-stationary physiological time series.

PubMed

Guarín, Diego; Delgado, Edilson; Orozco, Álvaro

2011-01-01

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

Estimation of the stand ages of tropical secondary forests after shifting cultivation based on the combination of WorldView-2 and time-series Landsat images

NASA Astrophysics Data System (ADS)

Fujiki, Shogoro; Okada, Kei-ichi; Nishio, Shogo; Kitayama, Kanehiro

2016-09-01

We developed a new method to estimate stand ages of secondary vegetation in the Bornean montane zone, where local people conduct traditional shifting cultivation and protected areas are surrounded by patches of recovering secondary vegetation of various ages. Identifying stand ages at the landscape level is critical to improve conservation policies. We combined a high-resolution satellite image (WorldView-2) with time-series Landsat images. We extracted stand ages (the time elapsed since the most recent slash and burn) from a change-detection analysis with Landsat time-series images and superimposed the derived stand ages on the segments classified by object-based image analysis using WorldView-2. We regarded stand ages as a response variable, and object-based metrics as independent variables, to develop regression models that explain stand ages. Subsequently, we classified the vegetation of the target area into six age units and one rubber plantation unit (1-3 yr, 3-5 yr, 5-7 yr, 7-30 yr, 30-50 yr, >50 yr and 'rubber plantation') using regression models and linear discriminant analyses. Validation demonstrated an accuracy of 84.3%. Our approach is particularly effective in classifying highly dynamic pioneer vegetation younger than 7 years into 2-yr intervals, suggesting that rapid changes in vegetation canopies can be detected with high accuracy. The combination of a spectral time-series analysis and object-based metrics based on high-resolution imagery enabled the classification of dynamic vegetation under intensive shifting cultivation and yielded an informative land cover map based on stand ages.

Magnitude and sign of long-range correlated time series: Decomposition and surrogate signal generation.

PubMed

Gómez-Extremera, Manuel; Carpena, Pedro; Ivanov, Plamen Ch; Bernaola-Galván, Pedro A

2016-04-01

We systematically study the scaling properties of the magnitude and sign of the fluctuations in correlated time series, which is a simple and useful approach to distinguish between systems with different dynamical properties but the same linear correlations. First, we decompose artificial long-range power-law linearly correlated time series into magnitude and sign series derived from the consecutive increments in the original series, and we study their correlation properties. We find analytical expressions for the correlation exponent of the sign series as a function of the exponent of the original series. Such expressions are necessary for modeling surrogate time series with desired scaling properties. Next, we study linear and nonlinear correlation properties of series composed as products of independent magnitude and sign series. These surrogate series can be considered as a zero-order approximation to the analysis of the coupling of magnitude and sign in real data, a problem still open in many fields. We find analytical results for the scaling behavior of the composed series as a function of the correlation exponents of the magnitude and sign series used in the composition, and we determine the ranges of magnitude and sign correlation exponents leading to either single scaling or to crossover behaviors. Finally, we obtain how the linear and nonlinear properties of the composed series depend on the correlation exponents of their magnitude and sign series. Based on this information we propose a method to generate surrogate series with controlled correlation exponent and multifractal spectrum.

Metric projection for dynamic multiplex networks.

PubMed

Jurman, Giuseppe

2016-08-01

Evolving multiplex networks are a powerful model for representing the dynamics along time of different phenomena, such as social networks, power grids, biological pathways. However, exploring the structure of the multiplex network time series is still an open problem. Here we propose a two-step strategy to tackle this problem based on the concept of distance (metric) between networks. Given a multiplex graph, first a network of networks is built for each time step, and then a real valued time series is obtained by the sequence of (simple) networks by evaluating the distance from the first element of the series. The effectiveness of this approach in detecting the occurring changes along the original time series is shown on a synthetic example first, and then on the Gulf dataset of political events.

A wavelet based approach to measure and manage contagion at different time scales

NASA Astrophysics Data System (ADS)

Berger, Theo

2015-10-01

We decompose financial return series of US stocks into different time scales with respect to different market regimes. First, we examine dependence structure of decomposed financial return series and analyze the impact of the current financial crisis on contagion and changing interdependencies as well as upper and lower tail dependence for different time scales. Second, we demonstrate to which extent the information of different time scales can be used in the context of portfolio management. As a result, minimizing the variance of short-run noise outperforms a portfolio that minimizes the variance of the return series.

Characterising experimental time series using local intrinsic dimension

NASA Astrophysics Data System (ADS)

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

1995-02-01

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

Sun Series program for the REEDA System. [predicting orbital lifetime using sunspot values

NASA Technical Reports Server (NTRS)

Shankle, R. W.

1980-01-01

Modifications made to data bases and to four programs in a series of computer programs (Sun Series) which run on the REEDA HP minicomputer system to aid NASA's solar activity predictions used in orbital life time predictions are described. These programs utilize various mathematical smoothing technique and perform statistical and graphical analysis of various solar activity data bases residing on the REEDA System.

Time series analyses of breathing patterns of lung cancer patients using nonlinear dynamical system theory.

PubMed

Tewatia, D K; Tolakanahalli, R P; Paliwal, B R; Tomé, W A

2011-04-07

The underlying requirements for successful implementation of any efficient tumour motion management strategy are regularity and reproducibility of a patient's breathing pattern. The physiological act of breathing is controlled by multiple nonlinear feedback and feed-forward couplings. It would therefore be appropriate to analyse the breathing pattern of lung cancer patients in the light of nonlinear dynamical system theory. The purpose of this paper is to analyse the one-dimensional respiratory time series of lung cancer patients based on nonlinear dynamics and delay coordinate state space embedding. It is very important to select a suitable pair of embedding dimension 'm' and time delay 'τ' when performing a state space reconstruction. Appropriate time delay and embedding dimension were obtained using well-established methods, namely mutual information and the false nearest neighbour method, respectively. Establishing stationarity and determinism in a given scalar time series is a prerequisite to demonstrating that the nonlinear dynamical system that gave rise to the scalar time series exhibits a sensitive dependence on initial conditions, i.e. is chaotic. Hence, once an appropriate state space embedding of the dynamical system has been reconstructed, we show that the time series of the nonlinear dynamical systems under study are both stationary and deterministic in nature. Once both criteria are established, we proceed to calculate the largest Lyapunov exponent (LLE), which is an invariant quantity under time delay embedding. The LLE for all 16 patients is positive, which along with stationarity and determinism establishes the fact that the time series of a lung cancer patient's breathing pattern is not random or irregular, but rather it is deterministic in nature albeit chaotic. These results indicate that chaotic characteristics exist in the respiratory waveform and techniques based on state space dynamics should be employed for tumour motion management.

Retrieving hydrological connectivity from empirical causality in karst systems

NASA Astrophysics Data System (ADS)

Delforge, Damien; Vanclooster, Marnik; Van Camp, Michel; Poulain, Amaël; Watlet, Arnaud; Hallet, Vincent; Kaufmann, Olivier; Francis, Olivier

2017-04-01

Because of their complexity, karst systems exhibit nonlinear dynamics. Moreover, if one attempts to model a karst, the hidden behavior complicates the choice of the most suitable model. Therefore, both intense investigation methods and nonlinear data analysis are needed to reveal the underlying hydrological connectivity as a prior for a consistent physically based modelling approach. Convergent Cross Mapping (CCM), a recent method, promises to identify causal relationships between time series belonging to the same dynamical systems. The method is based on phase space reconstruction and is suitable for nonlinear dynamics. As an empirical causation detection method, it could be used to highlight the hidden complexity of a karst system by revealing its inner hydrological and dynamical connectivity. Hence, if one can link causal relationships to physical processes, the method should show great potential to support physically based model structure selection. We present the results of numerical experiments using karst model blocks combined in different structures to generate time series from actual rainfall series. CCM is applied between the time series to investigate if the empirical causation detection is consistent with the hydrological connectivity suggested by the karst model.

Developing a local least-squares support vector machines-based neuro-fuzzy model for nonlinear and chaotic time series prediction.

PubMed

Miranian, A; Abdollahzade, M

2013-02-01

Local modeling approaches, owing to their ability to model different operating regimes of nonlinear systems and processes by independent local models, seem appealing for modeling, identification, and prediction applications. In this paper, we propose a local neuro-fuzzy (LNF) approach based on the least-squares support vector machines (LSSVMs). The proposed LNF approach employs LSSVMs, which are powerful in modeling and predicting time series, as local models and uses hierarchical binary tree (HBT) learning algorithm for fast and efficient estimation of its parameters. The HBT algorithm heuristically partitions the input space into smaller subdomains by axis-orthogonal splits. In each partitioning, the validity functions automatically form a unity partition and therefore normalization side effects, e.g., reactivation, are prevented. Integration of LSSVMs into the LNF network as local models, along with the HBT learning algorithm, yield a high-performance approach for modeling and prediction of complex nonlinear time series. The proposed approach is applied to modeling and predictions of different nonlinear and chaotic real-world and hand-designed systems and time series. Analysis of the prediction results and comparisons with recent and old studies demonstrate the promising performance of the proposed LNF approach with the HBT learning algorithm for modeling and prediction of nonlinear and chaotic systems and time series.

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

NASA Astrophysics Data System (ADS)

Li, Jinyang; Shang, Pengjian

2018-07-01

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

Collaborative Research with Chinese, Indian, Filipino and North European Research Organizations on Infectious Disease Epidemics.

PubMed

Sumi, Ayako; Kobayashi, Nobumichi

2017-01-01

In this report, we present a short review of applications of time series analysis, which consists of spectral analysis based on the maximum entropy method in the frequency domain and the least squares method in the time domain, to the incidence data of infectious diseases. This report consists of three parts. First, we present our results obtained by collaborative research on infectious disease epidemics with Chinese, Indian, Filipino and North European research organizations. Second, we present the results obtained with the Japanese infectious disease surveillance data and the time series numerically generated from a mathematical model, called the susceptible/exposed/infectious/recovered (SEIR) model. Third, we present an application of the time series analysis to pathologic tissues to examine the usefulness of time series analysis for investigating the spatial pattern of pathologic tissue. It is anticipated that time series analysis will become a useful tool for investigating not only infectious disease surveillance data but also immunological and genetic tests.

Time Series Remote Sensing in Monitoring the Spatio-Temporal Dynamics of Plant Invasions: A Study of Invasive Saltcedar (Tamarix Spp.)

NASA Astrophysics Data System (ADS)

Diao, Chunyuan

In today's big data era, the increasing availability of satellite and airborne platforms at various spatial and temporal scales creates unprecedented opportunities to understand the complex and dynamic systems (e.g., plant invasion). Time series remote sensing is becoming more and more important to monitor the earth system dynamics and interactions. To date, most of the time series remote sensing studies have been conducted with the images acquired at coarse spatial scale, due to their relatively high temporal resolution. The construction of time series at fine spatial scale, however, is limited to few or discrete images acquired within or across years. The objective of this research is to advance the time series remote sensing at fine spatial scale, particularly to shift from discrete time series remote sensing to continuous time series remote sensing. The objective will be achieved through the following aims: 1) Advance intra-annual time series remote sensing under the pure-pixel assumption; 2) Advance intra-annual time series remote sensing under the mixed-pixel assumption; 3) Advance inter-annual time series remote sensing in monitoring the land surface dynamics; and 4) Advance the species distribution model with time series remote sensing. Taking invasive saltcedar as an example, four methods (i.e., phenological time series remote sensing model, temporal partial unmixing method, multiyear spectral angle clustering model, and time series remote sensing-based spatially explicit species distribution model) were developed to achieve the objectives. Results indicated that the phenological time series remote sensing model could effectively map saltcedar distributions through characterizing the seasonal phenological dynamics of plant species throughout the year. The proposed temporal partial unmixing method, compared to conventional unmixing methods, could more accurately estimate saltcedar abundance within a pixel by exploiting the adequate temporal signatures of saltcedar. The multiyear spectral angle clustering model could guide the selection of the most representative remotely sensed image for repetitive saltcedar mapping over space and time. Through incorporating spatial autocorrelation, the species distribution model developed in the study could identify the suitable habitats of saltcedar at a fine spatial scale and locate appropriate areas at high risk of saltcedar infestation. Among 10 environmental variables, the distance to the river and the phenological attributes summarized by the time series remote sensing were regarded as the most important. These methods developed in the study provide new perspectives on how the continuous time series can be leveraged under various conditions to investigate the plant invasion dynamics.

Evaluating the temporal stability of synthetically generated time-series for crop types in central Germany

USDA-ARS?s Scientific Manuscript database

Synthetically generated Landsat time-series based on the STARFM algorithm are increasingly used for applications in forestry or agriculture. Although successes in classification and derivation of phenological orbiomass parameters are evident, a thorough evaluation of the limits of the method is stil...

A Python-based interface to examine motions in time series of solar images

NASA Astrophysics Data System (ADS)

Campos-Rozo, J. I.; Vargas Domínguez, S.

2017-10-01

Python is considered to be a mature programming language, besides of being widely accepted as an engaging option for scientific analysis in multiple areas, as will be presented in this work for the particular case of solar physics research. SunPy is an open-source library based on Python that has been recently developed to furnish software tools to solar data analysis and visualization. In this work we present a graphical user interface (GUI) based on Python and Qt to effectively compute proper motions for the analysis of time series of solar data. This user-friendly computing interface, that is intended to be incorporated to the Sunpy library, uses a local correlation tracking technique and some extra tools that allows the selection of different parameters to calculate, vizualize and analyze vector velocity fields of solar data, i.e. time series of solar filtergrams and magnetograms.

Cosinor-based rhythmometry

PubMed Central

2014-01-01

A brief overview is provided of cosinor-based techniques for the analysis of time series in chronobiology. Conceived as a regression problem, the method is applicable to non-equidistant data, a major advantage. Another dividend is the feasibility of deriving confidence intervals for parameters of rhythmic components of known periods, readily drawn from the least squares procedure, stressing the importance of prior (external) information. Originally developed for the analysis of short and sparse data series, the extended cosinor has been further developed for the analysis of long time series, focusing both on rhythm detection and parameter estimation. Attention is given to the assumptions underlying the use of the cosinor and ways to determine whether they are satisfied. In particular, ways of dealing with non-stationary data are presented. Examples illustrate the use of the different cosinor-based methods, extending their application from the study of circadian rhythms to the mapping of broad time structures (chronomes). PMID:24725531

Robust extrema features for time-series data analysis.

PubMed

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

2013-06-01

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

Comparison of missing value imputation methods in time series: the case of Turkish meteorological data

NASA Astrophysics Data System (ADS)

Yozgatligil, Ceylan; Aslan, Sipan; Iyigun, Cem; Batmaz, Inci

2013-04-01

This study aims to compare several imputation methods to complete the missing values of spatio-temporal meteorological time series. To this end, six imputation methods are assessed with respect to various criteria including accuracy, robustness, precision, and efficiency for artificially created missing data in monthly total precipitation and mean temperature series obtained from the Turkish State Meteorological Service. Of these methods, simple arithmetic average, normal ratio (NR), and NR weighted with correlations comprise the simple ones, whereas multilayer perceptron type neural network and multiple imputation strategy adopted by Monte Carlo Markov Chain based on expectation-maximization (EM-MCMC) are computationally intensive ones. In addition, we propose a modification on the EM-MCMC method. Besides using a conventional accuracy measure based on squared errors, we also suggest the correlation dimension (CD) technique of nonlinear dynamic time series analysis which takes spatio-temporal dependencies into account for evaluating imputation performances. Depending on the detailed graphical and quantitative analysis, it can be said that although computational methods, particularly EM-MCMC method, are computationally inefficient, they seem favorable for imputation of meteorological time series with respect to different missingness periods considering both measures and both series studied. To conclude, using the EM-MCMC algorithm for imputing missing values before conducting any statistical analyses of meteorological data will definitely decrease the amount of uncertainty and give more robust results. Moreover, the CD measure can be suggested for the performance evaluation of missing data imputation particularly with computational methods since it gives more precise results in meteorological time series.

Quantification and clustering of phenotypic screening data using time-series analysis for chemotherapy of schistosomiasis.

PubMed

Lee, Hyokyeong; Moody-Davis, Asher; Saha, Utsab; Suzuki, Brian M; Asarnow, Daniel; Chen, Steven; Arkin, Michelle; Caffrey, Conor R; Singh, Rahul

2012-01-01

Neglected tropical diseases, especially those caused by helminths, constitute some of the most common infections of the world's poorest people. Development of techniques for automated, high-throughput drug screening against these diseases, especially in whole-organism settings, constitutes one of the great challenges of modern drug discovery. We present a method for enabling high-throughput phenotypic drug screening against diseases caused by helminths with a focus on schistosomiasis. The proposed method allows for a quantitative analysis of the systemic impact of a drug molecule on the pathogen as exhibited by the complex continuum of its phenotypic responses. This method consists of two key parts: first, biological image analysis is employed to automatically monitor and quantify shape-, appearance-, and motion-based phenotypes of the parasites. Next, we represent these phenotypes as time-series and show how to compare, cluster, and quantitatively reason about them using techniques of time-series analysis. We present results on a number of algorithmic issues pertinent to the time-series representation of phenotypes. These include results on appropriate representation of phenotypic time-series, analysis of different time-series similarity measures for comparing phenotypic responses over time, and techniques for clustering such responses by similarity. Finally, we show how these algorithmic techniques can be used for quantifying the complex continuum of phenotypic responses of parasites. An important corollary is the ability of our method to recognize and rigorously group parasites based on the variability of their phenotypic response to different drugs. The methods and results presented in this paper enable automatic and quantitative scoring of high-throughput phenotypic screens focused on helmintic diseases. Furthermore, these methods allow us to analyze and stratify parasites based on their phenotypic response to drugs. Together, these advancements represent a significant breakthrough for the process of drug discovery against schistosomiasis in particular and can be extended to other helmintic diseases which together afflict a large part of humankind.

Quantification and clustering of phenotypic screening data using time-series analysis for chemotherapy of schistosomiasis

PubMed Central

2012-01-01

Background Neglected tropical diseases, especially those caused by helminths, constitute some of the most common infections of the world's poorest people. Development of techniques for automated, high-throughput drug screening against these diseases, especially in whole-organism settings, constitutes one of the great challenges of modern drug discovery. Method We present a method for enabling high-throughput phenotypic drug screening against diseases caused by helminths with a focus on schistosomiasis. The proposed method allows for a quantitative analysis of the systemic impact of a drug molecule on the pathogen as exhibited by the complex continuum of its phenotypic responses. This method consists of two key parts: first, biological image analysis is employed to automatically monitor and quantify shape-, appearance-, and motion-based phenotypes of the parasites. Next, we represent these phenotypes as time-series and show how to compare, cluster, and quantitatively reason about them using techniques of time-series analysis. Results We present results on a number of algorithmic issues pertinent to the time-series representation of phenotypes. These include results on appropriate representation of phenotypic time-series, analysis of different time-series similarity measures for comparing phenotypic responses over time, and techniques for clustering such responses by similarity. Finally, we show how these algorithmic techniques can be used for quantifying the complex continuum of phenotypic responses of parasites. An important corollary is the ability of our method to recognize and rigorously group parasites based on the variability of their phenotypic response to different drugs. Conclusions The methods and results presented in this paper enable automatic and quantitative scoring of high-throughput phenotypic screens focused on helmintic diseases. Furthermore, these methods allow us to analyze and stratify parasites based on their phenotypic response to drugs. Together, these advancements represent a significant breakthrough for the process of drug discovery against schistosomiasis in particular and can be extended to other helmintic diseases which together afflict a large part of humankind. PMID:22369037

Estimating trends in atmospheric water vapor and temperature time series over Germany

NASA Astrophysics Data System (ADS)

Alshawaf, Fadwa; Balidakis, Kyriakos; Dick, Galina; Heise, Stefan; Wickert, Jens

2017-08-01

Ground-based GNSS (Global Navigation Satellite System) has efficiently been used since the 1990s as a meteorological observing system. Recently scientists have used GNSS time series of precipitable water vapor (PWV) for climate research. In this work, we compare the temporal trends estimated from GNSS time series with those estimated from European Center for Medium-Range Weather Forecasts (ECMWF) reanalysis (ERA-Interim) data and meteorological measurements. We aim to evaluate climate evolution in Germany by monitoring different atmospheric variables such as temperature and PWV. PWV time series were obtained by three methods: (1) estimated from ground-based GNSS observations using the method of precise point positioning, (2) inferred from ERA-Interim reanalysis data, and (3) determined based on daily in situ measurements of temperature and relative humidity. The other relevant atmospheric parameters are available from surface measurements of meteorological stations or derived from ERA-Interim. The trends are estimated using two methods: the first applies least squares to deseasonalized time series and the second uses the Theil-Sen estimator. The trends estimated at 113 GNSS sites, with 10 to 19 years temporal coverage, vary between -1.5 and 2.3 mm decade-1 with standard deviations below 0.25 mm decade-1. These results were validated by estimating the trends from ERA-Interim data over the same time windows, which show similar values. These values of the trend depend on the length and the variations of the time series. Therefore, to give a mean value of the PWV trend over Germany, we estimated the trends using ERA-Interim spanning from 1991 to 2016 (26 years) at 227 synoptic stations over Germany. The ERA-Interim data show positive PWV trends of 0.33 ± 0.06 mm decade-1 with standard errors below 0.03 mm decade-1. The increment in PWV varies between 4.5 and 6.5 % per degree Celsius rise in temperature, which is comparable to the theoretical rate of the Clausius-Clapeyron equation.

Automated classification of Permanent Scatterers time-series based on statistical characterization tests

NASA Astrophysics Data System (ADS)

Berti, Matteo; Corsini, Alessandro; Franceschini, Silvia; Iannacone, Jean Pascal

2013-04-01

The application of space borne synthetic aperture radar interferometry has progressed, over the last two decades, from the pioneer use of single interferograms for analyzing changes on the earth's surface to the development of advanced multi-interferogram techniques to analyze any sort of natural phenomena which involves movements of the ground. The success of multi-interferograms techniques in the analysis of natural hazards such as landslides and subsidence is widely documented in the scientific literature and demonstrated by the consensus among the end-users. Despite the great potential of this technique, radar interpretation of slope movements is generally based on the sole analysis of average displacement velocities, while the information embraced in multi interferogram time series is often overlooked if not completely neglected. The underuse of PS time series is probably due to the detrimental effect of residual atmospheric errors, which make the PS time series characterized by erratic, irregular fluctuations often difficult to interpret, and also to the difficulty of performing a visual, supervised analysis of the time series for a large dataset. In this work is we present a procedure for automatic classification of PS time series based on a series of statistical characterization tests. The procedure allows to classify the time series into six distinctive target trends (0=uncorrelated; 1=linear; 2=quadratic; 3=bilinear; 4=discontinuous without constant velocity; 5=discontinuous with change in velocity) and retrieve for each trend a series of descriptive parameters which can be efficiently used to characterize the temporal changes of ground motion. The classification algorithms were developed and tested using an ENVISAT datasets available in the frame of EPRS-E project (Extraordinary Plan of Environmental Remote Sensing) of the Italian Ministry of Environment (track "Modena", Northern Apennines). This dataset was generated using standard processing, then the time series are typically affected by a significant noise to signal ratio. The results of the analysis show that even with such a rough-quality dataset, our automated classification procedure can greatly improve radar interpretation of mass movements. In general, uncorrelated PS (type 0) are concentrated in flat areas such as fluvial terraces and valley bottoms, and along stable watershed divides; linear PS (type 1) are mainly located on slopes (both inside or outside mapped landslides) or near the edge of scarps or steep slopes; non-linear PS (types 2 to 5) typically fall inside landslide deposits or in the surrounding areas. The spatial distribution of classified PS allows to detect deformation phenomena not visible by considering the average velocity alone, and provide important information on the temporal evolution of the phenomena such as acceleration, deceleration, seasonal fluctuations, abrupt or continuous changes of the displacement rate. Based on these encouraging results we integrated all the classification algorithms into a Graphical User Interface (called PSTime) which is freely available as a standalone application.

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

PubMed

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

2015-09-21

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

Fault Diagnosis from Raw Sensor Data Using Deep Neural Networks Considering Temporal Coherence.

PubMed

Zhang, Ran; Peng, Zhen; Wu, Lifeng; Yao, Beibei; Guan, Yong

2017-03-09

Intelligent condition monitoring and fault diagnosis by analyzing the sensor data can assure the safety of machinery. Conventional fault diagnosis and classification methods usually implement pretreatments to decrease noise and extract some time domain or frequency domain features from raw time series sensor data. Then, some classifiers are utilized to make diagnosis. However, these conventional fault diagnosis approaches suffer from the expertise of feature selection and they do not consider the temporal coherence of time series data. This paper proposes a fault diagnosis model based on Deep Neural Networks (DNN). The model can directly recognize raw time series sensor data without feature selection and signal processing. It also takes advantage of the temporal coherence of the data. Firstly, raw time series training data collected by sensors are used to train the DNN until the cost function of DNN gets the minimal value; Secondly, test data are used to test the classification accuracy of the DNN on local time series data. Finally, fault diagnosis considering temporal coherence with former time series data is implemented. Experimental results show that the classification accuracy of bearing faults can get 100%. The proposed fault diagnosis approach is effective in recognizing the type of bearing faults.

Recurrent Neural Networks for Multivariate Time Series with Missing Values.

PubMed

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

2018-04-17

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

Fault Diagnosis from Raw Sensor Data Using Deep Neural Networks Considering Temporal Coherence

PubMed Central

Zhang, Ran; Peng, Zhen; Wu, Lifeng; Yao, Beibei; Guan, Yong

2017-01-01

Intelligent condition monitoring and fault diagnosis by analyzing the sensor data can assure the safety of machinery. Conventional fault diagnosis and classification methods usually implement pretreatments to decrease noise and extract some time domain or frequency domain features from raw time series sensor data. Then, some classifiers are utilized to make diagnosis. However, these conventional fault diagnosis approaches suffer from the expertise of feature selection and they do not consider the temporal coherence of time series data. This paper proposes a fault diagnosis model based on Deep Neural Networks (DNN). The model can directly recognize raw time series sensor data without feature selection and signal processing. It also takes advantage of the temporal coherence of the data. Firstly, raw time series training data collected by sensors are used to train the DNN until the cost function of DNN gets the minimal value; Secondly, test data are used to test the classification accuracy of the DNN on local time series data. Finally, fault diagnosis considering temporal coherence with former time series data is implemented. Experimental results show that the classification accuracy of bearing faults can get 100%. The proposed fault diagnosis approach is effective in recognizing the type of bearing faults. PMID:28282936

AI-based (ANN and SVM) statistical downscaling methods for precipitation estimation under climate change scenarios

NASA Astrophysics Data System (ADS)

Mehrvand, Masoud; Baghanam, Aida Hosseini; Razzaghzadeh, Zahra; Nourani, Vahid

2017-04-01

Since statistical downscaling methods are the most largely used models to study hydrologic impact studies under climate change scenarios, nonlinear regression models known as Artificial Intelligence (AI)-based models such as Artificial Neural Network (ANN) and Support Vector Machine (SVM) have been used to spatially downscale the precipitation outputs of Global Climate Models (GCMs). The study has been carried out using GCM and station data over GCM grid points located around the Peace-Tampa Bay watershed weather stations. Before downscaling with AI-based model, correlation coefficient values have been computed between a few selected large-scale predictor variables and local scale predictands to select the most effective predictors. The selected predictors are then assessed considering grid location for the site in question. In order to increase AI-based downscaling model accuracy pre-processing has been developed on precipitation time series. In this way, the precipitation data derived from various GCM data analyzed thoroughly to find the highest value of correlation coefficient between GCM-based historical data and station precipitation data. Both GCM and station precipitation time series have been assessed by comparing mean and variances over specific intervals. Results indicated that there is similar trend between GCM and station precipitation data; however station data has non-stationary time series while GCM data does not. Finally AI-based downscaling model have been applied to several GCMs with selected predictors by targeting local precipitation time series as predictand. The consequences of recent step have been used to produce multiple ensembles of downscaled AI-based models.

Improvements to surrogate data methods for nonstationary time series.

PubMed

Lucio, J H; Valdés, R; Rodríguez, L R

2012-05-01

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

Mutual information estimation for irregularly sampled time series

NASA Astrophysics Data System (ADS)

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

2012-04-01

For the automated, objective and joint analysis of time series, similarity measures are crucial. Used in the analysis of climate records, they allow for a complimentary, unbiased view onto sparse datasets. The irregular sampling of many of these time series, however, makes it necessary to either perform signal reconstruction (e.g. interpolation) or to develop and use adapted measures. Standard linear interpolation comes with an inevitable loss of information and bias effects. We have recently developed a Gaussian kernel-based correlation algorithm with which the interpolation error can be substantially lowered, but this would not work should the functional relationship in a bivariate setting be non-linear. We therefore propose an algorithm to estimate lagged auto and cross mutual information from irregularly sampled time series. We have extended the standard and adaptive binning histogram estimators and use Gaussian distributed weights in the estimation of the (joint) probabilities. To test our method we have simulated linear and nonlinear auto-regressive processes with Gamma-distributed inter-sampling intervals. We have then performed a sensitivity analysis for the estimation of actual coupling length, the lag of coupling and the decorrelation time in the synthetic time series and contrast our results to the performance of a signal reconstruction scheme. Finally we applied our estimator to speleothem records. We compare the estimated memory (or decorrelation time) to that from a least-squares estimator based on fitting an auto-regressive process of order 1. The calculated (cross) mutual information results are compared for the different estimators (standard or adaptive binning) and contrasted with results from signal reconstruction. We find that the kernel-based estimator has a significantly lower root mean square error and less systematic sampling bias than the interpolation-based method. It is possible that these encouraging results could be further improved by using non-histogram mutual information estimators, like k-Nearest Neighbor or Kernel-Density estimators, but for short (<1000 points) and irregularly sampled datasets the proposed algorithm is already a great improvement.

Finite-element time-domain modeling of electromagnetic data in general dispersive medium using adaptive Padé series

NASA Astrophysics Data System (ADS)

Cai, Hongzhu; Hu, Xiangyun; Xiong, Bin; Zhdanov, Michael S.

2017-12-01

The induced polarization (IP) method has been widely used in geophysical exploration to identify the chargeable targets such as mineral deposits. The inversion of the IP data requires modeling the IP response of 3D dispersive conductive structures. We have developed an edge-based finite-element time-domain (FETD) modeling method to simulate the electromagnetic (EM) fields in 3D dispersive medium. We solve the vector Helmholtz equation for total electric field using the edge-based finite-element method with an unstructured tetrahedral mesh. We adopt the backward propagation Euler method, which is unconditionally stable, with semi-adaptive time stepping for the time domain discretization. We use the direct solver based on a sparse LU decomposition to solve the system of equations. We consider the Cole-Cole model in order to take into account the frequency-dependent conductivity dispersion. The Cole-Cole conductivity model in frequency domain is expanded using a truncated Padé series with adaptive selection of the center frequency of the series for early and late time. This approach can significantly increase the accuracy of FETD modeling.

Evaluation of recent GRACE monthly solution series with an ice sheet perspective

NASA Astrophysics Data System (ADS)

Horwath, Martin; Groh, Andreas

2016-04-01

GRACE monthly global gravity field solutions have undergone a remarkable evolution, leading to the latest (Release 5) series by CSR, GFZ, and JPL, to new series by other processing centers, such as ITSG and AIUB, as well as to efforts to derive combined solutions, particularly by the EGSIEM (European Gravity Service for Improved Emergency Management) project. For applications, such as GRACE inferences on ice sheet mass balance, the obvious question is on what GRACE solution series to base the assessment. Here we evaluate different GRACE solution series (including the ones listed above) in a unified framework. We concentrate on solutions expanded up to degree 90 or higher, since this is most appropriate for polar applications. We empirically assess the error levels in the spectral as well as in the spatial domain based on the month-to-month scatter in the high spherical harmonic degrees. We include empirical assessment of error correlations. We then apply all series to infer Antarctic and Greenland mass change time series and compare the results in terms of apparent signal content and noise level. We find that the ITSG solutions show lowest noise level in the high degrees (above 60). A preliminary combined solution from the EGSIEM project shows lowest noise in the degrees below 60. This virtue maps into the derived ice mass time series, where the EGSIEM-based results show the lowest noise in most cases. Meanwhile, there is no indication that any of the considered series systematically dampens actual geophysical signals.

Applying data mining techniques to medical time series: an empirical case study in electroencephalography and stabilometry.

PubMed

Anguera, A; Barreiro, J M; Lara, J A; Lizcano, D

2016-01-01

One of the major challenges in the medical domain today is how to exploit the huge amount of data that this field generates. To do this, approaches are required that are capable of discovering knowledge that is useful for decision making in the medical field. Time series are data types that are common in the medical domain and require specialized analysis techniques and tools, especially if the information of interest to specialists is concentrated within particular time series regions, known as events. This research followed the steps specified by the so-called knowledge discovery in databases (KDD) process to discover knowledge from medical time series derived from stabilometric (396 series) and electroencephalographic (200) patient electronic health records (EHR). The view offered in the paper is based on the experience gathered as part of the VIIP project. Knowledge discovery in medical time series has a number of difficulties and implications that are highlighted by illustrating the application of several techniques that cover the entire KDD process through two case studies. This paper illustrates the application of different knowledge discovery techniques for the purposes of classification within the above domains. The accuracy of this application for the two classes considered in each case is 99.86% and 98.11% for epilepsy diagnosis in the electroencephalography (EEG) domain and 99.4% and 99.1% for early-age sports talent classification in the stabilometry domain. The KDD techniques achieve better results than other traditional neural network-based classification techniques.

Spatiotemporal Visualization of Time-Series Satellite-Derived CO2 Flux Data Using Volume Rendering and Gpu-Based Interpolation on a Cloud-Driven Digital Earth

NASA Astrophysics Data System (ADS)

Wu, S.; Yan, Y.; Du, Z.; Zhang, F.; Liu, R.

2017-10-01

The ocean carbon cycle has a significant influence on global climate, and is commonly evaluated using time-series satellite-derived CO2 flux data. Location-aware and globe-based visualization is an important technique for analyzing and presenting the evolution of climate change. To achieve realistic simulation of the spatiotemporal dynamics of ocean carbon, a cloud-driven digital earth platform is developed to support the interactive analysis and display of multi-geospatial data, and an original visualization method based on our digital earth is proposed to demonstrate the spatiotemporal variations of carbon sinks and sources using time-series satellite data. Specifically, a volume rendering technique using half-angle slicing and particle system is implemented to dynamically display the released or absorbed CO2 gas. To enable location-aware visualization within the virtual globe, we present a 3D particlemapping algorithm to render particle-slicing textures onto geospace. In addition, a GPU-based interpolation framework using CUDA during real-time rendering is designed to obtain smooth effects in both spatial and temporal dimensions. To demonstrate the capabilities of the proposed method, a series of satellite data is applied to simulate the air-sea carbon cycle in the China Sea. The results show that the suggested strategies provide realistic simulation effects and acceptable interactive performance on the digital earth.

Phase walk analysis of leptokurtic time series.

PubMed

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

2018-06-01

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

Mapping Wetlands of Dongting Lake in China Using Landsat and SENTINEL-1 Time Series at 30M

NASA Astrophysics Data System (ADS)

Xing, L.; Tang, X.; Wang, H.; Fan, W.; Gao, X.

2018-04-01

Mapping and monitoring wetlands of Dongting lake using optical sensor data has been limited by cloud cover, and open access Sentinal-1 C-band data could provide cloud-free SAR images with both have high spatial and temporal resolution, which offer new opportunities for monitoring wetlands. In this study, we combined optical data and SAR data to map wetland of Dongting Lake reserves in 2016. Firstly, we generated two monthly composited Landsat land surface reflectance, NDVI, NDWI, TC-Wetness time series and Sentinel-1 (backscattering coefficient for VH and VV) time series. Secondly, we derived surface water body with two monthly frequencies based on the threshold method using the Sentinel-1 time series. Then the permanent water and seasonal water were separated by the submergence ratio. Other land cover types were identified based on SVM classifier using Landsat time series. Results showed that (1) the overall accuracies and kappa coefficients were above 86.6 % and 0.8. (3) Natural wetlands including permanent water body (14.8 %), seasonal water body (34.6 %), and permanent marshes (10.9 %) were the main land cover types, accounting for 60.3 % of the three wetland reserves. Human-made wetlands, such as rice fields, accounted 34.3 % of the total area. Generally, this study proposed a new flowchart for wetlands mapping in Dongting lake by combining multi-source remote sensing data, and the use of the two-monthly composited optical time series effectively made up the missing data due to the clouds and increased the possibility of precise wetlands classification.

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

NASA Astrophysics Data System (ADS)

Giorgio, M.; Greco, R.

2009-04-01

Occurrence of flowslides and floods in small catchments is uneasy to predict, since it is affected by a number of variables, such as mechanical and hydraulic soil properties, slope morphology, vegetation coverage, rainfall spatial and temporal variability. Consequently, landslide risk assessment procedures and early warning systems still rely on simple empirical models based on correlation between recorded rainfall data and observed landslides and/or river discharges. Effectiveness of such systems could be improved by reliable quantitative rainfall prediction, which can allow gaining larger lead-times. Analysis of on-site recorded rainfall height time series represents the most effective approach for a reliable prediction of local temporal evolution of rainfall. Hydrological time series analysis is a widely studied field in hydrology, often carried out by means of autoregressive models, such as AR, ARMA, ARX, ARMAX (e.g. Salas [1992]). Such models gave the best results when applied to the analysis of autocorrelated hydrological time series, like river flow or level time series. Conversely, they are not able to model the behaviour of intermittent time series, like point rainfall height series usually are, especially when recorded with short sampling time intervals. More useful for this issue are the so-called DRIP (Disaggregated Rectangular Intensity Pulse) and NSRP (Neymann-Scott Rectangular Pulse) model [Heneker et al., 2001; Cowpertwait et al., 2002], usually adopted to generate synthetic point rainfall series. In this paper, the DRIP model approach is adopted, in which the sequence of rain storms and dry intervals constituting the structure of rainfall time series is modeled as an alternating renewal process. Final aim of the study is to provide a useful tool to implement an early warning system for hydrogeological risk management. Model calibration has been carried out with hourly rainfall hieght data provided by the rain gauges of Campania Region civil protection agency meteorological warning network. ACKNOWLEDGEMENTS The research was co-financed by the Italian Ministry of University, by means of the PRIN 2006 PRIN program, within the research project entitled ‘Definition of critical rainfall thresholds for destructive landslides for civil protection purposes'. REFERENCES Cowpertwait, P.S.P., Kilsby, C.G. and O'Connell, P.E., 2002. A space-time Neyman-Scott model of rainfall: Empirical analysis of extremes, Water Resources Research, 38(8):1-14. Salas, J.D., 1992. Analysis and modeling of hydrological time series, in D.R. Maidment, ed., Handbook of Hydrology, McGraw-Hill, New York. Heneker, T.M., Lambert, M.F. and Kuczera G., 2001. A point rainfall model for risk-based design, Journal of Hydrology, 247(1-2):54-71.

Econophysics — complex correlations and trend switchings in financial time series

NASA Astrophysics Data System (ADS)

Preis, T.

2011-03-01

This article focuses on the analysis of financial time series and their correlations. A method is used for quantifying pattern based correlations of a time series. With this methodology, evidence is found that typical behavioral patterns of financial market participants manifest over short time scales, i.e., that reactions to given price patterns are not entirely random, but that similar price patterns also cause similar reactions. Based on the investigation of the complex correlations in financial time series, the question arises, which properties change when switching from a positive trend to a negative trend. An empirical quantification by rescaling provides the result that new price extrema coincide with a significant increase in transaction volume and a significant decrease in the length of corresponding time intervals between transactions. These findings are independent of the time scale over 9 orders of magnitude, and they exhibit characteristics which one can also find in other complex systems in nature (and in physical systems in particular). These properties are independent of the markets analyzed. Trends that exist only for a few seconds show the same characteristics as trends on time scales of several months. Thus, it is possible to study financial bubbles and their collapses in more detail, because trend switching processes occur with higher frequency on small time scales. In addition, a Monte Carlo based simulation of financial markets is analyzed and extended in order to reproduce empirical features and to gain insight into their causes. These causes include both financial market microstructure and the risk aversion of market participants.

TWO-LEVEL TIME MARCHING SCHEME USING SPLINES FOR SOLVING THE ADVECTION EQUATION. (R826371C004)

EPA Science Inventory

A new numerical algorithm using quintic splines is developed and analyzed: quintic spline Taylor-series expansion (QSTSE). QSTSE is an Eulerian flux-based scheme that uses quintic splines to compute space derivatives and Taylor series expansion to march in time. The new scheme...

On Digital Simulation of Multicorrelated Random Processes and Its Applications. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Sinha, A. K.

1973-01-01

Two methods are described to simulate, on a digital computer, a set of correlated, stationary, and Gaussian time series with zero mean from the given matrix of power spectral densities and cross spectral densities. The first method is based upon trigonometric series with random amplitudes and deterministic phase angles. The random amplitudes are generated by using a standard random number generator subroutine. An example is given which corresponds to three components of wind velocities at two different spatial locations for a total of six correlated time series. In the second method, the whole process is carried out using the Fast Fourier Transform approach. This method gives more accurate results and works about twenty times faster for a set of six correlated time series.

A Method for Comparing Multivariate Time Series with Different Dimensions

PubMed Central

Tapinos, Avraam; Mendes, Pedro

2013-01-01

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

Dynamical complexity of short and noisy time series. Compression-Complexity vs. Shannon entropy

NASA Astrophysics Data System (ADS)

Nagaraj, Nithin; Balasubramanian, Karthi

2017-07-01

Shannon entropy has been extensively used for characterizing complexity of time series arising from chaotic dynamical systems and stochastic processes such as Markov chains. However, for short and noisy time series, Shannon entropy performs poorly. Complexity measures which are based on lossless compression algorithms are a good substitute in such scenarios. We evaluate the performance of two such Compression-Complexity Measures namely Lempel-Ziv complexity (LZ) and Effort-To-Compress (ETC) on short time series from chaotic dynamical systems in the presence of noise. Both LZ and ETC outperform Shannon entropy (H) in accurately characterizing the dynamical complexity of such systems. For very short binary sequences (which arise in neuroscience applications), ETC has higher number of distinct complexity values than LZ and H, thus enabling a finer resolution. For two-state ergodic Markov chains, we empirically show that ETC converges to a steady state value faster than LZ. Compression-Complexity measures are promising for applications which involve short and noisy time series.

Functional clustering of time series gene expression data by Granger causality

PubMed Central

2012-01-01

Background A common approach for time series gene expression data analysis includes the clustering of genes with similar expression patterns throughout time. Clustered gene expression profiles point to the joint contribution of groups of genes to a particular cellular process. However, since genes belong to intricate networks, other features, besides comparable expression patterns, should provide additional information for the identification of functionally similar genes. Results In this study we perform gene clustering through the identification of Granger causality between and within sets of time series gene expression data. Granger causality is based on the idea that the cause of an event cannot come after its consequence. Conclusions This kind of analysis can be used as a complementary approach for functional clustering, wherein genes would be clustered not solely based on their expression similarity but on their topological proximity built according to the intensity of Granger causality among them. PMID:23107425

A time series modeling approach in risk appraisal of violent and sexual recidivism.

PubMed

Bani-Yaghoub, Majid; Fedoroff, J Paul; Curry, Susan; Amundsen, David E

2010-10-01

For over half a century, various clinical and actuarial methods have been employed to assess the likelihood of violent recidivism. Yet there is a need for new methods that can improve the accuracy of recidivism predictions. This study proposes a new time series modeling approach that generates high levels of predictive accuracy over short and long periods of time. The proposed approach outperformed two widely used actuarial instruments (i.e., the Violence Risk Appraisal Guide and the Sex Offender Risk Appraisal Guide). Furthermore, analysis of temporal risk variations based on specific time series models can add valuable information into risk assessment and management of violent offenders.

Nonlinear time-series-based adaptive control applications

NASA Technical Reports Server (NTRS)

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

1991-01-01

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

Statistical analysis of long-term monitoring data for persistent organic pollutants in the atmosphere at 20 monitoring stations broadly indicates declining concentrations.

PubMed

Kong, Deguo; MacLeod, Matthew; Hung, Hayley; Cousins, Ian T

2014-11-04

During recent decades concentrations of persistent organic pollutants (POPs) in the atmosphere have been monitored at multiple stations worldwide. We used three statistical methods to analyze a total of 748 time series of selected POPs in the atmosphere to determine if there are statistically significant reductions in levels of POPs that have had control actions enacted to restrict or eliminate manufacture, use and emissions. Significant decreasing trends were identified in 560 (75%) of the 748 time series collected from the Arctic, North America, and Europe, indicating that the atmospheric concentrations of these POPs are generally decreasing, consistent with the overall effectiveness of emission control actions. Statistically significant trends in synthetic time series could be reliably identified with the improved Mann-Kendall (iMK) test and the digital filtration (DF) technique in time series longer than 5 years. The temporal trends of new (or emerging) POPs in the atmosphere are often unclear because time series are too short. A statistical detrending method based on the iMK test was not able to identify abrupt changes in the rates of decline of atmospheric POP concentrations encoded into synthetic time series.

Second-degree Stokes coefficients from multi-satellite SLR

NASA Astrophysics Data System (ADS)

Bloßfeld, Mathis; Müller, Horst; Gerstl, Michael; Štefka, Vojtěch; Bouman, Johannes; Göttl, Franziska; Horwath, Martin

2015-09-01

The long wavelength part of the Earth's gravity field can be determined, with varying accuracy, from satellite laser ranging (SLR). In this study, we investigate the combination of up to ten geodetic SLR satellites using iterative variance component estimation. SLR observations to different satellites are combined in order to identify the impact of each satellite on the estimated Stokes coefficients. The combination of satellite-specific weekly or monthly arcs allows to reduce parameter correlations of the single-satellite solutions and leads to alternative estimates of the second-degree Stokes coefficients. This alternative time series might be helpful for assessing the uncertainty in the impact of the low-degree Stokes coefficients on geophysical investigations. In order to validate the obtained time series of second-degree Stokes coefficients, a comparison with the SLR RL05 time series of the Center of Space Research (CSR) is done. This investigation shows that all time series are comparable to the CSR time series. The precision of the weekly/monthly and coefficients is analyzed by comparing mass-related equatorial excitation functions with geophysical model results and reduced geodetic excitation functions. In case of , the annual amplitude and phase of the DGFI solution agrees better with three of four geophysical model combinations than other time series. In case of , all time series agree very well to each other. The impact of on the ice mass trend estimates for Antarctica are compared based on CSR GRACE RL05 solutions, in which different monthly time series are used for replacing. We found differences in the long-term Antarctic ice loss of Gt/year between the GRACE solutions induced by the different SLR time series of CSR and DGFI, which is about 13 % of the total ice loss of Antarctica. This result shows that Antarctic ice mass loss quantifications must be carefully interpreted.

Detecting Inter-Annual Variations in the Phenology of Evergreen Conifers Using Long-Term MODIS Vegetation Index Time Series

NASA Technical Reports Server (NTRS)

Ulsig, Laura; Nichol, Caroline J.; Huemmrich, Karl F.; Landis, David R.; Middleton, Elizabeth M.; Lyapustin, Alexei I.; Mammarella, Ivan; Levula, Janne; Porcar-Castell, Albert

2017-01-01

Long-term observations of vegetation phenology can be used to monitor the response of terrestrial ecosystems to climate change. Satellite remote sensing provides the most efficient means to observe phenological events through time series analysis of vegetation indices such as the Normalized Difference Vegetation Index (NDVI). This study investigates the potential of a Photochemical Reflectance Index (PRI), which has been linked to vegetation light use efficiency, to improve the accuracy of MODIS-based estimates of phenology in an evergreen conifer forest. Timings of the start and end of the growing season (SGS and EGS) were derived from a 13-year-long time series of PRI and NDVI based on a MAIAC (multi-angle implementation of atmospheric correction) processed MODIS dataset and standard MODIS NDVI product data. The derived dates were validated with phenology estimates from ground-based flux tower measurements of ecosystem productivity. Significant correlations were found between the MAIAC time series and ground-estimated SGS (R (sup 2) equals 0.36-0.8), which is remarkable since previous studies have found it difficult to observe inter-annual phenological variations in evergreen vegetation from satellite data. The considerably noisier NDVI product could not accurately predict SGS, and EGS could not be derived successfully from any of the time series. While the strongest relationship overall was found between SGS derived from the ground data and PRI, MAIAC NDVI exhibited high correlations with SGS more consistently (R (sup 2) is greater than 0.6 in all cases). The results suggest that PRI can serve as an effective indicator of spring seasonal transitions, however, additional work is necessary to confirm the relationships observed and to further explore the usefulness of MODIS PRI for detecting phenology.

Time series modeling by a regression approach based on a latent process.

PubMed

Chamroukhi, Faicel; Samé, Allou; Govaert, Gérard; Aknin, Patrice

2009-01-01

Time series are used in many domains including finance, engineering, economics and bioinformatics generally to represent the change of a measurement over time. Modeling techniques may then be used to give a synthetic representation of such data. A new approach for time series modeling is proposed in this paper. It consists of a regression model incorporating a discrete hidden logistic process allowing for activating smoothly or abruptly different polynomial regression models. The model parameters are estimated by the maximum likelihood method performed by a dedicated Expectation Maximization (EM) algorithm. The M step of the EM algorithm uses a multi-class Iterative Reweighted Least-Squares (IRLS) algorithm to estimate the hidden process parameters. To evaluate the proposed approach, an experimental study on simulated data and real world data was performed using two alternative approaches: a heteroskedastic piecewise regression model using a global optimization algorithm based on dynamic programming, and a Hidden Markov Regression Model whose parameters are estimated by the Baum-Welch algorithm. Finally, in the context of the remote monitoring of components of the French railway infrastructure, and more particularly the switch mechanism, the proposed approach has been applied to modeling and classifying time series representing the condition measurements acquired during switch operations.

Groundwater similarity across a watershed derived from time-warped and flow-corrected time series

NASA Astrophysics Data System (ADS)

Rinderer, M.; McGlynn, B. L.; van Meerveld, H. J.

2017-05-01

Information about catchment-scale groundwater dynamics is necessary to understand how catchments store and release water and why water quantity and quality varies in streams. However, groundwater level monitoring is often restricted to a limited number of sites. Knowledge of the factors that determine similarity between monitoring sites can be used to predict catchment-scale groundwater storage and connectivity of different runoff source areas. We used distance-based and correlation-based similarity measures to quantify the spatial and temporal differences in shallow groundwater similarity for 51 monitoring sites in a Swiss prealpine catchment. The 41 months long time series were preprocessed using Dynamic Time-Warping and a Flow-corrected Time Transformation to account for small timing differences and bias toward low-flow periods. The mean distance-based groundwater similarity was correlated to topographic indices, such as upslope contributing area, topographic wetness index, and local slope. Correlation-based similarity was less related to landscape position but instead revealed differences between seasons. Analysis of variance and partial Mantel tests showed that landscape position, represented by the topographic wetness index, explained 52% of the variability in mean distance-based groundwater similarity, while spatial distance, represented by the Euclidean distance, explained only 5%. The variability in distance-based similarity and correlation-based similarity between groundwater and streamflow time series was significantly larger for midslope locations than for other landscape positions. This suggests that groundwater dynamics at these midslope sites, which are important to understand runoff source areas and hydrological connectivity at the catchment scale, are most difficult to predict.

Diagnosing the Dynamics of Observed and Simulated Ecosystem Gross Primary Productivity with Time Causal Information Theory Quantifiers

DOE PAGES

Sippel, Sebastian; Lange, Holger; Mahecha, Miguel D.; ...

2016-10-20

Data analysis and model-data comparisons in the environmental sciences require diagnostic measures that quantify time series dynamics and structure, and are robust to noise in observational data. This paper investigates the temporal dynamics of environmental time series using measures quantifying their information content and complexity. The measures are used to classify natural processes on one hand, and to compare models with observations on the other. The present analysis focuses on the global carbon cycle as an area of research in which model-data integration and comparisons are key to improving our understanding of natural phenomena. We investigate the dynamics of observedmore » and simulated time series of Gross Primary Productivity (GPP), a key variable in terrestrial ecosystems that quantifies ecosystem carbon uptake. However, the dynamics, patterns and magnitudes of GPP time series, both observed and simulated, vary substantially on different temporal and spatial scales. Here we demonstrate that information content and complexity, or Information Theory Quantifiers (ITQ) for short, serve as robust and efficient data-analytical and model benchmarking tools for evaluating the temporal structure and dynamical properties of simulated or observed time series at various spatial scales. At continental scale, we compare GPP time series simulated with two models and an observations-based product. This analysis reveals qualitative differences between model evaluation based on ITQ compared to traditional model performance metrics, indicating that good model performance in terms of absolute or relative error does not imply that the dynamics of the observations is captured well. Furthermore, we show, using an ensemble of site-scale measurements obtained from the FLUXNET archive in the Mediterranean, that model-data or model-model mismatches as indicated by ITQ can be attributed to and interpreted as differences in the temporal structure of the respective ecological time series. At global scale, our understanding of C fluxes relies on the use of consistently applied land models. Here, we use ITQ to evaluate model structure: The measures are largely insensitive to climatic scenarios, land use and atmospheric gas concentrations used to drive them, but clearly separate the structure of 13 different land models taken from the CMIP5 archive and an observations-based product. In conclusion, diagnostic measures of this kind provide data-analytical tools that distinguish different types of natural processes based solely on their dynamics, and are thus highly suitable for environmental science applications such as model structural diagnostics.« less

Diagnosing the Dynamics of Observed and Simulated Ecosystem Gross Primary Productivity with Time Causal Information Theory Quantifiers

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

Sippel, Sebastian; Lange, Holger; Mahecha, Miguel D.

Data analysis and model-data comparisons in the environmental sciences require diagnostic measures that quantify time series dynamics and structure, and are robust to noise in observational data. This paper investigates the temporal dynamics of environmental time series using measures quantifying their information content and complexity. The measures are used to classify natural processes on one hand, and to compare models with observations on the other. The present analysis focuses on the global carbon cycle as an area of research in which model-data integration and comparisons are key to improving our understanding of natural phenomena. We investigate the dynamics of observedmore » and simulated time series of Gross Primary Productivity (GPP), a key variable in terrestrial ecosystems that quantifies ecosystem carbon uptake. However, the dynamics, patterns and magnitudes of GPP time series, both observed and simulated, vary substantially on different temporal and spatial scales. Here we demonstrate that information content and complexity, or Information Theory Quantifiers (ITQ) for short, serve as robust and efficient data-analytical and model benchmarking tools for evaluating the temporal structure and dynamical properties of simulated or observed time series at various spatial scales. At continental scale, we compare GPP time series simulated with two models and an observations-based product. This analysis reveals qualitative differences between model evaluation based on ITQ compared to traditional model performance metrics, indicating that good model performance in terms of absolute or relative error does not imply that the dynamics of the observations is captured well. Furthermore, we show, using an ensemble of site-scale measurements obtained from the FLUXNET archive in the Mediterranean, that model-data or model-model mismatches as indicated by ITQ can be attributed to and interpreted as differences in the temporal structure of the respective ecological time series. At global scale, our understanding of C fluxes relies on the use of consistently applied land models. Here, we use ITQ to evaluate model structure: The measures are largely insensitive to climatic scenarios, land use and atmospheric gas concentrations used to drive them, but clearly separate the structure of 13 different land models taken from the CMIP5 archive and an observations-based product. In conclusion, diagnostic measures of this kind provide data-analytical tools that distinguish different types of natural processes based solely on their dynamics, and are thus highly suitable for environmental science applications such as model structural diagnostics.« less

Diagnosing the Dynamics of Observed and Simulated Ecosystem Gross Primary Productivity with Time Causal Information Theory Quantifiers

PubMed Central

Sippel, Sebastian; Mahecha, Miguel D.; Hauhs, Michael; Bodesheim, Paul; Kaminski, Thomas; Gans, Fabian; Rosso, Osvaldo A.

2016-01-01

Data analysis and model-data comparisons in the environmental sciences require diagnostic measures that quantify time series dynamics and structure, and are robust to noise in observational data. This paper investigates the temporal dynamics of environmental time series using measures quantifying their information content and complexity. The measures are used to classify natural processes on one hand, and to compare models with observations on the other. The present analysis focuses on the global carbon cycle as an area of research in which model-data integration and comparisons are key to improving our understanding of natural phenomena. We investigate the dynamics of observed and simulated time series of Gross Primary Productivity (GPP), a key variable in terrestrial ecosystems that quantifies ecosystem carbon uptake. However, the dynamics, patterns and magnitudes of GPP time series, both observed and simulated, vary substantially on different temporal and spatial scales. We demonstrate here that information content and complexity, or Information Theory Quantifiers (ITQ) for short, serve as robust and efficient data-analytical and model benchmarking tools for evaluating the temporal structure and dynamical properties of simulated or observed time series at various spatial scales. At continental scale, we compare GPP time series simulated with two models and an observations-based product. This analysis reveals qualitative differences between model evaluation based on ITQ compared to traditional model performance metrics, indicating that good model performance in terms of absolute or relative error does not imply that the dynamics of the observations is captured well. Furthermore, we show, using an ensemble of site-scale measurements obtained from the FLUXNET archive in the Mediterranean, that model-data or model-model mismatches as indicated by ITQ can be attributed to and interpreted as differences in the temporal structure of the respective ecological time series. At global scale, our understanding of C fluxes relies on the use of consistently applied land models. Here, we use ITQ to evaluate model structure: The measures are largely insensitive to climatic scenarios, land use and atmospheric gas concentrations used to drive them, but clearly separate the structure of 13 different land models taken from the CMIP5 archive and an observations-based product. In conclusion, diagnostic measures of this kind provide data-analytical tools that distinguish different types of natural processes based solely on their dynamics, and are thus highly suitable for environmental science applications such as model structural diagnostics. PMID:27764187

Design of static synchronous series compensator based damping controller employing invasive weed optimization algorithm.

PubMed

Ahmed, Ashik; Al-Amin, Rasheduzzaman; Amin, Ruhul

2014-01-01

This paper proposes designing of Static Synchronous Series Compensator (SSSC) based damping controller to enhance the stability of a Single Machine Infinite Bus (SMIB) system by means of Invasive Weed Optimization (IWO) technique. Conventional PI controller is used as the SSSC damping controller which takes rotor speed deviation as the input. The damping controller parameters are tuned based on time integral of absolute error based cost function using IWO. Performance of IWO based controller is compared to that of Particle Swarm Optimization (PSO) based controller. Time domain based simulation results are presented and performance of the controllers under different loading conditions and fault scenarios is studied in order to illustrate the effectiveness of the IWO based design approach.

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Testing for intracycle determinism in pseudoperiodic time series.

PubMed

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

2008-06-01

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

Influence analysis for high-dimensional time series with an application to epileptic seizure onset zone detection

PubMed Central

Flamm, Christoph; Graef, Andreas; Pirker, Susanne; Baumgartner, Christoph; Deistler, Manfred

2013-01-01

Granger causality is a useful concept for studying causal relations in networks. However, numerical problems occur when applying the corresponding methodology to high-dimensional time series showing co-movement, e.g. EEG recordings or economic data. In order to deal with these shortcomings, we propose a novel method for the causal analysis of such multivariate time series based on Granger causality and factor models. We present the theoretical background, successfully assess our methodology with the help of simulated data and show a potential application in EEG analysis of epileptic seizures. PMID:23354014

Forecasting Hourly Water Demands With Seasonal Autoregressive Models for Real-Time Application

NASA Astrophysics Data System (ADS)

Chen, Jinduan; Boccelli, Dominic L.

2018-02-01

Consumer water demands are not typically measured at temporal or spatial scales adequate to support real-time decision making, and recent approaches for estimating unobserved demands using observed hydraulic measurements are generally not capable of forecasting demands and uncertainty information. While time series modeling has shown promise for representing total system demands, these models have generally not been evaluated at spatial scales appropriate for representative real-time modeling. This study investigates the use of a double-seasonal time series model to capture daily and weekly autocorrelations to both total system demands and regional aggregated demands at a scale that would capture demand variability across a distribution system. Emphasis was placed on the ability to forecast demands and quantify uncertainties with results compared to traditional time series pattern-based demand models as well as nonseasonal and single-seasonal time series models. Additional research included the implementation of an adaptive-parameter estimation scheme to update the time series model when unobserved changes occurred in the system. For two case studies, results showed that (1) for the smaller-scale aggregated water demands, the log-transformed time series model resulted in improved forecasts, (2) the double-seasonal model outperformed other models in terms of forecasting errors, and (3) the adaptive adjustment of parameters during forecasting improved the accuracy of the generated prediction intervals. These results illustrate the capabilities of time series modeling to forecast both water demands and uncertainty estimates at spatial scales commensurate for real-time modeling applications and provide a foundation for developing a real-time integrated demand-hydraulic model.

Application of computational mechanics to the analysis of natural data: an example in geomagnetism.

PubMed

Clarke, Richard W; Freeman, Mervyn P; Watkins, Nicholas W

2003-01-01

We discuss how the ideal formalism of computational mechanics can be adapted to apply to a noninfinite series of corrupted and correlated data, that is typical of most observed natural time series. Specifically, a simple filter that removes the corruption that creates rare unphysical causal states is demonstrated, and the concept of effective soficity is introduced. We believe that computational mechanics cannot be applied to a noisy and finite data series without invoking an argument based upon effective soficity. A related distinction between noise and unresolved structure is also defined: Noise can only be eliminated by increasing the length of the time series, whereas the resolution of previously unresolved structure only requires the finite memory of the analysis to be increased. The benefits of these concepts are demonstrated in a simulated times series by (a) the effective elimination of white noise corruption from a periodic signal using the expletive filter and (b) the appearance of an effectively sofic region in the statistical complexity of a biased Poisson switch time series that is insensitive to changes in the word length (memory) used in the analysis. The new algorithm is then applied to an analysis of a real geomagnetic time series measured at Halley, Antarctica. Two principal components in the structure are detected that are interpreted as the diurnal variation due to the rotation of the Earth-based station under an electrical current pattern that is fixed with respect to the Sun-Earth axis and the random occurrence of a signature likely to be that of the magnetic substorm. In conclusion, some useful terminology for the discussion of model construction in general is introduced.

Defect-Repairable Latent Feature Extraction of Driving Behavior via a Deep Sparse Autoencoder

PubMed Central

Taniguchi, Tadahiro; Takenaka, Kazuhito; Bando, Takashi

2018-01-01

Data representing driving behavior, as measured by various sensors installed in a vehicle, are collected as multi-dimensional sensor time-series data. These data often include redundant information, e.g., both the speed of wheels and the engine speed represent the velocity of the vehicle. Redundant information can be expected to complicate the data analysis, e.g., more factors need to be analyzed; even varying the levels of redundancy can influence the results of the analysis. We assume that the measured multi-dimensional sensor time-series data of driving behavior are generated from low-dimensional data shared by the many types of one-dimensional data of which multi-dimensional time-series data are composed. Meanwhile, sensor time-series data may be defective because of sensor failure. Therefore, another important function is to reduce the negative effect of defective data when extracting low-dimensional time-series data. This study proposes a defect-repairable feature extraction method based on a deep sparse autoencoder (DSAE) to extract low-dimensional time-series data. In the experiments, we show that DSAE provides high-performance latent feature extraction for driving behavior, even for defective sensor time-series data. In addition, we show that the negative effect of defects on the driving behavior segmentation task could be reduced using the latent features extracted by DSAE. PMID:29462931

Improved visibility graph fractality with application for the diagnosis of Autism Spectrum Disorder

NASA Astrophysics Data System (ADS)

Ahmadlou, Mehran; Adeli, Hojjat; Adeli, Amir

2012-10-01

Recently, the visibility graph (VG) algorithm was proposed for mapping a time series to a graph to study complexity and fractality of the time series through investigation of the complexity of its graph. The visibility graph algorithm converts a fractal time series to a scale-free graph. VG has been used for the investigation of fractality in the dynamic behavior of both artificial and natural complex systems. However, robustness and performance of the power of scale-freeness of VG (PSVG) as an effective method for measuring fractality has not been investigated. Since noise is unavoidable in real life time series, the robustness of a fractality measure is of paramount importance. To improve the accuracy and robustness of PSVG to noise for measurement of fractality of time series in biological time-series, an improved PSVG is presented in this paper. The proposed method is evaluated using two examples: a synthetic benchmark time series and a complicated real life Electroencephalograms (EEG)-based diagnostic problem, that is distinguishing autistic children from non-autistic children. It is shown that the proposed improved PSVG is less sensitive to noise and therefore more robust compared with PSVG. Further, it is shown that using improved PSVG in the wavelet-chaos neural network model of Adeli and c-workers in place of the Katz fractality dimension results in a more accurate diagnosis of autism, a complicated neurological and psychiatric disorder.

Streamflow variability over the 1881–2011 period in northern Quebec: comparison of hydrological reconstructions based on tree rings and geopotential height field reanalysis

DOE PAGES

Brigode, Pierre; Brissette, Francois; Nicault, Antoine; ...

2016-09-06

Over the last decades, different methods have been used by hydrologists to extend observed hydro-climatic time series, based on other data sources, such as tree rings or sedimentological datasets. For example, tree ring multi-proxies have been studied for the Caniapiscau Reservoir in northern Québec (Canada), leading to the reconstruction of flow time series for the last 150 years. In this paper, we applied a new hydro-climatic reconstruction method on the Caniapiscau Reservoir and compare the obtained streamflow time series against time series derived from dendrohydrology by other authors on the same catchment and study the natural streamflow variability over themore » 1881–2011 period in that region. This new reconstruction is based not on natural proxies but on a historical reanalysis of global geopotential height fields, and aims firstly to produce daily climatic time series, which are then used as inputs to a rainfall–runoff model in order to obtain daily streamflow time series. The performances of the hydro-climatic reconstruction were quantified over the observed period, and showed good performances, in terms of both monthly regimes and interannual variability. The streamflow reconstructions were then compared to two different reconstructions performed on the same catchment by using tree ring data series, one being focused on mean annual flows and the other on spring floods. In terms of mean annual flows, the interannual variability in the reconstructed flows was similar (except for the 1930–1940 decade), with noteworthy changes seen in wetter and drier years. For spring floods, the reconstructed interannual variabilities were quite similar for the 1955–2011 period, but strongly different between 1880 and 1940. Here, the results emphasize the need to apply different reconstruction methods on the same catchments. Indeed, comparisons such as those above highlight potential differences between available reconstructions and, finally, allow a retrospective analysis of the proposed reconstructions of past hydro-climatological variabilities.« less

Streamflow variability over the 1881–2011 period in northern Quebec: comparison of hydrological reconstructions based on tree rings and geopotential height field reanalysis

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

Brigode, Pierre; Brissette, Francois; Nicault, Antoine

Over the last decades, different methods have been used by hydrologists to extend observed hydro-climatic time series, based on other data sources, such as tree rings or sedimentological datasets. For example, tree ring multi-proxies have been studied for the Caniapiscau Reservoir in northern Québec (Canada), leading to the reconstruction of flow time series for the last 150 years. In this paper, we applied a new hydro-climatic reconstruction method on the Caniapiscau Reservoir and compare the obtained streamflow time series against time series derived from dendrohydrology by other authors on the same catchment and study the natural streamflow variability over themore » 1881–2011 period in that region. This new reconstruction is based not on natural proxies but on a historical reanalysis of global geopotential height fields, and aims firstly to produce daily climatic time series, which are then used as inputs to a rainfall–runoff model in order to obtain daily streamflow time series. The performances of the hydro-climatic reconstruction were quantified over the observed period, and showed good performances, in terms of both monthly regimes and interannual variability. The streamflow reconstructions were then compared to two different reconstructions performed on the same catchment by using tree ring data series, one being focused on mean annual flows and the other on spring floods. In terms of mean annual flows, the interannual variability in the reconstructed flows was similar (except for the 1930–1940 decade), with noteworthy changes seen in wetter and drier years. For spring floods, the reconstructed interannual variabilities were quite similar for the 1955–2011 period, but strongly different between 1880 and 1940. Here, the results emphasize the need to apply different reconstruction methods on the same catchments. Indeed, comparisons such as those above highlight potential differences between available reconstructions and, finally, allow a retrospective analysis of the proposed reconstructions of past hydro-climatological variabilities.« less

Ionospheric magnetic signals during conjunctions between ground based and Swarm satellite observations

NASA Astrophysics Data System (ADS)

Saturnino, Diana; Olsen, Nils; Finlay, Chris

2017-04-01

High-precision magnetic measurements collected by satellites such as Swarm or CHAMP,flying at altitudes between 300 and 800km, allow for improved geomagnetic field modelling. An accurate description of the internal (core and crust) field must account for contributions from other sources, such as the ionosphere and magnetosphere. However, the description of the rapidly changing external field contributions, particularly during the quiet times from which the data are selected, constitutes a major challenge of the construction of such models. Our study attempts to obtain improved knowledge on ionospheric field contributions during quiet times conditions, in particular during night local times. We use two different datasets: ground magnetic observatories time series (obtained below the ionospheric E-layer currents), and Swarm satellites measurements acquired above these currents. First, we remove from the data estimates of the core, lithospheric and large-scale magnetospheric magnetic contributions as given by the CHAOS-6 model, to obtain corrected time series. Then, we focus on the differences of the corrected time series: for a pair of ground magnetic observatories, we determine the time series of the difference, and similarly we determine time series differences at satellite altitude, given by the difference between the Swarm Alpha and Charlie satellites taken in the vicinity of the ground observatory locations. The obtained differences time series are analysed regarding their temporal and spatial scales variations, with emphasis on measurements during night local times.

Visualizing the intercity correlation of PM2.5 time series in the Beijing-Tianjin-Hebei region using ground-based air quality monitoring data.

PubMed

Liu, Jianzheng; Li, Weifeng; Wu, Jiansheng; Liu, Yonghong

2018-01-01

The Beijing-Tianjin-Hebei area faces a severe fine particulate matter (PM2.5) problem. To date, considerable progress has been made toward understanding the PM2.5 problem, including spatial-temporal characterization, driving factors, and health effects. However, little research has been done on the dynamic interactions and relationships between PM2.5 concentrations in different cities in this area. To address the research gap, this study discovered a phenomenon of time-lagged intercity correlations of PM2.5 time series and proposed a visualization framework based on this phenomenon to visualize the interaction in PM2.5 concentrations between cities. The visualizations produced using the framework show that there are significant time-lagged correlations between the PM2.5 time series in different cities in this area. The visualizations also show that the correlations are more significant in colder months and between cities that are closer, and that there are seasonal changes in the temporal order of the correlated PM2.5 time series. Further analysis suggests that the time-lagged intercity correlations of PM2.5 time series are most likely due to synoptic meteorological variations. We argue that the visualizations demonstrate the interactions of air pollution between cities in the Beijing-Tianjin-Hebei area and the significant effect of synoptic meteorological conditions on PM2.5 pollution. The visualization framework could help determine the pathway of regional transportation of air pollution and may also be useful in delineating the area of interaction of PM2.5 pollution for impact analysis.

Visualizing the intercity correlation of PM2.5 time series in the Beijing-Tianjin-Hebei region using ground-based air quality monitoring data

PubMed Central

Li, Weifeng; Wu, Jiansheng; Liu, Yonghong

2018-01-01

The Beijing-Tianjin-Hebei area faces a severe fine particulate matter (PM2.5) problem. To date, considerable progress has been made toward understanding the PM2.5 problem, including spatial-temporal characterization, driving factors, and health effects. However, little research has been done on the dynamic interactions and relationships between PM2.5 concentrations in different cities in this area. To address the research gap, this study discovered a phenomenon of time-lagged intercity correlations of PM2.5 time series and proposed a visualization framework based on this phenomenon to visualize the interaction in PM2.5 concentrations between cities. The visualizations produced using the framework show that there are significant time-lagged correlations between the PM2.5 time series in different cities in this area. The visualizations also show that the correlations are more significant in colder months and between cities that are closer, and that there are seasonal changes in the temporal order of the correlated PM2.5 time series. Further analysis suggests that the time-lagged intercity correlations of PM2.5 time series are most likely due to synoptic meteorological variations. We argue that the visualizations demonstrate the interactions of air pollution between cities in the Beijing-Tianjin-Hebei area and the significant effect of synoptic meteorological conditions on PM2.5 pollution. The visualization framework could help determine the pathway of regional transportation of air pollution and may also be useful in delineating the area of interaction of PM2.5 pollution for impact analysis. PMID:29438417

Monitoring scale scores over time via quality control charts, model-based approaches, and time series techniques.

PubMed

Lee, Yi-Hsuan; von Davier, Alina A

2013-07-01

Maintaining a stable score scale over time is critical for all standardized educational assessments. Traditional quality control tools and approaches for assessing scale drift either require special equating designs, or may be too time-consuming to be considered on a regular basis with an operational test that has a short time window between an administration and its score reporting. Thus, the traditional methods are not sufficient to catch unusual testing outcomes in a timely manner. This paper presents a new approach for score monitoring and assessment of scale drift. It involves quality control charts, model-based approaches, and time series techniques to accommodate the following needs of monitoring scale scores: continuous monitoring, adjustment of customary variations, identification of abrupt shifts, and assessment of autocorrelation. Performance of the methodologies is evaluated using manipulated data based on real responses from 71 administrations of a large-scale high-stakes language assessment.

Development and Evaluation of New Algorithms for the Retrieval of Wind and Internal Wave Parameters from Shipborne Marine Radar Data

DTIC Science & Technology

2012-12-01

traditional buoy measurements , which are based on the analysis of the buoy motion using accelerometer and tilt sensors, is the capacity to detect multi-modal...the radar- based estimates slightly overestimate the measured data. Fig. 6.33 shows a time series of p-p-distances and corresponding water depths as...32 3.5 Time series of wind speed and direction measurements from ship anemome- ters 1 and 2 from

SaaS Platform for Time Series Data Handling

NASA Astrophysics Data System (ADS)

Oplachko, Ekaterina; Rykunov, Stanislav; Ustinin, Mikhail

2018-02-01

The paper is devoted to the description of MathBrain, a cloud-based resource, which works as a "Software as a Service" model. It is designed to maximize the efficiency of the current technology and to provide a tool for time series data handling. The resource provides access to the following analysis methods: direct and inverse Fourier transforms, Principal component analysis and Independent component analysis decompositions, quantitative analysis, magnetoencephalography inverse problem solution in a single dipole model based on multichannel spectral data.

Detecting Land Cover Change by Trend and Seasonality of Remote Sensing Time Series

NASA Astrophysics Data System (ADS)

Oliveira, J. C.; Epiphanio, J. N.; Mello, M. P.

2013-05-01

Natural resource managers demand knowledge of information on the spatiotemporal dynamics of land use and land cover change, and detection and characteristics change over time is an initial step for the understanding of the mechanism of change. The propose of this research is the use the approach BFAST (Breaks For Additive Seasonal and Trend) for detects trend and seasonal changes within Normalized Difference Vegetation Index (NDVI) time series. BFAST integrates the decomposition of time series into trend, seasonal, and noise components with methods for detecting change within time series without the need to select a reference period, set a threshold, or define a change trajectory. BFAST iteratively estimates the time and number of changes, and characterizes change by its magnitude and direction. The general model is of the form Yt = Tt + St + et (t= 1,2,3,…, n) where Yt is the observed data at time t, Tt is the trend component, St is the seasonal component, and et is the remainder component. In this study was used MODIS NDVI time series datasets (MOD13Q1) over 11 years (2000 - 2010) on an intensive agricultural area in Mato Grosso - Brazil. At first it was applied a filter for noise reduction (4253H twice) over spectral curve of each MODIS pixel, and subsequently each time series was decomposed into seasonal, trend, and remainder components by BFAST. Were detected one abrupt change from a single pixel of forest and two abrupt changes on trend component to a pixel of the agricultural area. Figure 1 shows the number of phonological change with base in seasonal component for study area. This paper demonstrated the ability of the BFAST to detect long-term phenological change by analyzing time series while accounting for abrupt and gradual changes. The algorithm iteratively estimates the dates and number of changes occurring within seasonal and trend components, and characterizes changes by extracting the magnitude and direction of change. Changes occurring in the seasonal component indicate phenological changes, while changes occurring in the trend component indicate gradual and abrupt change. BFAST can be used to analyze different types of remotely sensed time series and can be applied to other time series such as econometrics, climatology, and hydrology. The algorithm used in this study is available in BFAT package for R from CRAN (http://cran.r-project.org/package=bfast).; Figure 1 - Number of the phonological change with base in seasonal component.

Dimension reduction of frequency-based direct Granger causality measures on short time series.

PubMed

Siggiridou, Elsa; Kimiskidis, Vasilios K; Kugiumtzis, Dimitris

2017-09-01

The mainstream in the estimation of effective brain connectivity relies on Granger causality measures in the frequency domain. If the measure is meant to capture direct causal effects accounting for the presence of other observed variables, as in multi-channel electroencephalograms (EEG), typically the fit of a vector autoregressive (VAR) model on the multivariate time series is required. For short time series of many variables, the estimation of VAR may not be stable requiring dimension reduction resulting in restricted or sparse VAR models. The restricted VAR obtained by the modified backward-in-time selection method (mBTS) is adapted to the generalized partial directed coherence (GPDC), termed restricted GPDC (RGPDC). Dimension reduction on other frequency based measures, such the direct directed transfer function (dDTF), is straightforward. First, a simulation study using linear stochastic multivariate systems is conducted and RGPDC is favorably compared to GPDC on short time series in terms of sensitivity and specificity. Then the two measures are tested for their ability to detect changes in brain connectivity during an epileptiform discharge (ED) from multi-channel scalp EEG. It is shown that RGPDC identifies better than GPDC the connectivity structure of the simulated systems, as well as changes in the brain connectivity, and is less dependent on the free parameter of VAR order. The proposed dimension reduction in frequency measures based on VAR constitutes an appropriate strategy to estimate reliably brain networks within short-time windows. Copyright © 2017 Elsevier B.V. All rights reserved.

Novel covariance-based neutrality test of time-series data reveals asymmetries in ecological and economic systems

DOE PAGES

Washburne, Alex D.; Burby, Joshua W.; Lacker, Daniel; ...

2016-09-30

Systems as diverse as the interacting species in a community, alleles at a genetic locus, and companies in a market are characterized by competition (over resources, space, capital, etc) and adaptation. Neutral theory, built around the hypothesis that individual performance is independent of group membership, has found utility across the disciplines of ecology, population genetics, and economics, both because of the success of the neutral hypothesis in predicting system properties and because deviations from these predictions provide information about the underlying dynamics. However, most tests of neutrality are weak, based on static system properties such as species-abundance distributions or themore » number of singletons in a sample. Time-series data provide a window onto a system’s dynamics, and should furnish tests of the neutral hypothesis that are more powerful to detect deviations from neutrality and more informative about to the type of competitive asymmetry that drives the deviation. Here, we present a neutrality test for time-series data. We apply this test to several microbial time-series and financial time-series and find that most of these systems are not neutral. Our test isolates the covariance structure of neutral competition, thus facilitating further exploration of the nature of asymmetry in the covariance structure of competitive systems. Much like neutrality tests from population genetics that use relative abundance distributions have enabled researchers to scan entire genomes for genes under selection, we anticipate our time-series test will be useful for quick significance tests of neutrality across a range of ecological, economic, and sociological systems for which time-series data are available. Here, future work can use our test to categorize and compare the dynamic fingerprints of particular competitive asymmetries (frequency dependence, volatility smiles, etc) to improve forecasting and management of complex adaptive systems.« less

Novel covariance-based neutrality test of time-series data reveals asymmetries in ecological and economic systems

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

Washburne, Alex D.; Burby, Joshua W.; Lacker, Daniel

Systems as diverse as the interacting species in a community, alleles at a genetic locus, and companies in a market are characterized by competition (over resources, space, capital, etc) and adaptation. Neutral theory, built around the hypothesis that individual performance is independent of group membership, has found utility across the disciplines of ecology, population genetics, and economics, both because of the success of the neutral hypothesis in predicting system properties and because deviations from these predictions provide information about the underlying dynamics. However, most tests of neutrality are weak, based on static system properties such as species-abundance distributions or themore » number of singletons in a sample. Time-series data provide a window onto a system’s dynamics, and should furnish tests of the neutral hypothesis that are more powerful to detect deviations from neutrality and more informative about to the type of competitive asymmetry that drives the deviation. Here, we present a neutrality test for time-series data. We apply this test to several microbial time-series and financial time-series and find that most of these systems are not neutral. Our test isolates the covariance structure of neutral competition, thus facilitating further exploration of the nature of asymmetry in the covariance structure of competitive systems. Much like neutrality tests from population genetics that use relative abundance distributions have enabled researchers to scan entire genomes for genes under selection, we anticipate our time-series test will be useful for quick significance tests of neutrality across a range of ecological, economic, and sociological systems for which time-series data are available. Here, future work can use our test to categorize and compare the dynamic fingerprints of particular competitive asymmetries (frequency dependence, volatility smiles, etc) to improve forecasting and management of complex adaptive systems.« less

A Comparison of Forecast Error Generators for Modeling Wind and Load Uncertainty

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

Lu, Ning; Diao, Ruisheng; Hafen, Ryan P.

2013-07-25

This paper presents four algorithms to generate random forecast error time series. The performance of four algorithms is compared. The error time series are used to create real-time (RT), hour-ahead (HA), and day-ahead (DA) wind and load forecast time series that statistically match historically observed forecasting data sets used in power grid operation to study the net load balancing need in variable generation integration studies. The four algorithms are truncated-normal distribution models, state-space based Markov models, seasonal autoregressive moving average (ARMA) models, and a stochastic-optimization based approach. The comparison is made using historical DA load forecast and actual load valuesmore » to generate new sets of DA forecasts with similar stoical forecast error characteristics (i.e., mean, standard deviation, autocorrelation, and cross-correlation). The results show that all methods generate satisfactory results. One method may preserve one or two required statistical characteristics better the other methods, but may not preserve other statistical characteristics as well compared with the other methods. Because the wind and load forecast error generators are used in wind integration studies to produce wind and load forecasts time series for stochastic planning processes, it is sometimes critical to use multiple methods to generate the error time series to obtain a statistically robust result. Therefore, this paper discusses and compares the capabilities of each algorithm to preserve the characteristics of the historical forecast data sets.« less

Conditional Spectral Analysis of Replicated Multiple Time Series with Application to Nocturnal Physiology.

PubMed

Krafty, Robert T; Rosen, Ori; Stoffer, David S; Buysse, Daniel J; Hall, Martica H

2017-01-01

This article considers the problem of analyzing associations between power spectra of multiple time series and cross-sectional outcomes when data are observed from multiple subjects. The motivating application comes from sleep medicine, where researchers are able to non-invasively record physiological time series signals during sleep. The frequency patterns of these signals, which can be quantified through the power spectrum, contain interpretable information about biological processes. An important problem in sleep research is drawing connections between power spectra of time series signals and clinical characteristics; these connections are key to understanding biological pathways through which sleep affects, and can be treated to improve, health. Such analyses are challenging as they must overcome the complicated structure of a power spectrum from multiple time series as a complex positive-definite matrix-valued function. This article proposes a new approach to such analyses based on a tensor-product spline model of Cholesky components of outcome-dependent power spectra. The approach exibly models power spectra as nonparametric functions of frequency and outcome while preserving geometric constraints. Formulated in a fully Bayesian framework, a Whittle likelihood based Markov chain Monte Carlo (MCMC) algorithm is developed for automated model fitting and for conducting inference on associations between outcomes and spectral measures. The method is used to analyze data from a study of sleep in older adults and uncovers new insights into how stress and arousal are connected to the amount of time one spends in bed.

The Effect on Non-Normal Distributions on the Integrated Moving Average Model of Time-Series Analysis.

ERIC Educational Resources Information Center

Doerann-George, Judith

The Integrated Moving Average (IMA) model of time series, and the analysis of intervention effects based on it, assume random shocks which are normally distributed. To determine the robustness of the analysis to violations of this assumption, empirical sampling methods were employed. Samples were generated from three populations; normal,…

New Perspectives for the Evaluation of Training Sessions in Self-Regulated Learning: Time-Series Analyses of Diary Data

ERIC Educational Resources Information Center

Schmitz, Bernhard; Wiese, Bettina S.

2006-01-01

The present study combines a standardized diary approach with time-series analysis methods to investigate the process of self-regulated learning. Based on a process-focused adaptation of Zimmerman's (2000) learning model, an intervention (consisting of four weekly training sessions) to increase self-regulated learning was developed. The diaries…

An Evaluation Method of Words Tendency Depending on Time-Series Variation and Its Improvements.

ERIC Educational Resources Information Center

Atlam, El-Sayed; Okada, Makoto; Shishibori, Masami; Aoe, Jun-ichi

2002-01-01

Discussion of word frequency and keywords in text focuses on a method to estimate automatically the stability classes that indicate a word's popularity with time-series variations based on the frequency change in past electronic text data. Compares the evaluation of decision tree stability class results with manual classification results.…

Assessment of MODIS NDVI time series data products for detecting forest defoliation by gypsy moth outbreaks

Treesearch

Joseph P. Spruce; Steven Sader; Robert E. Ryan; James Smoot; Philip Kuper; al. et.

2011-01-01

This paper discusses an assessment of Moderate Resolution Imaging Spectroradiometer (MODIS) time-series data products for detecting forest defoliation from European gypsy moth (Lymantria dispar). This paper describes an effort to aid the United States Department of Agriculture (USDA) Forest Service in developing and assessing MODIS-based gypsy moth defoliation...

Clinical Practice as Natural Laboratory for Psychotherapy Research: A Guide to Case-Based Time-Series Analysis

ERIC Educational Resources Information Center

Borckardt, Jeffrey J.; Nash, Michael R.; Murphy, Martin D.; Moore, Mark; Shaw, Darlene; O'Neil, Patrick

2008-01-01

Both researchers and practitioners need to know more about how laboratory treatment protocols translate to real-world practice settings and how clinical innovations can be systematically tested and communicated to a skeptical scientific community. The single-case time-series study is well suited to opening a productive discourse between practice…

Multiscale Analysis of Time Irreversibility Based on Phase-Space Reconstruction and Horizontal Visibility Graph Approach

NASA Astrophysics Data System (ADS)

Zhang, Yongping; Shang, Pengjian; Xiong, Hui; Xia, Jianan

Time irreversibility is an important property of nonequilibrium dynamic systems. A visibility graph approach was recently proposed, and this approach is generally effective to measure time irreversibility of time series. However, its result may be unreliable when dealing with high-dimensional systems. In this work, we consider the joint concept of time irreversibility and adopt the phase-space reconstruction technique to improve this visibility graph approach. Compared with the previous approach, the improved approach gives a more accurate estimate for the irreversibility of time series, and is more effective to distinguish irreversible and reversible stochastic processes. We also use this approach to extract the multiscale irreversibility to account for the multiple inherent dynamics of time series. Finally, we apply the approach to detect the multiscale irreversibility of financial time series, and succeed to distinguish the time of financial crisis and the plateau. In addition, Asian stock indexes away from other indexes are clearly visible in higher time scales. Simulations and real data support the effectiveness of the improved approach when detecting time irreversibility.

Motion Artifact Reduction in Ultrasound Based Thermal Strain Imaging of Atherosclerotic Plaques Using Time Series Analysis

PubMed Central

Dutta, Debaditya; Mahmoud, Ahmed M.; Leers, Steven A.; Kim, Kang

2013-01-01

Large lipid pools in vulnerable plaques, in principle, can be detected using US based thermal strain imaging (US-TSI). One practical challenge for in vivo cardiovascular application of US-TSI is that the thermal strain is masked by the mechanical strain caused by cardiac pulsation. ECG gating is a widely adopted method for cardiac motion compensation, but it is often susceptible to electrical and physiological noise. In this paper, we present an alternative time series analysis approach to separate thermal strain from the mechanical strain without using ECG. The performance and feasibility of the time-series analysis technique was tested via numerical simulation as well as in vitro water tank experiments using a vessel mimicking phantom and an excised human atherosclerotic artery where the cardiac pulsation is simulated by a pulsatile pump. PMID:24808628

Item Anomaly Detection Based on Dynamic Partition for Time Series in Recommender Systems

PubMed Central

Gao, Min; Tian, Renli; Wen, Junhao; Xiong, Qingyu; Ling, Bin; Yang, Linda

2015-01-01

In recent years, recommender systems have become an effective method to process information overload. However, recommendation technology still suffers from many problems. One of the problems is shilling attacks-attackers inject spam user profiles to disturb the list of recommendation items. There are two characteristics of all types of shilling attacks: 1) Item abnormality: The rating of target items is always maximum or minimum; and 2) Attack promptness: It takes only a very short period time to inject attack profiles. Some papers have proposed item anomaly detection methods based on these two characteristics, but their detection rate, false alarm rate, and universality need to be further improved. To solve these problems, this paper proposes an item anomaly detection method based on dynamic partitioning for time series. This method first dynamically partitions item-rating time series based on important points. Then, we use chi square distribution (χ2) to detect abnormal intervals. The experimental results on MovieLens 100K and 1M indicate that this approach has a high detection rate and a low false alarm rate and is stable toward different attack models and filler sizes. PMID:26267477

Item Anomaly Detection Based on Dynamic Partition for Time Series in Recommender Systems.

PubMed

Gao, Min; Tian, Renli; Wen, Junhao; Xiong, Qingyu; Ling, Bin; Yang, Linda

2015-01-01

In recent years, recommender systems have become an effective method to process information overload. However, recommendation technology still suffers from many problems. One of the problems is shilling attacks-attackers inject spam user profiles to disturb the list of recommendation items. There are two characteristics of all types of shilling attacks: 1) Item abnormality: The rating of target items is always maximum or minimum; and 2) Attack promptness: It takes only a very short period time to inject attack profiles. Some papers have proposed item anomaly detection methods based on these two characteristics, but their detection rate, false alarm rate, and universality need to be further improved. To solve these problems, this paper proposes an item anomaly detection method based on dynamic partitioning for time series. This method first dynamically partitions item-rating time series based on important points. Then, we use chi square distribution (χ2) to detect abnormal intervals. The experimental results on MovieLens 100K and 1M indicate that this approach has a high detection rate and a low false alarm rate and is stable toward different attack models and filler sizes.

Monitoring of surface deformation in open pit mine using DInSAR time-series: a case study in the N5W iron mine (Carajás, Brazil) using TerraSAR-X data

NASA Astrophysics Data System (ADS)

Mura, José C.; Paradella, Waldir R.; Gama, Fabio F.; Santos, Athos R.; Galo, Mauricio; Camargo, Paulo O.; Silva, Arnaldo Q.; Silva, Guilherme G.

2014-10-01

We present an investigation of surface deformation using Differential SAR Interferometry (DInSAR) time-series carried out in an active open pit iron mine, the N5W, located in the Carajás Mineral Province (Brazilian Amazon region), using 33 TerraSAR-X (TSX-1) scenes. This mine has presented a historical of instability and surface monitoring measurements over sectors of the mine (pit walls) have been done based on ground based radar. Two complementary approaches were used: the standard DInSAR configuration, as an early warning of the slope instability conditions, and the DInSAR timeseries analysis. In order to decrease the topographic phase error a high resolution DEM was generated based on a stereo GeoEye-1 pair. Despite the fact that a DinSAR contains atmospheric and topographic phase artifacts and noise, it was possible to detect deformation in some interferometric pairs, covering pit benches, road ramps and waste piles. The timeseries analysis was performed using the 31 interferometric pairs, which were selected based on the highest mean coherence of a stack of 107 interferograms, presenting less phase unwrapping errors. The time-series deformation was retrieved by the Least-Squares (LS) solution using an extension of the Singular Value Decomposition (SVD), with a set of additional weighted constrain on the acceleration deformation. The atmospheric phase artifacts were filtered in the space-time domain and the DEM height errors were estimated based on the normal baseline diversity. The DInSAR time-series investigation showed good results for monitoring surface displacement in the N5W mine located in a tropical rainforest environment, providing very useful information about the ground movement for alarm, planning and risk assessment.

Including trait-based early warning signals helps predict population collapse

PubMed Central

Clements, Christopher F.; Ozgul, Arpat

2016-01-01

Foreseeing population collapse is an on-going target in ecology, and this has led to the development of early warning signals based on expected changes in leading indicators before a bifurcation. Such signals have been sought for in abundance time-series data on a population of interest, with varying degrees of success. Here we move beyond these established methods by including parallel time-series data of abundance and fitness-related trait dynamics. Using data from a microcosm experiment, we show that including information on the dynamics of phenotypic traits such as body size into composite early warning indices can produce more accurate inferences of whether a population is approaching a critical transition than using abundance time-series alone. By including fitness-related trait information alongside traditional abundance-based early warning signals in a single metric of risk, our generalizable approach provides a powerful new way to assess what populations may be on the verge of collapse. PMID:27009968

Array magnetics modal analysis for the DIII-D tokamak based on localized time-series modelling

DOE PAGES

Olofsson, K. Erik J.; Hanson, Jeremy M.; Shiraki, Daisuke; ...

2014-07-14

Here, time-series analysis of magnetics data in tokamaks is typically done using block-based fast Fourier transform methods. This work presents the development and deployment of a new set of algorithms for magnetic probe array analysis. The method is based on an estimation technique known as stochastic subspace identification (SSI). Compared with the standard coherence approach or the direct singular value decomposition approach, the new technique exhibits several beneficial properties. For example, the SSI method does not require that frequencies are orthogonal with respect to the timeframe used in the analysis. Frequencies are obtained directly as parameters of localized time-series models.more » The parameters are extracted by solving small-scale eigenvalue problems. Applications include maximum-likelihood regularized eigenmode pattern estimation, detection of neoclassical tearing modes, including locked mode precursors, and automatic clustering of modes, and magnetics-pattern characterization of sawtooth pre- and postcursors, edge harmonic oscillations and fishbones.« less

On Stabilizing the Variance of Dynamic Functional Brain Connectivity Time Series

PubMed Central

Fransson, Peter

2016-01-01

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

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

PubMed

Thompson, William Hedley; Fransson, Peter

2016-12-01

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

Regression-Based Identification of Behavior-Encoding Neurons During Large-Scale Optical Imaging of Neural Activity at Cellular Resolution

PubMed Central

Miri, Andrew; Daie, Kayvon; Burdine, Rebecca D.; Aksay, Emre

2011-01-01

The advent of methods for optical imaging of large-scale neural activity at cellular resolution in behaving animals presents the problem of identifying behavior-encoding cells within the resulting image time series. Rapid and precise identification of cells with particular neural encoding would facilitate targeted activity measurements and perturbations useful in characterizing the operating principles of neural circuits. Here we report a regression-based approach to semiautomatically identify neurons that is based on the correlation of fluorescence time series with quantitative measurements of behavior. The approach is illustrated with a novel preparation allowing synchronous eye tracking and two-photon laser scanning fluorescence imaging of calcium changes in populations of hindbrain neurons during spontaneous eye movement in the larval zebrafish. Putative velocity-to-position oculomotor integrator neurons were identified that showed a broad spatial distribution and diversity of encoding. Optical identification of integrator neurons was confirmed with targeted loose-patch electrical recording and laser ablation. The general regression-based approach we demonstrate should be widely applicable to calcium imaging time series in behaving animals. PMID:21084686

Inflow forecasting model construction with stochastic time series for coordinated dam operation

NASA Astrophysics Data System (ADS)

Kim, T.; Jung, Y.; Kim, H.; Heo, J. H.

2014-12-01

Dam inflow forecasting is one of the most important tasks in dam operation for an effective water resources management and control. In general, dam inflow forecasting with stochastic time series model is possible to apply when the data is stationary because most of stochastic process based on stationarity. However, recent hydrological data cannot be satisfied the stationarity anymore because of climate change. Therefore a stochastic time series model, which can consider seasonality and trend in the data series, named SARIMAX(Seasonal Autoregressive Integrated Average with eXternal variable) model were constructed in this study. This SARIMAX model could increase the performance of stochastic time series model by considering the nonstationarity components and external variable such as precipitation. For application, the models were constructed for four coordinated dams on Han river in South Korea with monthly time series data. As a result, the models of each dam have similar performance and it would be possible to use the model for coordinated dam operation.Acknowledgement This research was supported by a grant 'Establishing Active Disaster Management System of Flood Control Structures by using 3D BIM Technique' [NEMA-NH-12-57] from the Natural Hazard Mitigation Research Group, National Emergency Management Agency of Korea.

Characterizing system dynamics with a weighted and directed network constructed from time series data

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

Sun, Xiaoran, E-mail: sxr0806@gmail.com; School of Mathematics and Statistics, The University of Western Australia, Crawley WA 6009; Small, Michael, E-mail: michael.small@uwa.edu.au

In this work, we propose a novel method to transform a time series into a weighted and directed network. For a given time series, we first generate a set of segments via a sliding window, and then use a doubly symbolic scheme to characterize every windowed segment by combining absolute amplitude information with an ordinal pattern characterization. Based on this construction, a network can be directly constructed from the given time series: segments corresponding to different symbol-pairs are mapped to network nodes and the temporal succession between nodes is represented by directed links. With this conversion, dynamics underlying the timemore » series has been encoded into the network structure. We illustrate the potential of our networks with a well-studied dynamical model as a benchmark example. Results show that network measures for characterizing global properties can detect the dynamical transitions in the underlying system. Moreover, we employ a random walk algorithm to sample loops in our networks, and find that time series with different dynamics exhibits distinct cycle structure. That is, the relative prevalence of loops with different lengths can be used to identify the underlying dynamics.« less

Functional linear models to test for differences in prairie wetland hydraulic gradients

USGS Publications Warehouse

Greenwood, Mark C.; Sojda, Richard S.; Preston, Todd M.; Swayne, David A.; Yang, Wanhong; Voinov, A.A.; Rizzoli, A.; Filatova, T.

2010-01-01

Functional data analysis provides a framework for analyzing multiple time series measured frequently in time, treating each series as a continuous function of time. Functional linear models are used to test for effects on hydraulic gradient functional responses collected from three types of land use in Northeastern Montana at fourteen locations. Penalized regression-splines are used to estimate the underlying continuous functions based on the discretely recorded (over time) gradient measurements. Permutation methods are used to assess the statistical significance of effects. A method for accommodating missing observations in each time series is described. Hydraulic gradients may be an initial and fundamental ecosystem process that responds to climate change. We suggest other potential uses of these methods for detecting evidence of climate change.

Tidal effects on stratospheric temperature series derived from successive advanced microwave sounding units

PubMed Central

Keckhut, P; Funatsu, B M; Claud, C; Hauchecorne, A

2015-01-01

Stratospheric temperature series derived from the Advanced Microwave Sounding Unit (AMSU) on board successive NOAA satellites reveal, during periods of overlap, some bias and drifts. Part of the reason for these discrepancies could be atmospheric tides as the orbits of these satellites drifted, inducing large changes in the actual times of measurement. NOAA 15 and 16, which exhibit a long period of overlap, allow deriving diurnal tides that can correct such temperature drifts. The characteristics of the derived diurnal tides during summer periods is in good agreement with those calculated with the Global Scale Wave Model, indicating that most of the observed drifts are likely due to the atmospheric tides. Cooling can be biased by a factor of 2, if times of measurement are not considered. When diurnal tides are considered, trends derived from temperature lidar series are in good agreement with AMSU series. Future adjustments of temperature time series based on successive AMSU instruments will require considering corrections associated with the local times of measurement. PMID:26300563

Tidal effects on stratospheric temperature series derived from successive advanced microwave sounding units.

PubMed

Keckhut, P; Funatsu, B M; Claud, C; Hauchecorne, A

2015-01-01

Stratospheric temperature series derived from the Advanced Microwave Sounding Unit (AMSU) on board successive NOAA satellites reveal, during periods of overlap, some bias and drifts. Part of the reason for these discrepancies could be atmospheric tides as the orbits of these satellites drifted, inducing large changes in the actual times of measurement. NOAA 15 and 16, which exhibit a long period of overlap, allow deriving diurnal tides that can correct such temperature drifts. The characteristics of the derived diurnal tides during summer periods is in good agreement with those calculated with the Global Scale Wave Model, indicating that most of the observed drifts are likely due to the atmospheric tides. Cooling can be biased by a factor of 2, if times of measurement are not considered. When diurnal tides are considered, trends derived from temperature lidar series are in good agreement with AMSU series. Future adjustments of temperature time series based on successive AMSU instruments will require considering corrections associated with the local times of measurement.

Conditioned empirical orthogonal functions for interpolation of runoff time series along rivers: Application to reconstruction of missing monthly records

NASA Astrophysics Data System (ADS)

Li, Lingqi; Gottschalk, Lars; Krasovskaia, Irina; Xiong, Lihua

2018-01-01

Reconstruction of missing runoff data is of important significance to solve contradictions between the common situation of gaps and the fundamental necessity of complete time series for reliable hydrological research. The conventional empirical orthogonal functions (EOF) approach has been documented to be useful for interpolating hydrological series based upon spatiotemporal decomposition of runoff variation patterns, without additional measurements (e.g., precipitation, land cover). This study develops a new EOF-based approach (abbreviated as CEOF) that conditions EOF expansion on the oscillations at outlet (or any other reference station) of a target basin and creates a set of residual series by removing the dependence on this reference series, in order to redefine the amplitude functions (components). This development allows a transparent hydrological interpretation of the dimensionless components and thereby strengthens their capacities to explain various runoff regimes in a basin. The two approaches are demonstrated on an application of discharge observations from the Ganjiang basin, China. Two alternatives for determining amplitude functions based on centred and standardised series, respectively, are tested. The convergence in the reconstruction of observations at different sites as a function of the number of components and its relation to the characteristics of the site are analysed. Results indicate that the CEOF approach offers an efficient way to restore runoff records with only one to four components; it shows more superiority in nested large basins than at headwater sites and often performs better than the EOF approach when using standardised series, especially in improving infilling accuracy for low flows. Comparisons against other interpolation methods (i.e., nearest neighbour, linear regression, inverse distance weighting) further confirm the advantage of the EOF-based approaches in avoiding spatial and temporal inconsistencies in estimated series.

Examining Scattering Mechanisms within Bubbled Freshwater Lake Ice using a Time-Series of RADARSAT-2 (C-band) and UW-Scat (X-, Ku-band) Polarimetric Observations

NASA Astrophysics Data System (ADS)

Gunn, Grant; Duguay, Claude; Atwood, Don

2017-04-01

This study identifies the dominant scattering mechanism for C-, X- and Ku-band for bubbled freshwater lake ice in the Hudson Bay Lowlands near Churchill, Canada, using a winter time series of fully polarimetric ground-based (X- and Ku-band, UW-Scat) scatterometer and spaceborne (C-band) synthetic aperture radar (SAR, Radarsat-2) observations collected coincidentally to in-situ snow and ice measurements. Scatterometer observations identify two dominant backscatter sources from the ice cover: the snow-ice, and ice-water interface. Using in-situ measurements as ground-truth, a winter time series of scatterometer and satellite acquisitions show increases in backscatter from the ice-water interface prior to the timing of tubular bubble development in the ice cover. This timing indicates that scattering in the ice is independent of double-bounce scatter caused by tubular bubble inclusions. Concurrently, the co-polarized phase difference of interactions at the ice-water interface from both scatterometer and SAR observations are centred at 0° throughout the time series, indicating a scattering regime other than double bounce. A Yamaguchi three-component decomposition of SAR observations is presented for C-band acquisitions indicating a dominant single-bounce scattering mechanism regime, which is hypothesized to be a result of an ice-water interface that presents a rough surface or a surface composed of preferentially oriented facets. This study is the first to present a winter time series of coincident ground-based and spaceborne fully polarimetric active microwave observations for bubbled freshwater lake ice.

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

PubMed

Thompson, William H; Fransson, Peter

2015-01-01

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

An approach to checking case-crossover analyses based on equivalence with time-series methods.

PubMed

Lu, Yun; Symons, James Morel; Geyh, Alison S; Zeger, Scott L

2008-03-01

The case-crossover design has been increasingly applied to epidemiologic investigations of acute adverse health effects associated with ambient air pollution. The correspondence of the design to that of matched case-control studies makes it inferentially appealing for epidemiologic studies. Case-crossover analyses generally use conditional logistic regression modeling. This technique is equivalent to time-series log-linear regression models when there is a common exposure across individuals, as in air pollution studies. Previous methods for obtaining unbiased estimates for case-crossover analyses have assumed that time-varying risk factors are constant within reference windows. In this paper, we rely on the connection between case-crossover and time-series methods to illustrate model-checking procedures from log-linear model diagnostics for time-stratified case-crossover analyses. Additionally, we compare the relative performance of the time-stratified case-crossover approach to time-series methods under 3 simulated scenarios representing different temporal patterns of daily mortality associated with air pollution in Chicago, Illinois, during 1995 and 1996. Whenever a model-be it time-series or case-crossover-fails to account appropriately for fluctuations in time that confound the exposure, the effect estimate will be biased. It is therefore important to perform model-checking in time-stratified case-crossover analyses rather than assume the estimator is unbiased.

[Introduction and some problems of the rapid time series laboratory reporting system].

PubMed

Kanao, M; Yamashita, K; Kuwajima, M

1999-09-01

We introduced an on-line system of biochemical, hematological, serological, urinary, bacteriological, and emergency examinations and associated office work using a client server system NEC PC-LACS based on a system consisting of concentration of outpatient blood collection, concentration of outpatient reception, and outpatient examination by reservation. Using this on-line system, results of 71 items in chemical serological, hematological, and urinary examinations are rapidly reported within 1 hour. Since the ordering system at our hospital has not been completed yet, we constructed a rapid time series reporting system in which time series data obtained on 5 serial occasions are printed on 2 sheets of A4 paper at the time of the final report. In each consultation room of the medical outpatient clinic, at the neuromedical outpatient clinic, and at the kidney center where examinations are frequently performed, terminal equipment and a printer for inquiry were established for real-time output of time series reports. Results are reported by FAX to the other outpatient clinics and wards, and subsequently, time series reports are output at the clinical laboratory department. This system allowed rapid examination, especially preconsultation examination. This system was also useful for reducing office work and effectively utilize examination data.

Data imputation analysis for Cosmic Rays time series

NASA Astrophysics Data System (ADS)

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

2017-05-01

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

A 40 Year Time Series of SBUV Observations: the Version 8.6 Processing

NASA Technical Reports Server (NTRS)

McPeters, Richard; Bhartia, P. K.; Flynn, L.

2012-01-01

Under a NASA program to produce long term data records from instruments on multiple satellites (MEaSUREs), data from a series of eight SBUV and SBUV 12 instruments have been reprocessed to create a 40 year long ozone time series. Data from the Nimbus 4 BUV, Nimbus 7 SBUV, and SBUV/2 instruments on NOAA 9, 11, 14, 16, 17, and 18 were used covering the period 1970 to 1972 and 1979 to the present. In past analyses an ozone time series was created from these instruments by adjusting ozone itself, instrument by instrument, for consistency during overlap periods. In the version 8.6 processing adjustments were made to the radiance calibration of each instrument to maintain a consistent calibration over the entire time series. Data for all eight instruments were then reprocessed using the adjusted radiances. Reprocessing is necessary to produce an accurate latitude dependence. Other improvements incorporated in version 8.6 included the use of the ozone cross sections of Brion, Daumont, and Malicet, and the use of a cloud height climatology derived from Aura OMI measurements. The new cross sections have a more accurate temperature dependence than the cross sections previously used. The OMI-based cloud heights account for the penetration of UV into the upper layers of clouds. The consistency of the version 8.6 time series was evaluated by intra-instrument comparisons during overlap periods, comparisons with ground-based instruments, and comparisons with measurements made by instruments on other satellites such as SAGE II and UARS MLS. These comparisons show that for the instruments on NOAA 16, 17 and 18, the instrument calibrations were remarkably stable and consistent from instrument to instrument. The data record from the Nimbus 7 SBUV was also very stable, and SAGE and ground-based comparisons show that the' calibration was consistent with measurements made years laterby the NOAA 16 instrument. The calibrations of the SBUV/2 instruments on NOAA 9, 11, and 14 were more of a problem. The rapidly drifting orbits of these satellites resulted in relative time and altitude dependent differences that are significant. Despite these problems, total column ozone appears to be consistent to better than 1% over the entire time series, while the ozone vertical distribution is consistent to approximately 5%.

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.

Testing the structure of earthquake networks from multivariate time series of successive main shocks in Greece

NASA Astrophysics Data System (ADS)

Chorozoglou, D.; Kugiumtzis, D.; Papadimitriou, E.

2018-06-01

The seismic hazard assessment in the area of Greece is attempted by studying the earthquake network structure, such as small-world and random. In this network, a node represents a seismic zone in the study area and a connection between two nodes is given by the correlation of the seismic activity of two zones. To investigate the network structure, and particularly the small-world property, the earthquake correlation network is compared with randomized ones. Simulations on multivariate time series of different length and number of variables show that for the construction of randomized networks the method randomizing the time series performs better than methods randomizing directly the original network connections. Based on the appropriate randomization method, the network approach is applied to time series of earthquakes that occurred between main shocks in the territory of Greece spanning the period 1999-2015. The characterization of networks on sliding time windows revealed that small-world structure emerges in the last time interval, shortly before the main shock.

Application of time series discretization using evolutionary programming for classification of precancerous cervical lesions.

PubMed

Acosta-Mesa, Héctor-Gabriel; Rechy-Ramírez, Fernando; Mezura-Montes, Efrén; Cruz-Ramírez, Nicandro; Hernández Jiménez, Rodolfo

2014-06-01

In this work, we present a novel application of time series discretization using evolutionary programming for the classification of precancerous cervical lesions. The approach optimizes the number of intervals in which the length and amplitude of the time series should be compressed, preserving the important information for classification purposes. Using evolutionary programming, the search for a good discretization scheme is guided by a cost function which considers three criteria: the entropy regarding the classification, the complexity measured as the number of different strings needed to represent the complete data set, and the compression rate assessed as the length of the discrete representation. This discretization approach is evaluated using a time series data based on temporal patterns observed during a classical test used in cervical cancer detection; the classification accuracy reached by our method is compared with the well-known times series discretization algorithm SAX and the dimensionality reduction method PCA. Statistical analysis of the classification accuracy shows that the discrete representation is as efficient as the complete raw representation for the present application, reducing the dimensionality of the time series length by 97%. This representation is also very competitive in terms of classification accuracy when compared with similar approaches. Copyright © 2014 Elsevier Inc. All rights reserved.

Methods for estimating confidence intervals in interrupted time series analyses of health interventions.

PubMed

Zhang, Fang; Wagner, Anita K; Soumerai, Stephen B; Ross-Degnan, Dennis

2009-02-01

Interrupted time series (ITS) is a strong quasi-experimental research design, which is increasingly applied to estimate the effects of health services and policy interventions. We describe and illustrate two methods for estimating confidence intervals (CIs) around absolute and relative changes in outcomes calculated from segmented regression parameter estimates. We used multivariate delta and bootstrapping methods (BMs) to construct CIs around relative changes in level and trend, and around absolute changes in outcome based on segmented linear regression analyses of time series data corrected for autocorrelated errors. Using previously published time series data, we estimated CIs around the effect of prescription alerts for interacting medications with warfarin on the rate of prescriptions per 10,000 warfarin users per month. Both the multivariate delta method (MDM) and the BM produced similar results. BM is preferred for calculating CIs of relative changes in outcomes of time series studies, because it does not require large sample sizes when parameter estimates are obtained correctly from the model. Caution is needed when sample size is small.

The Sub-Polar Gyre Index - a community data set for application in fisheries and environment research

NASA Astrophysics Data System (ADS)

Berx, Barbara; Payne, Mark R.

2017-04-01

Scientific interest in the sub-polar gyre of the North Atlantic Ocean has increased in recent years. The sub-polar gyre has contracted and weakened, and changes in circulation pathways have been linked to changes in marine ecosystem productivity. To aid fisheries and environmental scientists, we present here a time series of the Sub-Polar Gyre Index (SPG-I) based on monthly mean maps of sea surface height. The established definition of the SPG-I is applied, and the first EOF (empirical orthogonal function) and PC (principal component) are presented. Sensitivity to the spatial domain and time series length are explored but found not to be important factors in terms of the SPG-I's interpretation. Our time series compares well with indices presented previously. The SPG-I time series is freely available online (http://dx.doi.org/10.7489/1806-1), and we invite the community to access, apply, and publish studies using this index time series.

Crossing trend analysis methodology and application for Turkish rainfall records

NASA Astrophysics Data System (ADS)

Şen, Zekâi

2018-01-01

Trend analyses are the necessary tools for depicting possible general increase or decrease in a given time series. There are many versions of trend identification methodologies such as the Mann-Kendall trend test, Spearman's tau, Sen's slope, regression line, and Şen's innovative trend analysis. The literature has many papers about the use, cons and pros, and comparisons of these methodologies. In this paper, a completely new approach is proposed based on the crossing properties of a time series. It is suggested that the suitable trend from the centroid of the given time series should have the maximum number of crossings (total number of up-crossings or down-crossings). This approach is applicable whether the time series has dependent or independent structure and also without any dependence on the type of the probability distribution function. The validity of this method is presented through extensive Monte Carlo simulation technique and its comparison with other existing trend identification methodologies. The application of the methodology is presented for a set of annual daily extreme rainfall time series from different parts of Turkey and they have physically independent structure.

Quantifying surface water–groundwater interactions using time series analysis of streambed thermal records: Method development

USGS Publications Warehouse

Hatch, Christine E; Fisher, Andrew T.; Revenaugh, Justin S.; Constantz, Jim; Ruehl, Chris

2006-01-01

We present a method for determining streambed seepage rates using time series thermal data. The new method is based on quantifying changes in phase and amplitude of temperature variations between pairs of subsurface sensors. For a reasonable range of streambed thermal properties and sensor spacings the time series method should allow reliable estimation of seepage rates for a range of at least ±10 m d−1 (±1.2 × 10−2 m s−1), with amplitude variations being most sensitive at low flow rates and phase variations retaining sensitivity out to much higher rates. Compared to forward modeling, the new method requires less observational data and less setup and data handling and is faster, particularly when interpreting many long data sets. The time series method is insensitive to streambed scour and sedimentation, which allows for application under a wide range of flow conditions and allows time series estimation of variable streambed hydraulic conductivity. This new approach should facilitate wider use of thermal methods and improve understanding of the complex spatial and temporal dynamics of surface water–groundwater interactions.

InSAR Deformation Time Series Processed On-Demand in the Cloud

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Time Series Data Visualization in World Wide Telescope

NASA Astrophysics Data System (ADS)

Fay, J.

WorldWide Telescope provides a rich set of timer series visualization for both archival and real time data. WWT consists of both interactive desktop tools for interactive immersive visualization and HTML5 web based controls that can be utilized in customized web pages. WWT supports a range of display options including full dome, power walls, stereo and virtual reality headsets.

Validation of cross-sectional time series and multivariate adaptive regression splines models for the prediction of energy expenditure in children and adolescents using doubly labeled water

USDA-ARS?s Scientific Manuscript database

Accurate, nonintrusive, and inexpensive techniques are needed to measure energy expenditure (EE) in free-living populations. Our primary aim in this study was to validate cross-sectional time series (CSTS) and multivariate adaptive regression splines (MARS) models based on observable participant cha...

The coupling analysis between stock market indices based on permutation measures

NASA Astrophysics Data System (ADS)

Shi, Wenbin; Shang, Pengjian; Xia, Jianan; Yeh, Chien-Hung

2016-04-01

Many information-theoretic methods have been proposed for analyzing the coupling dependence between time series. And it is significant to quantify the correlation relationship between financial sequences since the financial market is a complex evolved dynamic system. Recently, we developed a new permutation-based entropy, called cross-permutation entropy (CPE), to detect the coupling structures between two synchronous time series. In this paper, we extend the CPE method to weighted cross-permutation entropy (WCPE), to address some of CPE's limitations, mainly its inability to differentiate between distinct patterns of a certain motif and the sensitivity of patterns close to the noise floor. It shows more stable and reliable results than CPE does when applied it to spiky data and AR(1) processes. Besides, we adapt the CPE method to infer the complexity of short-length time series by freely changing the time delay, and test it with Gaussian random series and random walks. The modified method shows the advantages in reducing deviations of entropy estimation compared with the conventional one. Finally, the weighted cross-permutation entropy of eight important stock indices from the world financial markets is investigated, and some useful and interesting empirical results are obtained.

Clustering Multivariate Time Series Using Hidden Markov Models

PubMed Central

Ghassempour, Shima; Girosi, Federico; Maeder, Anthony

2014-01-01

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

Intercomparison of Recent Anomaly Time-Series of OLR as Observed by CERES and Computed Using AIRS Products

NASA Technical Reports Server (NTRS)

Susskind, Joel; Molnar, Gyula; Iredell, Lena; Loeb, Norman G.

2011-01-01

This paper compares recent spatial and temporal anomaly time series of OLR as observed by CERES and computed based on AIRS retrieved surface and atmospheric geophysical parameters over the 7 year time period September 2002 through February 2010. This time period is marked by a substantial decrease of OLR, on the order of +/-0.1 W/sq m/yr, averaged over the globe, and very large spatial variations of changes in OLR in the tropics, with local values ranging from -2.8 W/sq m/yr to +3.1 W/sq m/yr. Global and Tropical OLR both began to decrease significantly at the onset of a strong La Ni a in mid-2007. Late 2009 is characterized by a strong El Ni o, with a corresponding change in sign of both Tropical and Global OLR anomalies. The spatial patterns of the 7 year short term changes in AIRS and CERES OLR have a spatial correlation of 0.97 and slopes of the linear least squares fits of anomaly time series averaged over different spatial regions agree on the order of +/-0.01 W/sq m/yr. This essentially perfect agreement of OLR anomaly time series derived from observations by two different instruments, determined in totally independent and different manners, implies that both sets of results must be highly stable. This agreement also validates the anomaly time series of the AIRS derived products used to compute OLR and furthermore indicates that anomaly time series of AIRS derived products can be used to explain the factors contributing to anomaly time series of OLR.

Non-uniform multivariate embedding to assess the information transfer in cardiovascular and cardiorespiratory variability series.

PubMed

Faes, Luca; Nollo, Giandomenico; Porta, Alberto

2012-03-01

The complexity of the short-term cardiovascular control prompts for the introduction of multivariate (MV) nonlinear time series analysis methods to assess directional interactions reflecting the underlying regulatory mechanisms. This study introduces a new approach for the detection of nonlinear Granger causality in MV time series, based on embedding the series by a sequential, non-uniform procedure, and on estimating the information flow from one series to another by means of the corrected conditional entropy. The approach is validated on short realizations of linear stochastic and nonlinear deterministic processes, and then evaluated on heart period, systolic arterial pressure and respiration variability series measured from healthy humans in the resting supine position and in the upright position after head-up tilt. Copyright © 2011 Elsevier Ltd. All rights reserved.

The application of time series models to cloud field morphology analysis

NASA Technical Reports Server (NTRS)

Chin, Roland T.; Jau, Jack Y. C.; Weinman, James A.

1987-01-01

A modeling method for the quantitative description of remotely sensed cloud field images is presented. A two-dimensional texture modeling scheme based on one-dimensional time series procedures is adopted for this purpose. The time series procedure used is the seasonal autoregressive, moving average (ARMA) process in Box and Jenkins. Cloud field properties such as directionality, clustering and cloud coverage can be retrieved by this method. It has been demonstrated that a cloud field image can be quantitatively defined by a small set of parameters and synthesized surrogates can be reconstructed from these model parameters. This method enables cloud climatology to be studied quantitatively.

Spatio-Temporal Mining of PolSAR Satellite Image Time Series

NASA Astrophysics Data System (ADS)

Julea, A.; Meger, N.; Trouve, E.; Bolon, Ph.; Rigotti, C.; Fallourd, R.; Nicolas, J.-M.; Vasile, G.; Gay, M.; Harant, O.; Ferro-Famil, L.

2010-12-01

This paper presents an original data mining approach for describing Satellite Image Time Series (SITS) spatially and temporally. It relies on pixel-based evolution and sub-evolution extraction. These evolutions, namely the frequent grouped sequential patterns, are required to cover a minimum surface and to affect pixels that are sufficiently connected. These spatial constraints are actively used to face large data volumes and to select evolutions making sense for end-users. In this paper, a specific application to fully polarimetric SAR image time series is presented. Preliminary experiments performed on a RADARSAT-2 SITS covering the Chamonix Mont-Blanc test-site are used to illustrate the proposed approach.

Observability of nonlinear dynamics: normalized results and a time-series approach.

PubMed

Aguirre, Luis A; Bastos, Saulo B; Alves, Marcela A; Letellier, Christophe

2008-03-01

This paper investigates the observability of nonlinear dynamical systems. Two difficulties associated with previous studies are dealt with. First, a normalized degree observability is defined. This permits the comparison of different systems, which was not generally possible before. Second, a time-series approach is proposed based on omnidirectional nonlinear correlation functions to rank a set of time series of a system in terms of their potential use to reconstruct the original dynamics without requiring the knowledge of the system equations. The two approaches proposed in this paper and a former method were applied to five benchmark systems and an overall agreement of over 92% was found.

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

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

Heart rate asymmetry is a phenomenon by which the accelerations and decelerations of heart rate behave differently, and this difference is consistent and unidirectional, i.e. in most of the analyzed recordings the inequalities have the same directions. So far, it has been established for variance and runs based types of descriptors of RR intervals time series. In this paper we apply the newly developed method of Asymmetric Detrended Fluctuation Analysis, which so far has mainly been used with economic time series, to the set of 420 stationary 30 min time series of RR intervals from young, healthy individuals aged between 20 and 40. This asymmetric approach introduces separate scaling exponents for rising and falling trends. We systematically study the presence of asymmetry in both global and local versions of this method. In this study global means "applying to the whole time series" and local means "applying to windows jumping along the recording". It is found that the correlation structure of the fluctuations left over after detrending in physiological time series shows strong asymmetric features in both magnitude, with α+ <α-, where α+ is related to heart rate decelerations and α- to heart rate accelerations, and the proportion of the signal in which the above inequality holds. A very similar effect is observed if asymmetric noise is added to a symmetric self-affine function. No such phenomena are observed in the same physiological data after shuffling or with a group of symmetric synthetic time series.

Modelling of Vortex-Induced Loading on a Single-Blade Installation Setup

NASA Astrophysics Data System (ADS)

Skrzypiński, Witold; Gaunaa, Mac; Heinz, Joachim

2016-09-01

Vortex-induced integral loading fluctuations on a single suspended blade at various inflow angles were modeled in the presents work by means of stochastic modelling methods. The reference time series were obtained by 3D DES CFD computations carried out on the DTU 10MW reference wind turbine blade. In the reference time series, the flapwise force component, Fx, showed both higher absolute values and variation than the chordwise force component, Fz, for every inflow angle considered. For this reason, the present paper focused on modelling of the Fx and not the Fz whereas Fz would be modelled using exactly the same procedure. The reference time series were significantly different, depending on the inflow angle. This made the modelling of all the time series with a single and relatively simple engineering model challenging. In order to find model parameters, optimizations were carried out, based on the root-mean-square error between the Single-Sided Amplitude Spectra of the reference and modelled time series. In order to model well defined frequency peaks present at certain inflow angles, optimized sine functions were superposed on the stochastically modelled time series. The results showed that the modelling accuracy varied depending on the inflow angle. None the less, the modelled and reference time series showed a satisfactory general agreement in terms of their visual and frequency characteristics. This indicated that the proposed method is suitable to model loading fluctuations on suspended blades.

Energy crop mapping with enhanced TM/MODIS time series in the BCAP agricultural lands

NASA Astrophysics Data System (ADS)

Wang, Cuizhen; Fan, Qian; Li, Qingting; SooHoo, William M.; Lu, Linlin

2017-02-01

Since the mid-2000s, agricultural lands in the United States have been undergoing rapid change to meet the increasing bioenergy demand. In 2009 the USDA Biomass Crop Assistance Program (BCAP) was established. In its Project Area 1, land owners are financially supported to grow perennial prairie grasses (switchgrass) in their row-crop lands. To promote the program, this study tested the feasibility of biomass crop mapping based on unique timings of crop development. With a previously published data fusion algorithm - the Enhanced Spatial and Temporal Adaptive Reflectance Fusion Model (ESTARFM), a 10-day normalized difference vegetation index (NDVI) time series in 2007 was established by fusing MODIS reflectance into TM image series. Two critical dates - peak growing (PG) and peak drying (PD) - were extracted and a unique "PG-0-PD" timing sequence was defined for each crop. With a knowledge-based decision tree approach, the classification of enhanced TM/MODIS time series reached an overall accuracy of 76% against the USDA Crop Data layer (CDL). Especially, our results showed that winter wheat single cropping and wheat-soybean double cropping were much better classified, which may provide additional information for the CDL product. More importantly, this study extracted the first spatial layer of warm-season prairie grasses that have not been published in any national land cover products, which could serve as a base map for decision making of bioenergy land use in BCAP land.

Unraveling gene regulatory networks from time-resolved gene expression data -- a measures comparison study

PubMed Central

2011-01-01

Background Inferring regulatory interactions between genes from transcriptomics time-resolved data, yielding reverse engineered gene regulatory networks, is of paramount importance to systems biology and bioinformatics studies. Accurate methods to address this problem can ultimately provide a deeper insight into the complexity, behavior, and functions of the underlying biological systems. However, the large number of interacting genes coupled with short and often noisy time-resolved read-outs of the system renders the reverse engineering a challenging task. Therefore, the development and assessment of methods which are computationally efficient, robust against noise, applicable to short time series data, and preferably capable of reconstructing the directionality of the regulatory interactions remains a pressing research problem with valuable applications. Results Here we perform the largest systematic analysis of a set of similarity measures and scoring schemes within the scope of the relevance network approach which are commonly used for gene regulatory network reconstruction from time series data. In addition, we define and analyze several novel measures and schemes which are particularly suitable for short transcriptomics time series. We also compare the considered 21 measures and 6 scoring schemes according to their ability to correctly reconstruct such networks from short time series data by calculating summary statistics based on the corresponding specificity and sensitivity. Our results demonstrate that rank and symbol based measures have the highest performance in inferring regulatory interactions. In addition, the proposed scoring scheme by asymmetric weighting has shown to be valuable in reducing the number of false positive interactions. On the other hand, Granger causality as well as information-theoretic measures, frequently used in inference of regulatory networks, show low performance on the short time series analyzed in this study. Conclusions Our study is intended to serve as a guide for choosing a particular combination of similarity measures and scoring schemes suitable for reconstruction of gene regulatory networks from short time series data. We show that further improvement of algorithms for reverse engineering can be obtained if one considers measures that are rooted in the study of symbolic dynamics or ranks, in contrast to the application of common similarity measures which do not consider the temporal character of the employed data. Moreover, we establish that the asymmetric weighting scoring scheme together with symbol based measures (for low noise level) and rank based measures (for high noise level) are the most suitable choices. PMID:21771321

Early warning by near-real time disturbance monitoring (Invited)

NASA Astrophysics Data System (ADS)

Verbesselt, J.; Zeileis, A.; Herold, M.

2013-12-01

Near real-time monitoring of ecosystem disturbances is critical for rapidly assessing and addressing impacts on carbon dynamics, biodiversity, and socio-ecological processes. Satellite remote sensing enables cost-effective and accurate monitoring at frequent time steps over large areas. Yet, generic methods to detect disturbances within newly captured satellite images are lacking. We propose a multi-purpose time-series-based disturbance detection approach that identifies and models stable historical variation to enable change detection within newly acquired data. Satellite image time series of vegetation greenness provide a global record of terrestrial vegetation productivity over the past decades. Here, we assess and demonstrate the method by applying it to (1) real-world satellite greenness image time series between February 2000 and July 2011 covering Somalia to detect drought-related vegetation disturbances (2) landsat image time series to detect forest disturbances. First, results illustrate that disturbances are successfully detected in near real-time while being robust to seasonality and noise. Second, major drought-related disturbance corresponding with most drought-stressed regions in Somalia are detected from mid-2010 onwards. Third, the method can be applied to landsat image time series having a lower temporal data density. Furthermore the method can analyze in-situ or satellite data time series of biophysical indicators from local to global scale since it is fast, does not depend on thresholds and does not require time series gap filling. While the data and methods used are appropriate for proof-of-concept development of global scale disturbance monitoring, specific applications (e.g., drought or deforestation monitoring) mandates integration within an operational monitoring framework. Furthermore, the real-time monitoring method is implemented in open-source environment and is freely available in the BFAST package for R software. Information illustrating how to apply the method on satellite image time series are available at http://bfast.R-Forge.R-project.org/ and the example section of the bfastmonitor() function within the BFAST package.

A graph-based approach to detect spatiotemporal dynamics in satellite image time series

NASA Astrophysics Data System (ADS)

Guttler, Fabio; Ienco, Dino; Nin, Jordi; Teisseire, Maguelonne; Poncelet, Pascal

2017-08-01

Enhancing the frequency of satellite acquisitions represents a key issue for Earth Observation community nowadays. Repeated observations are crucial for monitoring purposes, particularly when intra-annual process should be taken into account. Time series of images constitute a valuable source of information in these cases. The goal of this paper is to propose a new methodological framework to automatically detect and extract spatiotemporal information from satellite image time series (SITS). Existing methods dealing with such kind of data are usually classification-oriented and cannot provide information about evolutions and temporal behaviors. In this paper we propose a graph-based strategy that combines object-based image analysis (OBIA) with data mining techniques. Image objects computed at each individual timestamp are connected across the time series and generates a set of evolution graphs. Each evolution graph is associated to a particular area within the study site and stores information about its temporal evolution. Such information can be deeply explored at the evolution graph scale or used to compare the graphs and supply a general picture at the study site scale. We validated our framework on two study sites located in the South of France and involving different types of natural, semi-natural and agricultural areas. The results obtained from a Landsat SITS support the quality of the methodological approach and illustrate how the framework can be employed to extract and characterize spatiotemporal dynamics.

Interpretable Categorization of Heterogeneous Time Series Data

NASA Technical Reports Server (NTRS)

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

2017-01-01

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

Short-term data forecasting based on wavelet transformation and chaos theory

NASA Astrophysics Data System (ADS)

Wang, Yi; Li, Cunbin; Zhang, Liang

2017-09-01

A sketch of wavelet transformation and its application was given. Concerning the characteristics of time sequence, Haar wavelet was used to do data reduction. After processing, the effect of “data nail” on forecasting was reduced. Chaos theory was also introduced, a new chaos time series forecasting flow based on wavelet transformation was proposed. The largest Lyapunov exponent was larger than zero from small data sets, it verified the data change behavior still met chaotic behavior. Based on this, chaos time series to forecast short-term change behavior could be used. At last, the example analysis of the price from a real electricity market showed that the forecasting method increased the precision of the forecasting more effectively and steadily.

Correlation and Stacking of Relative Paleointensity and Oxygen Isotope Data

NASA Astrophysics Data System (ADS)

Lurcock, P. C.; Channell, J. E.; Lee, D.

2012-12-01

The transformation of a depth-series into a time-series is routinely implemented in the geological sciences. This transformation often involves correlation of a depth-series to an astronomically calibrated time-series. Eyeball tie-points with linear interpolation are still regularly used, although these have the disadvantages of being non-repeatable and not based on firm correlation criteria. Two automated correlation methods are compared: the simulated annealing algorithm (Huybers and Wunsch, 2004) and the Match protocol (Lisiecki and Lisiecki, 2002). Simulated annealing seeks to minimize energy (cross-correlation) as "temperature" is slowly decreased. The Match protocol divides records into intervals, applies penalty functions that constrain accumulation rates, and minimizes the sum of the squares of the differences between two series while maintaining the data sequence in each series. Paired relative paleointensity (RPI) and oxygen isotope records, such as those from IODP Site U1308 and/or reference stacks such as LR04 and PISO, are warped using known warping functions, and then the un-warped and warped time-series are correlated to evaluate the efficiency of the correlation methods. Correlations are performed in tandem to simultaneously optimize RPI and oxygen isotope data. Noise spectra are introduced at differing levels to determine correlation efficiency as noise levels change. A third potential method, known as dynamic time warping, involves minimizing the sum of distances between correlated point pairs across the whole series. A "cost matrix" between the two series is analyzed to find a least-cost path through the matrix. This least-cost path is used to nonlinearly map the time/depth of one record onto the depth/time of another. Dynamic time warping can be expanded to more than two dimensions and used to stack multiple time-series. This procedure can improve on arithmetic stacks, which often lose coherent high-frequency content during the stacking process.

Classification mapping and species identification of salt marshes based on a short-time interval NDVI time-series from HJ-1 optical imagery

NASA Astrophysics Data System (ADS)

Sun, Chao; Liu, Yongxue; Zhao, Saishuai; Zhou, Minxi; Yang, Yuhao; Li, Feixue

2016-03-01

Salt marshes are seen as the most dynamic and valuable ecosystems in coastal zones, and in these areas, it is crucial to obtain accurate remote sensing information on the spatial distributions of species over time. However, discriminating various types of salt marsh is rather difficult because of their strong spectral similarities. Previous salt marsh mapping studies have focused mainly on high spatial and spectral (i.e., hyperspectral) resolution images combined with auxiliary information; however, the results are often limited to small regions. With a high temporal and moderate spatial resolution, the Chinese HuanJing-1 (HJ-1) satellite optical imagery can be used not only to monitor phenological changes of salt marsh vegetation over short-time intervals, but also to obtain coverage of large areas. Here, we apply HJ-1 satellite imagery to the middle coast of Jiangsu in east China to monitor changes in saltmarsh vegetation cover. First, we constructed a monthly NDVI time-series to classify various types of salt marsh and then we tested the possibility of using compressed time-series continuously, to broaden the applicability of this particular approach. Our principal findings are as follows: (1) the overall accuracy of salt marsh mapping based on the monthly NDVI time-series was 90.3%, which was ∼16.0% higher than the single-phase classification strategy; (2) a compressed time-series, including NDVI from six key months (April, June-September, and November), demonstrated very little reduction (2.3%) in overall accuracy but led to obvious improvements in unstable regions; and (3) a simple rule for Spartina alterniflora identification was established using a scene solely from November, which may provide an effective way for regularly monitoring its distribution.

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

PubMed

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

2017-03-01

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

A hybrid clustering approach for multivariate time series - A case study applied to failure analysis in a gas turbine.

PubMed

Fontes, Cristiano Hora; Budman, Hector

2017-11-01

A clustering problem involving multivariate time series (MTS) requires the selection of similarity metrics. This paper shows the limitations of the PCA similarity factor (SPCA) as a single metric in nonlinear problems where there are differences in magnitude of the same process variables due to expected changes in operation conditions. A novel method for clustering MTS based on a combination between SPCA and the average-based Euclidean distance (AED) within a fuzzy clustering approach is proposed. Case studies involving either simulated or real industrial data collected from a large scale gas turbine are used to illustrate that the hybrid approach enhances the ability to recognize normal and fault operating patterns. This paper also proposes an oversampling procedure to create synthetic multivariate time series that can be useful in commonly occurring situations involving unbalanced data sets. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Hybrid grammar-based approach to nonlinear dynamical system identification from biological time series

NASA Astrophysics Data System (ADS)

McKinney, B. A.; Crowe, J. E., Jr.; Voss, H. U.; Crooke, P. S.; Barney, N.; Moore, J. H.

2006-02-01

We introduce a grammar-based hybrid approach to reverse engineering nonlinear ordinary differential equation models from observed time series. This hybrid approach combines a genetic algorithm to search the space of model architectures with a Kalman filter to estimate the model parameters. Domain-specific knowledge is used in a context-free grammar to restrict the search space for the functional form of the target model. We find that the hybrid approach outperforms a pure evolutionary algorithm method, and we observe features in the evolution of the dynamical models that correspond with the emergence of favorable model components. We apply the hybrid method to both artificially generated time series and experimentally observed protein levels from subjects who received the smallpox vaccine. From the observed data, we infer a cytokine protein interaction network for an individual’s response to the smallpox vaccine.

LASP Time Series Server (LaTiS): Overcoming Data Access Barriers via a Common Data Model in the Middle Tier (Invited)

NASA Astrophysics Data System (ADS)

Lindholm, D. M.; Wilson, A.

2010-12-01

The Laboratory for Atmospheric and Space Physics at the University of Colorado has developed an Open Source, OPeNDAP compliant, Java Servlet based, RESTful web service to serve time series data. In addition to handling OPeNDAP style requests and returning standard responses, existing modules for alternate output formats can be reused or customized. It is also simple to reuse or customize modules to directly read various native data sources and even to perform some processing on the server. The server is built around a common data model based on the Unidata Common Data Model (CDM) which merges the NetCDF, HDF, and OPeNDAP data models. The server framework features a modular architecture that supports pluggable Readers, Writers, and Filters via the common interface to the data, enabling a workflow that reads data from their native form, performs some processing on the server, and presents the results to the client in its preferred form. The service is currently being used operationally to serve time series data for the LASP Interactive Solar Irradiance Data Center (LISIRD, http://lasp.colorado.edu/lisird/) and as part of the Time Series Data Server (TSDS, http://tsds.net/). I will present the data model and how it enables reading, writing, and processing concerns to be separated into loosely coupled components. I will also share thoughts for evolving beyond the time series abstraction and providing a general purpose data service that can be orchestrated into larger workflows.

Modeling climate change impacts on combined sewer overflow using synthetic precipitation time series.

PubMed

Bendel, David; Beck, Ferdinand; Dittmer, Ulrich

2013-01-01

In the presented study climate change impacts on combined sewer overflows (CSOs) in Baden-Wuerttemberg, Southern Germany, were assessed based on continuous long-term rainfall-runoff simulations. As input data, synthetic rainfall time series were used. The applied precipitation generator NiedSim-Klima accounts for climate change effects on precipitation patterns. Time series for the past (1961-1990) and future (2041-2050) were generated for various locations. Comparing the simulated CSO activity of both periods we observe significantly higher overflow frequencies for the future. Changes in overflow volume and overflow duration depend on the type of overflow structure. Both values will increase at simple CSO structures that merely divide the flow, whereas they will decrease when the CSO structure is combined with a storage tank. However, there is a wide variation between the results of different precipitation time series (representative for different locations).

Neutron monitors and muon detectors for solar modulation studies: 2. ϕ time series

NASA Astrophysics Data System (ADS)

Ghelfi, A.; Maurin, D.; Cheminet, A.; Derome, L.; Hubert, G.; Melot, F.

2017-08-01

The level of solar modulation at different times (related to the solar activity) is a central question of solar and galactic cosmic-ray physics. In the first paper of this series, we have established a correspondence between the uncertainties on ground-based detectors count rates and the parameter ϕ (modulation level in the force-field approximation) reconstructed from these count rates. In this second paper, we detail a procedure to obtain a reference ϕ time series from neutron monitor data. We show that we can have an unbiased and accurate ϕ reconstruction (Δϕ / ϕ ≃ 10 %). We also discuss the potential of Bonner spheres spectrometers and muon detectors to provide ϕ time series. Two by-products of this calculation are updated ϕ values for the cosmic-ray database and a web interface to retrieve and plot ϕ from the 50's to today (http://lpsc.in2p3.fr/crdb).

Smoothing and gap-filling of high resolution multi-spectral time series: Example of Landsat data

NASA Astrophysics Data System (ADS)

Vuolo, Francesco; Ng, Wai-Tim; Atzberger, Clement

2017-05-01

This paper introduces a novel methodology for generating 15-day, smoothed and gap-filled time series of high spatial resolution data. The approach is based on templates from high quality observations to fill data gaps that are subsequently filtered. We tested our method for one large contiguous area (Bavaria, Germany) and for nine smaller test sites in different ecoregions of Europe using Landsat data. Overall, our results match the validation dataset to a high degree of accuracy with a mean absolute error (MAE) of 0.01 for visible bands, 0.03 for near-infrared and 0.02 for short-wave-infrared. Occasionally, the reconstructed time series are affected by artefacts due to undetected clouds. Less frequently, larger uncertainties occur as a result of extended periods of missing data. Reliable cloud masks are highly warranted for making full use of time series.

Impact of Noise on a Dynamical System: Prediction and Uncertainties from a Swarm-Optimized Neural Network

PubMed Central

López-Caraballo, C. H.; Lazzús, J. A.; Salfate, I.; Rojas, P.; Rivera, M.; Palma-Chilla, L.

2015-01-01

An artificial neural network (ANN) based on particle swarm optimization (PSO) was developed for the time series prediction. The hybrid ANN+PSO algorithm was applied on Mackey-Glass chaotic time series in the short-term x(t + 6). The performance prediction was evaluated and compared with other studies available in the literature. Also, we presented properties of the dynamical system via the study of chaotic behaviour obtained from the predicted time series. Next, the hybrid ANN+PSO algorithm was complemented with a Gaussian stochastic procedure (called stochastic hybrid ANN+PSO) in order to obtain a new estimator of the predictions, which also allowed us to compute the uncertainties of predictions for noisy Mackey-Glass chaotic time series. Thus, we studied the impact of noise for several cases with a white noise level (σ N) from 0.01 to 0.1. PMID:26351449

Impact of Noise on a Dynamical System: Prediction and Uncertainties from a Swarm-Optimized Neural Network.

PubMed

López-Caraballo, C H; Lazzús, J A; Salfate, I; Rojas, P; Rivera, M; Palma-Chilla, L

2015-01-01

An artificial neural network (ANN) based on particle swarm optimization (PSO) was developed for the time series prediction. The hybrid ANN+PSO algorithm was applied on Mackey-Glass chaotic time series in the short-term x(t + 6). The performance prediction was evaluated and compared with other studies available in the literature. Also, we presented properties of the dynamical system via the study of chaotic behaviour obtained from the predicted time series. Next, the hybrid ANN+PSO algorithm was complemented with a Gaussian stochastic procedure (called stochastic hybrid ANN+PSO) in order to obtain a new estimator of the predictions, which also allowed us to compute the uncertainties of predictions for noisy Mackey-Glass chaotic time series. Thus, we studied the impact of noise for several cases with a white noise level (σ(N)) from 0.01 to 0.1.

Application of Time Series Insar Technique for Deformation Monitoring of Large-Scale Landslides in Mountainous Areas of Western China

NASA Astrophysics Data System (ADS)

Qu, T.; Lu, P.; Liu, C.; Wan, H.

2016-06-01

Western China is very susceptible to landslide hazards. As a result, landslide detection and early warning are of great importance. This work employs the SBAS (Small Baseline Subset) InSAR Technique for detection and monitoring of large-scale landslides that occurred in Li County, Sichuan Province, Western China. The time series INSAR is performed using descending scenes acquired from TerraSAR-X StripMap mode since 2014 to get the spatial distribution of surface displacements of this giant landslide. The time series results identify the distinct deformation zone on the landslide body with a rate of up to 150mm/yr. The deformation acquired by SBAS technique is validated by inclinometers from diverse boreholes of in-situ monitoring. The integration of InSAR time series displacements and ground-based monitoring data helps to provide reliable data support for the forecasting and monitoring of largescale landslide.

Analysing the Image Building Effects of TV Advertisements Using Internet Community Data

NASA Astrophysics Data System (ADS)

Uehara, Hiroshi; Sato, Tadahiko; Yoshida, Kenichi

This paper proposes a method to measure the effects of TV advertisements on the Internet bulletin boards. It aims to clarify how the viewes' interests on TV advertisements are reflected on their images on the promoted products. Two kinds of time series data are generated based on the proposed method. First one represents the time series fluctuation of the interests on the TV advertisements. Another one represents the time series fluctuation of the images on the products. By analysing the correlations between these two time series data, we try to clarify the implicit relationship between the viewer's interests on the TV advertisement and their images on the promoted products. By applying the proposed method to an Internet bulletin board that deals with certain cosmetic brand, we show that the images on the products vary depending on the difference of the interests on each TV advertisement.

Evolution of the Sunspot Number and Solar Wind B Time Series

NASA Astrophysics Data System (ADS)

Cliver, Edward W.; Herbst, Konstantin

2018-03-01

The past two decades have witnessed significant changes in our knowledge of long-term solar and solar wind activity. The sunspot number time series (1700-present) developed by Rudolf Wolf during the second half of the 19th century was revised and extended by the group sunspot number series (1610-1995) of Hoyt and Schatten during the 1990s. The group sunspot number is significantly lower than the Wolf series before ˜1885. An effort from 2011-2015 to understand and remove differences between these two series via a series of workshops had the unintended consequence of prompting several alternative constructions of the sunspot number. Thus it has been necessary to expand and extend the sunspot number reconciliation process. On the solar wind side, after a decade of controversy, an ISSI International Team used geomagnetic and sunspot data to obtain a high-confidence time series of the solar wind magnetic field strength (B) from 1750-present that can be compared with two independent long-term (> ˜600 year) series of annual B-values based on cosmogenic nuclides. In this paper, we trace the twists and turns leading to our current understanding of long-term solar and solar wind activity.

Research on PM2.5 time series characteristics based on data mining technology

NASA Astrophysics Data System (ADS)

Zhao, Lifang; Jia, Jin

2018-02-01

With the development of data mining technology and the establishment of environmental air quality database, it is necessary to discover the potential correlations and rules by digging the massive environmental air quality information and analyzing the air pollution process. In this paper, we have presented a sequential pattern mining method based on the air quality data and pattern association technology to analyze the PM2.5 time series characteristics. Utilizing the real-time monitoring data of urban air quality in China, the time series rule and variation properties of PM2.5 under different pollution levels are extracted and analyzed. The analysis results show that the time sequence features of the PM2.5 concentration is directly affected by the alteration of the pollution degree. The longest time that PM2.5 remained stable is about 24 hours. As the pollution degree gets severer, the instability time and step ascending time gradually changes from 12-24 hours to 3 hours. The presented method is helpful for the controlling and forecasting of the air quality while saving the measuring costs, which is of great significance for the government regulation and public prevention of the air pollution.

Binary versus non-binary information in real time series: empirical results and maximum-entropy matrix models

NASA Astrophysics Data System (ADS)

Almog, Assaf; Garlaschelli, Diego

2014-09-01

The dynamics of complex systems, from financial markets to the brain, can be monitored in terms of multiple time series of activity of the constituent units, such as stocks or neurons, respectively. While the main focus of time series analysis is on the magnitude of temporal increments, a significant piece of information is encoded into the binary projection (i.e. the sign) of such increments. In this paper we provide further evidence of this by showing strong nonlinear relations between binary and non-binary properties of financial time series. These relations are a novel quantification of the fact that extreme price increments occur more often when most stocks move in the same direction. We then introduce an information-theoretic approach to the analysis of the binary signature of single and multiple time series. Through the definition of maximum-entropy ensembles of binary matrices and their mapping to spin models in statistical physics, we quantify the information encoded into the simplest binary properties of real time series and identify the most informative property given a set of measurements. Our formalism is able to accurately replicate, and mathematically characterize, the observed binary/non-binary relations. We also obtain a phase diagram allowing us to identify, based only on the instantaneous aggregate return of a set of multiple time series, a regime where the so-called ‘market mode’ has an optimal interpretation in terms of collective (endogenous) effects, a regime where it is parsimoniously explained by pure noise, and a regime where it can be regarded as a combination of endogenous and exogenous factors. Our approach allows us to connect spin models, simple stochastic processes, and ensembles of time series inferred from partial information.

Improved nonlinear prediction method

NASA Astrophysics Data System (ADS)

Adenan, Nur Hamiza; Md Noorani, Mohd Salmi

2014-06-01

The analysis and prediction of time series data have been addressed by researchers. Many techniques have been developed to be applied in various areas, such as weather forecasting, financial markets and hydrological phenomena involving data that are contaminated by noise. Therefore, various techniques to improve the method have been introduced to analyze and predict time series data. In respect of the importance of analysis and the accuracy of the prediction result, a study was undertaken to test the effectiveness of the improved nonlinear prediction method for data that contain noise. The improved nonlinear prediction method involves the formation of composite serial data based on the successive differences of the time series. Then, the phase space reconstruction was performed on the composite data (one-dimensional) to reconstruct a number of space dimensions. Finally the local linear approximation method was employed to make a prediction based on the phase space. This improved method was tested with data series Logistics that contain 0%, 5%, 10%, 20% and 30% of noise. The results show that by using the improved method, the predictions were found to be in close agreement with the observed ones. The correlation coefficient was close to one when the improved method was applied on data with up to 10% noise. Thus, an improvement to analyze data with noise without involving any noise reduction method was introduced to predict the time series data.

Chaotic time series prediction for prenatal exposure to polychlorinated biphenyls in umbilical cord blood using the least squares SEATR model

NASA Astrophysics Data System (ADS)

Xu, Xijin; Tang, Qian; Xia, Haiyue; Zhang, Yuling; Li, Weiqiu; Huo, Xia

2016-04-01

Chaotic time series prediction based on nonlinear systems showed a superior performance in prediction field. We studied prenatal exposure to polychlorinated biphenyls (PCBs) by chaotic time series prediction using the least squares self-exciting threshold autoregressive (SEATR) model in umbilical cord blood in an electronic waste (e-waste) contaminated area. The specific prediction steps basing on the proposal methods for prenatal PCB exposure were put forward, and the proposed scheme’s validity was further verified by numerical simulation experiments. Experiment results show: 1) seven kinds of PCB congeners negatively correlate with five different indices for birth status: newborn weight, height, gestational age, Apgar score and anogenital distance; 2) prenatal PCB exposed group at greater risks compared to the reference group; 3) PCBs increasingly accumulated with time in newborns; and 4) the possibility of newborns suffering from related diseases in the future was greater. The desirable numerical simulation experiments results demonstrated the feasibility of applying mathematical model in the environmental toxicology field.

Chaotic time series prediction for prenatal exposure to polychlorinated biphenyls in umbilical cord blood using the least squares SEATR model

PubMed Central

Xu, Xijin; Tang, Qian; Xia, Haiyue; Zhang, Yuling; Li, Weiqiu; Huo, Xia

2016-01-01

Chaotic time series prediction based on nonlinear systems showed a superior performance in prediction field. We studied prenatal exposure to polychlorinated biphenyls (PCBs) by chaotic time series prediction using the least squares self-exciting threshold autoregressive (SEATR) model in umbilical cord blood in an electronic waste (e-waste) contaminated area. The specific prediction steps basing on the proposal methods for prenatal PCB exposure were put forward, and the proposed scheme’s validity was further verified by numerical simulation experiments. Experiment results show: 1) seven kinds of PCB congeners negatively correlate with five different indices for birth status: newborn weight, height, gestational age, Apgar score and anogenital distance; 2) prenatal PCB exposed group at greater risks compared to the reference group; 3) PCBs increasingly accumulated with time in newborns; and 4) the possibility of newborns suffering from related diseases in the future was greater. The desirable numerical simulation experiments results demonstrated the feasibility of applying mathematical model in the environmental toxicology field. PMID:27118260

A Bayesian nonparametric approach to dynamical noise reduction

NASA Astrophysics Data System (ADS)

Kaloudis, Konstantinos; Hatjispyros, Spyridon J.

2018-06-01

We propose a Bayesian nonparametric approach for the noise reduction of a given chaotic time series contaminated by dynamical noise, based on Markov Chain Monte Carlo methods. The underlying unknown noise process (possibly) exhibits heavy tailed behavior. We introduce the Dynamic Noise Reduction Replicator model with which we reconstruct the unknown dynamic equations and in parallel we replicate the dynamics under reduced noise level dynamical perturbations. The dynamic noise reduction procedure is demonstrated specifically in the case of polynomial maps. Simulations based on synthetic time series are presented.

AR(p) -based detrended fluctuation analysis

NASA Astrophysics Data System (ADS)

Alvarez-Ramirez, J.; Rodriguez, E.

2018-07-01

Autoregressive models are commonly used for modeling time-series from nature, economics and finance. This work explored simple autoregressive AR(p) models to remove long-term trends in detrended fluctuation analysis (DFA). Crude oil prices and bitcoin exchange rate were considered, with the former corresponding to a mature market and the latter to an emergent market. Results showed that AR(p) -based DFA performs similar to traditional DFA. However, the former DFA provides information on stability of long-term trends, which is valuable for understanding and quantifying the dynamics of complex time series from financial systems.

From fuzzy recurrence plots to scalable recurrence networks of time series

NASA Astrophysics Data System (ADS)

Pham, Tuan D.

2017-04-01

Recurrence networks, which are derived from recurrence plots of nonlinear time series, enable the extraction of hidden features of complex dynamical systems. Because fuzzy recurrence plots are represented as grayscale images, this paper presents a variety of texture features that can be extracted from fuzzy recurrence plots. Based on the notion of fuzzy recurrence plots, defuzzified, undirected, and unweighted recurrence networks are introduced. Network measures can be computed for defuzzified recurrence networks that are scalable to meet the demand for the network-based analysis of big data.

Development of indicators of vegetation recovery based on time series analysis of SPOT Vegetation data

NASA Astrophysics Data System (ADS)

Lhermitte, S.; Tips, M.; Verbesselt, J.; Jonckheere, I.; Van Aardt, J.; Coppin, Pol

2005-10-01

Large-scale wild fires have direct impacts on natural ecosystems and play a major role in the vegetation ecology and carbon budget. Accurate methods for describing post-fire development of vegetation are therefore essential for the understanding and monitoring of terrestrial ecosystems. Time series analysis of satellite imagery offers the potential to quantify these parameters with spatial and temporal accuracy. Current research focuses on the potential of time series analysis of SPOT Vegetation S10 data (1999-2001) to quantify the vegetation recovery of large-scale burns detected in the framework of GBA2000. The objective of this study was to provide quantitative estimates of the spatio-temporal variation of vegetation recovery based on remote sensing indicators. Southern Africa was used as a pilot study area, given the availability of ground and satellite data. An automated technique was developed to extract consistent indicators of vegetation recovery from the SPOT-VGT time series. Reference areas were used to quantify the vegetation regrowth by means of Regeneration Indices (RI). Two kinds of recovery indicators (time and value- based) were tested for RI's of NDVI, SR, SAVI, NDWI, and pure band information. The effects of vegetation structure and temporal fire regime features on the recovery indicators were subsequently analyzed. Statistical analyses were conducted to assess whether the recovery indicators were different for different vegetation types and dependent on timing of the burning season. Results highlighted the importance of appropriate reference areas and the importance of correct normalization of the SPOT-VGT data.

Validation of a national hydrological model

NASA Astrophysics Data System (ADS)

McMillan, H. K.; Booker, D. J.; Cattoën, C.

2016-10-01

Nationwide predictions of flow time-series are valuable for development of policies relating to environmental flows, calculating reliability of supply to water users, or assessing risk of floods or droughts. This breadth of model utility is possible because various hydrological signatures can be derived from simulated flow time-series. However, producing national hydrological simulations can be challenging due to strong environmental diversity across catchments and a lack of data available to aid model parameterisation. A comprehensive and consistent suite of test procedures to quantify spatial and temporal patterns in performance across various parts of the hydrograph is described and applied to quantify the performance of an uncalibrated national rainfall-runoff model of New Zealand. Flow time-series observed at 485 gauging stations were used to calculate Nash-Sutcliffe efficiency and percent bias when simulating between-site differences in daily series, between-year differences in annual series, and between-site differences in hydrological signatures. The procedures were used to assess the benefit of applying a correction to the modelled flow duration curve based on an independent statistical analysis. They were used to aid understanding of climatological, hydrological and model-based causes of differences in predictive performance by assessing multiple hypotheses that describe where and when the model was expected to perform best. As the procedures produce quantitative measures of performance, they provide an objective basis for model assessment that could be applied when comparing observed daily flow series with competing simulated flow series from any region-wide or nationwide hydrological model. Model performance varied in space and time with better scores in larger and medium-wet catchments, and in catchments with smaller seasonal variations. Surprisingly, model performance was not sensitive to aquifer fraction or rain gauge density.

Modeling pollen time series using seasonal-trend decomposition procedure based on LOESS smoothing.

PubMed

Rojo, Jesús; Rivero, Rosario; Romero-Morte, Jorge; Fernández-González, Federico; Pérez-Badia, Rosa

2017-02-01

Analysis of airborne pollen concentrations provides valuable information on plant phenology and is thus a useful tool in agriculture-for predicting harvests in crops such as the olive and for deciding when to apply phytosanitary treatments-as well as in medicine and the environmental sciences. Variations in airborne pollen concentrations, moreover, are indicators of changing plant life cycles. By modeling pollen time series, we can not only identify the variables influencing pollen levels but also predict future pollen concentrations. In this study, airborne pollen time series were modeled using a seasonal-trend decomposition procedure based on LOcally wEighted Scatterplot Smoothing (LOESS) smoothing (STL). The data series-daily Poaceae pollen concentrations over the period 2006-2014-was broken up into seasonal and residual (stochastic) components. The seasonal component was compared with data on Poaceae flowering phenology obtained by field sampling. Residuals were fitted to a model generated from daily temperature and rainfall values, and daily pollen concentrations, using partial least squares regression (PLSR). This method was then applied to predict daily pollen concentrations for 2014 (independent validation data) using results for the seasonal component of the time series and estimates of the residual component for the period 2006-2013. Correlation between predicted and observed values was r = 0.79 (correlation coefficient) for the pre-peak period (i.e., the period prior to the peak pollen concentration) and r = 0.63 for the post-peak period. Separate analysis of each of the components of the pollen data series enables the sources of variability to be identified more accurately than by analysis of the original non-decomposed data series, and for this reason, this procedure has proved to be a suitable technique for analyzing the main environmental factors influencing airborne pollen concentrations.

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Curriculum-Based Measurement of Oral Reading: Multi-Study Evaluation of Schedule, Duration, and Dataset Quality on Progress Monitoring Outcomes

ERIC Educational Resources Information Center

Christ, Theodore J.; Zopluoglu, Cengiz; Monaghen, Barbara D.; Van Norman, Ethan R.

2013-01-01

Curriculum-Based Measurement of Oral Reading (CBM-R) is used to collect time series data, estimate the rate of student achievement, and evaluate program effectiveness. A series of 5 studies were carried out to evaluate the validity, reliability, precision, and diagnostic accuracy of progress monitoring across a variety of progress monitoring…

Search for Correlated Fluctuations in the Beta+ Decay of Na-22

NASA Astrophysics Data System (ADS)

Silverman, M. P.; Strange, W.

2008-10-01

Claims for a ``cosmogenic'' force that correlates otherwise independent stochastic events have been made for at least 10 years, based largely on visual inspection of time series of histograms whose shapes were interpreted as suggestive of recurrent patterns with semi-diurnal, diurnal, and monthly periods. Building on our earlier work to test randomness of different nuclear decay processes, we have searched for correlations in the time-series of coincident positron-electron annihilations deriving from beta+ decay of Na-22. Disintegrations were counted within a narrow time window over a period of 7 days, leading to a time series of more than 1 million events. Statistical tests were performed on the raw time series, its correlation function, and its Fourier transform to search for cyclic correlations indicative of quantum-mechanical violating deviations from Poisson statistics. The time series was then partitioned into a sequence of 167 ``bags'' each of 8192 events. A histogram was made of the events of each bag, where contiguous frequency classes differed by a single count. The chronological sequence of histograms was then tested for correlations within classes. In all cases the results of the tests were in accord with statistical control, giving no evidence of correlated fluctuations.

Quantifying Selection with Pool-Seq Time Series Data.

PubMed

Taus, Thomas; Futschik, Andreas; Schlötterer, Christian

2017-11-01

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

a Simple Spatially Weighted Measure of Temporal Stability for Data with Limited Temporal Observations

NASA Astrophysics Data System (ADS)

Piburn, J.; Stewart, R.; Morton, A.

2017-10-01

Identifying erratic or unstable time-series is an area of interest to many fields. Recently, there have been successful developments towards this goal. These new developed methodologies however come from domains where it is typical to have several thousand or more temporal observations. This creates a challenge when attempting to apply these methodologies to time-series with much fewer temporal observations such as for socio-cultural understanding, a domain where a typical time series of interest might only consist of 20-30 annual observations. Most existing methodologies simply cannot say anything interesting with so few data points, yet researchers are still tasked to work within in the confines of the data. Recently a method for characterizing instability in a time series with limitedtemporal observations was published. This method, Attribute Stability Index (ASI), uses an approximate entropy based method tocharacterize a time series' instability. In this paper we propose an explicitly spatially weighted extension of the Attribute StabilityIndex. By including a mechanism to account for spatial autocorrelation, this work represents a novel approach for the characterizationof space-time instability. As a case study we explore national youth male unemployment across the world from 1991-2014.

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

PubMed

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

2015-11-01

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

Time lagged ordinal partition networks for capturing dynamics of continuous dynamical systems

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

McCullough, Michael; Iu, Herbert Ho-Ching; Small, Michael

2015-05-15

We investigate a generalised version of the recently proposed ordinal partition time series to network transformation algorithm. First, we introduce a fixed time lag for the elements of each partition that is selected using techniques from traditional time delay embedding. The resulting partitions define regions in the embedding phase space that are mapped to nodes in the network space. Edges are allocated between nodes based on temporal succession thus creating a Markov chain representation of the time series. We then apply this new transformation algorithm to time series generated by the Rössler system and find that periodic dynamics translate tomore » ring structures whereas chaotic time series translate to band or tube-like structures—thereby indicating that our algorithm generates networks whose structure is sensitive to system dynamics. Furthermore, we demonstrate that simple network measures including the mean out degree and variance of out degrees can track changes in the dynamical behaviour in a manner comparable to the largest Lyapunov exponent. We also apply the same analysis to experimental time series generated by a diode resonator circuit and show that the network size, mean shortest path length, and network diameter are highly sensitive to the interior crisis captured in this particular data set.« less

The conditional resampling model STARS: weaknesses of the modeling concept and development

NASA Astrophysics Data System (ADS)

Menz, Christoph

2016-04-01

The Statistical Analogue Resampling Scheme (STARS) is based on a modeling concept of Werner and Gerstengarbe (1997). The model uses a conditional resampling technique to create a simulation time series from daily observations. Unlike other time series generators (such as stochastic weather generators) STARS only needs a linear regression specification of a single variable as the target condition for the resampling. Since its first implementation the algorithm was further extended in order to allow for a spatially distributed trend signal, to preserve the seasonal cycle and the autocorrelation of the observation time series (Orlovsky, 2007; Orlovsky et al., 2008). This evolved version was successfully used in several climate impact studies. However a detaild evaluation of the simulations revealed two fundamental weaknesses of the utilized resampling technique. 1. The restriction of the resampling condition on a single individual variable can lead to a misinterpretation of the change signal of other variables when the model is applied to a mulvariate time series. (F. Wechsung and M. Wechsung, 2014). As one example, the short-term correlations between precipitation and temperature (cooling of the near-surface air layer after a rainfall event) can be misinterpreted as a climatic change signal in the simulation series. 2. The model restricts the linear regression specification to the annual mean time series, refusing the specification of seasonal varying trends. To overcome these fundamental weaknesses a redevelopment of the whole algorithm was done. The poster discusses the main weaknesses of the earlier model implementation and the methods applied to overcome these in the new version. Based on the new model idealized simulations were conducted to illustrate the enhancement.

Forecasting of cyanobacterial density in Torrão reservoir using artificial neural networks.

PubMed

Torres, Rita; Pereira, Elisa; Vasconcelos, Vítor; Teles, Luís Oliva

2011-06-01

The ability of general regression neural networks (GRNN) to forecast the density of cyanobacteria in the Torrão reservoir (Tâmega river, Portugal), in a period of 15 days, based on three years of collected physical and chemical data, was assessed. Several models were developed and 176 were selected based on their correlation values for the verification series. A time lag of 11 was used, equivalent to one sample (periods of 15 days in the summer and 30 days in the winter). Several combinations of the series were used. Input and output data collected from three depths of the reservoir were applied (surface, euphotic zone limit and bottom). The model that presented a higher average correlation value presented the correlations 0.991; 0.843; 0.978 for training, verification and test series. This model had the three series independent in time: first test series, then verification series and, finally, training series. Only six input variables were considered significant to the performance of this model: ammonia, phosphates, dissolved oxygen, water temperature, pH and water evaporation, physical and chemical parameters referring to the three depths of the reservoir. These variables are common to the next four best models produced and, although these included other input variables, their performance was not better than the selected best model.

Identification of periods of clear sky irradiance in time series of GHI measurements

DOE PAGES

Reno, Matthew J.; Hansen, Clifford W.

2016-01-18

In this study, we present a simple algorithm for identifying periods of time with broadband global horizontal irradiance (GHI) similar to that occurring during clear sky conditions from a time series of GHI measurements. Other available methods to identify these periods do so by identifying periods with clear sky conditions using additional measurements, such as direct or diffuse irradiance. Our algorithm compares characteristics of the time series of measured GHI with the output of a clear sky model without requiring additional measurements. We validate our algorithm using data from several locations by comparing our results with those obtained from amore » clear sky detection algorithm, and with satellite and ground-based sky imagery.« less

Identification of periods of clear sky irradiance in time series of GHI measurements

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

Reno, Matthew J.; Hansen, Clifford W.

In this study, we present a simple algorithm for identifying periods of time with broadband global horizontal irradiance (GHI) similar to that occurring during clear sky conditions from a time series of GHI measurements. Other available methods to identify these periods do so by identifying periods with clear sky conditions using additional measurements, such as direct or diffuse irradiance. Our algorithm compares characteristics of the time series of measured GHI with the output of a clear sky model without requiring additional measurements. We validate our algorithm using data from several locations by comparing our results with those obtained from amore » clear sky detection algorithm, and with satellite and ground-based sky imagery.« less

Phenology-based Spartina alterniflora mapping in coastal wetland of the Yangtze Estuary using time series of GaoFen satellite no. 1 wide field of view imagery

NASA Astrophysics Data System (ADS)

Ai, Jinquan; Gao, Wei; Gao, Zhiqiang; Shi, Runhe; Zhang, Chao

2017-04-01

Spartina alterniflora is an aggressive invasive plant species that replaces native species, changes the structure and function of the ecosystem across coastal wetlands in China, and is thus a major conservation concern. Mapping the spread of its invasion is a necessary first step for the implementation of effective ecological management strategies. The performance of a phenology-based approach for S. alterniflora mapping is explored in the coastal wetland of the Yangtze Estuary using a time series of GaoFen satellite no. 1 wide field of view camera (GF-1 WFV) imagery. First, a time series of the normalized difference vegetation index (NDVI) was constructed to evaluate the phenology of S. alterniflora. Two phenological stages (the senescence stage from November to mid-December and the green-up stage from late April to May) were determined as important for S. alterniflora detection in the study area based on NDVI temporal profiles, spectral reflectance curves of S. alterniflora and its coexistent species, and field surveys. Three phenology feature sets representing three major phenology-based detection strategies were then compared to map S. alterniflora: (1) the single-date imagery acquired within the optimal phenological window, (2) the multitemporal imagery, including four images from the two important phenological windows, and (3) the monthly NDVI time series imagery. Support vector machines and maximum likelihood classifiers were applied on each phenology feature set at different training sample sizes. For all phenology feature sets, the overall results were produced consistently with high mapping accuracies under sufficient training samples sizes, although significantly improved classification accuracies (10%) were obtained when the monthly NDVI time series imagery was employed. The optimal single-date imagery had the lowest accuracies of all detection strategies. The multitemporal analysis demonstrated little reduction in the overall accuracy compared with the use of monthly NDVI time series imagery. These results show the importance of considering the phenological stage for image selection for mapping S. alterniflora using GF-1 WFV imagery. Furthermore, in light of the better tradeoff between the number of images and classification accuracy when using multitemporal GF-1 WFV imagery, we suggest using multitemporal imagery acquired at appropriate phenological windows for S. alterniflora mapping at regional scales.

Nonstationary frequency analysis for the trivariate flood series of the Weihe River

NASA Astrophysics Data System (ADS)

Jiang, Cong; Xiong, Lihua

2016-04-01

Some intensive human activities such as water-soil conservation can significantly alter the natural hydrological processes of rivers. In this study, the effect of the water-soil conservation on the trivariate flood series from the Weihe River located in the Northwest China is investigated. The annual maxima daily discharge, annual maxima 3-day flood volume and annual maxima 5-day flood volume are chosen as the study data and used to compose the trivariate flood series. The nonstationarities in both the individual univariate flood series and the corresponding antecedent precipitation series generating the flood events are examined by the Mann-Kendall trend test. It is found that all individual univariate flood series present significant decreasing trend, while the antecedent precipitation series can be treated as stationary. It indicates that the increase of the water-soil conservation land area has altered the rainfall-runoff relationship of the Weihe basin, and induced the nonstationarities in the three individual univariate flood series. The time-varying moments model based on the Pearson type III distribution is applied to capture the nonstationarities in the flood frequency distribution with the water-soil conservation land area introduced as the explanatory variable of the flood distribution parameters. Based on the analysis for each individual univariate flood series, the dependence structure among the three univariate flood series are investigated by the time-varying copula model also with the water-soil conservation land area as the explanatory variable of copula parameters. The results indicate that the dependence among the trivariate flood series is enhanced by the increase of water-soil conservation land area.

Identification of human operator performance models utilizing time series analysis

NASA Technical Reports Server (NTRS)

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

1973-01-01

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

Evaluation of human dynamic balance in Grassmann manifold

NASA Astrophysics Data System (ADS)

Michalczuk, Agnieszka; Wereszczyński, Kamil; Mucha, Romualda; Świtoński, Adam; Josiński, Henryk; Wojciechowski, Konrad

2017-07-01

The authors present an application of Grassmann manifold to the evaluation of human dynamic balance based on the time series representing movements of hip, knee and ankle joints in the sagittal, frontal and transverse planes. Time series were extracted from gait sequences which were recorded in the Human Motion Laboratory (HML) of the Polish-Japanese Academy of Information Technology in Bytom, Poland using the Vicon system.

Using "Short" Interrupted Time-Series Analysis To Measure the Impacts of Whole-School Reforms: With Applications to a Study of Accelerated Schools.

ERIC Educational Resources Information Center

Bloom, Howard S.

2002-01-01

Introduces an new approach for measuring the impact of whole school reforms. The approach, based on "short" interrupted time-series analysis, is explained, its statistical procedures are outlined, and how it was used in the evaluation of a major whole-school reform, Accelerated Schools is described (H. Bloom and others, 2001). (SLD)

Maximum likelihood estimation of signal-to-noise ratio and combiner weight

NASA Technical Reports Server (NTRS)

Kalson, S.; Dolinar, S. J.

1986-01-01

An algorithm for estimating signal to noise ratio and combiner weight parameters for a discrete time series is presented. The algorithm is based upon the joint maximum likelihood estimate of the signal and noise power. The discrete-time series are the sufficient statistics obtained after matched filtering of a biphase modulated signal in additive white Gaussian noise, before maximum likelihood decoding is performed.

Integrating field plots, lidar, and landsat time series to provide temporally consistent annual estimates of biomass from 1990 to present

Treesearch

Warren B. Cohen; Hans-Erik Andersen; Sean P. Healey; Gretchen G. Moisen; Todd A. Schroeder; Christopher W. Woodall; Grant M. Domke; Zhiqiang Yang; Robert E. Kennedy; Stephen V. Stehman; Curtis Woodcock; Jim Vogelmann; Zhe Zhu; Chengquan Huang

2015-01-01

We are developing a system that provides temporally consistent biomass estimates for national greenhouse gas inventory reporting to the United Nations Framework Convention on Climate Change. Our model-assisted estimation framework relies on remote sensing to scale from plot measurements to lidar strip samples, to Landsat time series-based maps. As a demonstration, new...

Rolling bearing fault detection and diagnosis based on composite multiscale fuzzy entropy and ensemble support vector machines

NASA Astrophysics Data System (ADS)

Zheng, Jinde; Pan, Haiyang; Cheng, Junsheng

2017-02-01

To timely detect the incipient failure of rolling bearing and find out the accurate fault location, a novel rolling bearing fault diagnosis method is proposed based on the composite multiscale fuzzy entropy (CMFE) and ensemble support vector machines (ESVMs). Fuzzy entropy (FuzzyEn), as an improvement of sample entropy (SampEn), is a new nonlinear method for measuring the complexity of time series. Since FuzzyEn (or SampEn) in single scale can not reflect the complexity effectively, multiscale fuzzy entropy (MFE) is developed by defining the FuzzyEns of coarse-grained time series, which represents the system dynamics in different scales. However, the MFE values will be affected by the data length, especially when the data are not long enough. By combining information of multiple coarse-grained time series in the same scale, the CMFE algorithm is proposed in this paper to enhance MFE, as well as FuzzyEn. Compared with MFE, with the increasing of scale factor, CMFE obtains much more stable and consistent values for a short-term time series. In this paper CMFE is employed to measure the complexity of vibration signals of rolling bearings and is applied to extract the nonlinear features hidden in the vibration signals. Also the physically meanings of CMFE being suitable for rolling bearing fault diagnosis are explored. Based on these, to fulfill an automatic fault diagnosis, the ensemble SVMs based multi-classifier is constructed for the intelligent classification of fault features. Finally, the proposed fault diagnosis method of rolling bearing is applied to experimental data analysis and the results indicate that the proposed method could effectively distinguish different fault categories and severities of rolling bearings.

Environmental flow allocation and statistics calculator

USGS Publications Warehouse

Konrad, Christopher P.

2011-01-01

The Environmental Flow Allocation and Statistics Calculator (EFASC) is a computer program that calculates hydrologic statistics based on a time series of daily streamflow values. EFASC will calculate statistics for daily streamflow in an input file or will generate synthetic daily flow series from an input file based on rules for allocating and protecting streamflow and then calculate statistics for the synthetic time series. The program reads dates and daily streamflow values from input files. The program writes statistics out to a series of worksheets and text files. Multiple sites can be processed in series as one run. EFASC is written in MicrosoftRegistered Visual BasicCopyright for Applications and implemented as a macro in MicrosoftOffice Excel 2007Registered. EFASC is intended as a research tool for users familiar with computer programming. The code for EFASC is provided so that it can be modified for specific applications. All users should review how output statistics are calculated and recognize that the algorithms may not comply with conventions used to calculate streamflow statistics published by the U.S. Geological Survey.

Spatial Representativeness of Surface-Measured Variations of Downward Solar Radiation

NASA Astrophysics Data System (ADS)

Schwarz, M.; Folini, D.; Hakuba, M. Z.; Wild, M.

2017-12-01

When using time series of ground-based surface solar radiation (SSR) measurements in combination with gridded data, the spatial and temporal representativeness of the point observations must be considered. We use SSR data from surface observations and high-resolution (0.05°) satellite-derived data to infer the spatiotemporal representativeness of observations for monthly and longer time scales in Europe. The correlation analysis shows that the squared correlation coefficients (R2) between SSR times series decrease linearly with increasing distance between the surface observations. For deseasonalized monthly mean time series, R2 ranges from 0.85 for distances up to 25 km between the stations to 0.25 at distances of 500 km. A decorrelation length (i.e., the e-folding distance of R2) on the order of 400 km (with spread of 100-600 km) was found. R2 from correlations between point observations and colocated grid box area means determined from satellite data were found to be 0.80 for a 1° grid. To quantify the error which arises when using a point observation as a surrogate for the area mean SSR of larger surroundings, we calculated a spatial sampling error (SSE) for a 1° grid of 8 (3) W/m2 for monthly (annual) time series. The SSE based on a 1° grid, therefore, is of the same magnitude as the measurement uncertainty. The analysis generally reveals that monthly mean (or longer temporally aggregated) point observations of SSR capture the larger-scale variability well. This finding shows that comparing time series of SSR measurements with gridded data is feasible for those time scales.

The high order dispersion analysis based on first-passage-time probability in financial markets

NASA Astrophysics Data System (ADS)

Liu, Chenggong; Shang, Pengjian; Feng, Guochen

2017-04-01

The study of first-passage-time (FPT) event about financial time series has gained broad research recently, which can provide reference for risk management and investment. In this paper, a new measurement-high order dispersion (HOD)-is developed based on FPT probability to explore financial time series. The tick-by-tick data of three Chinese stock markets and three American stock markets are investigated. We classify the financial markets successfully through analyzing the scaling properties of FPT probabilities of six stock markets and employing HOD method to compare the differences of FPT decay curves. It can be concluded that long-range correlation, fat-tailed broad probability density function and its coupling with nonlinearity mainly lead to the multifractality of financial time series by applying HOD method. Furthermore, we take the fluctuation function of multifractal detrended fluctuation analysis (MF-DFA) to distinguish markets and get consistent results with HOD method, whereas the HOD method is capable of fractionizing the stock markets effectively in the same region. We convince that such explorations are relevant for a better understanding of the financial market mechanisms.

Detecting and modelling delayed density-dependence in abundance time series of a small mammal (Didelphis aurita)

NASA Astrophysics Data System (ADS)

Brigatti, E.; Vieira, M. V.; Kajin, M.; Almeida, P. J. A. L.; de Menezes, M. A.; Cerqueira, R.

2016-02-01

We study the population size time series of a Neotropical small mammal with the intent of detecting and modelling population regulation processes generated by density-dependent factors and their possible delayed effects. The application of analysis tools based on principles of statistical generality are nowadays a common practice for describing these phenomena, but, in general, they are more capable of generating clear diagnosis rather than granting valuable modelling. For this reason, in our approach, we detect the principal temporal structures on the bases of different correlation measures, and from these results we build an ad-hoc minimalist autoregressive model that incorporates the main drivers of the dynamics. Surprisingly our model is capable of reproducing very well the time patterns of the empirical series and, for the first time, clearly outlines the importance of the time of attaining sexual maturity as a central temporal scale for the dynamics of this species. In fact, an important advantage of this analysis scheme is that all the model parameters are directly biologically interpretable and potentially measurable, allowing a consistency check between model outputs and independent measurements.

Applications and development of new algorithms for displacement analysis using InSAR time series

NASA Astrophysics Data System (ADS)

Osmanoglu, Batuhan

Time series analysis of Synthetic Aperture Radar Interferometry (InSAR) data has become an important scientific tool for monitoring and measuring the displacement of Earth's surface due to a wide range of phenomena, including earthquakes, volcanoes, landslides, changes in ground water levels, and wetlands. Time series analysis is a product of interferometric phase measurements, which become ambiguous when the observed motion is larger than half of the radar wavelength. Thus, phase observations must first be unwrapped in order to obtain physically meaningful results. Persistent Scatterer Interferometry (PSI), Stanford Method for Persistent Scatterers (StaMPS), Short Baselines Interferometry (SBAS) and Small Temporal Baseline Subset (STBAS) algorithms solve for this ambiguity using a series of spatio-temporal unwrapping algorithms and filters. In this dissertation, I improve upon current phase unwrapping algorithms, and apply the PSI method to study subsidence in Mexico City. PSI was used to obtain unwrapped deformation rates in Mexico City (Chapter 3),where ground water withdrawal in excess of natural recharge causes subsurface, clay-rich sediments to compact. This study is based on 23 satellite SAR scenes acquired between January 2004 and July 2006. Time series analysis of the data reveals a maximum line-of-sight subsidence rate of 300mm/yr at a high enough resolution that individual subsidence rates for large buildings can be determined. Differential motion and related structural damage along an elevated metro rail was evident from the results. Comparison of PSI subsidence rates with data from permanent GPS stations indicate root mean square (RMS) agreement of 6.9 mm/yr, about the level expected based on joint data uncertainty. The Mexico City results suggest negligible recharge, implying continuing degradation and loss of the aquifer in the third largest metropolitan area in the world. Chapters 4 and 5 illustrate the link between time series analysis and three-dimensional (3-D) phase unwrapping. Chapter 4 focuses on the unwrapping path. Unwrapping algorithms can be divided into two groups, path-dependent and path-independent algorithms. Path-dependent algorithms use local unwrapping functions applied pixel-by-pixel to the dataset. In contrast, path-independent algorithms use global optimization methods such as least squares, and return a unique solution. However, when aliasing and noise are present, path-independent algorithms can underestimate the signal in some areas due to global fitting criteria. Path-dependent algorithms do not underestimate the signal, but, as the name implies, the unwrapping path can affect the result. Comparison between existing path algorithms and a newly developed algorithm based on Fisher information theory was conducted. Results indicate that Fisher information theory does indeed produce lower misfit results for most tested cases. Chapter 5 presents a new time series analysis method based on 3-D unwrapping of SAR data using extended Kalman filters. Existing methods for time series generation using InSAR data employ special filters to combine two-dimensional (2-D) spatial unwrapping with one-dimensional (1-D) temporal unwrapping results. The new method, however, combines observations in azimuth, range and time for repeat pass interferometry. Due to the pixel-by-pixel characteristic of the filter, the unwrapping path is selected based on a quality map. This unwrapping algorithm is the first application of extended Kalman filters to the 3-D unwrapping problem. Time series analyses of InSAR data are used in a variety of applications with different characteristics. Consequently, it is difficult to develop a single algorithm that can provide optimal results in all cases, given that different algorithms possess a unique set of strengths and weaknesses. Nonetheless, filter-based unwrapping algorithms such as the one presented in this dissertation have the capability of joining multiple observations into a uniform solution, which is becoming an important feature with continuously growing datasets.

Wavelet analysis in ecology and epidemiology: impact of statistical tests

PubMed Central

Cazelles, Bernard; Cazelles, Kévin; Chavez, Mario

2014-01-01

Wavelet analysis is now frequently used to extract information from ecological and epidemiological time series. Statistical hypothesis tests are conducted on associated wavelet quantities to assess the likelihood that they are due to a random process. Such random processes represent null models and are generally based on synthetic data that share some statistical characteristics with the original time series. This allows the comparison of null statistics with those obtained from original time series. When creating synthetic datasets, different techniques of resampling result in different characteristics shared by the synthetic time series. Therefore, it becomes crucial to consider the impact of the resampling method on the results. We have addressed this point by comparing seven different statistical testing methods applied with different real and simulated data. Our results show that statistical assessment of periodic patterns is strongly affected by the choice of the resampling method, so two different resampling techniques could lead to two different conclusions about the same time series. Moreover, our results clearly show the inadequacy of resampling series generated by white noise and red noise that are nevertheless the methods currently used in the wide majority of wavelets applications. Our results highlight that the characteristics of a time series, namely its Fourier spectrum and autocorrelation, are important to consider when choosing the resampling technique. Results suggest that data-driven resampling methods should be used such as the hidden Markov model algorithm and the ‘beta-surrogate’ method. PMID:24284892

Wavelet analysis in ecology and epidemiology: impact of statistical tests.

PubMed

Cazelles, Bernard; Cazelles, Kévin; Chavez, Mario

2014-02-06

Wavelet analysis is now frequently used to extract information from ecological and epidemiological time series. Statistical hypothesis tests are conducted on associated wavelet quantities to assess the likelihood that they are due to a random process. Such random processes represent null models and are generally based on synthetic data that share some statistical characteristics with the original time series. This allows the comparison of null statistics with those obtained from original time series. When creating synthetic datasets, different techniques of resampling result in different characteristics shared by the synthetic time series. Therefore, it becomes crucial to consider the impact of the resampling method on the results. We have addressed this point by comparing seven different statistical testing methods applied with different real and simulated data. Our results show that statistical assessment of periodic patterns is strongly affected by the choice of the resampling method, so two different resampling techniques could lead to two different conclusions about the same time series. Moreover, our results clearly show the inadequacy of resampling series generated by white noise and red noise that are nevertheless the methods currently used in the wide majority of wavelets applications. Our results highlight that the characteristics of a time series, namely its Fourier spectrum and autocorrelation, are important to consider when choosing the resampling technique. Results suggest that data-driven resampling methods should be used such as the hidden Markov model algorithm and the 'beta-surrogate' method.

Studying the dynamics of interbeat interval time series of healthy and congestive heart failure subjects using scale based symbolic entropy analysis

PubMed Central

Awan, Imtiaz; Aziz, Wajid; Habib, Nazneen; Alowibdi, Jalal S.; Saeed, Sharjil; Nadeem, Malik Sajjad Ahmed; Shah, Syed Ahsin Ali

2018-01-01

Considerable interest has been devoted for developing a deeper understanding of the dynamics of healthy biological systems and how these dynamics are affected due to aging and disease. Entropy based complexity measures have widely been used for quantifying the dynamics of physical and biological systems. These techniques have provided valuable information leading to a fuller understanding of the dynamics of these systems and underlying stimuli that are responsible for anomalous behavior. The single scale based traditional entropy measures yielded contradictory results about the dynamics of real world time series data of healthy and pathological subjects. Recently the multiscale entropy (MSE) algorithm was introduced for precise description of the complexity of biological signals, which was used in numerous fields since its inception. The original MSE quantified the complexity of coarse-grained time series using sample entropy. The original MSE may be unreliable for short signals because the length of the coarse-grained time series decreases with increasing scaling factor τ, however, MSE works well for long signals. To overcome the drawback of original MSE, various variants of this method have been proposed for evaluating complexity efficiently. In this study, we have proposed multiscale normalized corrected Shannon entropy (MNCSE), in which instead of using sample entropy, symbolic entropy measure NCSE has been used as an entropy estimate. The results of the study are compared with traditional MSE. The effectiveness of the proposed approach is demonstrated using noise signals as well as interbeat interval signals from healthy and pathological subjects. The preliminary results of the study indicate that MNCSE values are more stable and reliable than original MSE values. The results show that MNCSE based features lead to higher classification accuracies in comparison with the MSE based features. PMID:29771977

Automatic segmentation of invasive breast carcinomas from dynamic contrast-enhanced MRI using time series analysis.

PubMed

Jayender, Jagadaeesan; Chikarmane, Sona; Jolesz, Ferenc A; Gombos, Eva

2014-08-01

To accurately segment invasive ductal carcinomas (IDCs) from dynamic contrast-enhanced MRI (DCE-MRI) using time series analysis based on linear dynamic system (LDS) modeling. Quantitative segmentation methods based on black-box modeling and pharmacokinetic modeling are highly dependent on imaging pulse sequence, timing of bolus injection, arterial input function, imaging noise, and fitting algorithms. We modeled the underlying dynamics of the tumor by an LDS and used the system parameters to segment the carcinoma on the DCE-MRI. Twenty-four patients with biopsy-proven IDCs were analyzed. The lesions segmented by the algorithm were compared with an expert radiologist's segmentation and the output of a commercial software, CADstream. The results are quantified in terms of the accuracy and sensitivity of detecting the lesion and the amount of overlap, measured in terms of the Dice similarity coefficient (DSC). The segmentation algorithm detected the tumor with 90% accuracy and 100% sensitivity when compared with the radiologist's segmentation and 82.1% accuracy and 100% sensitivity when compared with the CADstream output. The overlap of the algorithm output with the radiologist's segmentation and CADstream output, computed in terms of the DSC was 0.77 and 0.72, respectively. The algorithm also shows robust stability to imaging noise. Simulated imaging noise with zero mean and standard deviation equal to 25% of the base signal intensity was added to the DCE-MRI series. The amount of overlap between the tumor maps generated by the LDS-based algorithm from the noisy and original DCE-MRI was DSC = 0.95. The time-series analysis based segmentation algorithm provides high accuracy and sensitivity in delineating the regions of enhanced perfusion corresponding to tumor from DCE-MRI. © 2013 Wiley Periodicals, Inc.

Studying the dynamics of interbeat interval time series of healthy and congestive heart failure subjects using scale based symbolic entropy analysis.

PubMed

Awan, Imtiaz; Aziz, Wajid; Shah, Imran Hussain; Habib, Nazneen; Alowibdi, Jalal S; Saeed, Sharjil; Nadeem, Malik Sajjad Ahmed; Shah, Syed Ahsin Ali

2018-01-01

Considerable interest has been devoted for developing a deeper understanding of the dynamics of healthy biological systems and how these dynamics are affected due to aging and disease. Entropy based complexity measures have widely been used for quantifying the dynamics of physical and biological systems. These techniques have provided valuable information leading to a fuller understanding of the dynamics of these systems and underlying stimuli that are responsible for anomalous behavior. The single scale based traditional entropy measures yielded contradictory results about the dynamics of real world time series data of healthy and pathological subjects. Recently the multiscale entropy (MSE) algorithm was introduced for precise description of the complexity of biological signals, which was used in numerous fields since its inception. The original MSE quantified the complexity of coarse-grained time series using sample entropy. The original MSE may be unreliable for short signals because the length of the coarse-grained time series decreases with increasing scaling factor τ, however, MSE works well for long signals. To overcome the drawback of original MSE, various variants of this method have been proposed for evaluating complexity efficiently. In this study, we have proposed multiscale normalized corrected Shannon entropy (MNCSE), in which instead of using sample entropy, symbolic entropy measure NCSE has been used as an entropy estimate. The results of the study are compared with traditional MSE. The effectiveness of the proposed approach is demonstrated using noise signals as well as interbeat interval signals from healthy and pathological subjects. The preliminary results of the study indicate that MNCSE values are more stable and reliable than original MSE values. The results show that MNCSE based features lead to higher classification accuracies in comparison with the MSE based features.

Automatic Segmentation of Invasive Breast Carcinomas from DCE-MRI using Time Series Analysis

PubMed Central

Jayender, Jagadaeesan; Chikarmane, Sona; Jolesz, Ferenc A.; Gombos, Eva

2013-01-01

Purpose Quantitative segmentation methods based on black-box modeling and pharmacokinetic modeling are highly dependent on imaging pulse sequence, timing of bolus injection, arterial input function, imaging noise and fitting algorithms. To accurately segment invasive ductal carcinomas (IDCs) from dynamic contrast enhanced MRI (DCE-MRI) using time series analysis based on linear dynamic system (LDS) modeling. Methods We modeled the underlying dynamics of the tumor by a LDS and use the system parameters to segment the carcinoma on the DCE-MRI. Twenty-four patients with biopsy-proven IDCs were analyzed. The lesions segmented by the algorithm were compared with an expert radiologist’s segmentation and the output of a commercial software, CADstream. The results are quantified in terms of the accuracy and sensitivity of detecting the lesion and the amount of overlap, measured in terms of the Dice similarity coefficient (DSC). Results The segmentation algorithm detected the tumor with 90% accuracy and 100% sensitivity when compared to the radiologist’s segmentation and 82.1% accuracy and 100% sensitivity when compared to the CADstream output. The overlap of the algorithm output with the radiologist’s segmentation and CADstream output, computed in terms of the DSC was 0.77 and 0.72 respectively. The algorithm also shows robust stability to imaging noise. Simulated imaging noise with zero mean and standard deviation equal to 25% of the base signal intensity was added to the DCE-MRI series. The amount of overlap between the tumor maps generated by the LDS-based algorithm from the noisy and original DCE-MRI was DSC=0.95. Conclusion The time-series analysis based segmentation algorithm provides high accuracy and sensitivity in delineating the regions of enhanced perfusion corresponding to tumor from DCE-MRI. PMID:24115175

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

PubMed

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

2011-06-24

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

Automated Bayesian model development for frequency detection in biological time series

PubMed Central

2011-01-01

Background A first step in building a mathematical model of a biological system is often the analysis of the temporal behaviour of key quantities. Mathematical relationships between the time and frequency domain, such as Fourier Transforms and wavelets, are commonly used to extract information about the underlying signal from a given time series. This one-to-one mapping from time points to frequencies inherently assumes that both domains contain the complete knowledge of the system. However, for truncated, noisy time series with background trends this unique mapping breaks down and the question reduces to an inference problem of identifying the most probable frequencies. Results In this paper we build on the method of Bayesian Spectrum Analysis and demonstrate its advantages over conventional methods by applying it to a number of test cases, including two types of biological time series. Firstly, oscillations of calcium in plant root cells in response to microbial symbionts are non-stationary and noisy, posing challenges to data analysis. Secondly, circadian rhythms in gene expression measured over only two cycles highlights the problem of time series with limited length. The results show that the Bayesian frequency detection approach can provide useful results in specific areas where Fourier analysis can be uninformative or misleading. We demonstrate further benefits of the Bayesian approach for time series analysis, such as direct comparison of different hypotheses, inherent estimation of noise levels and parameter precision, and a flexible framework for modelling the data without pre-processing. Conclusions Modelling in systems biology often builds on the study of time-dependent phenomena. Fourier Transforms are a convenient tool for analysing the frequency domain of time series. However, there are well-known limitations of this method, such as the introduction of spurious frequencies when handling short and noisy time series, and the requirement for uniformly sampled data. Biological time series often deviate significantly from the requirements of optimality for Fourier transformation. In this paper we present an alternative approach based on Bayesian inference. We show the value of placing spectral analysis in the framework of Bayesian inference and demonstrate how model comparison can automate this procedure. PMID:21702910

Graphic analysis and multifractal on percolation-based return interval series

NASA Astrophysics Data System (ADS)

Pei, A. Q.; Wang, J.

2015-05-01

A financial time series model is developed and investigated by the oriented percolation system (one of the statistical physics systems). The nonlinear and statistical behaviors of the return interval time series are studied for the proposed model and the real stock market by applying visibility graph (VG) and multifractal detrended fluctuation analysis (MF-DFA). We investigate the fluctuation behaviors of return intervals of the model for different parameter settings, and also comparatively study these fluctuation patterns with those of the real financial data for different threshold values. The empirical research of this work exhibits the multifractal features for the corresponding financial time series. Further, the VGs deviated from both of the simulated data and the real data show the behaviors of small-world, hierarchy, high clustering and power-law tail for the degree distributions.

Phase correction and error estimation in InSAR time series analysis

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Decadal GPS Time Series and Velocity Fields Spanning the North American Continent and Beyond: New Data Products, Cyberinfrastructure and Case Studies from the EarthScope Plate Boundary Observatory (PBO) and Other Regional Networks

NASA Astrophysics Data System (ADS)

Phillips, D. A.; Herring, T.; Melbourne, T. I.; Murray, M. H.; Szeliga, W. M.; Floyd, M.; Puskas, C. M.; King, R. W.; Boler, F. M.; Meertens, C. M.; Mattioli, G. S.

2017-12-01

The Geodesy Advancing Geosciences and EarthScope (GAGE) Facility, operated by UNAVCO, provides a diverse suite of geodetic data, derived products and cyberinfrastructure services to support community Earth science research and education. GPS data and products including decadal station position time series and velocities are provided for 2000+ continuous GPS stations from the Plate Boundary Observatory (PBO) and other networks distributed throughout the high Arctic, North America, and Caribbean regions. The position time series contain a multitude of signals in addition to the secular motions, including coseismic and postseismic displacements, interseismic strain accumulation, and transient signals associated with hydrologic and other processes. We present our latest velocity field solutions, new time series offset estimate products, and new time series examples associated with various phenomena. Position time series, and the signals they contain, are inherently dependent upon analysis parameters such as network scaling and reference frame realization. The estimation of scale changes for example, a common practice, has large impacts on vertical motion estimates. GAGE/PBO velocities and time series are currently provided in IGS (IGb08) and North America (NAM08, IGb08 rotated to a fixed North America Plate) reference frames. We are reprocessing all data (1996 to present) as part of the transition from IGb08 to IGS14 that began in 2017. New NAM14 and IGS14 data products are discussed. GAGE/PBO GPS data products are currently generated using onsite computing clusters. As part of an NSF funded EarthCube Building Blocks project called "Deploying MultiFacility Cyberinfrastructure in Commercial and Private Cloud-based Systems (GeoSciCloud)", we are investigating performance, cost, and efficiency differences between local computing resources and cloud based resources. Test environments include a commercial cloud provider (Amazon/AWS), NSF cloud-like infrastructures within XSEDE (TACC, the Texas Advanced Computing Center), and in-house cyberinfrastructures. Preliminary findings from this effort are presented. Web services developed by UNAVCO to facilitate the discovery, customization and dissemination of GPS data and products are also presented.

Feature extraction for change analysis in SAR time series

NASA Astrophysics Data System (ADS)

Boldt, Markus; Thiele, Antje; Schulz, Karsten; Hinz, Stefan

2015-10-01

In remote sensing, the change detection topic represents a broad field of research. If time series data is available, change detection can be used for monitoring applications. These applications require regular image acquisitions at identical time of day along a defined period. Focusing on remote sensing sensors, radar is especially well-capable for applications requiring regularity, since it is independent from most weather and atmospheric influences. Furthermore, regarding the image acquisitions, the time of day plays no role due to the independence from daylight. Since 2007, the German SAR (Synthetic Aperture Radar) satellite TerraSAR-X (TSX) permits the acquisition of high resolution radar images capable for the analysis of dense built-up areas. In a former study, we presented the change analysis of the Stuttgart (Germany) airport. The aim of this study is the categorization of detected changes in the time series. This categorization is motivated by the fact that it is a poor statement only to describe where and when a specific area has changed. At least as important is the statement about what has caused the change. The focus is set on the analysis of so-called high activity areas (HAA) representing areas changing at least four times along the investigated period. As first step for categorizing these HAAs, the matching HAA changes (blobs) have to be identified. Afterwards, operating in this object-based blob level, several features are extracted which comprise shape-based, radiometric, statistic, morphological values and one context feature basing on a segmentation of the HAAs. This segmentation builds on the morphological differential attribute profiles (DAPs). Seven context classes are established: Urban, infrastructure, rural stable, rural unstable, natural, water and unclassified. A specific HA blob is assigned to one of these classes analyzing the CovAmCoh time series signature of the surrounding segments. In combination, also surrounding GIS information is included to verify the CovAmCoh based context assignment. In this paper, the focus is set on the features extracted for a later change categorization procedure.

GNSS Network time series analysis

NASA Astrophysics Data System (ADS)

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

2012-12-01

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

Applying time series Landsat data for vegetation change analysis in the Florida Everglades Water Conservation Area 2A during 1996-2016

NASA Astrophysics Data System (ADS)

Zhang, Caiyun; Smith, Molly; Lv, Jie; Fang, Chaoyang

2017-05-01

Mapping plant communities and documenting their changes is critical to the on-going Florida Everglades restoration project. In this study, a framework was designed to map dominant vegetation communities and inventory their changes in the Florida Everglades Water Conservation Area 2A (WCA-2A) using time series Landsat images spanning 1996-2016. The object-based change analysis technique was combined in the framework. A hybrid pixel/object-based change detection approach was developed to effectively collect training samples for historical images with sparse reference data. An object-based quantification approach was also developed to assess the expansion/reduction of a specific class such as cattail (an invasive species in the Everglades) from the object-based classifications of two dates of imagery. The study confirmed the results in the literature that cattail was largely expanded during 1996-2007. It also revealed that cattail expansion was constrained after 2007. Application of time series Landsat data is valuable to document vegetation changes for the WCA-2A impoundment. The digital techniques developed will benefit global wetland mapping and change analysis in general, and the Florida Everglades WCA-2A in particular.

Bayesian methods for outliers detection in GNSS time series

NASA Astrophysics Data System (ADS)

Qianqian, Zhang; Qingming, Gui

2013-07-01

This article is concerned with the problem of detecting outliers in GNSS time series based on Bayesian statistical theory. Firstly, a new model is proposed to simultaneously detect different types of outliers based on the conception of introducing different types of classification variables corresponding to the different types of outliers; the problem of outlier detection is converted into the computation of the corresponding posterior probabilities, and the algorithm for computing the posterior probabilities based on standard Gibbs sampler is designed. Secondly, we analyze the reasons of masking and swamping about detecting patches of additive outliers intensively; an unmasking Bayesian method for detecting additive outlier patches is proposed based on an adaptive Gibbs sampler. Thirdly, the correctness of the theories and methods proposed above is illustrated by simulated data and then by analyzing real GNSS observations, such as cycle slips detection in carrier phase data. Examples illustrate that the Bayesian methods for outliers detection in GNSS time series proposed by this paper are not only capable of detecting isolated outliers but also capable of detecting additive outlier patches. Furthermore, it can be successfully used to process cycle slips in phase data, which solves the problem of small cycle slips.

KALREF—A Kalman filter and time series approach to the International Terrestrial Reference Frame realization

NASA Astrophysics Data System (ADS)

Wu, Xiaoping; Abbondanza, Claudio; Altamimi, Zuheir; Chin, T. Mike; Collilieux, Xavier; Gross, Richard S.; Heflin, Michael B.; Jiang, Yan; Parker, Jay W.

2015-05-01

The current International Terrestrial Reference Frame is based on a piecewise linear site motion model and realized by reference epoch coordinates and velocities for a global set of stations. Although linear motions due to tectonic plates and glacial isostatic adjustment dominate geodetic signals, at today's millimeter precisions, nonlinear motions due to earthquakes, volcanic activities, ice mass losses, sea level rise, hydrological changes, and other processes become significant. Monitoring these (sometimes rapid) changes desires consistent and precise realization of the terrestrial reference frame (TRF) quasi-instantaneously. Here, we use a Kalman filter and smoother approach to combine time series from four space geodetic techniques to realize an experimental TRF through weekly time series of geocentric coordinates. In addition to secular, periodic, and stochastic components for station coordinates, the Kalman filter state variables also include daily Earth orientation parameters and transformation parameters from input data frames to the combined TRF. Local tie measurements among colocated stations are used at their known or nominal epochs of observation, with comotion constraints applied to almost all colocated stations. The filter/smoother approach unifies different geodetic time series in a single geocentric frame. Fragmented and multitechnique tracking records at colocation sites are bridged together to form longer and coherent motion time series. While the time series approach to TRF reflects the reality of a changing Earth more closely than the linear approximation model, the filter/smoother is computationally powerful and flexible to facilitate incorporation of other data types and more advanced characterization of stochastic behavior of geodetic time series.

Atmospheric turbulence simulation for Shuttle orbiter

NASA Technical Reports Server (NTRS)

Tatom, F. B.; Smith, S. R.

1979-01-01

An improved non-recursive model for atmospheric turbulence along the flight path of the Shuttle Orbiter is developed which provides for simulation of instantaneous vertical and horizontal gusts at the vehicle center-of-gravity, and also for simulation of instantaneous gust gradients. Based on this model the time series for both gusts and gust gradients are generated and stored on a series of magnetic tapes. Section 2 provides a description of the various technical considerations associated with the turbulence simulation model. Included in this section are descriptions of the digital filter simulation model, the von Karman spectra with finite upper limits, and the final non recursive turbulence simulation model which was used to generate the time series. Section 2 provides a description of the various technical considerations associated with the turbulence simulation model. Included in this section are descriptions of the digial filter simulation model, the von Karman spectra with finite upper limits, and the final non recursive turbulence simulation model which was used to generate the time series. Section 3 provides a description of the time series as currently recorded on magnetic tape. Conclusions and recommendations are presented in Section 4.

A probabilistic method for constructing wave time-series at inshore locations using model scenarios

USGS Publications Warehouse

Long, Joseph W.; Plant, Nathaniel G.; Dalyander, P. Soupy; Thompson, David M.

2014-01-01

Continuous time-series of wave characteristics (height, period, and direction) are constructed using a base set of model scenarios and simple probabilistic methods. This approach utilizes an archive of computationally intensive, highly spatially resolved numerical wave model output to develop time-series of historical or future wave conditions without performing additional, continuous numerical simulations. The archive of model output contains wave simulations from a set of model scenarios derived from an offshore wave climatology. Time-series of wave height, period, direction, and associated uncertainties are constructed at locations included in the numerical model domain. The confidence limits are derived using statistical variability of oceanographic parameters contained in the wave model scenarios. The method was applied to a region in the northern Gulf of Mexico and assessed using wave observations at 12 m and 30 m water depths. Prediction skill for significant wave height is 0.58 and 0.67 at the 12 m and 30 m locations, respectively, with similar performance for wave period and direction. The skill of this simplified, probabilistic time-series construction method is comparable to existing large-scale, high-fidelity operational wave models but provides higher spatial resolution output at low computational expense. The constructed time-series can be developed to support a variety of applications including climate studies and other situations where a comprehensive survey of wave impacts on the coastal area is of interest.

Application of process monitoring to anomaly detection in nuclear material processing systems via system-centric event interpretation of data from multiple sensors of varying reliability

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

Garcia, Humberto E.; Simpson, Michael F.; Lin, Wen-Chiao

In this paper, we apply an advanced safeguards approach and associated methods for process monitoring to a hypothetical nuclear material processing system. The assessment regarding the state of the processing facility is conducted at a systemcentric level formulated in a hybrid framework. This utilizes architecture for integrating both time- and event-driven data and analysis for decision making. While the time-driven layers of the proposed architecture encompass more traditional process monitoring methods based on time series data and analysis, the event-driven layers encompass operation monitoring methods based on discrete event data and analysis. By integrating process- and operation-related information and methodologiesmore » within a unified framework, the task of anomaly detection is greatly improved. This is because decision-making can benefit from not only known time-series relationships among measured signals but also from known event sequence relationships among generated events. This available knowledge at both time series and discrete event layers can then be effectively used to synthesize observation solutions that optimally balance sensor and data processing requirements. The application of the proposed approach is then implemented on an illustrative monitored system based on pyroprocessing and results are discussed.« less

The importance of antipersistence for traffic jams

NASA Astrophysics Data System (ADS)

Krause, Sebastian M.; Habel, Lars; Guhr, Thomas; Schreckenberg, Michael

2017-05-01

Universal characteristics of road networks and traffic patterns can help to forecast and control traffic congestion. The antipersistence of traffic flow time series has been found for many data sets, but its relevance for congestion has been overseen. Based on empirical data from motorways in Germany, we study how antipersistence of traffic flow time-series impacts the duration of traffic congestion on a wide range of time scales. We find a large number of short-lasting traffic jams, which implies a large risk for rear-end collisions.

RankExplorer: Visualization of Ranking Changes in Large Time Series Data.

PubMed

Shi, Conglei; Cui, Weiwei; Liu, Shixia; Xu, Panpan; Chen, Wei; Qu, Huamin

2012-12-01

For many applications involving time series data, people are often interested in the changes of item values over time as well as their ranking changes. For example, people search many words via search engines like Google and Bing every day. Analysts are interested in both the absolute searching number for each word as well as their relative rankings. Both sets of statistics may change over time. For very large time series data with thousands of items, how to visually present ranking changes is an interesting challenge. In this paper, we propose RankExplorer, a novel visualization method based on ThemeRiver to reveal the ranking changes. Our method consists of four major components: 1) a segmentation method which partitions a large set of time series curves into a manageable number of ranking categories; 2) an extended ThemeRiver view with embedded color bars and changing glyphs to show the evolution of aggregation values related to each ranking category over time as well as the content changes in each ranking category; 3) a trend curve to show the degree of ranking changes over time; 4) rich user interactions to support interactive exploration of ranking changes. We have applied our method to some real time series data and the case studies demonstrate that our method can reveal the underlying patterns related to ranking changes which might otherwise be obscured in traditional visualizations.

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

PubMed

Xiong, Lihua; Jiang, Cong; Du, Tao

2014-01-01

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

Robust and Adaptive Online Time Series Prediction with Long Short-Term Memory

PubMed Central

Tao, Qing

2017-01-01

Online time series prediction is the mainstream method in a wide range of fields, ranging from speech analysis and noise cancelation to stock market analysis. However, the data often contains many outliers with the increasing length of time series in real world. These outliers can mislead the learned model if treated as normal points in the process of prediction. To address this issue, in this paper, we propose a robust and adaptive online gradient learning method, RoAdam (Robust Adam), for long short-term memory (LSTM) to predict time series with outliers. This method tunes the learning rate of the stochastic gradient algorithm adaptively in the process of prediction, which reduces the adverse effect of outliers. It tracks the relative prediction error of the loss function with a weighted average through modifying Adam, a popular stochastic gradient method algorithm for training deep neural networks. In our algorithm, the large value of the relative prediction error corresponds to a small learning rate, and vice versa. The experiments on both synthetic data and real time series show that our method achieves better performance compared to the existing methods based on LSTM. PMID:29391864

Robust and Adaptive Online Time Series Prediction with Long Short-Term Memory.

PubMed

Yang, Haimin; Pan, Zhisong; Tao, Qing

2017-01-01

Online time series prediction is the mainstream method in a wide range of fields, ranging from speech analysis and noise cancelation to stock market analysis. However, the data often contains many outliers with the increasing length of time series in real world. These outliers can mislead the learned model if treated as normal points in the process of prediction. To address this issue, in this paper, we propose a robust and adaptive online gradient learning method, RoAdam (Robust Adam), for long short-term memory (LSTM) to predict time series with outliers. This method tunes the learning rate of the stochastic gradient algorithm adaptively in the process of prediction, which reduces the adverse effect of outliers. It tracks the relative prediction error of the loss function with a weighted average through modifying Adam, a popular stochastic gradient method algorithm for training deep neural networks. In our algorithm, the large value of the relative prediction error corresponds to a small learning rate, and vice versa. The experiments on both synthetic data and real time series show that our method achieves better performance compared to the existing methods based on LSTM.

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.

A Fresh Look at Spatio-Temporal Remote Sensing Data: Data Formats, Processing Flow, and Visualization

NASA Astrophysics Data System (ADS)

Gens, R.

2017-12-01

With increasing number of experimental and operational satellites in orbit, remote sensing based mapping and monitoring of the dynamic Earth has entered into the realm of `big data'. Just the Landsat series of satellites provide a near continuous archive of 45 years of data. The availability of such spatio-temporal datasets has created opportunities for long-term monitoring diverse features and processes operating on the Earth's terrestrial and aquatic systems. Processes such as erosion, deposition, subsidence, uplift, evapotranspiration, urbanization, land-cover regime shifts can not only be monitored and change can be quantified using time-series data analysis. This unique opportunity comes with new challenges in management, analysis, and visualization of spatio-temporal datasets. Data need to be stored in a user-friendly format, and relevant metadata needs to be recorded, to allow maximum flexibility for data exchange and use. Specific data processing workflows need to be defined to support time-series analysis for specific applications. Value-added data products need to be generated keeping in mind the needs of the end-users, and using best practices in complex data visualization. This presentation systematically highlights the various steps for preparing spatio-temporal remote sensing data for time series analysis. It showcases a prototype workflow for remote sensing based change detection that can be generically applied while preserving the application-specific fidelity of the datasets. The prototype includes strategies for visualizing change over time. This has been exemplified using a time-series of optical and SAR images for visualizing the changing glacial, coastal, and wetland landscapes in parts of Alaska.

Why the null matters: statistical tests, random walks and evolution.

PubMed

Sheets, H D; Mitchell, C E

2001-01-01

A number of statistical tests have been developed to determine what type of dynamics underlie observed changes in morphology in evolutionary time series, based on the pattern of change within the time series. The theory of the 'scaled maximum', the 'log-rate-interval' (LRI) method, and the Hurst exponent all operate on the same principle of comparing the maximum change, or rate of change, in the observed dataset to the maximum change expected of a random walk. Less change in a dataset than expected of a random walk has been interpreted as indicating stabilizing selection, while more change implies directional selection. The 'runs test' in contrast, operates on the sequencing of steps, rather than on excursion. Applications of these tests to computer generated, simulated time series of known dynamical form and various levels of additive noise indicate that there is a fundamental asymmetry in the rate of type II errors of the tests based on excursion: they are all highly sensitive to noise in models of directional selection that result in a linear trend within a time series, but are largely noise immune in the case of a simple model of stabilizing selection. Additionally, the LRI method has a lower sensitivity than originally claimed, due to the large range of LRI rates produced by random walks. Examination of the published results of these tests show that they have seldom produced a conclusion that an observed evolutionary time series was due to directional selection, a result which needs closer examination in light of the asymmetric response of these tests.

Paleoclimate networks: a concept meeting central challenges in the reconstruction of paleoclimate dynamics

NASA Astrophysics Data System (ADS)

Rehfeld, Kira; Goswami, Bedartha; Marwan, Norbert; Breitenbach, Sebastian; Kurths, Jürgen

2013-04-01

Statistical analysis of dependencies amongst paleoclimate data helps to infer on the climatic processes they reflect. Three key challenges have to be addressed, however: the datasets are heterogeneous in time (i) and space (ii), and furthermore time itself is a variable that needs to be reconstructed, which (iii) introduces additional uncertainties. To address these issues in a flexible way we developed the paleoclimate network framework, inspired by the increasing application of complex networks in climate research. Nodes in the paleoclimate network represent a paleoclimate archive, and an associated time series. Links between these nodes are assigned, if these time series are significantly similar. Therefore, the base of the paleoclimate network is formed by linear and nonlinear estimators for Pearson correlation, mutual information and event synchronization, which quantify similarity from irregularly sampled time series. Age uncertainties are propagated into the final network analysis using time series ensembles which reflect the uncertainty. We discuss how spatial heterogeneity influences the results obtained from network measures, and demonstrate the power of the approach by inferring teleconnection variability of the Asian summer monsoon for the past 1000 years.

Multiscale entropy-based methods for heart rate variability complexity analysis

NASA Astrophysics Data System (ADS)

Silva, Luiz Eduardo Virgilio; Cabella, Brenno Caetano Troca; Neves, Ubiraci Pereira da Costa; Murta Junior, Luiz Otavio

2015-03-01

Physiologic complexity is an important concept to characterize time series from biological systems, which associated to multiscale analysis can contribute to comprehension of many complex phenomena. Although multiscale entropy has been applied to physiological time series, it measures irregularity as function of scale. In this study we purpose and evaluate a set of three complexity metrics as function of time scales. Complexity metrics are derived from nonadditive entropy supported by generation of surrogate data, i.e. SDiffqmax, qmax and qzero. In order to access accuracy of proposed complexity metrics, receiver operating characteristic (ROC) curves were built and area under the curves was computed for three physiological situations. Heart rate variability (HRV) time series in normal sinus rhythm, atrial fibrillation, and congestive heart failure data set were analyzed. Results show that proposed metric for complexity is accurate and robust when compared to classic entropic irregularity metrics. Furthermore, SDiffqmax is the most accurate for lower scales, whereas qmax and qzero are the most accurate when higher time scales are considered. Multiscale complexity analysis described here showed potential to assess complex physiological time series and deserves further investigation in wide context.

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

PubMed

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

2009-01-01

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

Wavelet-based time series bootstrap model for multidecadal streamflow simulation using climate indicators

NASA Astrophysics Data System (ADS)

Erkyihun, Solomon Tassew; Rajagopalan, Balaji; Zagona, Edith; Lall, Upmanu; Nowak, Kenneth

2016-05-01

A model to generate stochastic streamflow projections conditioned on quasi-oscillatory climate indices such as Pacific Decadal Oscillation (PDO) and Atlantic Multi-decadal Oscillation (AMO) is presented. Recognizing that each climate index has underlying band-limited components that contribute most of the energy of the signals, we first pursue a wavelet decomposition of the signals to identify and reconstruct these features from annually resolved historical data and proxy based paleoreconstructions of each climate index covering the period from 1650 to 2012. A K-Nearest Neighbor block bootstrap approach is then developed to simulate the total signal of each of these climate index series while preserving its time-frequency structure and marginal distributions. Finally, given the simulated climate signal time series, a K-Nearest Neighbor bootstrap is used to simulate annual streamflow series conditional on the joint state space defined by the simulated climate index for each year. We demonstrate this method by applying it to simulation of streamflow at Lees Ferry gauge on the Colorado River using indices of two large scale climate forcings: Pacific Decadal Oscillation (PDO) and Atlantic Multi-decadal Oscillation (AMO), which are known to modulate the Colorado River Basin (CRB) hydrology at multidecadal time scales. Skill in stochastic simulation of multidecadal projections of flow using this approach is demonstrated.

Multivariate exploration of non-intrusive load monitoring via spatiotemporal pattern network

DOE PAGES

Liu, Chao; Akintayo, Adedotun; Jiang, Zhanhong; ...

2017-12-18

Non-intrusive load monitoring (NILM) of electrical demand for the purpose of identifying load components has thus far mostly been studied using univariate data, e.g., using only whole building electricity consumption time series to identify a certain type of end-use such as lighting load. However, using additional variables in the form of multivariate time series data may provide more information in terms of extracting distinguishable features in the context of energy disaggregation. In this work, a novel probabilistic graphical modeling approach, namely the spatiotemporal pattern network (STPN) is proposed for energy disaggregation using multivariate time-series data. The STPN framework is shownmore » to be capable of handling diverse types of multivariate time-series to improve the energy disaggregation performance. The technique outperforms the state of the art factorial hidden Markov models (FHMM) and combinatorial optimization (CO) techniques in multiple real-life test cases. Furthermore, based on two homes' aggregate electric consumption data, a similarity metric is defined for the energy disaggregation of one home using a trained model based on the other home (i.e., out-of-sample case). The proposed similarity metric allows us to enhance scalability via learning supervised models for a few homes and deploying such models to many other similar but unmodeled homes with significantly high disaggregation accuracy.« less

A scan statistic for identifying optimal risk windows in vaccine safety studies using self-controlled case series design.

PubMed

Xu, Stanley; Hambidge, Simon J; McClure, David L; Daley, Matthew F; Glanz, Jason M

2013-08-30

In the examination of the association between vaccines and rare adverse events after vaccination in postlicensure observational studies, it is challenging to define appropriate risk windows because prelicensure RCTs provide little insight on the timing of specific adverse events. Past vaccine safety studies have often used prespecified risk windows based on prior publications, biological understanding of the vaccine, and expert opinion. Recently, a data-driven approach was developed to identify appropriate risk windows for vaccine safety studies that use the self-controlled case series design. This approach employs both the maximum incidence rate ratio and the linear relation between the estimated incidence rate ratio and the inverse of average person time at risk, given a specified risk window. In this paper, we present a scan statistic that can identify appropriate risk windows in vaccine safety studies using the self-controlled case series design while taking into account the dependence of time intervals within an individual and while adjusting for time-varying covariates such as age and seasonality. This approach uses the maximum likelihood ratio test based on fixed-effects models, which has been used for analyzing data from self-controlled case series design in addition to conditional Poisson models. Copyright © 2013 John Wiley & Sons, Ltd.

A Method to Assess Seasonality of Urinary Tract Infections Based on Medication Sales and Google Trends

PubMed Central

Lambert, Bruno; Flahault, Antoine; Chartier-Kastler, Emmanuel; Hanslik, Thomas

2013-01-01

Background Despite the fact that urinary tract infection (UTI) is a very frequent disease, little is known about its seasonality in the community. Methods and Findings To estimate seasonality of UTI using multiple time series constructed with available proxies of UTI. Eight time series based on two databases were used: sales of urinary antibacterial medications reported by a panel of pharmacy stores in France between 2000 and 2012, and search trends on the Google search engine for UTI-related terms between 2004 and 2012 in France, Germany, Italy, the USA, China, Australia and Brazil. Differences between summers and winters were statistically assessed with the Mann-Whitney test. We evaluated seasonality by applying the Harmonics Product Spectrum on Fast Fourier Transform. Seven time series out of eight displayed a significant increase in medication sales or web searches in the summer compared to the winter, ranging from 8% to 20%. The eight time series displayed a periodicity of one year. Annual increases were seen in the summer for UTI drug sales in France and Google searches in France, the USA, Germany, Italy, and China. Increases occurred in the austral summer for Google searches in Brazil and Australia. Conclusions An annual seasonality of UTIs was evidenced in seven different countries, with peaks during the summer. PMID:24204587

An Efficient Interval Type-2 Fuzzy CMAC for Chaos Time-Series Prediction and Synchronization.

PubMed

Lee, Ching-Hung; Chang, Feng-Yu; Lin, Chih-Min

2014-03-01

This paper aims to propose a more efficient control algorithm for chaos time-series prediction and synchronization. A novel type-2 fuzzy cerebellar model articulation controller (T2FCMAC) is proposed. In some special cases, this T2FCMAC can be reduced to an interval type-2 fuzzy neural network, a fuzzy neural network, and a fuzzy cerebellar model articulation controller (CMAC). So, this T2FCMAC is a more generalized network with better learning ability, thus, it is used for the chaos time-series prediction and synchronization. Moreover, this T2FCMAC realizes the un-normalized interval type-2 fuzzy logic system based on the structure of the CMAC. It can provide better capabilities for handling uncertainty and more design degree of freedom than traditional type-1 fuzzy CMAC. Unlike most of the interval type-2 fuzzy system, the type-reduction of T2FCMAC is bypassed due to the property of un-normalized interval type-2 fuzzy logic system. This causes T2FCMAC to have lower computational complexity and is more practical. For chaos time-series prediction and synchronization applications, the training architectures with corresponding convergence analyses and optimal learning rates based on Lyapunov stability approach are introduced. Finally, two illustrated examples are presented to demonstrate the performance of the proposed T2FCMAC.

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

PubMed Central

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

2017-01-01

for many decades, there has been a general perception in the literature that Fourier methods are not suitable for the analysis of nonlinear and non-stationary data. In this paper, we propose a novel and adaptive Fourier decomposition method (FDM), based on the Fourier theory, and demonstrate its efficacy for the analysis of nonlinear and non-stationary time series. The proposed FDM decomposes any data into a small number of ‘Fourier intrinsic band functions’ (FIBFs). The FDM presents a generalized Fourier expansion with variable amplitudes and variable frequencies of a time series by the Fourier method itself. We propose an idea of zero-phase filter bank-based multivariate FDM (MFDM), for the analysis of multivariate nonlinear and non-stationary time series, using the FDM. We also present an algorithm to obtain cut-off frequencies for MFDM. The proposed MFDM generates a finite number of band-limited multivariate FIBFs (MFIBFs). The MFDM preserves some intrinsic physical properties of the multivariate data, such as scale alignment, trend and instantaneous frequency. The proposed methods provide a time–frequency–energy (TFE) distribution that reveals the intrinsic structure of a data. Numerical computations and simulations have been carried out and comparison is made with the empirical mode decomposition algorithms. PMID:28413352

Coastline detection with time series of SAR images

NASA Astrophysics Data System (ADS)

Ao, Dongyang; Dumitru, Octavian; Schwarz, Gottfried; Datcu, Mihai

2017-10-01

For maritime remote sensing, coastline detection is a vital task. With continuous coastline detection results from satellite image time series, the actual shoreline, the sea level, and environmental parameters can be observed to support coastal management and disaster warning. Established coastline detection methods are often based on SAR images and wellknown image processing approaches. These methods involve a lot of complicated data processing, which is a big challenge for remote sensing time series. Additionally, a number of SAR satellites operating with polarimetric capabilities have been launched in recent years, and many investigations of target characteristics in radar polarization have been performed. In this paper, a fast and efficient coastline detection method is proposed which comprises three steps. First, we calculate a modified correlation coefficient of two SAR images of different polarization. This coefficient differs from the traditional computation where normalization is needed. Through this modified approach, the separation between sea and land becomes more prominent. Second, we set a histogram-based threshold to distinguish between sea and land within the given image. The histogram is derived from the statistical distribution of the polarized SAR image pixel amplitudes. Third, we extract continuous coastlines using a Canny image edge detector that is rather immune to speckle noise. Finally, the individual coastlines derived from time series of .SAR images can be checked for changes.

Multivariate exploration of non-intrusive load monitoring via spatiotemporal pattern network

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

Liu, Chao; Akintayo, Adedotun; Jiang, Zhanhong

Non-intrusive load monitoring (NILM) of electrical demand for the purpose of identifying load components has thus far mostly been studied using univariate data, e.g., using only whole building electricity consumption time series to identify a certain type of end-use such as lighting load. However, using additional variables in the form of multivariate time series data may provide more information in terms of extracting distinguishable features in the context of energy disaggregation. In this work, a novel probabilistic graphical modeling approach, namely the spatiotemporal pattern network (STPN) is proposed for energy disaggregation using multivariate time-series data. The STPN framework is shownmore » to be capable of handling diverse types of multivariate time-series to improve the energy disaggregation performance. The technique outperforms the state of the art factorial hidden Markov models (FHMM) and combinatorial optimization (CO) techniques in multiple real-life test cases. Furthermore, based on two homes' aggregate electric consumption data, a similarity metric is defined for the energy disaggregation of one home using a trained model based on the other home (i.e., out-of-sample case). The proposed similarity metric allows us to enhance scalability via learning supervised models for a few homes and deploying such models to many other similar but unmodeled homes with significantly high disaggregation accuracy.« less

Sensitivity analysis of machine-learning models of hydrologic time series

NASA Astrophysics Data System (ADS)

O'Reilly, A. M.

2017-12-01

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

Synthesis of Natural Electric and Magnetic Time Series Using Impulse Responses of Inter-station Transfer Functions and a Reference

NASA Astrophysics Data System (ADS)

Wang, H.; Cheng, J.

2017-12-01

A method to Synthesis natural electric and magnetic Time series is proposed whereby the time series of local site are derived using an Impulse Response and a reference (STIR). The method is based on the assumption that the external source of magnetic fields are uniform, and the electric and magnetic fields acquired at the surface satisfy a time-independent linear relation in frequency domain.According to the convolution theorem, we can synthesize natural electric and magnetic time series using the impulse responses of inter-station transfer functions with a reference. Applying this method, two impulse responses need to be estimated: the quasi-MT impulse response tensor and the horizontal magnetic impulse response tensor. These impulse response tensors relate the local horizontal electric and magnetic components with the horizontal magnetic components at a reference site, respectively. Some clean segments of times series are selected to estimate impulse responses by using least-square (LS) method. STIR is similar with STIN (Wang, 2017), but STIR does not need to estimate the inter-station transfer functions, and the synthesized data are more accurate in high frequency, where STIN fails when the inter-station transfer functions are contaminated severely. A test with good quality of MT data shows that synthetic time-series are similar to natural electric and magnetic time series. For contaminated AMT example, when this method is used to remove noise present at the local site, the scatter of MT sounding curves are clear reduced, and the data quality are improved. *This work is funded by National Key R&D Program of China(2017YFC0804105),National Natural Science Foundation of China (41604064, 51574250), State Key Laboratory of Coal Resources and Safe Mining ,China University of Mining & Technology,(SKLCRSM16DC09)

Time series regression-based pairs trading in the Korean equities market

NASA Astrophysics Data System (ADS)

Kim, Saejoon; Heo, Jun

2017-07-01

Pairs trading is an instance of statistical arbitrage that relies on heavy quantitative data analysis to profit by capitalising low-risk trading opportunities provided by anomalies of related assets. A key element in pairs trading is the rule by which open and close trading triggers are defined. This paper investigates the use of time series regression to define the rule which has previously been identified with fixed threshold-based approaches. Empirical results indicate that our approach may yield significantly increased excess returns compared to ones obtained by previous approaches on large capitalisation stocks in the Korean equities market.

Univariate Time Series Prediction of Solar Power Using a Hybrid Wavelet-ARMA-NARX Prediction Method

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

Nazaripouya, Hamidreza; Wang, Yubo; Chu, Chi-Cheng

This paper proposes a new hybrid method for super short-term solar power prediction. Solar output power usually has a complex, nonstationary, and nonlinear characteristic due to intermittent and time varying behavior of solar radiance. In addition, solar power dynamics is fast and is inertia less. An accurate super short-time prediction is required to compensate for the fluctuations and reduce the impact of solar power penetration on the power system. The objective is to predict one step-ahead solar power generation based only on historical solar power time series data. The proposed method incorporates discrete wavelet transform (DWT), Auto-Regressive Moving Average (ARMA)more » models, and Recurrent Neural Networks (RNN), while the RNN architecture is based on Nonlinear Auto-Regressive models with eXogenous inputs (NARX). The wavelet transform is utilized to decompose the solar power time series into a set of richer-behaved forming series for prediction. ARMA model is employed as a linear predictor while NARX is used as a nonlinear pattern recognition tool to estimate and compensate the error of wavelet-ARMA prediction. The proposed method is applied to the data captured from UCLA solar PV panels and the results are compared with some of the common and most recent solar power prediction methods. The results validate the effectiveness of the proposed approach and show a considerable improvement in the prediction precision.« less

Towards a New Generation of Time-Series Visualization Tools in the ESA Heliophysics Science Archives

NASA Astrophysics Data System (ADS)

Perez, H.; Martinez, B.; Cook, J. P.; Herment, D.; Fernandez, M.; De Teodoro, P.; Arnaud, M.; Middleton, H. R.; Osuna, P.; Arviset, C.

2017-12-01

During the last decades a varied set of Heliophysics missions have allowed the scientific community to gain a better knowledge on the solar atmosphere and activity. The remote sensing images of missions such as SOHO have paved the ground for Helio-based spatial data visualization software such as JHelioViewer/Helioviewer. On the other hand, the huge amount of in-situ measurements provided by other missions such as Cluster provide a wide base for plot visualization software whose reach is still far from being fully exploited. The Heliophysics Science Archives within the ESAC Science Data Center (ESDC) already provide a first generation of tools for time-series visualization focusing on each mission's needs: visualization of quicklook plots, cross-calibration time series, pre-generated/on-demand multi-plot stacks (Cluster), basic plot zoom in/out options (Ulysses) and easy navigation through the plots in time (Ulysses, Cluster, ISS-Solaces). However, as the needs evolve and the scientists involved in new missions require to plot multi-variable data, heat maps stacks interactive synchronization and axis variable selection among other improvements. The new Heliophysics archives (such as Solar Orbiter) and the evolution of existing ones (Cluster) intend to address these new challenges. This paper provides an overview of the different approaches for visualizing time-series followed within the ESA Heliophysics Archives and their foreseen evolution.

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

PubMed

Li, Shuying; Zhuang, Jun; Shen, Shifei

2017-07-01

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

The ANTARES observation network

NASA Astrophysics Data System (ADS)

Dogliotti, Ana I.; Ulloa, Osvaldo; Muller-Karger, Frank; Hu, Chuanmin; Murch, Brock; Taylor, Charles; Yuras, Gabriel; Kampel, Milton; Lutz, Vivian; Gaeta, Salvador; Gagliardini, Domingo A.; Garcia, Carlos A. E.; Klein, Eduardo; Helbling, Walter; Varela, Ramon; Barbieri, Elena; Negri, Ruben; Frouin, Robert; Sathyendranath, Shubha; Platt, Trevor

2005-08-01

The ANTARES network seeks to understand the variability of the coastal environment on a continental scale and the local, regional, and global factors and processes that effect this change. The focus are coastal zones of South America and the Caribbean Sea. The initial approach includes developing time series of in situ and satellite-based environmental observations in coastal and oceanic regions. The network is constituted by experts that seek to exchange ideas, develop an infrastructure for mutual logistical and knowledge support, and link in situ time series of observations located around the Americas with real-time and historical satellite-derived time series of relevant products. A major objective is to generate information that will be distributed publicly and openly in the service of coastal ocean research, resource management, science-based policy making and education in the Americas. As a first stage, the network has linked oceanographic time series located in Argentina, Brazil, Chile and Venezuela. The group has also developed an online tool to examine satellite data collected with sensors such as NASA's MODIS. Specifically, continental-scale high-resolution (1 km) maps of chlorophyll and of sea surface temperature are generated and served daily over the web according to specifications of users within the ANTARES network. Other satellite-derived variables will be added as support for the network is solidified. ANTARES serves data and offers simple analysis tools that anyone can use with the ultimate goal of improving coastal assessments, management and policies.

Complex effusive events at Kilauea as documented by the GOES satellite and remote video cameras

USGS Publications Warehouse

Harris, A.J.L.; Thornber, C.R.

1999-01-01

GOES provides thermal data for all of the Hawaiian volcanoes once every 15 min. We show how volcanic radiance time series produced from this data stream can be used as a simple measure of effusive activity. Two types of radiance trends in these time series can be used to monitor effusive activity: (a) Gradual variations in radiance reveal steady flow-field extension and tube development. (b) Discrete spikes correlate with short bursts of activity, such as lava fountaining or lava-lake overflows. We are confident that any effusive event covering more than 10,000 m2 of ground in less than 60 min will be unambiguously detectable using this approach. We demonstrate this capability using GOES, video camera and ground-based observational data for the current eruption of Kilauea volcano (Hawai'i). A GOES radiance time series was constructed from 3987 images between 19 June and 12 August 1997. This time series displayed 24 radiance spikes elevated more than two standard deviations above the mean; 19 of these are correlated with video-recorded short-burst effusive events. Less ambiguous events are interpreted, assessed and related to specific volcanic events by simultaneous use of permanently recording video camera data and ground-observer reports. The GOES radiance time series are automatically processed on data reception and made available in near-real-time, so such time series can contribute to three main monitoring functions: (a) automatically alerting major effusive events; (b) event confirmation and assessment; and (c) establishing effusive event chronology.

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

PubMed

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

2017-08-01

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

ReTrOS: a MATLAB toolbox for reconstructing transcriptional activity from gene and protein expression data.

PubMed

Minas, Giorgos; Momiji, Hiroshi; Jenkins, Dafyd J; Costa, Maria J; Rand, David A; Finkenstädt, Bärbel

2017-06-26

Given the development of high-throughput experimental techniques, an increasing number of whole genome transcription profiling time series data sets, with good temporal resolution, are becoming available to researchers. The ReTrOS toolbox (Reconstructing Transcription Open Software) provides MATLAB-based implementations of two related methods, namely ReTrOS-Smooth and ReTrOS-Switch, for reconstructing the temporal transcriptional activity profile of a gene from given mRNA expression time series or protein reporter time series. The methods are based on fitting a differential equation model incorporating the processes of transcription, translation and degradation. The toolbox provides a framework for model fitting along with statistical analyses of the model with a graphical interface and model visualisation. We highlight several applications of the toolbox, including the reconstruction of the temporal cascade of transcriptional activity inferred from mRNA expression data and protein reporter data in the core circadian clock in Arabidopsis thaliana, and how such reconstructed transcription profiles can be used to study the effects of different cell lines and conditions. The ReTrOS toolbox allows users to analyse gene and/or protein expression time series where, with appropriate formulation of prior information about a minimum of kinetic parameters, in particular rates of degradation, users are able to infer timings of changes in transcriptional activity. Data from any organism and obtained from a range of technologies can be used as input due to the flexible and generic nature of the model and implementation. The output from this software provides a useful analysis of time series data and can be incorporated into further modelling approaches or in hypothesis generation.

Measuring the self-similarity exponent in Lévy stable processes of financial time series

NASA Astrophysics Data System (ADS)

Fernández-Martínez, M.; Sánchez-Granero, M. A.; Trinidad Segovia, J. E.

2013-11-01

Geometric method-based procedures, which will be called GM algorithms herein, were introduced in [M.A. Sánchez Granero, J.E. Trinidad Segovia, J. García Pérez, Some comments on Hurst exponent and the long memory processes on capital markets, Phys. A 387 (2008) 5543-5551], to efficiently calculate the self-similarity exponent of a time series. In that paper, the authors showed empirically that these algorithms, based on a geometrical approach, are more accurate than the classical algorithms, especially with short length time series. The authors checked that GM algorithms are good when working with (fractional) Brownian motions. Moreover, in [J.E. Trinidad Segovia, M. Fernández-Martínez, M.A. Sánchez-Granero, A note on geometric method-based procedures to calculate the Hurst exponent, Phys. A 391 (2012) 2209-2214], a mathematical background for the validity of such procedures to estimate the self-similarity index of any random process with stationary and self-affine increments was provided. In particular, they proved theoretically that GM algorithms are also valid to explore long-memory in (fractional) Lévy stable motions. In this paper, we prove empirically by Monte Carlo simulation that GM algorithms are able to calculate accurately the self-similarity index in Lévy stable motions and find empirical evidence that they are more precise than the absolute value exponent (denoted by AVE onwards) and the multifractal detrended fluctuation analysis (MF-DFA) algorithms, especially with a short length time series. We also compare them with the generalized Hurst exponent (GHE) algorithm and conclude that both GM2 and GHE algorithms are the most accurate to study financial series. In addition to that, we provide empirical evidence, based on the accuracy of GM algorithms to estimate the self-similarity index in Lévy motions, that the evolution of the stocks of some international market indices, such as U.S. Small Cap and Nasdaq100, cannot be modelized by means of a Brownian motion.

Conjunction of wavelet transform and SOM-mutual information data pre-processing approach for AI-based Multi-Station nitrate modeling of watersheds

NASA Astrophysics Data System (ADS)

Nourani, Vahid; Andalib, Gholamreza; Dąbrowska, Dominika

2017-05-01

Accurate nitrate load predictions can elevate decision management of water quality of watersheds which affects to environment and drinking water. In this paper, two scenarios were considered for Multi-Station (MS) nitrate load modeling of the Little River watershed. In the first scenario, Markovian characteristics of streamflow-nitrate time series were proposed for the MS modeling. For this purpose, feature extraction criterion of Mutual Information (MI) was employed for input selection of artificial intelligence models (Feed Forward Neural Network, FFNN and least square support vector machine). In the second scenario for considering seasonality-based characteristics of the time series, wavelet transform was used to extract multi-scale features of streamflow-nitrate time series of the watershed's sub-basins to model MS nitrate loads. Self-Organizing Map (SOM) clustering technique which finds homogeneous sub-series clusters was also linked to MI for proper cluster agent choice to be imposed into the models for predicting the nitrate loads of the watershed's sub-basins. The proposed MS method not only considers the prediction of the outlet nitrate but also covers predictions of interior sub-basins nitrate load values. The results indicated that the proposed FFNN model coupled with the SOM-MI improved the performance of MS nitrate predictions compared to the Markovian-based models up to 39%. Overall, accurate selection of dominant inputs which consider seasonality-based characteristics of streamflow-nitrate process could enhance the efficiency of nitrate load predictions.

Enabling Web-Based Analysis of CUAHSI HIS Hydrologic Data Using R and Web Processing Services

NASA Astrophysics Data System (ADS)

Ames, D. P.; Kadlec, J.; Bayles, M.; Seul, M.; Hooper, R. P.; Cummings, B.

2015-12-01

The CUAHSI Hydrologic Information System (CUAHSI HIS) provides open access to a large number of hydrological time series observation and modeled data from many parts of the world. Several software tools have been designed to simplify searching and access to the CUAHSI HIS datasets. These software tools include: Desktop client software (HydroDesktop, HydroExcel), developer libraries (WaterML R Package, OWSLib, ulmo), and the new interactive search website, http://data.cuahsi.org. An issue with using the time series data from CUAHSI HIS for further analysis by hydrologists (for example for verification of hydrological and snowpack models) is the large heterogeneity of the time series data. The time series may be regular or irregular, contain missing data, have different time support, and be recorded in different units. R is a widely used computational environment for statistical analysis of time series and spatio-temporal data that can be used to assess fitness and perform scientific analyses on observation data. R includes the ability to record a data analysis in the form of a reusable script. The R script together with the input time series dataset can be shared with other users, making the analysis more reproducible. The major goal of this study is to examine the use of R as a Web Processing Service for transforming time series data from the CUAHSI HIS and sharing the results on the Internet within HydroShare. HydroShare is an online data repository and social network for sharing large hydrological data sets such as time series, raster datasets, and multi-dimensional data. It can be used as a permanent cloud storage space for saving the time series analysis results. We examine the issues associated with running R scripts online: including code validation, saving of outputs, reporting progress, and provenance management. An explicit goal is that the script which is run locally should produce exactly the same results as the script run on the Internet. Our design can be used as a model for other studies that need to run R scripts on the web.

HOMPRA Europe - A gridded precipitation data set from European homogenized time series

NASA Astrophysics Data System (ADS)

Rustemeier, Elke; Kapala, Alice; Meyer-Christoffer, Anja; Finger, Peter; Schneider, Udo; Venema, Victor; Ziese, Markus; Simmer, Clemens; Becker, Andreas

2017-04-01

Reliable monitoring data are essential for robust analyses of climate variability and, in particular, long-term trends. In this regard, a gridded, homogenized data set of monthly precipitation totals - HOMPRA Europe (HOMogenized PRecipitation Analysis of European in-situ data)- is presented. The data base consists of 5373 homogenized monthly time series, a carefully selected subset held by the Global Precipitation Climatology Centre (GPCC). The chosen series cover the period 1951-2005 and contain less than 10% missing values. Due to the large number of data, an automatic algorithm had to be developed for the homogenization of these precipitation series. In principal, the algorithm is based on three steps: * Selection of overlapping station networks in the same precipitation regime, based on rank correlation and Ward's method of minimal variance. Since the underlying time series should be as homogeneous as possible, the station selection is carried out by deterministic first derivation in order to reduce artificial influences. * The natural variability and trends were temporally removed by means of highly correlated neighboring time series to detect artificial break-points in the annual totals. This ensures that only artificial changes can be detected. The method is based on the algorithm of Caussinus and Mestre (2004). * In the last step, the detected breaks are corrected monthly by means of a multiple linear regression (Mestre, 2003). Due to the automation of the homogenization, the validation of the algorithm is essential. Therefore, the method was tested on artificial data sets. Additionally the sensitivity of the method was tested by varying the neighborhood series. If available in digitized form, the station history was also used to search for systematic errors in the jump detection. Finally, the actual HOMPRA Europe product is produced by interpolation of the homogenized series onto a 1° grid using one of the interpolation schems operationally at GPCC (Becker et al., 2013 and Schamm et al., 2014). Caussinus, H., und O. Mestre, 2004: Detection and correction of artificial shifts in climate series, Journal of the Royal, Statistical Society. Series C (Applied Statistics), 53(3), 405-425. Mestre, O., 2003: Correcting climate series using ANOVA technique, Proceedings of the fourth seminar Willmott, C.; Rowe, C. & Philpot, W., 1985: Small-scale climate maps: A sensitivity analysis of some common assumptions associated with grid-point interpolation and contouring The American Carthographer, 12, 5-16 Becker, A.; Finger, P.; Meyer-Christoffer, A.; Rudolf, B.; Schamm, K.; Schneider, U. & Ziese, M., 2013: A description of the global land-surface precipitation data products of the Global Precipitation Climatology Centre with sample applications including centennial (trend) analysis from 1901-present Earth System Science Data, 5, 71-99 Schamm, K.; Ziese, M.; Becker, A.; Finger, P.; Meyer-Christoffer, A.; Schneider, U.; Schröder, M. & Stender, P., 2014: Global gridded precipitation over land: a description of the new GPCC First Guess Daily product, Earth System Science Data, 6, 49-60

Ozone Time Series From GOMOS and SAGE II Measurements

NASA Astrophysics Data System (ADS)

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

2011-12-01

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

Reliability prediction of ontology-based service compositions using Petri net and time series models.

PubMed

Li, Jia; Xia, Yunni; Luo, Xin

2014-01-01

OWL-S, one of the most important Semantic Web service ontologies proposed to date, provides a core ontological framework and guidelines for describing the properties and capabilities of their web services in an unambiguous, computer interpretable form. Predicting the reliability of composite service processes specified in OWL-S allows service users to decide whether the process meets the quantitative quality requirement. In this study, we consider the runtime quality of services to be fluctuating and introduce a dynamic framework to predict the runtime reliability of services specified in OWL-S, employing the Non-Markovian stochastic Petri net (NMSPN) and the time series model. The framework includes the following steps: obtaining the historical response times series of individual service components; fitting these series with a autoregressive-moving-average-model (ARMA for short) and predicting the future firing rates of service components; mapping the OWL-S process into a NMSPN model; employing the predicted firing rates as the model input of NMSPN and calculating the normal completion probability as the reliability estimate. In the case study, a comparison between the static model and our approach based on experimental data is presented and it is shown that our approach achieves higher prediction accuracy.

Urbanization and Income Inequality in Post-Reform China: A Causal Analysis Based on Time Series Data

PubMed Central

Chen, Guo; Glasmeier, Amy K.; Zhang, Min; Shao, Yang

2016-01-01

This paper investigates the potential causal relationship(s) between China’s urbanization and income inequality since the start of the economic reform. Based on the economic theory of urbanization and income distribution, we analyze the annual time series of China’s urbanization rate and Gini index from 1978 to 2014. The results show that urbanization has an immediate alleviating effect on income inequality, as indicated by the negative relationship between the two time series at the same year (lag = 0). However, urbanization also seems to have a lagged aggravating effect on income inequality, as indicated by positive relationship between urbanization and the Gini index series at lag 1. Although the link between urbanization and income inequality is not surprising, the lagged aggravating effect of urbanization on the Gini index challenges the popular belief that urbanization in post-reform China generally helps reduce income inequality. At deeper levels, our results suggest an urgent need to focus on the social dimension of urbanization as China transitions to the next stage of modernization. Comprehensive social reforms must be prioritized to avoid a long-term economic dichotomy and permanent social segregation. PMID:27433966

Urbanization and Income Inequality in Post-Reform China: A Causal Analysis Based on Time Series Data.

PubMed

Chen, Guo; Glasmeier, Amy K; Zhang, Min; Shao, Yang

2016-01-01

This paper investigates the potential causal relationship(s) between China's urbanization and income inequality since the start of the economic reform. Based on the economic theory of urbanization and income distribution, we analyze the annual time series of China's urbanization rate and Gini index from 1978 to 2014. The results show that urbanization has an immediate alleviating effect on income inequality, as indicated by the negative relationship between the two time series at the same year (lag = 0). However, urbanization also seems to have a lagged aggravating effect on income inequality, as indicated by positive relationship between urbanization and the Gini index series at lag 1. Although the link between urbanization and income inequality is not surprising, the lagged aggravating effect of urbanization on the Gini index challenges the popular belief that urbanization in post-reform China generally helps reduce income inequality. At deeper levels, our results suggest an urgent need to focus on the social dimension of urbanization as China transitions to the next stage of modernization. Comprehensive social reforms must be prioritized to avoid a long-term economic dichotomy and permanent social segregation.

Rainfall height stochastic modelling as a support tool for landslides early warning

NASA Astrophysics Data System (ADS)

Capparelli, G.; Giorgio, M.; Greco, R.; Versace, P.

2009-04-01

Occurrence of landslides is uneasy to predict, since it is affected by a number of variables, such as mechanical and hydraulic soil properties, slope morphology, vegetation coverage, rainfall spatial and temporal variability. Although heavy landslides frequently occurred in Campania, southern Italy, during the last decade, no complete data sets are available for natural slopes where landslides occurred. As a consequence, landslide risk assessment procedures and early warning systems in Campania still rely on simple empirical models based on correlation between daily rainfall records and observed landslides, like FLAIR model [Versace et al., 2003]. Effectiveness of such systems could be improved by reliable quantitative rainfall prediction. In mountainous areas, rainfall spatial and temporal variability are very pronounced due to orographic effects, making predictions even more complicated. Existing rain gauge networks are not dense enough to resolve the small scale spatial variability, and the same limitation of spatial resolution affects rainfall height maps provided by radar sensors as well as by meteorological physically based models. Therefore, analysis of on-site recorded rainfall height time series still represents the most effective approach for a reliable prediction of local temporal evolution of rainfall. Hydrological time series analysis is a widely studied field in hydrology, often carried out by means of autoregressive models, such as AR and ARMA [Box and Jenkins, 1976]. Sometimes exogenous information coming from additional series of observations is also taken into account, and the models are called ARX and ARMAX (e.g. Salas [1992]). Such models gave the best results when applied to the analysis of autocorrelated hydrological time series, like river flow or level time series. Conversely, they are not able to model the behaviour of intermittent time series, like point rainfall height series usually are, especially when recorded with short sampling time intervals. More useful for this issue are the so-called DRIP (Disaggregated Rectangular Intensity Pulse) and NSRP (Neymann-Scott Rectangular Pulse) model [Heneker et al., 2001; Cowpertwait et al., 2002], usually adopted to generate synthetic point rainfall series. In this paper, the DRIP model approach is adopted in conjunction with FLAIR model to calculate the probability of flowslides occurrence. The final aim of the study is in fact to provide a useful tool to implement an early warning system for hydrogeological risk management. Model calibration has been carried out with hourly rainfall hieght data provided by the rain gauges of Campania Region civil protection agency meteorological warning network. So far, the model has been applied only to data series recorded at a single rain gauge. Future extension will deal with spatial correlation between time series recorded at different gauges. ACKNOWLEDGEMENTS The research was co-financed by the Italian Ministry of University, by means of the PRIN 2006 PRIN program, within the research project entitled ‘Definition of critical rainfall thresholds for destructive landslides for civil protection purposes'. REFERENCES Box, G.E.P. and Jenkins, G.M., 1976. Time Series Analysis Forecasting and Control, Holden-Day, San Francisco. Cowpertwait, P.S.P., Kilsby, C.G. and O'Connell, P.E., 2002. A space-time Neyman-Scott model of rainfall: Empirical analysis of extremes, Water Resources Research, 38(8):1-14. Salas, J.D., 1992. Analysis and modeling of hydrological time series, in D.R. Maidment, ed., Handbook of Hydrology, McGraw-Hill, New York. Heneker, T.M., Lambert, M.F. and Kuczera G., 2001. A point rainfall model for risk-based design, Journal of Hydrology, 247(1-2):54-71. Versace, P., Sirangelo. B. and Capparelli, G., 2003. Forewarning model of landslides triggered by rainfall. Proc. 3rd International Conference on Debris-Flow Hazards Mitigation: Mechanics, Prediction and Assessment, Davos.

Utilization of Historic Information in an Optimisation Task

NASA Technical Reports Server (NTRS)

Boesser, T.

1984-01-01

One of the basic components of a discrete model of motor behavior and decision making, which describes tracking and supervisory control in unitary terms, is assumed to be a filtering mechanism which is tied to the representational principles of human memory for time-series information. In a series of experiments subjects used the time-series information with certain significant limitations: there is a range-effect; asymmetric distributions seem to be recognized, but it does not seem to be possible to optimize performance based on skewed distributions. Thus there is a transformation of the displayed data between the perceptual system and representation in memory involving a loss of information. This rules out a number of representational principles for time-series information in memory and fits very well into the framework of a comprehensive discrete model for control of complex systems, modelling continuous control (tracking), discrete responses, supervisory behavior and learning.

PSO-MISMO modeling strategy for multistep-ahead time series prediction.

PubMed

Bao, Yukun; Xiong, Tao; Hu, Zhongyi

2014-05-01

Multistep-ahead time series prediction is one of the most challenging research topics in the field of time series modeling and prediction, and is continually under research. Recently, the multiple-input several multiple-outputs (MISMO) modeling strategy has been proposed as a promising alternative for multistep-ahead time series prediction, exhibiting advantages compared with the two currently dominating strategies, the iterated and the direct strategies. Built on the established MISMO strategy, this paper proposes a particle swarm optimization (PSO)-based MISMO modeling strategy, which is capable of determining the number of sub-models in a self-adaptive mode, with varying prediction horizons. Rather than deriving crisp divides with equal-size s prediction horizons from the established MISMO, the proposed PSO-MISMO strategy, implemented with neural networks, employs a heuristic to create flexible divides with varying sizes of prediction horizons and to generate corresponding sub-models, providing considerable flexibility in model construction, which has been validated with simulated and real datasets.

Time series analysis for psychological research: examining and forecasting change

PubMed Central

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

2015-01-01

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

GATE: software for the analysis and visualization of high-dimensional time series expression data.

PubMed

MacArthur, Ben D; Lachmann, Alexander; Lemischka, Ihor R; Ma'ayan, Avi

2010-01-01

We present Grid Analysis of Time series Expression (GATE), an integrated computational software platform for the analysis and visualization of high-dimensional biomolecular time series. GATE uses a correlation-based clustering algorithm to arrange molecular time series on a two-dimensional hexagonal array and dynamically colors individual hexagons according to the expression level of the molecular component to which they are assigned, to create animated movies of systems-level molecular regulatory dynamics. In order to infer potential regulatory control mechanisms from patterns of correlation, GATE also allows interactive interroga-tion of movies against a wide variety of prior knowledge datasets. GATE movies can be paused and are interactive, allowing users to reconstruct networks and perform functional enrichment analyses. Movies created with GATE can be saved in Flash format and can be inserted directly into PDF manuscript files as interactive figures. GATE is available for download and is free for academic use from http://amp.pharm.mssm.edu/maayan-lab/gate.htm

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

PubMed

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

2015-01-01

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

Boolean network identification from perturbation time series data combining dynamics abstraction and logic programming.

PubMed

Ostrowski, M; Paulevé, L; Schaub, T; Siegel, A; Guziolowski, C

2016-11-01

Boolean networks (and more general logic models) are useful frameworks to study signal transduction across multiple pathways. Logic models can be learned from a prior knowledge network structure and multiplex phosphoproteomics data. However, most efficient and scalable training methods focus on the comparison of two time-points and assume that the system has reached an early steady state. In this paper, we generalize such a learning procedure to take into account the time series traces of phosphoproteomics data in order to discriminate Boolean networks according to their transient dynamics. To that end, we identify a necessary condition that must be satisfied by the dynamics of a Boolean network to be consistent with a discretized time series trace. Based on this condition, we use Answer Set Programming to compute an over-approximation of the set of Boolean networks which fit best with experimental data and provide the corresponding encodings. Combined with model-checking approaches, we end up with a global learning algorithm. Our approach is able to learn logic models with a true positive rate higher than 78% in two case studies of mammalian signaling networks; for a larger case study, our method provides optimal answers after 7min of computation. We quantified the gain in our method predictions precision compared to learning approaches based on static data. Finally, as an application, our method proposes erroneous time-points in the time series data with respect to the optimal learned logic models. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.

A morphological perceptron with gradient-based learning for Brazilian stock market forecasting.

PubMed

Araújo, Ricardo de A

2012-04-01

Several linear and non-linear techniques have been proposed to solve the stock market forecasting problem. However, a limitation arises from all these techniques and is known as the random walk dilemma (RWD). In this scenario, forecasts generated by arbitrary models have a characteristic one step ahead delay with respect to the time series values, so that, there is a time phase distortion in stock market phenomena reconstruction. In this paper, we propose a suitable model inspired by concepts in mathematical morphology (MM) and lattice theory (LT). This model is generically called the increasing morphological perceptron (IMP). Also, we present a gradient steepest descent method to design the proposed IMP based on ideas from the back-propagation (BP) algorithm and using a systematic approach to overcome the problem of non-differentiability of morphological operations. Into the learning process we have included a procedure to overcome the RWD, which is an automatic correction step that is geared toward eliminating time phase distortions that occur in stock market phenomena. Furthermore, an experimental analysis is conducted with the IMP using four complex non-linear problems of time series forecasting from the Brazilian stock market. Additionally, two natural phenomena time series are used to assess forecasting performance of the proposed IMP with other non financial time series. At the end, the obtained results are discussed and compared to results found using models recently proposed in the literature. Copyright © 2011 Elsevier Ltd. All rights reserved.

Clock Synchronization Through Time-Variant Underwater Acoustic Channels

DTIC Science & Technology

2012-09-01

stage, we analyze a series of chirp responses to identify the least time -varying multipath present in the channel between the two nodes. Based on the... based on the detected arrivals and determines the most stable one based on the correlation coefficient of a model fit to the time -of-arrival estimates...short periods of time . Nevertheless, signal fluctuations can occur due to transceiver motion or inherent changes within the propagation medium

River flow prediction using hybrid models of support vector regression with the wavelet transform, singular spectrum analysis and chaotic approach

NASA Astrophysics Data System (ADS)

Baydaroğlu, Özlem; Koçak, Kasım; Duran, Kemal

2018-06-01

Prediction of water amount that will enter the reservoirs in the following month is of vital importance especially for semi-arid countries like Turkey. Climate projections emphasize that water scarcity will be one of the serious problems in the future. This study presents a methodology for predicting river flow for the subsequent month based on the time series of observed monthly river flow with hybrid models of support vector regression (SVR). Monthly river flow over the period 1940-2012 observed for the Kızılırmak River in Turkey has been used for training the method, which then has been applied for predictions over a period of 3 years. SVR is a specific implementation of support vector machines (SVMs), which transforms the observed input data time series into a high-dimensional feature space (input matrix) by way of a kernel function and performs a linear regression in this space. SVR requires a special input matrix. The input matrix was produced by wavelet transforms (WT), singular spectrum analysis (SSA), and a chaotic approach (CA) applied to the input time series. WT convolutes the original time series into a series of wavelets, and SSA decomposes the time series into a trend, an oscillatory and a noise component by singular value decomposition. CA uses a phase space formed by trajectories, which represent the dynamics producing the time series. These three methods for producing the input matrix for the SVR proved successful, while the SVR-WT combination resulted in the highest coefficient of determination and the lowest mean absolute error.

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.

Sustainability Logistics Basing - Science and Technology Objective - Demonstration; Industry Assessment and Demonstration Final Report

DTIC Science & Technology

2017-08-14

the time for reviewing instructions, searching existing data sources, gathering and maintaining the data needed, and completing and reviewing this...place; c) Site visits took place for two of the candidate technologies, T- SERIES by ZeroBase and Sol-Char by the University of Colorado, within the...visits during the planned timeframe within the SLB-STO-D master plan; d) The T- Series by Zero-Base appears to be the most mature of all the industry

Advanced Space Shuttle simulation model

NASA Technical Reports Server (NTRS)

Tatom, F. B.; Smith, S. R.

1982-01-01

A non-recursive model (based on von Karman spectra) for atmospheric turbulence along the flight path of the shuttle orbiter was developed. It provides for simulation of instantaneous vertical and horizontal gusts at the vehicle center-of-gravity, and also for simulation of instantaneous gusts gradients. Based on this model the time series for both gusts and gust gradients were generated and stored on a series of magnetic tapes, entitled Shuttle Simulation Turbulence Tapes (SSTT). The time series are designed to represent atmospheric turbulence from ground level to an altitude of 120,000 meters. A description of the turbulence generation procedure is provided. The results of validating the simulated turbulence are described. Conclusions and recommendations are presented. One-dimensional von Karman spectra are tabulated, while a discussion of the minimum frequency simulated is provided. The results of spectral and statistical analyses of the SSTT are presented.

Modeling pollen time series using seasonal-trend decomposition procedure based on LOESS smoothing

NASA Astrophysics Data System (ADS)

Rojo, Jesús; Rivero, Rosario; Romero-Morte, Jorge; Fernández-González, Federico; Pérez-Badia, Rosa

2017-02-01

Analysis of airborne pollen concentrations provides valuable information on plant phenology and is thus a useful tool in agriculture—for predicting harvests in crops such as the olive and for deciding when to apply phytosanitary treatments—as well as in medicine and the environmental sciences. Variations in airborne pollen concentrations, moreover, are indicators of changing plant life cycles. By modeling pollen time series, we can not only identify the variables influencing pollen levels but also predict future pollen concentrations. In this study, airborne pollen time series were modeled using a seasonal-trend decomposition procedure based on LOcally wEighted Scatterplot Smoothing (LOESS) smoothing (STL). The data series—daily Poaceae pollen concentrations over the period 2006-2014—was broken up into seasonal and residual (stochastic) components. The seasonal component was compared with data on Poaceae flowering phenology obtained by field sampling. Residuals were fitted to a model generated from daily temperature and rainfall values, and daily pollen concentrations, using partial least squares regression (PLSR). This method was then applied to predict daily pollen concentrations for 2014 (independent validation data) using results for the seasonal component of the time series and estimates of the residual component for the period 2006-2013. Correlation between predicted and observed values was r = 0.79 (correlation coefficient) for the pre-peak period (i.e., the period prior to the peak pollen concentration) and r = 0.63 for the post-peak period. Separate analysis of each of the components of the pollen data series enables the sources of variability to be identified more accurately than by analysis of the original non-decomposed data series, and for this reason, this procedure has proved to be a suitable technique for analyzing the main environmental factors influencing airborne pollen concentrations.

Building Change Detection in Very High Resolution Satellite Stereo Image Time Series

NASA Astrophysics Data System (ADS)

Tian, J.; Qin, R.; Cerra, D.; Reinartz, P.

2016-06-01

There is an increasing demand for robust methods on urban sprawl monitoring. The steadily increasing number of high resolution and multi-view sensors allows producing datasets with high temporal and spatial resolution; however, less effort has been dedicated to employ very high resolution (VHR) satellite image time series (SITS) to monitor the changes in buildings with higher accuracy. In addition, these VHR data are often acquired from different sensors. The objective of this research is to propose a robust time-series data analysis method for VHR stereo imagery. Firstly, the spatial-temporal information of the stereo imagery and the Digital Surface Models (DSMs) generated from them are combined, and building probability maps (BPM) are calculated for all acquisition dates. In the second step, an object-based change analysis is performed based on the derivative features of the BPM sets. The change consistence between object-level and pixel-level are checked to remove any outlier pixels. Results are assessed on six pairs of VHR satellite images acquired within a time span of 7 years. The evaluation results have proved the efficiency of the proposed method.

Polar motion excitation analysis due to global continental water redistribution

NASA Astrophysics Data System (ADS)

Fernandez, L.; Schuh, H.

2006-10-01

We present the results obtained when studying the hydrological excitation of the Earth‘s wobble due to global redistribution of continental water storage. This work was performed in two steps. First, we computed the hydrological angular momentum (HAM) time series based on the global hydrological model LaD (Land Dynamics model) for the period 1980 till 2004. Then, we compared the effectiveness of this excitation by analysing the residuals of the geodetic time series after removing atmospheric and oceanic contributions with the respective hydrological ones. The emphasis was put on low frequency variations. We also present a comparison of HAM time series from LaD with respect to that one from a global model based on the assimilated soil moisture and snow accumulation data from NCEP/NCAR (The National Center for Environmental Prediction/The National Center for Atmospheric Research) reanalysis. Finally, we evaluate the performance of LaD model in closing the polar motion budget at seasonal periods in comparison with the NCEP and the Land Data Assimilation System (LDAS) models.

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

NASA Astrophysics Data System (ADS)

Teng, Yue; Shang, Pengjian

2018-01-01

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

Zernike ultrasonic tomography for fluid velocity imaging based on pipeline intrusive time-of-flight measurements.

PubMed

Besic, Nikola; Vasile, Gabriel; Anghel, Andrei; Petrut, Teodor-Ion; Ioana, Cornel; Stankovic, Srdjan; Girard, Alexandre; d'Urso, Guy

2014-11-01

In this paper, we propose a novel ultrasonic tomography method for pipeline flow field imaging, based on the Zernike polynomial series. Having intrusive multipath time-offlight ultrasonic measurements (difference in flight time and speed of ultrasound) at the input, we provide at the output tomograms of the fluid velocity components (axial, radial, and orthoradial velocity). Principally, by representing these velocities as Zernike polynomial series, we reduce the tomography problem to an ill-posed problem of finding the coefficients of the series, relying on the acquired ultrasonic measurements. Thereupon, this problem is treated by applying and comparing Tikhonov regularization and quadratically constrained ℓ1 minimization. To enhance the comparative analysis, we additionally introduce sparsity, by employing SVD-based filtering in selecting Zernike polynomials which are to be included in the series. The first approach-Tikhonov regularization without filtering, is used because it is the most suitable method. The performances are quantitatively tested by considering a residual norm and by estimating the flow using the axial velocity tomogram. Finally, the obtained results show the relative residual norm and the error in flow estimation, respectively, ~0.3% and ~1.6% for the less turbulent flow and ~0.5% and ~1.8% for the turbulent flow. Additionally, a qualitative validation is performed by proximate matching of the derived tomograms with a flow physical model.

Multifractals embedded in short time series: An unbiased estimation of probability moment

NASA Astrophysics Data System (ADS)

Qiu, Lu; Yang, Tianguang; Yin, Yanhua; Gu, Changgui; Yang, Huijie

2016-12-01

An exact estimation of probability moments is the base for several essential concepts, such as the multifractals, the Tsallis entropy, and the transfer entropy. By means of approximation theory we propose a new method called factorial-moment-based estimation of probability moments. Theoretical prediction and computational results show that it can provide us an unbiased estimation of the probability moments of continuous order. Calculations on probability redistribution model verify that it can extract exactly multifractal behaviors from several hundred recordings. Its powerfulness in monitoring evolution of scaling behaviors is exemplified by two empirical cases, i.e., the gait time series for fast, normal, and slow trials of a healthy volunteer, and the closing price series for Shanghai stock market. By using short time series with several hundred lengths, a comparison with the well-established tools displays significant advantages of its performance over the other methods. The factorial-moment-based estimation can evaluate correctly the scaling behaviors in a scale range about three generations wider than the multifractal detrended fluctuation analysis and the basic estimation. The estimation of partition function given by the wavelet transform modulus maxima has unacceptable fluctuations. Besides the scaling invariance focused in the present paper, the proposed factorial moment of continuous order can find its various uses, such as finding nonextensive behaviors of a complex system and reconstructing the causality relationship network between elements of a complex system.

Getting to the point: Rapid point selection and variable density InSAR time series for urban deformation monitoring

NASA Astrophysics Data System (ADS)

Spaans, K.; Hooper, A. J.

2017-12-01

The short revisit time and high data acquisition rates of current satellites have resulted in increased interest in the development of deformation monitoring and rapid disaster response capability, using InSAR. Fast, efficient data processing methodologies are required to deliver the timely results necessary for this, and also to limit computing resources required to process the large quantities of data being acquired. Contrary to volcano or earthquake applications, urban monitoring requires high resolution processing, in order to differentiate movements between buildings, or between buildings and the surrounding land. Here we present Rapid time series InSAR (RapidSAR), a method that can efficiently update high resolution time series of interferograms, and demonstrate its effectiveness over urban areas. The RapidSAR method estimates the coherence of pixels on an interferogram-by-interferogram basis. This allows for rapid ingestion of newly acquired images without the need to reprocess the earlier acquired part of the time series. The coherence estimate is based on ensembles of neighbouring pixels with similar amplitude behaviour through time, which are identified on an initial set of interferograms, and need be re-evaluated only occasionally. By taking into account scattering properties of points during coherence estimation, a high quality coherence estimate is achieved, allowing point selection at full resolution. The individual point selection maximizes the amount of information that can be extracted from each interferogram, as no selection compromise has to be reached between high and low coherence interferograms. In other words, points do not have to be coherent throughout the time series to contribute to the deformation time series. We demonstrate the effectiveness of our method over urban areas in the UK. We show how the algorithm successfully extracts high density time series from full resolution Sentinel-1 interferograms, and distinguish clearly between buildings and surrounding vegetation or streets. The fact that new interferograms can be processed separately from the remainder of the time series helps manage the high data volumes, both in space and time, generated by current missions.

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

PubMed

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

2016-01-01

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

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

PubMed Central

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

2016-01-01

This paper introduces a new approach–the Principal Component Gradient Analysis (PCGA)–to detect ecological gradients in time-series populations, i.e. several time-series originating from different individuals of a population. Detection of ecological gradients is of particular importance when dealing with time-series from heterogeneous populations which express differing trends. PCGA makes use of polar coordinates of loadings from the first two axes obtained by principal component analysis (PCA) to define groups of similar trends. Based on the mean inter-series correlation (rbar) the gain of increasing a common underlying signal by PCGA groups is quantified using Monte Carlo Simulations. In terms of validation PCGA is compared to three other existing approaches. Focusing on dendrochronological examples, PCGA is shown to correctly determine population gradients and in particular cases to be advantageous over other considered methods. Furthermore, PCGA groups in each example allowed for enhancing the strength of a common underlying signal and comparably well as hierarchical cluster analysis. Our results indicate that PCGA potentially allows for a better understanding of mechanisms causing time-series population gradients as well as objectively enhancing the performance of climate transfer functions in dendroclimatology. While our examples highlight the relevance of PCGA to the field of dendrochronology, we believe that also other disciplines working with data of comparable structure may benefit from PCGA. PMID:27467508

Forecasting Non-Stationary Diarrhea, Acute Respiratory Infection, and Malaria Time-Series in Niono, Mali

PubMed Central

Medina, Daniel C.; Findley, Sally E.; Guindo, Boubacar; Doumbia, Seydou

2007-01-01

Background Much of the developing world, particularly sub-Saharan Africa, exhibits high levels of morbidity and mortality associated with diarrhea, acute respiratory infection, and malaria. With the increasing awareness that the aforementioned infectious diseases impose an enormous burden on developing countries, public health programs therein could benefit from parsimonious general-purpose forecasting methods to enhance infectious disease intervention. Unfortunately, these disease time-series often i) suffer from non-stationarity; ii) exhibit large inter-annual plus seasonal fluctuations; and, iii) require disease-specific tailoring of forecasting methods. Methodology/Principal Findings In this longitudinal retrospective (01/1996–06/2004) investigation, diarrhea, acute respiratory infection of the lower tract, and malaria consultation time-series are fitted with a general-purpose econometric method, namely the multiplicative Holt-Winters, to produce contemporaneous on-line forecasts for the district of Niono, Mali. This method accommodates seasonal, as well as inter-annual, fluctuations and produces reasonably accurate median 2- and 3-month horizon forecasts for these non-stationary time-series, i.e., 92% of the 24 time-series forecasts generated (2 forecast horizons, 3 diseases, and 4 age categories = 24 time-series forecasts) have mean absolute percentage errors circa 25%. Conclusions/Significance The multiplicative Holt-Winters forecasting method: i) performs well across diseases with dramatically distinct transmission modes and hence it is a strong general-purpose forecasting method candidate for non-stationary epidemiological time-series; ii) obliquely captures prior non-linear interactions between climate and the aforementioned disease dynamics thus, obviating the need for more complex disease-specific climate-based parametric forecasting methods in the district of Niono; furthermore, iii) readily decomposes time-series into seasonal components thereby potentially assisting with programming of public health interventions, as well as monitoring of disease dynamics modification. Therefore, these forecasts could improve infectious diseases management in the district of Niono, Mali, and elsewhere in the Sahel. PMID:18030322

Forecasting non-stationary diarrhea, acute respiratory infection, and malaria time-series in Niono, Mali.

PubMed

Medina, Daniel C; Findley, Sally E; Guindo, Boubacar; Doumbia, Seydou

2007-11-21

Much of the developing world, particularly sub-Saharan Africa, exhibits high levels of morbidity and mortality associated with diarrhea, acute respiratory infection, and malaria. With the increasing awareness that the aforementioned infectious diseases impose an enormous burden on developing countries, public health programs therein could benefit from parsimonious general-purpose forecasting methods to enhance infectious disease intervention. Unfortunately, these disease time-series often i) suffer from non-stationarity; ii) exhibit large inter-annual plus seasonal fluctuations; and, iii) require disease-specific tailoring of forecasting methods. In this longitudinal retrospective (01/1996-06/2004) investigation, diarrhea, acute respiratory infection of the lower tract, and malaria consultation time-series are fitted with a general-purpose econometric method, namely the multiplicative Holt-Winters, to produce contemporaneous on-line forecasts for the district of Niono, Mali. This method accommodates seasonal, as well as inter-annual, fluctuations and produces reasonably accurate median 2- and 3-month horizon forecasts for these non-stationary time-series, i.e., 92% of the 24 time-series forecasts generated (2 forecast horizons, 3 diseases, and 4 age categories = 24 time-series forecasts) have mean absolute percentage errors circa 25%. The multiplicative Holt-Winters forecasting method: i) performs well across diseases with dramatically distinct transmission modes and hence it is a strong general-purpose forecasting method candidate for non-stationary epidemiological time-series; ii) obliquely captures prior non-linear interactions between climate and the aforementioned disease dynamics thus, obviating the need for more complex disease-specific climate-based parametric forecasting methods in the district of Niono; furthermore, iii) readily decomposes time-series into seasonal components thereby potentially assisting with programming of public health interventions, as well as monitoring of disease dynamics modification. Therefore, these forecasts could improve infectious diseases management in the district of Niono, Mali, and elsewhere in the Sahel.

Regional Glacier Mapping by Combination of Dense Optical and SAR Satellite Image Time-Series

NASA Astrophysics Data System (ADS)

Winsvold, S. H.; Kääb, A.; Andreassen, L. M.; Nuth, C.; Schellenberger, T.; van Pelt, W.

2016-12-01

Near-future dense time series from both SAR (Sentinel-1A and B) and optical satellite sensors (Landsat 8, Sentinel-2A and B) will promote new multisensory time series applications for glacier mapping. We assess such combinations of optical and SAR data among others by 1) using SAR data to supplement optical time series that suffer from heavy cloud cover (chronological gap-filling), 2) merging the two data types based on stack statistics (Std.dev, Mean, Max. etc.), or 3) better explaining glacier facies patterns in SAR data using optical satellite images. As one example, summer SAR backscatter time series have been largely unexplored and even neglected in many glaciological studies due to the high content of liquid melt water on the ice surface and its intrusion in the upper part of the snow and firn. This water content causes strong specular scattering and absorption of the radar signal, and little energy is scattered back to the SAR sensor. We find in many scenes of a Sentinel-1 time series a significant temporal backscatter difference between the glacier ice surface and the seasonal snow as it melts up glacier. Even though both surfaces have typically wet conditions, we suggest that the backscatter difference is due to different roughness lengths of the two surfaces. Higher backscatter is found on the ice surface in the ablation area compared to the firn/seasonal snow surface. We find and present also other backscatter patterns in the Sentinel-1 time series related to glacier facies and weather events. For the Ny Ålesund area, Svalbard we use Radarsat-2 time series to explore the glacier backscatter conditions in a > 5 year period, discussing distinct temporal signals from among others refreezing of the firn in late autumn, or temporal lakes. All these examples are analyzed using the above 3 methods. By this multi-temporal and multi-sensor approach we also explore and describe the possible connection between combined SAR/optical time series and surface mass balance.

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

Saaban, Azizan; Zainudin, Lutfi; Bakar, Mohd Nazari Abu

This paper intends to reveal the ability of the linear interpolation method to predict missing values in solar radiation time series. Reliable dataset is equally tends to complete time series observed dataset. The absence or presence of radiation data alters long-term variation of solar radiation measurement values. Based on that change, the opportunities to provide bias output result for modelling and the validation process is higher. The completeness of the observed variable dataset has significantly important for data analysis. Occurrence the lack of continual and unreliable time series solar radiation data widely spread and become the main problematic issue. However,more » the limited number of research quantity that has carried out to emphasize and gives full attention to estimate missing values in the solar radiation dataset.« less

Testing the effectiveness of family therapeutic assessment: a case study using a time-series design.

PubMed

Smith, Justin D; Wolf, Nicole J; Handler, Leonard; Nash, Michael R

2009-11-01

We describe a family Therapeutic Assessment (TA) case study employing 2 assessors, 2 assessment rooms, and a video link. In the study, we employed a daily measures time-series design with a pretreatment baseline and follow-up period to examine the family TA treatment model. In addition to being an illustrative addition to a number of clinical reports suggesting the efficacy of family TA, this study is the first to apply a case-based time-series design to test whether family TA leads to clinical improvement and also illustrates when that improvement occurs. Results support the trajectory of change proposed by Finn (2007), the TA model's creator, who posits that benefits continue beyond the formal treatment itself.

Production and Uses of Multi-Decade Geodetic Earth Science Data Records

NASA Astrophysics Data System (ADS)

Bock, Y.; Kedar, S.; Moore, A. W.; Fang, P.; Liu, Z.; Sullivan, A.; Argus, D. F.; Jiang, S.; Marshall, S. T.

2017-12-01

The Solid Earth Science ESDR System (SESES) project funded under the NASA MEaSUREs program produces and disseminates mature, long-term, calibrated and validated, GNSS based Earth Science Data Records (ESDRs) that encompass multiple diverse areas of interest in Earth Science, such as tectonic motion, transient slip and earthquake dynamics, as well as meteorology, climate, and hydrology. The ESDRs now span twenty-five years for the earliest stations and today are available for thousands of global and regional stations. Using a unified metadata database and a combination of GNSS solutions generated by two independent analysis centers, the project currently produces four long-term ESDR's: Geodetic Displacement Time Series: Daily, combined, cleaned and filtered, GIPSY and GAMIT long-term time series of continuous GPS station positions (global and regional) in the latest version of ITRF, automatically updated weekly. Geodetic Velocities: Weekly updated velocity field + velocity field histories in various reference frames; compendium of all model parameters including earthquake catalog, coseismic offsets, and postseismic model parameters (exponential or logarithmic). Troposphere Delay Time Series: Long-term time series of troposphere delay (30-min resolution) at geodetic stations, necessarily estimated during position time series production and automatically updated weekly. Seismogeodetic records for historic earthquakes: High-rate broadband displacement and seismic velocity time series combining 1 Hz GPS displacements and 100 Hz accelerometer data for select large earthquakes and collocated cGPS and seismic instruments from regional networks. We present several recent notable examples of the ESDR's usage: A transient slip study that uses the combined position time series to unravel "tremor-less" slow tectonic transient events. Fault geometry determination from geodetic slip rates. Changes in water resources across California's physiographic provinces at a spatial resolution of 75 km. Retrospective study of a southern California summer monsoon event.

Land Cover Analysis by Using Pixel-Based and Object-Based Image Classification Method in Bogor

NASA Astrophysics Data System (ADS)

Amalisana, Birohmatin; Rokhmatullah; Hernina, Revi

2017-12-01

The advantage of image classification is to provide earth’s surface information like landcover and time-series changes. Nowadays, pixel-based image classification technique is commonly performed with variety of algorithm such as minimum distance, parallelepiped, maximum likelihood, mahalanobis distance. On the other hand, landcover classification can also be acquired by using object-based image classification technique. In addition, object-based classification uses image segmentation from parameter such as scale, form, colour, smoothness and compactness. This research is aimed to compare the result of landcover classification and its change detection between parallelepiped pixel-based and object-based classification method. Location of this research is Bogor with 20 years range of observation from 1996 until 2016. This region is famous as urban areas which continuously change due to its rapid development, so that time-series landcover information of this region will be interesting.

Models and signal processing for an implanted ethanol bio-sensor.

PubMed

Han, Jae-Joon; Doerschuk, Peter C; Gelfand, Saul B; O'Connor, Sean J

2008-02-01

The understanding of drinking patterns leading to alcoholism has been hindered by an inability to unobtrusively measure ethanol consumption over periods of weeks to months in the community environment. An implantable ethanol sensor is under development using microelectromechanical systems technology. For safety and user acceptability issues, the sensor will be implanted subcutaneously and, therefore, measure peripheral-tissue ethanol concentration. Determining ethanol consumption and kinetics in other compartments from the time course of peripheral-tissue ethanol concentration requires sophisticated signal processing based on detailed descriptions of the relevant physiology. A statistical signal processing system based on detailed models of the physiology and using extended Kalman filtering and dynamic programming tools is described which can estimate the time series of ethanol concentration in blood, liver, and peripheral tissue and the time series of ethanol consumption based on peripheral-tissue ethanol concentration measurements.

Using permutations to detect dependence between time series

NASA Astrophysics Data System (ADS)

Cánovas, Jose S.; Guillamón, Antonio; Ruíz, María del Carmen

2011-07-01

In this paper, we propose an independence test between two time series which is based on permutations. The proposed test can be carried out by means of different common statistics such as Pearson’s chi-square or the likelihood ratio. We also point out why an exact test is necessary. Simulated and real data (return exchange rates between several currencies) reveal the capacity of this test to detect linear and nonlinear dependences.

Symbolic Time-Series Analysis for Anomaly Detection in Mechanical Systems

DTIC Science & Technology

2006-08-01

Amol Khatkhate, Asok Ray , Fellow, IEEE, Eric Keller, Shalabh Gupta, and Shin C. Chin Abstract—This paper examines the efficacy of a novel method for...recognition. KHATKHATE et al.: SYMBOLIC TIME-SERIES ANALYSIS FOR ANOMALY DETECTION 447 Asok Ray (F’02) received graduate degrees in electri- cal...anomaly detection has been pro- posed by Ray [6], where the underlying information on the dynamical behavior of complex systems is derived based on

Probe-Independent EEG Assessment of Mental Workload in Pilots

DTIC Science & Technology

2015-05-18

Teager Energy Operator - Frequency Modulated Component - z- score 10.94 17.46 10 Hurst Exponent - Discrete Second Order Derivative 7.02 17.06 D. Best...Teager Energy Operator– Frequency Modulated Component – Z-score 45. Line Length – Time Series 46. Line Length – Time Series – Z-score 47. Hurst Exponent ...Discrete Second Order Derivative 48. Hurst Exponent – Wavelet Based Adaptation 49. Hurst Exponent – Rescaled Range 50. Hurst Exponent – Discrete

A scalable database model for multiparametric time series: a volcano observatory case study

NASA Astrophysics Data System (ADS)

Montalto, Placido; Aliotta, Marco; Cassisi, Carmelo; Prestifilippo, Michele; Cannata, Andrea

2014-05-01

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

A multidisciplinary database for geophysical time series management

NASA Astrophysics Data System (ADS)

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

2013-12-01

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

Cluster analysis of dynamic contrast enhanced MRI reveals tumor subregions related to locoregional relapse for cervical cancer patients.

PubMed

Torheim, Turid; Groendahl, Aurora R; Andersen, Erlend K F; Lyng, Heidi; Malinen, Eirik; Kvaal, Knut; Futsaether, Cecilia M

2016-11-01

Solid tumors are known to be spatially heterogeneous. Detection of treatment-resistant tumor regions can improve clinical outcome, by enabling implementation of strategies targeting such regions. In this study, K-means clustering was used to group voxels in dynamic contrast enhanced magnetic resonance images (DCE-MRI) of cervical cancers. The aim was to identify clusters reflecting treatment resistance that could be used for targeted radiotherapy with a dose-painting approach. Eighty-one patients with locally advanced cervical cancer underwent DCE-MRI prior to chemoradiotherapy. The resulting image time series were fitted to two pharmacokinetic models, the Tofts model (yielding parameters K trans and ν e ) and the Brix model (A Brix , k ep and k el ). K-means clustering was used to group similar voxels based on either the pharmacokinetic parameter maps or the relative signal increase (RSI) time series. The associations between voxel clusters and treatment outcome (measured as locoregional control) were evaluated using the volume fraction or the spatial distribution of each cluster. One voxel cluster based on the RSI time series was significantly related to locoregional control (adjusted p-value 0.048). This cluster consisted of low-enhancing voxels. We found that tumors with poor prognosis had this RSI-based cluster gathered into few patches, making this cluster a potential candidate for targeted radiotherapy. None of the voxels clusters based on Tofts or Brix parameter maps were significantly related to treatment outcome. We identified one group of tumor voxels significantly associated with locoregional relapse that could potentially be used for dose painting. This tumor voxel cluster was identified using the raw MRI time series rather than the pharmacokinetic maps.

Plug and Play web-based visualization of mobile air monitoring data (Abstract)

EPA Science Inventory

EPA’s Real-Time Geospatial (RETIGO) Data Viewer web-based tool is a new program reducing the technical barrier to visualize and understand geospatial air data time series collected using wearable, bicycle-mounted, or vehicle-mounted air sensors. The RETIGO tool, with anticipated...

Genetic network inference as a series of discrimination tasks.

PubMed

Kimura, Shuhei; Nakayama, Satoshi; Hatakeyama, Mariko

2009-04-01

Genetic network inference methods based on sets of differential equations generally require a great deal of time, as the equations must be solved many times. To reduce the computational cost, researchers have proposed other methods for inferring genetic networks by solving sets of differential equations only a few times, or even without solving them at all. When we try to obtain reasonable network models using these methods, however, we must estimate the time derivatives of the gene expression levels with great precision. In this study, we propose a new method to overcome the drawbacks of inference methods based on sets of differential equations. Our method infers genetic networks by obtaining classifiers capable of predicting the signs of the derivatives of the gene expression levels. For this purpose, we defined a genetic network inference problem as a series of discrimination tasks, then solved the defined series of discrimination tasks with a linear programming machine. Our experimental results demonstrated that the proposed method is capable of correctly inferring genetic networks, and doing so more than 500 times faster than the other inference methods based on sets of differential equations. Next, we applied our method to actual expression data of the bacterial SOS DNA repair system. And finally, we demonstrated that our approach relates to the inference method based on the S-system model. Though our method provides no estimation of the kinetic parameters, it should be useful for researchers interested only in the network structure of a target system. Supplementary data are available at Bioinformatics online.

Homogenization of long instrumental temperature and precipitation series over the Spanish Northern Coast

NASA Astrophysics Data System (ADS)

Sigro, J.; Brunet, M.; Aguilar, E.; Stoll, H.; Jimenez, M.

2009-04-01

The Spanish-funded research project Rapid Climate Changes in the Iberian Peninsula (IP) Based on Proxy Calibration, Long Term Instrumental Series and High Resolution Analyses of Terrestrial and Marine Records (CALIBRE: ref. CGL2006-13327-C04/CLI) has as main objective to analyse climate dynamics during periods of rapid climate change by means of developing high-resolution paleoclimate proxy records from marine and terrestrial (lakes and caves) deposits over the IP and calibrating them with long-term and high-quality instrumental climate time series. Under CALIBRE, the coordinated project Developing and Enhancing a Climate Instrumental Dataset for Calibrating Climate Proxy Data and Analysing Low-Frequency Climate Variability over the Iberian Peninsula (CLICAL: CGL2006-13327-C04-03/CLI) is devoted to the development of homogenised climate records and sub-regional time series which can be confidently used in the calibration of the lacustrine, marine and speleothem time series generated under CALIBRE. Here we present the procedures followed in order to homogenise a dataset of maximum and minimum temperature and precipitation data on a monthly basis over the Spanish northern coast. The dataset is composed of thirty (twenty) precipitation (temperature) long monthly records. The data are quality controlled following the procedures recommended by Aguilar et al. (2003) and tested for homogeneity and adjusted by following the approach adopted by Brunet et al. (2008). Sub-regional time series of precipitation, maximum and minimum temperatures for the period 1853-2007 have been generated by averaging monthly anomalies and then adding back the base-period mean, according to the method of Jones and Hulme (1996). Also, a method to adjust the variance bias present in regional time series associated over time with varying sample size has been applied (Osborn et al., 1997). The results of this homogenisation exercise and the development of the associated sub-regional time series will be widely discussed. Initial comparisons with rapidly growing speleothems in two different caves indicate that speleothem trace element ratios like Ba/Ca are recording the decrease in littoral precipitation in the last several decades. References Aguilar, E., Auer, I., Brunet, M., Peterson, T. C. and Weringa, J. 2003. Guidelines on Climate Metadata and Homogenization, World Meteorological Organization (WMO)-TD no. 1186 / World Climate Data and Monitoring Program (WCDMP) no. 53, Geneva: 51 pp. Brunet M, Saladié O, Jones P, Sigró J, Aguilar E, Moberg A, Lister D, Walther A, Almarza C. 2008. A case-study/guidance on the development of long-term daily adjusted temperature datasets, WMO-TD-1425/WCDMP-66, Geneva: 43 pp. Jones, P D, and Hulme M, 1996, Calculating regional climatic time series for temperature and precipitation: Methods and illustrations, Int. J. Climatol., 16, 361- 377. Osborn, T. J., Briffa K. R., and Jones P. D., 1997, Adjusting variance for sample-size in tree-ring chronologies and other regional mean time series, Dendrochronologia, 15, 89- 99.

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

NASA Astrophysics Data System (ADS)

Li, Zhishan; Shi, Runhe; Zhou, Cong

2015-09-01

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

Financial time series analysis based on information categorization method

NASA Astrophysics Data System (ADS)

Tian, Qiang; Shang, Pengjian; Feng, Guochen

2014-12-01

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

A Nonlinear Dynamical Systems based Model for Stochastic Simulation of Streamflow

NASA Astrophysics Data System (ADS)

Erkyihun, S. T.; Rajagopalan, B.; Zagona, E. A.

2014-12-01

Traditional time series methods model the evolution of the underlying process as a linear or nonlinear function of the autocorrelation. These methods capture the distributional statistics but are incapable of providing insights into the dynamics of the process, the potential regimes, and predictability. This work develops a nonlinear dynamical model for stochastic simulation of streamflows. In this, first a wavelet spectral analysis is employed on the flow series to isolate dominant orthogonal quasi periodic timeseries components. The periodic bands are added denoting the 'signal' component of the time series and the residual being the 'noise' component. Next, the underlying nonlinear dynamics of this combined band time series is recovered. For this the univariate time series is embedded in a d-dimensional space with an appropriate lag T to recover the state space in which the dynamics unfolds. Predictability is assessed by quantifying the divergence of trajectories in the state space with time, as Lyapunov exponents. The nonlinear dynamics in conjunction with a K-nearest neighbor time resampling is used to simulate the combined band, to which the noise component is added to simulate the timeseries. We demonstrate this method by applying it to the data at Lees Ferry that comprises of both the paleo reconstructed and naturalized historic annual flow spanning 1490-2010. We identify interesting dynamics of the signal in the flow series and epochal behavior of predictability. These will be of immense use for water resources planning and management.

Dynamic and Regression Modeling of Ocean Variability in the Tide-Gauge Record at Seasonal and Longer Periods

NASA Technical Reports Server (NTRS)

Hill, Emma M.; Ponte, Rui M.; Davis, James L.

2007-01-01

Comparison of monthly mean tide-gauge time series to corresponding model time series based on a static inverted barometer (IB) for pressure-driven fluctuations and a ocean general circulation model (OM) reveals that the combined model successfully reproduces seasonal and interannual changes in relative sea level at many stations. Removal of the OM and IB from the tide-gauge record produces residual time series with a mean global variance reduction of 53%. The OM is mis-scaled for certain regions, and 68% of the residual time series contain a significant seasonal variability after removal of the OM and IB from the tide-gauge data. Including OM admittance parameters and seasonal coefficients in a regression model for each station, with IB also removed, produces residual time series with mean global variance reduction of 71%. Examination of the regional improvement in variance caused by scaling the OM, including seasonal terms, or both, indicates weakness in the model at predicting sea-level variation for constricted ocean regions. The model is particularly effective at reproducing sea-level variation for stations in North America, Europe, and Japan. The RMS residual for many stations in these areas is 25-35 mm. The production of "cleaner" tide-gauge time series, with oceanographic variability removed, is important for future analysis of nonsecular and regionally differing sea-level variations. Understanding the ocean model's strengths and weaknesses will allow for future improvements of the model.

Streamflow Prediction based on Chaos Theory

NASA Astrophysics Data System (ADS)

Li, X.; Wang, X.; Babovic, V. M.

2015-12-01

Chaos theory is a popular method in hydrologic time series prediction. Local model (LM) based on this theory utilizes time-delay embedding to reconstruct the phase-space diagram. For this method, its efficacy is dependent on the embedding parameters, i.e. embedding dimension, time lag, and nearest neighbor number. The optimal estimation of these parameters is thus critical to the application of Local model. However, these embedding parameters are conventionally estimated using Average Mutual Information (AMI) and False Nearest Neighbors (FNN) separately. This may leads to local optimization and thus has limitation to its prediction accuracy. Considering about these limitation, this paper applies a local model combined with simulated annealing (SA) to find the global optimization of embedding parameters. It is also compared with another global optimization approach of Genetic Algorithm (GA). These proposed hybrid methods are applied in daily and monthly streamflow time series for examination. The results show that global optimization can contribute to the local model to provide more accurate prediction results compared with local optimization. The LM combined with SA shows more advantages in terms of its computational efficiency. The proposed scheme here can also be applied to other fields such as prediction of hydro-climatic time series, error correction, etc.

Hidden discriminative features extraction for supervised high-order time series modeling.

PubMed

Nguyen, Ngoc Anh Thi; Yang, Hyung-Jeong; Kim, Sunhee

2016-11-01

In this paper, an orthogonal Tucker-decomposition-based extraction of high-order discriminative subspaces from a tensor-based time series data structure is presented, named as Tensor Discriminative Feature Extraction (TDFE). TDFE relies on the employment of category information for the maximization of the between-class scatter and the minimization of the within-class scatter to extract optimal hidden discriminative feature subspaces that are simultaneously spanned by every modality for supervised tensor modeling. In this context, the proposed tensor-decomposition method provides the following benefits: i) reduces dimensionality while robustly mining the underlying discriminative features, ii) results in effective interpretable features that lead to an improved classification and visualization, and iii) reduces the processing time during the training stage and the filtering of the projection by solving the generalized eigenvalue issue at each alternation step. Two real third-order tensor-structures of time series datasets (an epilepsy electroencephalogram (EEG) that is modeled as channel×frequency bin×time frame and a microarray data that is modeled as gene×sample×time) were used for the evaluation of the TDFE. The experiment results corroborate the advantages of the proposed method with averages of 98.26% and 89.63% for the classification accuracies of the epilepsy dataset and the microarray dataset, respectively. These performance averages represent an improvement on those of the matrix-based algorithms and recent tensor-based, discriminant-decomposition approaches; this is especially the case considering the small number of samples that are used in practice. Copyright © 2016 Elsevier Ltd. All rights reserved.

Main Trend Extraction Based on Irregular Sampling Estimation and Its Application in Storage Volume of Internet Data Center

PubMed Central

Dou, Chao

2016-01-01

The storage volume of internet data center is one of the classical time series. It is very valuable to predict the storage volume of a data center for the business value. However, the storage volume series from a data center is always “dirty,” which contains the noise, missing data, and outliers, so it is necessary to extract the main trend of storage volume series for the future prediction processing. In this paper, we propose an irregular sampling estimation method to extract the main trend of the time series, in which the Kalman filter is used to remove the “dirty” data; then the cubic spline interpolation and average method are used to reconstruct the main trend. The developed method is applied in the storage volume series of internet data center. The experiment results show that the developed method can estimate the main trend of storage volume series accurately and make great contribution to predict the future volume value. 
 PMID:28090205

Main Trend Extraction Based on Irregular Sampling Estimation and Its Application in Storage Volume of Internet Data Center.

PubMed

Miao, Beibei; Dou, Chao; Jin, Xuebo

2016-01-01

The storage volume of internet data center is one of the classical time series. It is very valuable to predict the storage volume of a data center for the business value. However, the storage volume series from a data center is always "dirty," which contains the noise, missing data, and outliers, so it is necessary to extract the main trend of storage volume series for the future prediction processing. In this paper, we propose an irregular sampling estimation method to extract the main trend of the time series, in which the Kalman filter is used to remove the "dirty" data; then the cubic spline interpolation and average method are used to reconstruct the main trend. The developed method is applied in the storage volume series of internet data center. The experiment results show that the developed method can estimate the main trend of storage volume series accurately and make great contribution to predict the future volume value. 
 .

An information theoretic approach of designing sparse kernel adaptive filters.

PubMed

Liu, Weifeng; Park, Il; Principe, José C

2009-12-01

This paper discusses an information theoretic approach of designing sparse kernel adaptive filters. To determine useful data to be learned and remove redundant ones, a subjective information measure called surprise is introduced. Surprise captures the amount of information a datum contains which is transferable to a learning system. Based on this concept, we propose a systematic sparsification scheme, which can drastically reduce the time and space complexity without harming the performance of kernel adaptive filters. Nonlinear regression, short term chaotic time-series prediction, and long term time-series forecasting examples are presented.

On the forecast of runoff based on the harmonic analysis of time series of precipitation in the catchment area

NASA Astrophysics Data System (ADS)

Cherednichenko, A. V.; Cherednichenko, A. V.; Cherednichenko, V. S.

2018-01-01

It is shown that a significant connection exists between the most important harmonics, extracted in the process of harmonic analysis of time series of precipitation in the catchment area of rivers and the amount of runoff. This allowed us to predict the size of the flow for a period of up to 20 years, assuming that the main parameters of the harmonics are preserved at the predicted time interval. The results of such a forecast for three river basins of Kazakhstan are presented.

What does the structure of its visibility graph tell us about the nature of the time series?

NASA Astrophysics Data System (ADS)

Franke, Jasper G.; Donner, Reik V.

2017-04-01

Visibility graphs are a recently introduced method to construct complex network representations based upon univariate time series in order to study their dynamical characteristics [1]. In the last years, this approach has been successfully applied to studying a considerable variety of geoscientific research questions and data sets, including non-trivial temporal patterns in complex earthquake catalogs [2] or time-reversibility in climate time series [3]. It has been shown that several characteristic features of the thus constructed networks differ between stochastic and deterministic (possibly chaotic) processes, which is, however, relatively hard to exploit in the case of real-world applications. In this study, we propose studying two new measures related with the network complexity of visibility graphs constructed from time series, one being a special type of network entropy [4] and the other a recently introduced measure of the heterogeneity of the network's degree distribution [5]. For paradigmatic model systems exhibiting bifurcation sequences between regular and chaotic dynamics, both properties clearly trace the transitions between both types of regimes and exhibit marked quantitative differences for regular and chaotic dynamics. Moreover, for dynamical systems with a small amount of additive noise, the considered properties demonstrate gradual changes prior to the bifurcation point. This finding appears closely related to the subsequent loss of stability of the current state known to lead to a critical slowing down as the transition point is approaches. In this spirit, both considered visibility graph characteristics provide alternative tracers of dynamical early warning signals consistent with classical indicators. Our results demonstrate that measures of visibility graph complexity (i) provide a potentially useful means to tracing changes in the dynamical patterns encoded in a univariate time series that originate from increasing autocorrelation and (ii) allow to systematically distinguish regular from deterministic-chaotic dynamics. We demonstrate the application of our method for different model systems as well as selected paleoclimate time series from the North Atlantic region. Notably, visibility graph based methods are particularly suited for studying the latter type of geoscientific data, since they do not impose intrinsic restrictions or assumptions on the nature of the time series under investigation in terms of noise process, linearity and sampling homogeneity. [1] Lacasa, Lucas, et al. "From time series to complex networks: The visibility graph." Proceedings of the National Academy of Sciences 105.13 (2008): 4972-4975. [2] Telesca, Luciano, and Michele Lovallo. "Analysis of seismic sequences by using the method of visibility graph." EPL (Europhysics Letters) 97.5 (2012): 50002. [3] Donges, Jonathan F., Reik V. Donner, and Jürgen Kurths. "Testing time series irreversibility using complex network methods." EPL (Europhysics Letters) 102.1 (2013): 10004. [4] Small, Michael. "Complex networks from time series: capturing dynamics." 2013 IEEE International Symposium on Circuits and Systems (ISCAS2013), Beijing (2013): 2509-2512. [5] Jacob, Rinku, K.P. Harikrishnan, Ranjeev Misra, and G. Ambika. "Measure for degree heterogeneity in complex networks and its application to recurrence network analysis." arXiv preprint 1605.06607 (2016).

Can We Speculate Running Application With Server Power Consumption Trace?

PubMed

Li, Yuanlong; Hu, Han; Wen, Yonggang; Zhang, Jun

2018-05-01

In this paper, we propose to detect the running applications in a server by classifying the observed power consumption series for the purpose of data center energy consumption monitoring and analysis. Time series classification problem has been extensively studied with various distance measurements developed; also recently the deep learning-based sequence models have been proved to be promising. In this paper, we propose a novel distance measurement and build a time series classification algorithm hybridizing nearest neighbor and long short term memory (LSTM) neural network. More specifically, first we propose a new distance measurement termed as local time warping (LTW), which utilizes a user-specified index set for local warping, and is designed to be noncommutative and nondynamic programming. Second, we hybridize the 1-nearest neighbor (1NN)-LTW and LSTM together. In particular, we combine the prediction probability vector of 1NN-LTW and LSTM to determine the label of the test cases. Finally, using the power consumption data from a real data center, we show that the proposed LTW can improve the classification accuracy of dynamic time warping (DTW) from about 84% to 90%. Our experimental results prove that the proposed LTW is competitive on our data set compared with existed DTW variants and its noncommutative feature is indeed beneficial. We also test a linear version of LTW and find out that it can perform similar to state-of-the-art DTW-based method while it runs as fast as the linear runtime lower bound methods like LB_Keogh for our problem. With the hybrid algorithm, for the power series classification task we achieve an accuracy up to about 93%. Our research can inspire more studies on time series distance measurement and the hybrid of the deep learning models with other traditional models.

Improving cluster-based missing value estimation of DNA microarray data.

PubMed

Brás, Lígia P; Menezes, José C

2007-06-01

We present a modification of the weighted K-nearest neighbours imputation method (KNNimpute) for missing values (MVs) estimation in microarray data based on the reuse of estimated data. The method was called iterative KNN imputation (IKNNimpute) as the estimation is performed iteratively using the recently estimated values. The estimation efficiency of IKNNimpute was assessed under different conditions (data type, fraction and structure of missing data) by the normalized root mean squared error (NRMSE) and the correlation coefficients between estimated and true values, and compared with that of other cluster-based estimation methods (KNNimpute and sequential KNN). We further investigated the influence of imputation on the detection of differentially expressed genes using SAM by examining the differentially expressed genes that are lost after MV estimation. The performance measures give consistent results, indicating that the iterative procedure of IKNNimpute can enhance the prediction ability of cluster-based methods in the presence of high missing rates, in non-time series experiments and in data sets comprising both time series and non-time series data, because the information of the genes having MVs is used more efficiently and the iterative procedure allows refining the MV estimates. More importantly, IKNN has a smaller detrimental effect on the detection of differentially expressed genes.

Quantifying South East Asia's forest degradation using latest generation optical and radar satellite remote sensing

NASA Astrophysics Data System (ADS)

Broich, M.; Tulbure, M. G.; Wijaya, A.; Weisse, M.; Stolle, F.

2017-12-01

Deforestation and forest degradation form the 2nd largest source of anthropogenic CO2 emissions. While deforestation is being globally mapped with satellite image time series, degradation remains insufficiently quantified. Previous studies quantified degradation for small scale, local sites. A method suitable for accurate mapping across large areas has not yet been developed due to the variability of the low magnitude and short-lived degradation signal and the absence of data with suitable resolution properties. Here we use a combination of newly available streams of free optical and radar image time series acquired by NASA and ESA, and HPC-based data science algorithms to innovatively quantify degradation consistently across Southeast Asia (SEA). We used Sentinel1 c-band radar data and NASA's new Harmonized Landsat8 (L8) Sentinel2 (S2) product (HLS) for cloud free optical images. Our results show that dense time series of cloud penetrating Sentinel 1 c-band radar can provide degradation alarm flags, while the HLS product of cloud-free optical images can unambiguously confirm degradation alarms. The detectability of degradation differed across SEA. In the seasonal forest of continental SEA the reliability of our radar-based alarm flags increased as the variability in landscape moisture decreases in the dry season. We reliably confirmed alarms with optical image time series during the late dry season, where degradation in open canopy forests becomes detectable once the undergrowth vegetation has died down. Conversely, in insular SEA landscape moisture is low, the radar time series generated degradation alarms flags with moderate to high reliability throughout the year, further confirmed with the HLS product. Based on the HLS product we can now confirm degradation within < 6 months on average as opposed to 1 year when using either L8 or S2 alone. In contrast to continental SEA, across insular SEA our degradation maps are not suitable to provide annual maps of total degradation area, but can pinpoint degradation areas on a rolling basin throughout the year. In both continental SEA and insular SEA there the combination of optical and radar time series provides better results than either one on its own. Our results provide significant information with application for carbon trading policy and land management.

Movie-maps of low-latitude magnetic storm disturbance

NASA Astrophysics Data System (ADS)

Love, Jeffrey J.; Gannon, Jennifer L.

2010-06-01

We present 29 movie-maps of low-latitude horizontal-intensity magnetic disturbance for the years 1999-2006: 28 recording magnetic storms and 1 magnetically quiescent period. The movie-maps are derived from magnetic vector time series data collected at up to 25 ground-based observatories. Using a technique similar to that used in the calculation of Dst, a quiet time baseline is subtracted from the time series from each observatory. The remaining disturbance time series are shown in a polar coordinate system that accommodates both Earth rotation and the universal time dependence of magnetospheric disturbance. Each magnetic storm recorded in the movie-maps is different. While some standard interpretations about the storm time equatorial ring current appear to apply to certain moments and certain phases of some storms, the movie-maps also show substantial variety in the local time distribution of low-latitude magnetic disturbance, especially during storm commencements and storm main phases. All movie-maps are available at the U.S. Geological Survey Geomagnetism Program Web site (http://geomag.usgs.gov).

Fractal analysis of the short time series in a visibility graph method

NASA Astrophysics Data System (ADS)

Li, Ruixue; Wang, Jiang; Yu, Haitao; Deng, Bin; Wei, Xile; Chen, Yingyuan

2016-05-01

The aim of this study is to evaluate the performance of the visibility graph (VG) method on short fractal time series. In this paper, the time series of Fractional Brownian motions (fBm), characterized by different Hurst exponent H, are simulated and then mapped into a scale-free visibility graph, of which the degree distributions show the power-law form. The maximum likelihood estimation (MLE) is applied to estimate power-law indexes of degree distribution, and in this progress, the Kolmogorov-Smirnov (KS) statistic is used to test the performance of estimation of power-law index, aiming to avoid the influence of droop head and heavy tail in degree distribution. As a result, we find that the MLE gives an optimal estimation of power-law index when KS statistic reaches its first local minimum. Based on the results from KS statistic, the relationship between the power-law index and the Hurst exponent is reexamined and then amended to meet short time series. Thus, a method combining VG, MLE and KS statistics is proposed to estimate Hurst exponents from short time series. Lastly, this paper also offers an exemplification to verify the effectiveness of the combined method. In addition, the corresponding results show that the VG can provide a reliable estimation of Hurst exponents.

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

NASA Astrophysics Data System (ADS)

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

2008-02-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-05-01

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

Patterns of variations in large pelagic fish: A comparative approach between the Indian and the Atlantic Oceans

NASA Astrophysics Data System (ADS)

Corbineau, A.; Rouyer, T.; Fromentin, J.-M.; Cazelles, B.; Fonteneau, A.; Ménard, F.

2010-07-01

Catch data of large pelagic fish such as tuna, swordfish and billfish are highly variable ranging from short to long term. Based on fisheries data, these time series are noisy and reflect mixed information on exploitation (targeting, strategy, fishing power), population dynamics (recruitment, growth, mortality, migration, etc.), and environmental forcing (local conditions or dominant climate patterns). In this work, we investigated patterns of variation of large pelagic fish (i.e. yellowfin tuna, bigeye tuna, swordfish and blue marlin) in Japanese longliners catch data from 1960 to 2004. We performed wavelet analyses on the yearly time series of each fish species in each biogeographic province of the tropical Indian and Atlantic Oceans. In addition, we carried out cross-wavelet analyses between these biological time series and a large-scale climatic index, i.e. the Southern Oscillation Index (SOI). Results showed that the biogeographic province was the most important factor structuring the patterns of variability of Japanese catch time series. Relationships between the SOI and the fish catches in the Indian and Atlantic Oceans also pointed out the role of climatic variability for structuring patterns of variation of catch time series. This work finally confirmed that Japanese longline CPUE data poorly reflect the underlying population dynamics of tunas.

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

NASA Astrophysics Data System (ADS)

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

2011-07-01

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

Fluctuation of similarity (FLUS) to detect transitions between distinct dynamical regimes in short time series

PubMed Central

Malik, Nishant; Marwan, Norbert; Zou, Yong; Mucha, Peter J.; Kurths, Jürgen

2016-01-01

A method to identify distinct dynamical regimes and transitions between those regimes in a short univariate time series was recently introduced [1], employing the computation of fluctuations in a measure of nonlinear similarity based on local recurrence properties. In the present work, we describe the details of the analytical relationships between this newly introduced measure and the well known concepts of attractor dimensions and Lyapunov exponents. We show that the new measure has linear dependence on the effective dimension of the attractor and it measures the variations in the sum of the Lyapunov spectrum. To illustrate the practical usefulness of the method, we identify various types of dynamical transitions in different nonlinear models. We present testbed examples for the new method’s robustness against noise and missing values in the time series. We also use this method to analyze time series of social dynamics, specifically an analysis of the U.S. crime record time series from 1975 to 1993. Using this method, we find that dynamical complexity in robberies was influenced by the unemployment rate until the late 1980’s. We have also observed a dynamical transition in homicide and robbery rates in the late 1980’s and early 1990’s, leading to increase in the dynamical complexity of these rates. PMID:25019852

New Features for Neuron Classification.

PubMed

Hernández-Pérez, Leonardo A; Delgado-Castillo, Duniel; Martín-Pérez, Rainer; Orozco-Morales, Rubén; Lorenzo-Ginori, Juan V

2018-04-28

This paper addresses the problem of obtaining new neuron features capable of improving results of neuron classification. Most studies on neuron classification using morphological features have been based on Euclidean geometry. Here three one-dimensional (1D) time series are derived from the three-dimensional (3D) structure of neuron instead, and afterwards a spatial time series is finally constructed from which the features are calculated. Digitally reconstructed neurons were separated into control and pathological sets, which are related to three categories of alterations caused by epilepsy, Alzheimer's disease (long and local projections), and ischemia. These neuron sets were then subjected to supervised classification and the results were compared considering three sets of features: morphological, features obtained from the time series and a combination of both. The best results were obtained using features from the time series, which outperformed the classification using only morphological features, showing higher correct classification rates with differences of 5.15, 3.75, 5.33% for epilepsy and Alzheimer's disease (long and local projections) respectively. The morphological features were better for the ischemia set with a difference of 3.05%. Features like variance, Spearman auto-correlation, partial auto-correlation, mutual information, local minima and maxima, all related to the time series, exhibited the best performance. Also we compared different evaluators, among which ReliefF was the best ranked.

Future projects in asteroseismology: the unique role of Antarctica

NASA Astrophysics Data System (ADS)

Mosser, B.; Siamois Team

Asteroseismology requires observables registered in stringent conditions: very high sensitivity, uninterrupted time series, long duration. These specifications then allow to study the details of the stellar interior structure. Space-borne and ground-based asteroseismic projects are presented and compared. With CoRoT as a precursor, then Kepler and maybe Plato, the roadmap in space appears to be precisely designed. In parallel, ground-based projects are necessary to provide different and unique information on bright stars with Doppler measurements. Dome C appears to be the ideal place for ground-based asteroseismic observations. The unequalled weather conditions yield a duty cycle comparable to space. Long time series (up to 3 months) will be possible, thanks to the long duration of the polar night.

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

The paradox of cooling streams in a warming world: Regional climate trends do not parallel variable local trends in stream temperature in the Pacific continental United States

USGS Publications Warehouse

Arismendi, Ivan; Johnson, Sherri; Dunham, Jason B.; Haggerty, Roy; Hockman-Wert, David

2012-01-01

Temperature is a fundamentally important driver of ecosystem processes in streams. Recent warming of terrestrial climates around the globe has motivated concern about consequent increases in stream temperature. More specifically, observed trends of increasing air temperature and declining stream flow are widely believed to result in corresponding increases in stream temperature. Here, we examined the evidence for this using long-term stream temperature data from minimally and highly human-impacted sites located across the Pacific continental United States. Based on hypothesized climate impacts, we predicted that we should find warming trends in the maximum, mean and minimum temperatures, as well as increasing variability over time. These predictions were not fully realized. Warming trends were most prevalent in a small subset of locations with longer time series beginning in the 1950s. More recent series of observations (1987-2009) exhibited fewer warming trends and more cooling trends in both minimally and highly human-influenced systems. Trends in variability were much less evident, regardless of the length of time series. Based on these findings, we conclude that our perspective of climate impacts on stream temperatures is clouded considerably by a lack of long-termdata on minimally impacted streams, and biased spatio-temporal representation of existing time series. Overall our results highlight the need to develop more mechanistic, process-based understanding of linkages between climate change, other human impacts and stream temperature, and to deploy sensor networks that will provide better information on trends in stream temperatures in the future.

Volterra Series Approach for Nonlinear Aeroelastic Response of 2-D Lifting Surfaces

NASA Technical Reports Server (NTRS)

Silva, Walter A.; Marzocca, Piergiovanni; Librescu, Liviu

2001-01-01

The problem of the determination of the subcritical aeroelastic response and flutter instability of nonlinear two-dimensional lifting surfaces in an incompressible flow-field via Volterra series approach is addressed. The related aeroelastic governing equations are based upon the inclusion of structural nonlinearities, of the linear unsteady aerodynamics and consideration of an arbitrary time-dependent external pressure pulse. Unsteady aeroelastic nonlinear kernels are determined, and based on these, frequency and time histories of the subcritical aeroelastic response are obtained, and in this context the influence of geometric nonlinearities is emphasized. Conclusions and results displaying the implications of the considered effects are supplied.

NASA Satellite Monitoring of Water Clarity in Mobile Bay for Nutrient Criteria Development

NASA Technical Reports Server (NTRS)

Blonski, Slawomir; Holekamp, Kara; Spiering, Bruce A.

2009-01-01

This project has demonstrated feasibility of deriving from MODIS daily measurements time series of water clarity parameters that provide coverage of a specific location or an area of interest for 30-50% of days. Time series derived for estuarine and coastal waters display much higher variability than time series of ecological parameters (such as vegetation indices) derived for land areas. (Temporal filtering often applied in terrestrial studies cannot be used effectively in ocean color processing). IOP-based algorithms for retrieval of diffuse light attenuation coefficient and TSS concentration perform well for the Mobile Bay environment: only a minor adjustment was needed in the TSS algorithm, despite generally recognized dependence of such algorithms on local conditions. The current IOP-based algorithm for retrieval of chlorophyll a concentration has not performed as well: a more reliable algorithm is needed that may be based on IOPs at additional wavelengths or on remote sensing reflectance from multiple spectral bands. CDOM algorithm also needs improvement to provide better separation between effects of gilvin (gelbstoff) and detritus. (Identification or development of such algorithm requires more data from in situ measurements of CDOM concentration in Gulf of Mexico coastal waters (ongoing collaboration with the EPA Gulf Ecology Division))

A Time-Series Water Level Forecasting Model Based on Imputation and Variable Selection Method.

PubMed

Yang, Jun-He; Cheng, Ching-Hsue; Chan, Chia-Pan

2017-01-01

Reservoirs are important for households and impact the national economy. This paper proposed a time-series forecasting model based on estimating a missing value followed by variable selection to forecast the reservoir's water level. This study collected data from the Taiwan Shimen Reservoir as well as daily atmospheric data from 2008 to 2015. The two datasets are concatenated into an integrated dataset based on ordering of the data as a research dataset. The proposed time-series forecasting model summarily has three foci. First, this study uses five imputation methods to directly delete the missing value. Second, we identified the key variable via factor analysis and then deleted the unimportant variables sequentially via the variable selection method. Finally, the proposed model uses a Random Forest to build the forecasting model of the reservoir's water level. This was done to compare with the listing method under the forecasting error. These experimental results indicate that the Random Forest forecasting model when applied to variable selection with full variables has better forecasting performance than the listing model. In addition, this experiment shows that the proposed variable selection can help determine five forecast methods used here to improve the forecasting capability.

Complexity analysis based on generalized deviation for financial markets

NASA Astrophysics Data System (ADS)

Li, Chao; Shang, Pengjian

2018-03-01

In this paper, a new modified method is proposed as a measure to investigate the correlation between past price and future volatility for financial time series, known as the complexity analysis based on generalized deviation. In comparison with the former retarded volatility model, the new approach is both simple and computationally efficient. The method based on the generalized deviation function presents us an exhaustive way showing the quantization of the financial market rules. Robustness of this method is verified by numerical experiments with both artificial and financial time series. Results show that the generalized deviation complexity analysis method not only identifies the volatility of financial time series, but provides a comprehensive way distinguishing the different characteristics between stock indices and individual stocks. Exponential functions can be used to successfully fit the volatility curves and quantify the changes of complexity for stock market data. Then we study the influence for negative domain of deviation coefficient and differences during the volatile periods and calm periods. after the data analysis of the experimental model, we found that the generalized deviation model has definite advantages in exploring the relationship between the historical returns and future volatility.

A Bayesian CUSUM plot: Diagnosing quality of treatment.

PubMed

Rosthøj, Steen; Jacobsen, Rikke-Line

2017-12-01

To present a CUSUM plot based on Bayesian diagnostic reasoning displaying evidence in favour of "healthy" rather than "sick" quality of treatment (QOT), and to demonstrate a technique using Kaplan-Meier survival curves permitting application to case series with ongoing follow-up. For a case series with known final outcomes: Consider each case a diagnostic test of good versus poor QOT (expected vs. increased failure rates), determine the likelihood ratio (LR) of the observed outcome, convert LR to weight taking log to base 2, and add up weights sequentially in a plot showing how many times odds in favour of good QOT have been doubled. For a series with observed survival times and an expected survival curve: Divide the curve into time intervals, determine "healthy" and specify "sick" risks of failure in each interval, construct a "sick" survival curve, determine the LR of survival or failure at the given observation times, convert to weights, and add up. The Bayesian plot was applied retrospectively to 39 children with acute lymphoblastic leukaemia with completed follow-up, using Nordic collaborative results as reference, showing equal odds between good and poor QOT. In the ongoing treatment trial, with 22 of 37 children still at risk for event, QOT has been monitored with average survival curves as reference, odds so far favoring good QOT 2:1. QOT in small patient series can be assessed with a Bayesian CUSUM plot, retrospectively when all treatment outcomes are known, but also in ongoing series with unfinished follow-up. © 2017 John Wiley & Sons, Ltd.

Modeling sports highlights using a time-series clustering framework and model interpretation

NASA Astrophysics Data System (ADS)

Radhakrishnan, Regunathan; Otsuka, Isao; Xiong, Ziyou; Divakaran, Ajay

2005-01-01

In our past work on sports highlights extraction, we have shown the utility of detecting audience reaction using an audio classification framework. The audio classes in the framework were chosen based on intuition. In this paper, we present a systematic way of identifying the key audio classes for sports highlights extraction using a time series clustering framework. We treat the low-level audio features as a time series and model the highlight segments as "unusual" events in a background of an "usual" process. The set of audio classes to characterize the sports domain is then identified by analyzing the consistent patterns in each of the clusters output from the time series clustering framework. The distribution of features from the training data so obtained for each of the key audio classes, is parameterized by a Minimum Description Length Gaussian Mixture Model (MDL-GMM). We also interpret the meaning of each of the mixture components of the MDL-GMM for the key audio class (the "highlight" class) that is correlated with highlight moments. Our results show that the "highlight" class is a mixture of audience cheering and commentator's excited speech. Furthermore, we show that the precision-recall performance for highlights extraction based on this "highlight" class is better than that of our previous approach which uses only audience cheering as the key highlight class.

Dynamic Cross-Entropy.

PubMed

Aur, Dorian; Vila-Rodriguez, Fidel

2017-01-01

Complexity measures for time series have been used in many applications to quantify the regularity of one dimensional time series, however many dynamical systems are spatially distributed multidimensional systems. We introduced Dynamic Cross-Entropy (DCE) a novel multidimensional complexity measure that quantifies the degree of regularity of EEG signals in selected frequency bands. Time series generated by discrete logistic equations with varying control parameter r are used to test DCE measures. Sliding window DCE analyses are able to reveal specific period doubling bifurcations that lead to chaos. A similar behavior can be observed in seizures triggered by electroconvulsive therapy (ECT). Sample entropy data show the level of signal complexity in different phases of the ictal ECT. The transition to irregular activity is preceded by the occurrence of cyclic regular behavior. A significant increase of DCE values in successive order from high frequencies in gamma to low frequencies in delta band reveals several phase transitions into less ordered states, possible chaos in the human brain. To our knowledge there are no reliable techniques able to reveal the transition to chaos in case of multidimensional times series. In addition, DCE based on sample entropy appears to be robust to EEG artifacts compared to DCE based on Shannon entropy. The applied technique may offer new approaches to better understand nonlinear brain activity. Copyright © 2016 Elsevier B.V. All rights reserved.