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.

Unified functional network and nonlinear time series analysis for complex systems science: The pyunicorn package

NASA Astrophysics Data System (ADS)

Donges, Jonathan; Heitzig, Jobst; Beronov, Boyan; Wiedermann, Marc; Runge, Jakob; Feng, Qing Yi; Tupikina, Liubov; Stolbova, Veronika; Donner, Reik; Marwan, Norbert; Dijkstra, Henk; Kurths, Jürgen

2016-04-01

We introduce the pyunicorn (Pythonic unified complex network and recurrence analysis toolbox) open source software package for applying and combining modern methods of data analysis and modeling from complex network theory and nonlinear time series analysis. pyunicorn is a fully object-oriented and easily parallelizable package written in the language Python. It allows for the construction of functional networks such as climate networks in climatology or functional brain networks in neuroscience representing the structure of statistical interrelationships in large data sets of time series and, subsequently, investigating this structure using advanced methods of complex network theory such as measures and models for spatial networks, networks of interacting networks, node-weighted statistics, or network surrogates. Additionally, pyunicorn provides insights into the nonlinear dynamics of complex systems as recorded in uni- and multivariate time series from a non-traditional perspective by means of recurrence quantification analysis, recurrence networks, visibility graphs, and construction of surrogate time series. The range of possible applications of the library is outlined, drawing on several examples mainly from the field of climatology. pyunicorn is available online at https://github.com/pik-copan/pyunicorn. Reference: J.F. Donges, J. Heitzig, B. Beronov, M. Wiedermann, J. Runge, Q.-Y. Feng, L. Tupikina, V. Stolbova, R.V. Donner, N. Marwan, H.A. Dijkstra, and J. Kurths, Unified functional network and nonlinear time series analysis for complex systems science: The pyunicorn package, Chaos 25, 113101 (2015), DOI: 10.1063/1.4934554, Preprint: arxiv.org:1507.01571 [physics.data-an].

Complex network approach to fractional time series

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

Manshour, Pouya

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

Evaluation of physiologic complexity in time series using generalized sample entropy and surrogate data analysis

NASA Astrophysics Data System (ADS)

Eduardo Virgilio Silva, Luiz; Otavio Murta, Luiz

2012-12-01

Complexity in time series is an intriguing feature of living dynamical systems, with potential use for identification of system state. Although various methods have been proposed for measuring physiologic complexity, uncorrelated time series are often assigned high values of complexity, errouneously classifying them as a complex physiological signals. Here, we propose and discuss a method for complex system analysis based on generalized statistical formalism and surrogate time series. Sample entropy (SampEn) was rewritten inspired in Tsallis generalized entropy, as function of q parameter (qSampEn). qSDiff curves were calculated, which consist of differences between original and surrogate series qSampEn. We evaluated qSDiff for 125 real heart rate variability (HRV) dynamics, divided into groups of 70 healthy, 44 congestive heart failure (CHF), and 11 atrial fibrillation (AF) subjects, and for simulated series of stochastic and chaotic process. The evaluations showed that, for nonperiodic signals, qSDiff curves have a maximum point (qSDiffmax) for q ≠1. Values of q where the maximum point occurs and where qSDiff is zero were also evaluated. Only qSDiffmax values were capable of distinguish HRV groups (p-values 5.10×10-3, 1.11×10-7, and 5.50×10-7 for healthy vs. CHF, healthy vs. AF, and CHF vs. AF, respectively), consistently with the concept of physiologic complexity, and suggests a potential use for chaotic system analysis.

Complexity analysis of the turbulent environmental fluid flow time series

NASA Astrophysics Data System (ADS)

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

2014-02-01

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

Macroscopic Spatial Complexity of the Game of Life Cellular Automaton: A Simple Data Analysis

NASA Astrophysics Data System (ADS)

Hernández-Montoya, A. R.; Coronel-Brizio, H. F.; Rodríguez-Achach, M. E.

In this chapter we present a simple data analysis of an ensemble of 20 time series, generated by averaging the spatial positions of the living cells for each state of the Game of Life Cellular Automaton (GoL). We show that at the macroscopic level described by these time series, complexity properties of GoL are also presented and the following emergent properties, typical of data extracted complex systems such as financial or economical come out: variations of the generated time series following an asymptotic power law distribution, large fluctuations tending to be followed by large fluctuations, and small fluctuations tending to be followed by small ones, and fast decay of linear correlations, however, the correlations associated to their absolute variations exhibit a long range memory. Finally, a Detrended Fluctuation Analysis (DFA) of the generated time series, indicates that the GoL spatial macro states described by the time series are not either completely ordered or random, in a measurable and very interesting way.

On the maximum-entropy/autoregressive modeling of time series

NASA Technical Reports Server (NTRS)

Chao, B. F.

1984-01-01

The autoregressive (AR) model of a random process is interpreted in the light of the Prony's relation which relates a complex conjugate pair of poles of the AR process in the z-plane (or the z domain) on the one hand, to the complex frequency of one complex harmonic function in the time domain on the other. Thus the AR model of a time series is one that models the time series as a linear combination of complex harmonic functions, which include pure sinusoids and real exponentials as special cases. An AR model is completely determined by its z-domain pole configuration. The maximum-entropy/autogressive (ME/AR) spectrum, defined on the unit circle of the z-plane (or the frequency domain), is nothing but a convenient, but ambiguous visual representation. It is asserted that the position and shape of a spectral peak is determined by the corresponding complex frequency, and the height of the spectral peak contains little information about the complex amplitude of the complex harmonic functions.

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

PubMed

Suzuki, Tomoya; Ikeguchi, Tohru; Suzuki, Masuo

2007-10-01

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

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

NASA Astrophysics Data System (ADS)

Suzuki, Tomoya; Ikeguchi, Tohru; Suzuki, Masuo

2007-10-01

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

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.

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.

Complex dynamic in ecological time series

Treesearch

Peter Turchin; Andrew D. Taylor

1992-01-01

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

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

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.

Exploring total cardiac variability in healthy and pathophysiological subjects using improved refined multiscale entropy.

PubMed

Marwaha, Puneeta; Sunkaria, Ramesh Kumar

2017-02-01

Multiscale entropy (MSE) and refined multiscale entropy (RMSE) techniques are being widely used to evaluate the complexity of a time series across multiple time scales 't'. Both these techniques, at certain time scales (sometimes for the entire time scales, in the case of RMSE), assign higher entropy to the HRV time series of certain pathologies than that of healthy subjects, and to their corresponding randomized surrogate time series. This incorrect assessment of signal complexity may be due to the fact that these techniques suffer from the following limitations: (1) threshold value 'r' is updated as a function of long-term standard deviation and hence unable to explore the short-term variability as well as substantial variability inherited in beat-to-beat fluctuations of long-term HRV time series. (2) In RMSE, entropy values assigned to different filtered scaled time series are the result of changes in variance, but do not completely reflect the real structural organization inherited in original time series. In the present work, we propose an improved RMSE (I-RMSE) technique by introducing a new procedure to set the threshold value by taking into account the period-to-period variability inherited in a signal and evaluated it on simulated and real HRV database. The proposed I-RMSE assigns higher entropy to the age-matched healthy subjects than that of patients suffering from atrial fibrillation, congestive heart failure, sudden cardiac death and diabetes mellitus, for the entire time scales. The results strongly support the reduction in complexity of HRV time series in female group, old-aged, patients suffering from severe cardiovascular and non-cardiovascular diseases, and in their corresponding surrogate time series.

Analysis of crude oil markets with improved multiscale weighted permutation entropy

NASA Astrophysics Data System (ADS)

Niu, Hongli; Wang, Jun; Liu, Cheng

2018-03-01

Entropy measures are recently extensively used to study the complexity property in nonlinear systems. Weighted permutation entropy (WPE) can overcome the ignorance of the amplitude information of time series compared with PE and shows a distinctive ability to extract complexity information from data having abrupt changes in magnitude. Improved (or sometimes called composite) multi-scale (MS) method possesses the advantage of reducing errors and improving the accuracy when applied to evaluate multiscale entropy values of not enough long time series. In this paper, we combine the merits of WPE and improved MS to propose the improved multiscale weighted permutation entropy (IMWPE) method for complexity investigation of a time series. Then it is validated effective through artificial data: white noise and 1 / f noise, and real market data of Brent and Daqing crude oil. Meanwhile, the complexity properties of crude oil markets are explored respectively of return series, volatility series with multiple exponents and EEMD-produced intrinsic mode functions (IMFs) which represent different frequency components of return series. Moreover, the instantaneous amplitude and frequency of Brent and Daqing crude oil are analyzed by the Hilbert transform utilized to each IMF.

Two different flavours of complexity in financial data

NASA Astrophysics Data System (ADS)

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

2016-12-01

We discuss two elements that define the complexity of financial time series: one is the multiscaling property, which is linked to how the statistics of a single time-series changes with the time horizon; the second is the structure of dependency between time-series, which accounts for the collective behaviour, i.e. the market structure. Financial time-series have statistical properties which change with the time horizon and the quantification of such multiscaling property has been successful to distinguish among different degrees of development of markets, monitor the stability of firms and estimate risk. The study of the structure of dependency between time-series with the use of information filtering graphs can reveal important insight on the market structure highlighting risks, stress and portfolio management strategies. In this contribution we highlight achievements, major successes and discuss major challenges and open problems in the study of these two elements of complexity, hoping to attract the interest of more researchers in this research area. We indeed believe that with the advent of the Big Data era, the need and the further development of such approaches, designed to deal with systems with many degrees of freedom, have become more urgent.

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).

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

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

The parametric modified limited penetrable visibility graph for constructing complex networks from time series

NASA Astrophysics Data System (ADS)

Li, Xiuming; Sun, Mei; Gao, Cuixia; Han, Dun; Wang, Minggang

2018-02-01

This paper presents the parametric modified limited penetrable visibility graph (PMLPVG) algorithm for constructing complex networks from time series. We modify the penetrable visibility criterion of limited penetrable visibility graph (LPVG) in order to improve the rationality of the original penetrable visibility and preserve the dynamic characteristics of the time series. The addition of view angle provides a new approach to characterize the dynamic structure of the time series that is invisible in the previous algorithm. The reliability of the PMLPVG algorithm is verified by applying it to three types of artificial data as well as the actual data of natural gas prices in different regions. The empirical results indicate that PMLPVG algorithm can distinguish the different time series from each other. Meanwhile, the analysis results of natural gas prices data using PMLPVG are consistent with the detrended fluctuation analysis (DFA). The results imply that the PMLPVG algorithm may be a reasonable and significant tool for identifying various time series in different fields.

Mining Recent Temporal Patterns for Event Detection in Multivariate Time Series Data

PubMed Central

Batal, Iyad; Fradkin, Dmitriy; Harrison, James; Moerchen, Fabian; Hauskrecht, Milos

2015-01-01

Improving the performance of classifiers using pattern mining techniques has been an active topic of data mining research. In this work we introduce the recent temporal pattern mining framework for finding predictive patterns for monitoring and event detection problems in complex multivariate time series data. This framework first converts time series into time-interval sequences of temporal abstractions. It then constructs more complex temporal patterns backwards in time using temporal operators. We apply our framework to health care data of 13,558 diabetic patients and show its benefits by efficiently finding useful patterns for detecting and diagnosing adverse medical conditions that are associated with diabetes. PMID:25937993

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

PubMed Central

Ma, Xin; Shen, Jianping

2017-01-01

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

University of San Francisco Institutional-Level Financial Indicators, FY 1968-1969 to FY 1972-1973.

ERIC Educational Resources Information Center

Counelis, James S.; Rizzo, Claude J.

To manage effectively the higher education enterprise is a complex matter. Part of the problem of managing complexity is the need for monitoring data in time series such that the on-going enterprise is viewed at comparable times in comparable terms. Part of the answer at the University of San Francisco is the development of time series data on…

Self-affinity in the dengue fever time series

NASA Astrophysics Data System (ADS)

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

2016-06-01

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

Recurrence Density Enhanced Complex Networks for Nonlinear Time Series Analysis

NASA Astrophysics Data System (ADS)

Costa, Diego G. De B.; Reis, Barbara M. Da F.; Zou, Yong; Quiles, Marcos G.; Macau, Elbert E. N.

We introduce a new method, which is entitled Recurrence Density Enhanced Complex Network (RDE-CN), to properly analyze nonlinear time series. Our method first transforms a recurrence plot into a figure of a reduced number of points yet preserving the main and fundamental recurrence properties of the original plot. This resulting figure is then reinterpreted as a complex network, which is further characterized by network statistical measures. We illustrate the computational power of RDE-CN approach by time series by both the logistic map and experimental fluid flows, which show that our method distinguishes different dynamics sufficiently well as the traditional recurrence analysis. Therefore, the proposed methodology characterizes the recurrence matrix adequately, while using a reduced set of points from the original recurrence plots.

Monitoring of seismic time-series with advanced parallel computational tools and complex networks

NASA Astrophysics Data System (ADS)

Kechaidou, M.; Sirakoulis, G. Ch.; Scordilis, E. M.

2012-04-01

Earthquakes have been in the focus of human and research interest for several centuries due to their catastrophic effect to the everyday life as they occur almost all over the world demonstrating a hard to be modelled unpredictable behaviour. On the other hand, their monitoring with more or less technological updated instruments has been almost continuous and thanks to this fact several mathematical models have been presented and proposed so far to describe possible connections and patterns found in the resulting seismological time-series. Especially, in Greece, one of the most seismically active territories on earth, detailed instrumental seismological data are available from the beginning of the past century providing the researchers with valuable and differential knowledge about the seismicity levels all over the country. Considering available powerful parallel computational tools, such as Cellular Automata, these data can be further successfully analysed and, most important, modelled to provide possible connections between different parameters of the under study seismic time-series. More specifically, Cellular Automata have been proven very effective to compose and model nonlinear complex systems resulting in the advancement of several corresponding models as possible analogues of earthquake fault dynamics. In this work preliminary results of modelling of the seismic time-series with the help of Cellular Automata so as to compose and develop the corresponding complex networks are presented. The proposed methodology will be able to reveal under condition hidden relations as found in the examined time-series and to distinguish the intrinsic time-series characteristics in an effort to transform the examined time-series to complex networks and graphically represent their evolvement in the time-space. Consequently, based on the presented results, the proposed model will eventually serve as a possible efficient flexible computational tool to provide a generic understanding of the possible triggering mechanisms as arrived from the adequately monitoring and modelling of the regional earthquake phenomena.

A window-based time series feature extraction method.

PubMed

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

2017-10-01

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

Information and Complexity Measures Applied to Observed and Simulated Soil Moisture Time Series

USDA-ARS?s Scientific Manuscript database

Time series of soil moisture-related parameters provides important insights in functioning of soil water systems. Analysis of patterns within these time series has been used in several studies. The objective of this work was to compare patterns in observed and simulated soil moisture contents to u...

Emerging properties of financial time series in the ``Game of Life''

NASA Astrophysics Data System (ADS)

Hernández-Montoya, A. R.; Coronel-Brizio, H. F.; Stevens-Ramírez, G. A.; Rodríguez-Achach, M.; Politi, M.; Scalas, E.

2011-12-01

We explore the spatial complexity of Conway’s “Game of Life,” a prototypical cellular automaton by means of a geometrical procedure generating a two-dimensional random walk from a bidimensional lattice with periodical boundaries. The one-dimensional projection of this process is analyzed and it turns out that some of its statistical properties resemble the so-called stylized facts observed in financial time series. The scope and meaning of this result are discussed from the viewpoint of complex systems. In particular, we stress how the supposed peculiarities of financial time series are, often, overrated in their importance.

Emerging properties of financial time series in the "Game of Life".

PubMed

Hernández-Montoya, A R; Coronel-Brizio, H F; Stevens-Ramírez, G A; Rodríguez-Achach, M; Politi, M; Scalas, E

2011-12-01

We explore the spatial complexity of Conway's "Game of Life," a prototypical cellular automaton by means of a geometrical procedure generating a two-dimensional random walk from a bidimensional lattice with periodical boundaries. The one-dimensional projection of this process is analyzed and it turns out that some of its statistical properties resemble the so-called stylized facts observed in financial time series. The scope and meaning of this result are discussed from the viewpoint of complex systems. In particular, we stress how the supposed peculiarities of financial time series are, often, overrated in their importance.

Time irreversibility and intrinsics revealing of series with complex network approach

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

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.

A complex systems analysis of stick-slip dynamics of a laboratory fault

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

Walker, David M.; Tordesillas, Antoinette, E-mail: atordesi@unimelb.edu.au; Small, Michael

2014-03-15

We study the stick-slip behavior of a granular bed of photoelastic disks sheared by a rough slider pulled along the surface. Time series of a proxy for granular friction are examined using complex systems methods to characterize the observed stick-slip dynamics of this laboratory fault. Nonlinear surrogate time series methods show that the stick-slip behavior appears more complex than a periodic dynamics description. Phase space embedding methods show that the dynamics can be locally captured within a four to six dimensional subspace. These slider time series also provide an experimental test for recent complex network methods. Phase space networks, constructedmore » by connecting nearby phase space points, proved useful in capturing the key features of the dynamics. In particular, network communities could be associated to slip events and the ranking of small network subgraphs exhibited a heretofore unreported ordering.« less

Developing a complex independent component analysis technique to extract non-stationary patterns from geophysical time-series

NASA Astrophysics Data System (ADS)

Forootan, Ehsan; Kusche, Jürgen

2016-04-01

Geodetic/geophysical observations, such as the time series of global terrestrial water storage change or sea level and temperature change, represent samples of physical processes and therefore contain information about complex physical interactionswith many inherent time scales. Extracting relevant information from these samples, for example quantifying the seasonality of a physical process or its variability due to large-scale ocean-atmosphere interactions, is not possible by rendering simple time series approaches. In the last decades, decomposition techniques have found increasing interest for extracting patterns from geophysical observations. Traditionally, principal component analysis (PCA) and more recently independent component analysis (ICA) are common techniques to extract statistical orthogonal (uncorrelated) and independent modes that represent the maximum variance of observations, respectively. PCA and ICA can be classified as stationary signal decomposition techniques since they are based on decomposing the auto-covariance matrix or diagonalizing higher (than two)-order statistical tensors from centered time series. However, the stationary assumption is obviously not justifiable for many geophysical and climate variables even after removing cyclic components e.g., the seasonal cycles. In this paper, we present a new decomposition method, the complex independent component analysis (CICA, Forootan, PhD-2014), which can be applied to extract to non-stationary (changing in space and time) patterns from geophysical time series. Here, CICA is derived as an extension of real-valued ICA (Forootan and Kusche, JoG-2012), where we (i) define a new complex data set using a Hilbert transformation. The complex time series contain the observed values in their real part, and the temporal rate of variability in their imaginary part. (ii) An ICA algorithm based on diagonalization of fourth-order cumulants is then applied to decompose the new complex data set in (i). (iii) Dominant non-stationary patterns are recognized as independent complex patterns that can be used to represent the space and time amplitude and phase propagations. We present the results of CICA on simulated and real cases e.g., for quantifying the impact of large-scale ocean-atmosphere interaction on global mass changes. Forootan (PhD-2014) Statistical signal decomposition techniques for analyzing time-variable satellite gravimetry data, PhD Thesis, University of Bonn, http://hss.ulb.uni-bonn.de/2014/3766/3766.htm Forootan and Kusche (JoG-2012) Separation of global time-variable gravity signals into maximally independent components, Journal of Geodesy 86 (7), 477-497, doi: 10.1007/s00190-011-0532-5

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.

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.

The short time Fourier transform and local signals

NASA Astrophysics Data System (ADS)

Okumura, Shuhei

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

New approach of financial volatility duration dynamics by stochastic finite-range interacting voter system.

PubMed

Wang, Guochao; Wang, Jun

2017-01-01

We make an approach on investigating the fluctuation behaviors of financial volatility duration dynamics. A new concept of volatility two-component range intensity (VTRI) is developed, which constitutes the maximal variation range of volatility intensity and shortest passage time of duration, and can quantify the investment risk in financial markets. In an attempt to study and describe the nonlinear complex properties of VTRI, a random agent-based financial price model is developed by the finite-range interacting biased voter system. The autocorrelation behaviors and the power-law scaling behaviors of return time series and VTRI series are investigated. Then, the complexity of VTRI series of the real markets and the proposed model is analyzed by Fuzzy entropy (FuzzyEn) and Lempel-Ziv complexity. In this process, we apply the cross-Fuzzy entropy (C-FuzzyEn) to study the asynchrony of pairs of VTRI series. The empirical results reveal that the proposed model has the similar complex behaviors with the actual markets and indicate that the proposed stock VTRI series analysis and the financial model are meaningful and feasible to some extent.

New approach of financial volatility duration dynamics by stochastic finite-range interacting voter system

NASA Astrophysics Data System (ADS)

Wang, Guochao; Wang, Jun

2017-01-01

We make an approach on investigating the fluctuation behaviors of financial volatility duration dynamics. A new concept of volatility two-component range intensity (VTRI) is developed, which constitutes the maximal variation range of volatility intensity and shortest passage time of duration, and can quantify the investment risk in financial markets. In an attempt to study and describe the nonlinear complex properties of VTRI, a random agent-based financial price model is developed by the finite-range interacting biased voter system. The autocorrelation behaviors and the power-law scaling behaviors of return time series and VTRI series are investigated. Then, the complexity of VTRI series of the real markets and the proposed model is analyzed by Fuzzy entropy (FuzzyEn) and Lempel-Ziv complexity. In this process, we apply the cross-Fuzzy entropy (C-FuzzyEn) to study the asynchrony of pairs of VTRI series. The empirical results reveal that the proposed model has the similar complex behaviors with the actual markets and indicate that the proposed stock VTRI series analysis and the financial model are meaningful and feasible to some extent.

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.

Generalized sample entropy analysis for traffic signals based on similarity measure

NASA Astrophysics Data System (ADS)

Shang, Du; Xu, Mengjia; Shang, Pengjian

2017-05-01

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

Mesoscopic Community Structure of Financial Markets Revealed by Price and Sign Fluctuations.

PubMed

Almog, Assaf; Besamusca, Ferry; MacMahon, Mel; Garlaschelli, Diego

2015-01-01

The mesoscopic organization of complex systems, from financial markets to the brain, is an intermediate between the microscopic dynamics of individual units (stocks or neurons, in the mentioned cases), and the macroscopic dynamics of the system as a whole. The organization is determined by "communities" of units whose dynamics, represented by time series of activity, is more strongly correlated internally than with the rest of the system. Recent studies have shown that the binary projections of various financial and neural time series exhibit nontrivial dynamical features that resemble those of the original data. This implies that a significant piece of information is encoded into the binary projection (i.e. the sign) of such increments. Here, we explore whether the binary signatures of multiple time series can replicate the same complex community organization of the financial market, as the original weighted time series. We adopt a method that has been specifically designed to detect communities from cross-correlation matrices of time series data. Our analysis shows that the simpler binary representation leads to a community structure that is almost identical with that obtained using the full weighted representation. These results confirm that binary projections of financial time series contain significant structural information.

POD Model Reconstruction for Gray-Box Fault Detection

NASA Technical Reports Server (NTRS)

Park, Han; Zak, Michail

2007-01-01

Proper orthogonal decomposition (POD) is the mathematical basis of a method of constructing low-order mathematical models for the "gray-box" fault-detection algorithm that is a component of a diagnostic system known as beacon-based exception analysis for multi-missions (BEAM). POD has been successfully applied in reducing computational complexity by generating simple models that can be used for control and simulation for complex systems such as fluid flows. In the present application to BEAM, POD brings the same benefits to automated diagnosis. BEAM is a method of real-time or offline, automated diagnosis of a complex dynamic system.The gray-box approach makes it possible to utilize incomplete or approximate knowledge of the dynamics of the system that one seeks to diagnose. In the gray-box approach, a deterministic model of the system is used to filter a time series of system sensor data to remove the deterministic components of the time series from further examination. What is left after the filtering operation is a time series of residual quantities that represent the unknown (or at least unmodeled) aspects of the behavior of the system. Stochastic modeling techniques are then applied to the residual time series. The procedure for detecting abnormal behavior of the system then becomes one of looking for statistical differences between the residual time series and the predictions of the stochastic model.

On system behaviour using complex networks of a compression algorithm

NASA Astrophysics Data System (ADS)

Walker, David M.; Correa, Debora C.; Small, Michael

2018-01-01

We construct complex networks of scalar time series using a data compression algorithm. The structure and statistics of the resulting networks can be used to help characterize complex systems, and one property, in particular, appears to be a useful discriminating statistic in surrogate data hypothesis tests. We demonstrate these ideas on systems with known dynamical behaviour and also show that our approach is capable of identifying behavioural transitions within electroencephalogram recordings as well as changes due to a bifurcation parameter of a chaotic system. The technique we propose is dependent on a coarse grained quantization of the original time series and therefore provides potential for a spatial scale-dependent characterization of the data. Finally the method is as computationally efficient as the underlying compression algorithm and provides a compression of the salient features of long time series.

Empirical method to measure stochasticity and multifractality in nonlinear time series

NASA Astrophysics Data System (ADS)

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

2013-12-01

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

Characterization of complexities in combustion instability in a lean premixed gas-turbine model combustor.

PubMed

Gotoda, Hiroshi; Amano, Masahito; Miyano, Takaya; Ikawa, Takuya; Maki, Koshiro; Tachibana, Shigeru

2012-12-01

We characterize complexities in combustion instability in a lean premixed gas-turbine model combustor by nonlinear time series analysis to evaluate permutation entropy, fractal dimensions, and short-term predictability. The dynamic behavior in combustion instability near lean blowout exhibits a self-affine structure and is ascribed to fractional Brownian motion. It undergoes chaos by the onset of combustion oscillations with slow amplitude modulation. Our results indicate that nonlinear time series analysis is capable of characterizing complexities in combustion instability close to lean blowout.

Multifractal cross-correlation effects in two-variable time series of complex network vertex observables

NASA Astrophysics Data System (ADS)

OświÈ©cimka, Paweł; Livi, Lorenzo; DroŻdŻ, Stanisław

2016-10-01

We investigate the scaling of the cross-correlations calculated for two-variable time series containing vertex properties in the context of complex networks. Time series of such observables are obtained by means of stationary, unbiased random walks. We consider three vertex properties that provide, respectively, short-, medium-, and long-range information regarding the topological role of vertices in a given network. In order to reveal the relation between these quantities, we applied the multifractal cross-correlation analysis technique, which provides information about the nonlinear effects in coupling of time series. We show that the considered network models are characterized by unique multifractal properties of the cross-correlation. In particular, it is possible to distinguish between Erdös-Rényi, Barabási-Albert, and Watts-Strogatz networks on the basis of fractal cross-correlation. Moreover, the analysis of protein contact networks reveals characteristics shared with both scale-free and small-world models.

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.

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.

Revisiting the European sovereign bonds with a permutation-information-theory approach

NASA Astrophysics Data System (ADS)

Fernández Bariviera, Aurelio; Zunino, Luciano; Guercio, María Belén; Martinez, Lisana B.; Rosso, Osvaldo A.

2013-12-01

In this paper we study the evolution of the informational efficiency in its weak form for seventeen European sovereign bonds time series. We aim to assess the impact of two specific economic situations in the hypothetical random behavior of these time series: the establishment of a common currency and a wide and deep financial crisis. In order to evaluate the informational efficiency we use permutation quantifiers derived from information theory. Specifically, time series are ranked according to two metrics that measure the intrinsic structure of their correlations: permutation entropy and permutation statistical complexity. These measures provide the rectangular coordinates of the complexity-entropy causality plane; the planar location of the time series in this representation space reveals the degree of informational efficiency. According to our results, the currency union contributed to homogenize the stochastic characteristics of the time series and produced synchronization in the random behavior of them. Additionally, the 2008 financial crisis uncovered differences within the apparently homogeneous European sovereign markets and revealed country-specific characteristics that were partially hidden during the monetary union heyday.

Estimating rainfall time series and model parameter distributions using model data reduction and inversion techniques

NASA Astrophysics Data System (ADS)

Wright, Ashley J.; Walker, Jeffrey P.; Pauwels, Valentijn R. N.

2017-08-01

Floods are devastating natural hazards. To provide accurate, precise, and timely flood forecasts, there is a need to understand the uncertainties associated within an entire rainfall time series, even when rainfall was not observed. The estimation of an entire rainfall time series and model parameter distributions from streamflow observations in complex dynamic catchments adds skill to current areal rainfall estimation methods, allows for the uncertainty of entire rainfall input time series to be considered when estimating model parameters, and provides the ability to improve rainfall estimates from poorly gauged catchments. Current methods to estimate entire rainfall time series from streamflow records are unable to adequately invert complex nonlinear hydrologic systems. This study aims to explore the use of wavelets in the estimation of rainfall time series from streamflow records. Using the Discrete Wavelet Transform (DWT) to reduce rainfall dimensionality for the catchment of Warwick, Queensland, Australia, it is shown that model parameter distributions and an entire rainfall time series can be estimated. Including rainfall in the estimation process improves streamflow simulations by a factor of up to 1.78. This is achieved while estimating an entire rainfall time series, inclusive of days when none was observed. It is shown that the choice of wavelet can have a considerable impact on the robustness of the inversion. Combining the use of a likelihood function that considers rainfall and streamflow errors with the use of the DWT as a model data reduction technique allows the joint inference of hydrologic model parameters along with rainfall.

A hybrid algorithm for clustering of time series data based on affinity search technique.

PubMed

Aghabozorgi, Saeed; Ying Wah, Teh; Herawan, Tutut; Jalab, Hamid A; Shaygan, Mohammad Amin; Jalali, Alireza

2014-01-01

Time series clustering is an important solution to various problems in numerous fields of research, including business, medical science, and finance. However, conventional clustering algorithms are not practical for time series data because they are essentially designed for static data. This impracticality results in poor clustering accuracy in several systems. In this paper, a new hybrid clustering algorithm is proposed based on the similarity in shape of time series data. Time series data are first grouped as subclusters based on similarity in time. The subclusters are then merged using the k-Medoids algorithm based on similarity in shape. This model has two contributions: (1) it is more accurate than other conventional and hybrid approaches and (2) it determines the similarity in shape among time series data with a low complexity. To evaluate the accuracy of the proposed model, the model is tested extensively using syntactic and real-world time series datasets.

A Hybrid Algorithm for Clustering of Time Series Data Based on Affinity Search Technique

PubMed Central

Aghabozorgi, Saeed; Ying Wah, Teh; Herawan, Tutut; Jalab, Hamid A.; Shaygan, Mohammad Amin; Jalali, Alireza

2014-01-01

Time series clustering is an important solution to various problems in numerous fields of research, including business, medical science, and finance. However, conventional clustering algorithms are not practical for time series data because they are essentially designed for static data. This impracticality results in poor clustering accuracy in several systems. In this paper, a new hybrid clustering algorithm is proposed based on the similarity in shape of time series data. Time series data are first grouped as subclusters based on similarity in time. The subclusters are then merged using the k-Medoids algorithm based on similarity in shape. This model has two contributions: (1) it is more accurate than other conventional and hybrid approaches and (2) it determines the similarity in shape among time series data with a low complexity. To evaluate the accuracy of the proposed model, the model is tested extensively using syntactic and real-world time series datasets. PMID:24982966

Identifying Changes of Complex Flood Dynamics with Recurrence Analysis

NASA Astrophysics Data System (ADS)

Wendi, D.; Merz, B.; Marwan, N.

2016-12-01

Temporal changes in flood hazard system are known to be difficult to detect and attribute due to multiple drivers that include complex processes that are non-stationary and highly variable. These drivers, such as human-induced climate change, natural climate variability, implementation of flood defense, river training, or land use change, could impact variably on space-time scales and influence or mask each other. Flood time series may show complex behavior that vary at a range of time scales and may cluster in time. Moreover hydrological time series (i.e. discharge) are often subject to measurement errors, such as rating curve error especially in the case of extremes where observation are actually derived through extrapolation. This study focuses on the application of recurrence based data analysis techniques (recurrence plot) for understanding and quantifying spatio-temporal changes in flood hazard in Germany. The recurrence plot is known as an effective tool to visualize the dynamics of phase space trajectories i.e. constructed from a time series by using an embedding dimension and a time delay, and it is known to be effective in analyzing non-stationary and non-linear time series. Sensitivity of the common measurement errors and noise on recurrence analysis will also be analyzed and evaluated against conventional methods. The emphasis will be on the identification of characteristic recurrence properties that could associate typical dynamic to certain flood events.

Mesoscopic Community Structure of Financial Markets Revealed by Price and Sign Fluctuations

PubMed Central

Almog, Assaf; Besamusca, Ferry; MacMahon, Mel; Garlaschelli, Diego

2015-01-01

The mesoscopic organization of complex systems, from financial markets to the brain, is an intermediate between the microscopic dynamics of individual units (stocks or neurons, in the mentioned cases), and the macroscopic dynamics of the system as a whole. The organization is determined by “communities” of units whose dynamics, represented by time series of activity, is more strongly correlated internally than with the rest of the system. Recent studies have shown that the binary projections of various financial and neural time series exhibit nontrivial dynamical features that resemble those of the original data. This implies that a significant piece of information is encoded into the binary projection (i.e. the sign) of such increments. Here, we explore whether the binary signatures of multiple time series can replicate the same complex community organization of the financial market, as the original weighted time series. We adopt a method that has been specifically designed to detect communities from cross-correlation matrices of time series data. Our analysis shows that the simpler binary representation leads to a community structure that is almost identical with that obtained using the full weighted representation. These results confirm that binary projections of financial time series contain significant structural information. PMID:26226226

Directionality analysis on functional magnetic resonance imaging during motor task using Granger causality.

PubMed

Anwar, A R; Muthalib, M; Perrey, S; Galka, A; Granert, O; Wolff, S; Deuschl, G; Raethjen, J; Heute, U; Muthuraman, M

2012-01-01

Directionality analysis of signals originating from different parts of brain during motor tasks has gained a lot of interest. Since brain activity can be recorded over time, methods of time series analysis can be applied to medical time series as well. Granger Causality is a method to find a causal relationship between time series. Such causality can be referred to as a directional connection and is not necessarily bidirectional. The aim of this study is to differentiate between different motor tasks on the basis of activation maps and also to understand the nature of connections present between different parts of the brain. In this paper, three different motor tasks (finger tapping, simple finger sequencing, and complex finger sequencing) are analyzed. Time series for each task were extracted from functional magnetic resonance imaging (fMRI) data, which have a very good spatial resolution and can look into the sub-cortical regions of the brain. Activation maps based on fMRI images show that, in case of complex finger sequencing, most parts of the brain are active, unlike finger tapping during which only limited regions show activity. Directionality analysis on time series extracted from contralateral motor cortex (CMC), supplementary motor area (SMA), and cerebellum (CER) show bidirectional connections between these parts of the brain. In case of simple finger sequencing and complex finger sequencing, the strongest connections originate from SMA and CMC, while connections originating from CER in either direction are the weakest ones in magnitude during all paradigms.

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

PubMed

Little, Douglas J; Kane, Deb M

2016-08-01

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

Measuring information interactions on the ordinal pattern of stock time series

NASA Astrophysics Data System (ADS)

Zhao, Xiaojun; Shang, Pengjian; Wang, Jing

2013-02-01

The interactions among time series as individual components of complex systems can be quantified by measuring to what extent they exchange information among each other. In many applications, one focuses not on the original series but on its ordinal pattern. In such cases, trivial noises appear more likely to be filtered and the abrupt influence of extreme values can be weakened. Cross-sample entropy and inner composition alignment have been introduced as prominent methods to estimate the information interactions of complex systems. In this paper, we modify both methods to detect the interactions among the ordinal pattern of stock return and volatility series, and we try to uncover the information exchanges across sectors in Chinese stock markets.

Developing a Complex Independent Component Analysis (CICA) Technique to Extract Non-stationary Patterns from Geophysical Time Series

NASA Astrophysics Data System (ADS)

Forootan, Ehsan; Kusche, Jürgen; Talpe, Matthieu; Shum, C. K.; Schmidt, Michael

2017-12-01

In recent decades, decomposition techniques have enabled increasingly more applications for dimension reduction, as well as extraction of additional information from geophysical time series. Traditionally, the principal component analysis (PCA)/empirical orthogonal function (EOF) method and more recently the independent component analysis (ICA) have been applied to extract, statistical orthogonal (uncorrelated), and independent modes that represent the maximum variance of time series, respectively. PCA and ICA can be classified as stationary signal decomposition techniques since they are based on decomposing the autocovariance matrix and diagonalizing higher (than two) order statistical tensors from centered time series, respectively. However, the stationarity assumption in these techniques is not justified for many geophysical and climate variables even after removing cyclic components, e.g., the commonly removed dominant seasonal cycles. In this paper, we present a novel decomposition method, the complex independent component analysis (CICA), which can be applied to extract non-stationary (changing in space and time) patterns from geophysical time series. Here, CICA is derived as an extension of real-valued ICA, where (a) we first define a new complex dataset that contains the observed time series in its real part, and their Hilbert transformed series as its imaginary part, (b) an ICA algorithm based on diagonalization of fourth-order cumulants is then applied to decompose the new complex dataset in (a), and finally, (c) the dominant independent complex modes are extracted and used to represent the dominant space and time amplitudes and associated phase propagation patterns. The performance of CICA is examined by analyzing synthetic data constructed from multiple physically meaningful modes in a simulation framework, with known truth. Next, global terrestrial water storage (TWS) data from the Gravity Recovery And Climate Experiment (GRACE) gravimetry mission (2003-2016), and satellite radiometric sea surface temperature (SST) data (1982-2016) over the Atlantic and Pacific Oceans are used with the aim of demonstrating signal separations of the North Atlantic Oscillation (NAO) from the Atlantic Multi-decadal Oscillation (AMO), and the El Niño Southern Oscillation (ENSO) from the Pacific Decadal Oscillation (PDO). CICA results indicate that ENSO-related patterns can be extracted from the Gravity Recovery And Climate Experiment Terrestrial Water Storage (GRACE TWS) with an accuracy of 0.5-1 cm in terms of equivalent water height (EWH). The magnitude of errors in extracting NAO or AMO from SST data using the complex EOF (CEOF) approach reaches up to 50% of the signal itself, while it is reduced to 16% when applying CICA. Larger errors with magnitudes of 100% and 30% of the signal itself are found while separating ENSO from PDO using CEOF and CICA, respectively. We thus conclude that the CICA is more effective than CEOF in separating non-stationary patterns.

Correlation tests of the engine performance parameter by using the detrended cross-correlation coefficient

NASA Astrophysics Data System (ADS)

Dong, Keqiang; Gao, You; Jing, Liming

2015-02-01

The presence of cross-correlation in complex systems has long been noted and studied in a broad range of physical applications. We here focus on an aero-engine system as an example of a complex system. By applying the detrended cross-correlation (DCCA) coefficient method to aero-engine time series, we investigate the effects of the data length and the time scale on the detrended cross-correlation coefficients ρ DCCA ( T, s). We then show, for a twin-engine aircraft, that the engine fuel flow time series derived from the left engine and the right engine exhibit much stronger cross-correlations than the engine exhaust-gas temperature series derived from the left engine and the right engine do.

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

PubMed

Fulcher, Ben D; Jones, Nick S

2017-11-22

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

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.

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

PubMed

Kociuba, Mary C; Rowe, Daniel B

2016-07-01

To develop a linear matrix representation of correlation between complex-valued (CV) time-series in the temporal Fourier frequency domain, and demonstrate its increased sensitivity over correlation between magnitude-only (MO) time-series in functional MRI (fMRI) analysis. The standard in fMRI is to discard the phase before the statistical analysis of the data, despite evidence of task related change in the phase time-series. With a real-valued isomorphism representation of Fourier reconstruction, correlation is computed in the temporal frequency domain with CV time-series data, rather than with the standard of MO data. A MATLAB simulation compares the Fisher-z transform of MO and CV correlations for varying degrees of task related magnitude and phase amplitude change in the time-series. The increased sensitivity of the complex-valued Fourier representation of correlation is also demonstrated with experimental human data. Since the correlation description in the temporal frequency domain is represented as a summation of second order temporal frequencies, the correlation is easily divided into experimentally relevant frequency bands for each voxel's temporal frequency spectrum. The MO and CV correlations for the experimental human data are analyzed for four voxels of interest (VOIs) to show the framework with high and low contrast-to-noise ratios in the motor cortex and the supplementary motor cortex. The simulation demonstrates the increased strength of CV correlations over MO correlations for low magnitude contrast-to-noise time-series. In the experimental human data, the MO correlation maps are noisier than the CV maps, and it is more difficult to distinguish the motor cortex in the MO correlation maps after spatial processing. Including both magnitude and phase in the spatial correlation computations more accurately defines the correlated left and right motor cortices. Sensitivity in correlation analysis is important to preserve the signal of interest in fMRI data sets with high noise variance, and avoid excessive processing induced correlation. Copyright © 2016 Elsevier Inc. All rights reserved.

A new complexity measure for time series analysis and classification

NASA Astrophysics Data System (ADS)

Nagaraj, Nithin; Balasubramanian, Karthi; Dey, Sutirth

2013-07-01

Complexity measures are used in a number of applications including extraction of information from data such as ecological time series, detection of non-random structure in biomedical signals, testing of random number generators, language recognition and authorship attribution etc. Different complexity measures proposed in the literature like Shannon entropy, Relative entropy, Lempel-Ziv, Kolmogrov and Algorithmic complexity are mostly ineffective in analyzing short sequences that are further corrupted with noise. To address this problem, we propose a new complexity measure ETC and define it as the "Effort To Compress" the input sequence by a lossless compression algorithm. Here, we employ the lossless compression algorithm known as Non-Sequential Recursive Pair Substitution (NSRPS) and define ETC as the number of iterations needed for NSRPS to transform the input sequence to a constant sequence. We demonstrate the utility of ETC in two applications. ETC is shown to have better correlation with Lyapunov exponent than Shannon entropy even with relatively short and noisy time series. The measure also has a greater rate of success in automatic identification and classification of short noisy sequences, compared to entropy and a popular measure based on Lempel-Ziv compression (implemented by Gzip).

Persistent topological features of dynamical systems

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

Maletić, Slobodan, E-mail: slobodan@hitsz.edu.cn; Institute of Nuclear Sciences Vinča, University of Belgrade, Belgrade; Zhao, Yi, E-mail: zhao.yi@hitsz.edu.cn

Inspired by an early work of Muldoon et al., Physica D 65, 1–16 (1993), we present a general method for constructing simplicial complex from observed time series of dynamical systems based on the delay coordinate reconstruction procedure. The obtained simplicial complex preserves all pertinent topological features of the reconstructed phase space, and it may be analyzed from topological, combinatorial, and algebraic aspects. In focus of this study is the computation of homology of the invariant set of some well known dynamical systems that display chaotic behavior. Persistent homology of simplicial complex and its relationship with the embedding dimensions are examinedmore » by studying the lifetime of topological features and topological noise. The consistency of topological properties for different dynamic regimes and embedding dimensions is examined. The obtained results shed new light on the topological properties of the reconstructed phase space and open up new possibilities for application of advanced topological methods. The method presented here may be used as a generic method for constructing simplicial complex from a scalar time series that has a number of advantages compared to the mapping of the same time series to a complex network.« less

Assessing multiscale complexity of short heart rate variability series through a model-based linear approach

NASA Astrophysics Data System (ADS)

Porta, Alberto; Bari, Vlasta; Ranuzzi, Giovanni; De Maria, Beatrice; Baselli, Giuseppe

2017-09-01

We propose a multiscale complexity (MSC) method assessing irregularity in assigned frequency bands and being appropriate for analyzing the short time series. It is grounded on the identification of the coefficients of an autoregressive model, on the computation of the mean position of the poles generating the components of the power spectral density in an assigned frequency band, and on the assessment of its distance from the unit circle in the complex plane. The MSC method was tested on simulations and applied to the short heart period (HP) variability series recorded during graded head-up tilt in 17 subjects (age from 21 to 54 years, median = 28 years, 7 females) and during paced breathing protocols in 19 subjects (age from 27 to 35 years, median = 31 years, 11 females) to assess the contribution of time scales typical of the cardiac autonomic control, namely in low frequency (LF, from 0.04 to 0.15 Hz) and high frequency (HF, from 0.15 to 0.5 Hz) bands to the complexity of the cardiac regulation. The proposed MSC technique was compared to a traditional model-free multiscale method grounded on information theory, i.e., multiscale entropy (MSE). The approach suggests that the reduction of HP variability complexity observed during graded head-up tilt is due to a regularization of the HP fluctuations in LF band via a possible intervention of sympathetic control and the decrement of HP variability complexity observed during slow breathing is the result of the regularization of the HP variations in both LF and HF bands, thus implying the action of physiological mechanisms working at time scales even different from that of respiration. MSE did not distinguish experimental conditions at time scales larger than 1. Over a short time series MSC allows a more insightful association between cardiac control complexity and physiological mechanisms modulating cardiac rhythm compared to a more traditional tool such as MSE.

Refined composite multiscale weighted-permutation entropy of financial time series

NASA Astrophysics Data System (ADS)

Zhang, Yongping; Shang, Pengjian

2018-04-01

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

Long series of geomagnetic measurements - unique at satellite era

NASA Astrophysics Data System (ADS)

Mandea, Mioara; Balasis, Georgios

2017-04-01

We have long appreciated that magnetic measurements obtained at Earth's surface are of great value in characterizing geomagnetic field behavior and then probing the deep interior of our Planet. The existence of new magnetic satellite missions data offer a new detailed global understanding of the geomagnetic field. However, when our interest moves over long-time scales, the very long series of measurements play an important role. Here, we firstly provide an updated series of geomagnetic declination in Paris, shortly after a very special occasion: its value has reached zero after some 350 years of westerly values. We take this occasion to emphasize the importance of long series of continuous measurements, mainly when various techniques are used to detect the abrupt changes in geomagnetic field, the geomagnetic jerks. Many novel concepts originated in dynamical systems or information theory have been developed, partly motivated by specific research questions from the geosciences. This continuously extending toolbox of nonlinear time series analysis is a key to understand the complexity of geomagnetic field. Here, motivated by these efforts, a series of entropy analysis are applied to geomagnetic field time series aiming to detect dynamical complex changes associated with geomagnetic jerks.

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

Visibility in the topology of complex networks

NASA Astrophysics Data System (ADS)

Tsiotas, Dimitrios; Charakopoulos, Avraam

2018-09-01

Taking its inspiration from the visibility algorithm, which was proposed by Lacasa et al. (2008) to convert a time-series into a complex network, this paper develops and proposes a novel expansion of this algorithm that allows generating a visibility graph from a complex network instead of a time-series that is currently applicable. The purpose of this approach is to apply the idea of visibility from the field of time-series to complex networks in order to interpret the network topology as a landscape. Visibility in complex networks is a multivariate property producing an associated visibility graph that maps the ability of a node "to see" other nodes in the network that lie beyond the range of its neighborhood, in terms of a control-attribute. Within this context, this paper examines the visibility topology produced by connectivity (degree) in comparison with the original (source) network, in order to detect what patterns or forces describe the mechanism under which a network is converted to a visibility graph. The overall analysis shows that visibility is a property that increases the connectivity in networks, it may contribute to pattern recognition (among which the detection of the scale-free topology) and it is worth to be applied to complex networks in order to reveal the potential of signal processing beyond the range of its neighborhood. Generally, this paper promotes interdisciplinary research in complex networks providing new insights to network science.

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.

Complexity of the heart rhythm after heart transplantation by entropy of transition network for RR-increments of RR time intervals between heartbeats.

PubMed

Makowiec, Danuta; Struzik, Zbigniew; Graff, Beata; Wdowczyk-Szulc, Joanna; Zarczynska-Buchnowiecka, Marta; Gruchala, Marcin; Rynkiewicz, Andrzej

2013-01-01

Network models have been used to capture, represent and analyse characteristics of living organisms and general properties of complex systems. The use of network representations in the characterization of time series complexity is a relatively new but quickly developing branch of time series analysis. In particular, beat-to-beat heart rate variability can be mapped out in a network of RR-increments, which is a directed and weighted graph with vertices representing RR-increments and the edges of which correspond to subsequent increments. We evaluate entropy measures selected from these network representations in records of healthy subjects and heart transplant patients, and provide an interpretation of the results.

Insights on correlation dimension from dynamics mapping of three experimental nonlinear laser systems.

PubMed

McMahon, Christopher J; Toomey, Joshua P; Kane, Deb M

2017-01-01

We have analysed large data sets consisting of tens of thousands of time series from three Type B laser systems: a semiconductor laser in a photonic integrated chip, a semiconductor laser subject to optical feedback from a long free-space-external-cavity, and a solid-state laser subject to optical injection from a master laser. The lasers can deliver either constant, periodic, pulsed, or chaotic outputs when parameters such as the injection current and the level of external perturbation are varied. The systems represent examples of experimental nonlinear systems more generally and cover a broad range of complexity including systematically varying complexity in some regions. In this work we have introduced a new procedure for semi-automatically interrogating experimental laser system output power time series to calculate the correlation dimension (CD) using the commonly adopted Grassberger-Proccacia algorithm. The new CD procedure is called the 'minimum gradient detection algorithm'. A value of minimum gradient is returned for all time series in a data set. In some cases this can be identified as a CD, with uncertainty. Applying the new 'minimum gradient detection algorithm' CD procedure, we obtained robust measurements of the correlation dimension for many of the time series measured from each laser system. By mapping the results across an extended parameter space for operation of each laser system, we were able to confidently identify regions of low CD (CD < 3) and assign these robust values for the correlation dimension. However, in all three laser systems, we were not able to measure the correlation dimension at all parts of the parameter space. Nevertheless, by mapping the staged progress of the algorithm, we were able to broadly classify the dynamical output of the lasers at all parts of their respective parameter spaces. For two of the laser systems this included displaying regions of high-complexity chaos and dynamic noise. These high-complexity regions are differentiated from regions where the time series are dominated by technical noise. This is the first time such differentiation has been achieved using a CD analysis approach. More can be known of the CD for a system when it is interrogated in a mapping context, than from calculations using isolated time series. This has been shown for three laser systems and the approach is expected to be useful in other areas of nonlinear science where large data sets are available and need to be semi-automatically analysed to provide real dimensional information about the complex dynamics. The CD/minimum gradient algorithm measure provides additional information that complements other measures of complexity and relative complexity, such as the permutation entropy; and conventional physical measurements.

Insights on correlation dimension from dynamics mapping of three experimental nonlinear laser systems

PubMed Central

McMahon, Christopher J.; Toomey, Joshua P.

2017-01-01

Background We have analysed large data sets consisting of tens of thousands of time series from three Type B laser systems: a semiconductor laser in a photonic integrated chip, a semiconductor laser subject to optical feedback from a long free-space-external-cavity, and a solid-state laser subject to optical injection from a master laser. The lasers can deliver either constant, periodic, pulsed, or chaotic outputs when parameters such as the injection current and the level of external perturbation are varied. The systems represent examples of experimental nonlinear systems more generally and cover a broad range of complexity including systematically varying complexity in some regions. Methods In this work we have introduced a new procedure for semi-automatically interrogating experimental laser system output power time series to calculate the correlation dimension (CD) using the commonly adopted Grassberger-Proccacia algorithm. The new CD procedure is called the ‘minimum gradient detection algorithm’. A value of minimum gradient is returned for all time series in a data set. In some cases this can be identified as a CD, with uncertainty. Findings Applying the new ‘minimum gradient detection algorithm’ CD procedure, we obtained robust measurements of the correlation dimension for many of the time series measured from each laser system. By mapping the results across an extended parameter space for operation of each laser system, we were able to confidently identify regions of low CD (CD < 3) and assign these robust values for the correlation dimension. However, in all three laser systems, we were not able to measure the correlation dimension at all parts of the parameter space. Nevertheless, by mapping the staged progress of the algorithm, we were able to broadly classify the dynamical output of the lasers at all parts of their respective parameter spaces. For two of the laser systems this included displaying regions of high-complexity chaos and dynamic noise. These high-complexity regions are differentiated from regions where the time series are dominated by technical noise. This is the first time such differentiation has been achieved using a CD analysis approach. Conclusions More can be known of the CD for a system when it is interrogated in a mapping context, than from calculations using isolated time series. This has been shown for three laser systems and the approach is expected to be useful in other areas of nonlinear science where large data sets are available and need to be semi-automatically analysed to provide real dimensional information about the complex dynamics. The CD/minimum gradient algorithm measure provides additional information that complements other measures of complexity and relative complexity, such as the permutation entropy; and conventional physical measurements. PMID:28837602

Scalable Prediction of Energy Consumption using Incremental Time Series Clustering

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

Simmhan, Yogesh; Noor, Muhammad Usman

2013-10-09

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

Multifractality and heteroscedastic dynamics: An application to time series analysis

NASA Astrophysics Data System (ADS)

Nascimento, C. M.; Júnior, H. B. N.; Jennings, H. D.; Serva, M.; Gleria, Iram; Viswanathan, G. M.

2008-01-01

An increasingly important problem in physics concerns scale invariance symmetry in diverse complex systems, often characterized by heteroscedastic dynamics. We investigate the nature of the relationship between the heteroscedastic and fractal aspects of the dynamics of complex systems, by analyzing the sensitivity to heteroscedasticity of the scaling properties of weakly nonstationary time series. By using multifractal detrended fluctuation analysis, we study the singularity spectra of currency exchange rate fluctuations, after partially or completely eliminating n-point correlations via data shuffling techniques. We conclude that heteroscedasticity can significantly increase multifractality and interpret these findings in the context of self-organizing and adaptive complex systems.

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

PubMed

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

2016-02-09

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

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.

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.

Complex dynamics of our economic life on different scales: insights from search engine query data.

PubMed

Preis, Tobias; Reith, Daniel; Stanley, H Eugene

2010-12-28

Search engine query data deliver insight into the behaviour of individuals who are the smallest possible scale of our economic life. Individuals are submitting several hundred million search engine queries around the world each day. We study weekly search volume data for various search terms from 2004 to 2010 that are offered by the search engine Google for scientific use, providing information about our economic life on an aggregated collective level. We ask the question whether there is a link between search volume data and financial market fluctuations on a weekly time scale. Both collective 'swarm intelligence' of Internet users and the group of financial market participants can be regarded as a complex system of many interacting subunits that react quickly to external changes. We find clear evidence that weekly transaction volumes of S&P 500 companies are correlated with weekly search volume of corresponding company names. Furthermore, we apply a recently introduced method for quantifying complex correlations in time series with which we find a clear tendency that search volume time series and transaction volume time series show recurring patterns.

Dynamical glucometry: Use of multiscale entropy analysis in diabetes

NASA Astrophysics Data System (ADS)

Costa, Madalena D.; Henriques, Teresa; Munshi, Medha N.; Segal, Alissa R.; Goldberger, Ary L.

2014-09-01

Diabetes mellitus (DM) is one of the world's most prevalent medical conditions. Contemporary management focuses on lowering mean blood glucose values toward a normal range, but largely ignores the dynamics of glucose fluctuations. We probed analyte time series obtained from continuous glucose monitor (CGM) sensors. We show that the fluctuations in CGM values sampled every 5 min are not uncorrelated noise. Next, using multiscale entropy analysis, we quantified the complexity of the temporal structure of the CGM time series from a group of elderly subjects with type 2 DM and age-matched controls. We further probed the structure of these CGM time series using detrended fluctuation analysis. Our findings indicate that the dynamics of glucose fluctuations from control subjects are more complex than those of subjects with type 2 DM over time scales ranging from about 5 min to 5 h. These findings support consideration of a new framework, dynamical glucometry, to guide mechanistic research and to help assess and compare therapeutic interventions, which should enhance complexity of glucose fluctuations and not just lower mean and variance of blood glucose levels.

Analysis of Complex Intervention Effects in Time-Series Experiments.

ERIC Educational Resources Information Center

Bower, Cathleen

An iterative least squares procedure for analyzing the effect of various kinds of intervention in time-series data is described. There are numerous applications of this design in economics, education, and psychology, although until recently, no appropriate analysis techniques had been developed to deal with the model adequately. This paper…

MULTIVARIATE STATISTICAL MODELS FOR EFFECTS OF PM AND COPOLLUTANTS IN A DAILY TIME SERIES EPIDEMIOLOGY STUDY

EPA Science Inventory

Most analyses of daily time series epidemiology data relate mortality or morbidity counts to PM and other air pollutants by means of single-outcome regression models using multiple predictors, without taking into account the complex statistical structure of the predictor variable...

Statistics without Tears: Complex Statistics with Simple Arithmetic

ERIC Educational Resources Information Center

Smith, Brian

2011-01-01

One of the often overlooked aspects of modern statistics is the analysis of time series data. Modern introductory statistics courses tend to rush to probabilistic applications involving risk and confidence. Rarely does the first level course linger on such useful and fascinating topics as time series decomposition, with its practical applications…

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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.

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.

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.

Aggregated Indexing of Biomedical Time Series Data

PubMed Central

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

2016-01-01

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

Entropic Analysis of Electromyography Time Series

NASA Astrophysics Data System (ADS)

Kaufman, Miron; Sung, Paul

2005-03-01

We are in the process of assessing the effectiveness of fractal and entropic measures for the diagnostic of low back pain from surface electromyography (EMG) time series. Surface electromyography (EMG) is used to assess patients with low back pain. In a typical EMG measurement, the voltage is measured every millisecond. We observed back muscle fatiguing during one minute, which results in a time series with 60,000 entries. We characterize the complexity of time series by computing the Shannon entropy time dependence. The analysis of the time series from different relevant muscles from healthy and low back pain (LBP) individuals provides evidence that the level of variability of back muscle activities is much larger for healthy individuals than for individuals with LBP. In general the time dependence of the entropy shows a crossover from a diffusive regime to a regime characterized by long time correlations (self organization) at about 0.01s.

Superstatistical fluctuations in time series: Applications to share-price dynamics and turbulence

NASA Astrophysics Data System (ADS)

van der Straeten, Erik; Beck, Christian

2009-09-01

We report a general technique to study a given experimental time series with superstatistics. Crucial for the applicability of the superstatistics concept is the existence of a parameter β that fluctuates on a large time scale as compared to the other time scales of the complex system under consideration. The proposed method extracts the main superstatistical parameters out of a given data set and examines the validity of the superstatistical model assumptions. We test the method thoroughly with surrogate data sets. Then the applicability of the superstatistical approach is illustrated using real experimental data. We study two examples, velocity time series measured in turbulent Taylor-Couette flows and time series of log returns of the closing prices of some stock market indices.

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.

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

An investigation of fMRI time series stationarity during motor sequence learning foot tapping tasks.

PubMed

Muhei-aldin, Othman; VanSwearingen, Jessie; Karim, Helmet; Huppert, Theodore; Sparto, Patrick J; Erickson, Kirk I; Sejdić, Ervin

2014-04-30

Understanding complex brain networks using functional magnetic resonance imaging (fMRI) is of great interest to clinical and scientific communities. To utilize advanced analysis methods such as graph theory for these investigations, the stationarity of fMRI time series needs to be understood as it has important implications on the choice of appropriate approaches for the analysis of complex brain networks. In this paper, we investigated the stationarity of fMRI time series acquired from twelve healthy participants while they performed a motor (foot tapping sequence) learning task. Since prior studies have documented that learning is associated with systematic changes in brain activation, a sequence learning task is an optimal paradigm to assess the degree of non-stationarity in fMRI time-series in clinically relevant brain areas. We predicted that brain regions involved in a "learning network" would demonstrate non-stationarity and may violate assumptions associated with some advanced analysis approaches. Six blocks of learning, and six control blocks of a foot tapping sequence were performed in a fixed order. The reverse arrangement test was utilized to investigate the time series stationarity. Our analysis showed some non-stationary signals with a time varying first moment as a major source of non-stationarity. We also demonstrated a decreased number of non-stationarities in the third block as a result of priming and repetition. Most of the current literature does not examine stationarity prior to processing. The implication of our findings is that future investigations analyzing complex brain networks should utilize approaches robust to non-stationarities, as graph-theoretical approaches can be sensitive to non-stationarities present in data. Copyright © 2014 Elsevier B.V. All rights reserved.

Multiscale multifractal time irreversibility analysis of stock markets

NASA Astrophysics Data System (ADS)

Jiang, Chenguang; Shang, Pengjian; Shi, Wenbin

2016-11-01

Time irreversibility is one of the most important properties of nonstationary time series. Complex time series often demonstrate even multiscale time irreversibility, such that not only the original but also coarse-grained time series are asymmetric over a wide range of scales. We study the multiscale time irreversibility of time series. In this paper, we develop a method called multiscale multifractal time irreversibility analysis (MMRA), which allows us to extend the description of time irreversibility to include the dependence on the segment size and statistical moments. We test the effectiveness of MMRA in detecting multifractality and time irreversibility of time series generated from delayed Henon map and binomial multifractal model. Then we employ our method to the time irreversibility analysis of stock markets in different regions. We find that the emerging market has higher multifractality degree and time irreversibility compared with developed markets. In this sense, the MMRA method may provide new angles in assessing the evolution stage of stock markets.

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

NASA Astrophysics Data System (ADS)

Nagatani, Takashi

2017-07-01

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

The MEM of spectral analysis applied to L.O.D.

NASA Astrophysics Data System (ADS)

Fernandez, L. I.; Arias, E. F.

The maximum entropy method (MEM) has been widely applied for polar motion studies taking advantage of its performance on the management of complex time series. The authors used the algorithm of the MEM to estimate Cross Spectral function in order to compare interannual Length-of-Day (LOD) time series with Southern Oscillation Index (SOI) and Sea Surface Temperature (SST) series, which are close related to El Niño-Southern Oscillation (ENSO) events.

Dynamical density delay maps: simple, new method for visualising the behaviour of complex systems

PubMed Central

2014-01-01

Background Physiologic signals, such as cardiac interbeat intervals, exhibit complex fluctuations. However, capturing important dynamical properties, including nonstationarities may not be feasible from conventional time series graphical representations. Methods We introduce a simple-to-implement visualisation method, termed dynamical density delay mapping (“D3-Map” technique) that provides an animated representation of a system’s dynamics. The method is based on a generalization of conventional two-dimensional (2D) Poincaré plots, which are scatter plots where each data point, x(n), in a time series is plotted against the adjacent one, x(n + 1). First, we divide the original time series, x(n) (n = 1,…, N), into a sequence of segments (windows). Next, for each segment, a three-dimensional (3D) Poincaré surface plot of x(n), x(n + 1), h[x(n),x(n + 1)] is generated, in which the third dimension, h, represents the relative frequency of occurrence of each (x(n),x(n + 1)) point. This 3D Poincaré surface is then chromatised by mapping the relative frequency h values onto a colour scheme. We also generate a colourised 2D contour plot from each time series segment using the same colourmap scheme as for the 3D Poincaré surface. Finally, the original time series graph, the colourised 3D Poincaré surface plot, and its projection as a colourised 2D contour map for each segment, are animated to create the full “D3-Map.” Results We first exemplify the D3-Map method using the cardiac interbeat interval time series from a healthy subject during sleeping hours. The animations uncover complex dynamical changes, such as transitions between states, and the relative amount of time the system spends in each state. We also illustrate the utility of the method in detecting hidden temporal patterns in the heart rate dynamics of a patient with atrial fibrillation. The videos, as well as the source code, are made publicly available. Conclusions Animations based on density delay maps provide a new way of visualising dynamical properties of complex systems not apparent in time series graphs or standard Poincaré plot representations. Trainees in a variety of fields may find the animations useful as illustrations of fundamental but challenging concepts, such as nonstationarity and multistability. For investigators, the method may facilitate data exploration. PMID:24438439

Nonlinear dynamics of the atmospheric pollutants in Mexico City

NASA Astrophysics Data System (ADS)

Muñoz-Diosdado, Alejandro; Barrera-Ferrer, Amilcar; Angulo-Brown, Fernando

2014-05-01

The atmospheric pollution in the Metropolitan Zone of Mexico City (MZMC) is a serious problem with social, economical and political consequences, in virtue that it is the region which concentrates both the greatest country population and a great part of commercial and industrial activities. According to the World Health Organization, maximum permissible concentrations of atmospheric pollutants are exceeded frequently. In the MZMC, the environmental monitoring has been limited to criteria pollutants, named in this way due to when their levels are measured in the atmosphere, they indicate in a precise way the air quality. The Automatic Atmospheric Monitoring Network monitors and registers the values of pollutants concentration in air in the MZMC. Actually, it is integrated by approximately 35 automatic-equipped remote stations, which report an every-hour register. Local and global invariant quantities have been widely used to describe the fractal properties of diverse time series. In the study of certain time series, many times it is assumed that they are monofractal, which means that they can be described only with one fractal dimension. But this hypothesis is unrealistic because a lot of time series are heterogeneous and non stationary, so their scaling properties are not the same throughout time and therefore they may require more fractal dimensions for their description. Complexity of the atmospheric pollutants dynamics suggests us to analyze its time series of hourly concentration registers with the multifractal formalism. So, in this work, air concentration time series of MZMC criteria pollutants were studied with the proposed method. The chosen pollutants to perform this analysis are ozone, sulfur dioxide, carbon monoxide, nitrogen dioxide and PM10 (particles less than 10 micrometers). We found that pollutants air concentration time series are multifractal. When we calculate the degree of multifractality for each time series we know that while more multifractal are the time series, there is more complexity both in the time series and in the system from which the measurements were obtained. We studied the variation of the degree of multifractality over time, by calculating the multifractal spectra of the time series for each year; we see the variation in each monitoring station from 1990 until 2013. Multifractal analysis can tell us what kinds of correlations are present in the time series, and it is interesting to consider how these correlations vary over time. Our results show that for all the pollutants and all the monitoring stations the time series have long range correlations and they are highly persistent.

Nonlinear complexity of random visibility graph and Lempel-Ziv on multitype range-intensity interacting financial dynamics

NASA Astrophysics Data System (ADS)

Zhang, Yali; Wang, Jun

2017-09-01

In an attempt to investigate the nonlinear complex evolution of financial dynamics, a new financial price model - the multitype range-intensity contact (MRIC) financial model, is developed based on the multitype range-intensity interacting contact system, in which the interaction and transmission of different types of investment attitudes in a stock market are simulated by viruses spreading. Two new random visibility graph (VG) based analyses and Lempel-Ziv complexity (LZC) are applied to study the complex behaviors of return time series and the corresponding random sorted series. The VG method is the complex network theory, and the LZC is a non-parametric measure of complexity reflecting the rate of new pattern generation of a series. In this work, the real stock market indices are considered to be comparatively studied with the simulation data of the proposed model. Further, the numerical empirical study shows the similar complexity behaviors between the model and the real markets, the research confirms that the financial model is reasonable to some extent.

DTWscore: differential expression and cell clustering analysis for time-series single-cell RNA-seq data.

PubMed

Wang, Zhuo; Jin, Shuilin; Liu, Guiyou; Zhang, Xiurui; Wang, Nan; Wu, Deliang; Hu, Yang; Zhang, Chiping; Jiang, Qinghua; Xu, Li; Wang, Yadong

2017-05-23

The development of single-cell RNA sequencing has enabled profound discoveries in biology, ranging from the dissection of the composition of complex tissues to the identification of novel cell types and dynamics in some specialized cellular environments. However, the large-scale generation of single-cell RNA-seq (scRNA-seq) data collected at multiple time points remains a challenge to effective measurement gene expression patterns in transcriptome analysis. We present an algorithm based on the Dynamic Time Warping score (DTWscore) combined with time-series data, that enables the detection of gene expression changes across scRNA-seq samples and recovery of potential cell types from complex mixtures of multiple cell types. The DTWscore successfully classify cells of different types with the most highly variable genes from time-series scRNA-seq data. The study was confined to methods that are implemented and available within the R framework. Sample datasets and R packages are available at https://github.com/xiaoxiaoxier/DTWscore .

Outlier-resilient complexity analysis of heartbeat dynamics

NASA Astrophysics Data System (ADS)

Lo, Men-Tzung; Chang, Yi-Chung; Lin, Chen; Young, Hsu-Wen Vincent; Lin, Yen-Hung; Ho, Yi-Lwun; Peng, Chung-Kang; Hu, Kun

2015-03-01

Complexity in physiological outputs is believed to be a hallmark of healthy physiological control. How to accurately quantify the degree of complexity in physiological signals with outliers remains a major barrier for translating this novel concept of nonlinear dynamic theory to clinical practice. Here we propose a new approach to estimate the complexity in a signal by analyzing the irregularity of the sign time series of its coarse-grained time series at different time scales. Using surrogate data, we show that the method can reliably assess the complexity in noisy data while being highly resilient to outliers. We further apply this method to the analysis of human heartbeat recordings. Without removing any outliers due to ectopic beats, the method is able to detect a degradation of cardiac control in patients with congestive heart failure and a more degradation in critically ill patients whose life continuation relies on extracorporeal membrane oxygenator (ECMO). Moreover, the derived complexity measures can predict the mortality of ECMO patients. These results indicate that the proposed method may serve as a promising tool for monitoring cardiac function of patients in clinical settings.

Holocene monsoon variability as resolved in small complex networks from palaeodata

NASA Astrophysics Data System (ADS)

Rehfeld, K.; Marwan, N.; Breitenbach, S.; Kurths, J.

2012-04-01

To understand the impacts of Holocene precipitation and/or temperature changes in the spatially extensive and complex region of Asia, it is promising to combine the information from palaeo archives, such as e.g. stalagmites, tree rings and marine sediment records from India and China. To this end, complex networks present a powerful and increasingly popular tool for the description and analysis of interactions within complex spatially extended systems in the geosciences and therefore appear to be predestined for this task. Such a network is typically constructed by thresholding a similarity matrix which in turn is based on a set of time series representing the (Earth) system dynamics at different locations. Looking into the pre-instrumental past, information about the system's processes and thus its state is available only through the reconstructed time series which -- most often -- are irregularly sampled in time and space. Interpolation techniques are often used for signal reconstruction, but they introduce additional errors, especially when records have large gaps. We have recently developed and extensively tested methods to quantify linear (Pearson correlation) and non-linear (mutual information) similarity in presence of heterogeneous and irregular sampling. To illustrate our approach we derive small networks from significantly correlated, linked, time series which are supposed to capture the underlying Asian Monsoon dynamics. We assess and discuss whether and where links and directionalities in these networks from irregularly sampled time series can be soundly detected. Finally, we investigate the role of the Northern Hemispheric temperature with respect to the correlation patterns and find that those derived from warm phases (e.g. Medieval Warm Period) are significantly different from patterns found in cold phases (e.g. Little Ice Age).

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.

Complexity multiscale asynchrony measure and behavior for interacting financial dynamics

NASA Astrophysics Data System (ADS)

Yang, Ge; Wang, Jun; Niu, Hongli

2016-08-01

A stochastic financial price process is proposed and investigated by the finite-range multitype contact dynamical system, in an attempt to study the nonlinear behaviors of real asset markets. The viruses spreading process in a finite-range multitype system is used to imitate the interacting behaviors of diverse investment attitudes in a financial market, and the empirical research on descriptive statistics and autocorrelation behaviors of return time series is performed for different values of propagation rates. Then the multiscale entropy analysis is adopted to study several different shuffled return series, including the original return series, the corresponding reversal series, the random shuffled series, the volatility shuffled series and the Zipf-type shuffled series. Furthermore, we propose and compare the multiscale cross-sample entropy and its modification algorithm called composite multiscale cross-sample entropy. We apply them to study the asynchrony of pairs of time series under different time scales.

On the deduction of chemical reaction pathways from measurements of time series of concentrations.

PubMed

Samoilov, Michael; Arkin, Adam; Ross, John

2001-03-01

We discuss the deduction of reaction pathways in complex chemical systems from measurements of time series of chemical concentrations of reacting species. First we review a technique called correlation metric construction (CMC) and show the construction of a reaction pathway from measurements on a part of glycolysis. Then we present two new improved methods for the analysis of time series of concentrations, entropy metric construction (EMC), and entropy reduction method (ERM), and illustrate (EMC) with calculations on a model reaction system. (c) 2001 American Institute of Physics.

Subsidence and current strain patterns on Tenerife Island (Canary Archipelago, Spain) derived from continuous GNSS time series (2008-2015)

NASA Astrophysics Data System (ADS)

Sánchez-Alzola, A.; Martí, J.; García-Yeguas, A.; Gil, A. J.

2016-11-01

In this paper we present the current crustal deformation model of Tenerife Island derived from daily CGPS time series processing (2008-2015). Our results include the position time series, a global velocity estimation and the current crustal deformation on the island in terms of strain tensors. We detect a measurable subsidence of 1.5-2 mm/yr. in the proximities of the Cañadas-Teide-Pico Viejo (CTPV) complex. These values are higher in the central part of the complex and could be explained by a lateral spreading of the elastic lithosphere combined with the effect of the drastic descent of the water table in the island experienced during recent decades. The results show that the Anaga massif is stable in both its horizontal and vertical components. The strain tensor analysis shows a 70 nstrain/yr. E-W compression in the central complex, perpendicular to the 2004 sismo-volcanic area, and 50 nstrain/yr. SW-NE extension towards the Northeast ridge. The residual velocity and strain patterns coincide with a decline in volcanic activity since the 2004 unrest.

Disentangling the stochastic behavior of complex time series

NASA Astrophysics Data System (ADS)

Anvari, Mehrnaz; Tabar, M. Reza Rahimi; Peinke, Joachim; Lehnertz, Klaus

2016-10-01

Complex systems involving a large number of degrees of freedom, generally exhibit non-stationary dynamics, which can result in either continuous or discontinuous sample paths of the corresponding time series. The latter sample paths may be caused by discontinuous events - or jumps - with some distributed amplitudes, and disentangling effects caused by such jumps from effects caused by normal diffusion processes is a main problem for a detailed understanding of stochastic dynamics of complex systems. Here we introduce a non-parametric method to address this general problem. By means of a stochastic dynamical jump-diffusion modelling, we separate deterministic drift terms from different stochastic behaviors, namely diffusive and jumpy ones, and show that all of the unknown functions and coefficients of this modelling can be derived directly from measured time series. We demonstrate appli- cability of our method to empirical observations by a data-driven inference of the deterministic drift term and of the diffusive and jumpy behavior in brain dynamics from ten epilepsy patients. Particularly these different stochastic behaviors provide extra information that can be regarded valuable for diagnostic purposes.

Three perspectives on complexity: entropy, compression, subsymmetry

NASA Astrophysics Data System (ADS)

Nagaraj, Nithin; Balasubramanian, Karthi

2017-12-01

There is no single universally accepted definition of `Complexity'. There are several perspectives on complexity and what constitutes complex behaviour or complex systems, as opposed to regular, predictable behaviour and simple systems. In this paper, we explore the following perspectives on complexity: effort-to-describe (Shannon entropy H, Lempel-Ziv complexity LZ), effort-to-compress (ETC complexity) and degree-of-order (Subsymmetry or SubSym). While Shannon entropy and LZ are very popular and widely used, ETC is relatively a new complexity measure. In this paper, we also propose a novel normalized complexity measure SubSym based on the existing idea of counting the number of subsymmetries or palindromes within a sequence. We compare the performance of these complexity measures on the following tasks: (A) characterizing complexity of short binary sequences of lengths 4 to 16, (B) distinguishing periodic and chaotic time series from 1D logistic map and 2D Hénon map, (C) analyzing the complexity of stochastic time series generated from 2-state Markov chains, and (D) distinguishing between tonic and irregular spiking patterns generated from the `Adaptive exponential integrate-and-fire' neuron model. Our study reveals that each perspective has its own advantages and uniqueness while also having an overlap with each other.

Analysis and generation of groundwater concentration time series

NASA Astrophysics Data System (ADS)

Crăciun, Maria; Vamoş, Călin; Suciu, Nicolae

2018-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-04-01

The Precipitations are due to complex meteorological phenomenon and can be described as intermittent process. The spatial and temporal variability of this phenomenon is significant and covers large scales. To analyze and model this variability and / or structure, several studies use a network of rain gauges providing several time series of precipitation measurements. To compare these different time series, the authors compute for each time series some parameters (PDF, rain peak intensity, occurrence, amount, duration, intensity …). However, and despite the calculation of these parameters, the comparison of the parameters between two series of measurements remains qualitative. Due to the advection processes, when different sensors of an observation network measure precipitation time series identical in terms of intermitency or intensities, there is a time lag between the different measured series. Analyzing and extracting relevant information on physical phenomena from these precipitation time series implies the development of automatic analytical methods capable of comparing two time series of precipitation measured by different sensors or at two different locations and thus quantifying the difference / similarity. The limits of the Euclidean distance to measure the similarity between the time series of precipitation have been well demonstrated and explained (eg the Euclidian distance is indeed very sensitive to the effects of phase shift : between two identical but slightly shifted time series, this distance is not negligible). To quantify and analysis these time lag, the correlation functions are well established, normalized and commonly used to measure the spatial dependences that are required by many applications. However, authors generally observed that there is always a considerable scatter of the inter-rain gauge correlation coefficients obtained from the individual pairs of rain gauges. Because of a substantial dispersion of estimated time lag, the interpretation of this inter-correlation is not straightforward. We propose here to use an improvement of the Euclidian distance which integrates the global complexity of the rainfall series. The Dynamic Time Wrapping (DTW) used in speech recognition allows matching two time series instantly different and provide the most probable time lag. However, the original formulation of the DTW suffers from some limitations. In particular, it is not adequate to the rain intermittency. In this study we present an adaptation of the DTW for the analysis of rainfall time series : we used time series from the "Météo France" rain gauge network observed between January 1st, 2007 and December 31st, 2015 on 25 stations located in the Île de France area. Then we analyze the results (eg. The distance, the relationship between the time lag detected by our methods and others measured parameters like speed and direction of the wind…) to show the ability of the proposed similarity to provide usefull information on the rain structure. The possibility of using this measure of similarity to define a quality indicator of a sensor integrated into an observation network is also envisaged.

Algorithmic complexity of real financial markets

NASA Astrophysics Data System (ADS)

Mansilla, R.

2001-12-01

A new approach to the understanding of complex behavior of financial markets index using tools from thermodynamics and statistical physics is developed. Physical complexity, a quantity rooted in the Kolmogorov-Chaitin theory is applied to binary sequences built up from real time series of financial markets indexes. The study is based on NASDAQ and Mexican IPC data. Different behaviors of this quantity are shown when applied to the intervals of series placed before crashes and to intervals when no financial turbulence is observed. The connection between our results and the efficient market hypothesis is discussed.

Some Recent Developments on Complex Multivariate Distributions

ERIC Educational Resources Information Center

Krishnaiah, P. R.

1976-01-01

In this paper, the author gives a review of the literature on complex multivariate distributions. Some new results on these distributions are also given. Finally, the author discusses the applications of the complex multivariate distributions in the area of the inference on multiple time series. (Author)

Multi-frequency complex network from time series for uncovering oil-water flow structure.

PubMed

Gao, Zhong-Ke; Yang, Yu-Xuan; Fang, Peng-Cheng; Jin, Ning-De; Xia, Cheng-Yi; Hu, Li-Dan

2015-02-04

Uncovering complex oil-water flow structure represents a challenge in diverse scientific disciplines. This challenge stimulates us to develop a new distributed conductance sensor for measuring local flow signals at different positions and then propose a novel approach based on multi-frequency complex network to uncover the flow structures from experimental multivariate measurements. In particular, based on the Fast Fourier transform, we demonstrate how to derive multi-frequency complex network from multivariate time series. We construct complex networks at different frequencies and then detect community structures. Our results indicate that the community structures faithfully represent the structural features of oil-water flow patterns. Furthermore, we investigate the network statistic at different frequencies for each derived network and find that the frequency clustering coefficient enables to uncover the evolution of flow patterns and yield deep insights into the formation of flow structures. Current results present a first step towards a network visualization of complex flow patterns from a community structure perspective.

Fluctuation of similarity to detect transitions between distinct dynamical regimes in short time series

NASA Astrophysics Data System (ADS)

Malik, Nishant; Marwan, Norbert; Zou, Yong; Mucha, Peter J.; Kurths, Jürgen

2014-06-01

A method to identify distinct dynamical regimes and transitions between those regimes in a short univariate time series was recently introduced [N. Malik et al., Europhys. Lett. 97, 40009 (2012), 10.1209/0295-5075/97/40009], employing the computation of fluctuations in a measure of nonlinear similarity based on local recurrence properties. In this 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 US 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 1980s. We have also observed a dynamical transition in homicide and robbery rates in the late 1980s and early 1990s, leading to increase in the dynamical complexity of these rates.

Neural network versus classical time series forecasting models

NASA Astrophysics Data System (ADS)

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

2017-05-01

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

Fifth-order complex Korteweg-de Vries-type equations

NASA Astrophysics Data System (ADS)

Khanal, Netra; Wu, Jiahong; Yuan, Juan-Ming

2012-05-01

This paper studies spatially periodic complex-valued solutions of the fifth-order Korteweg-de Vries (KdV)-type equations. The aim is at several fundamental issues including the existence, uniqueness and finite-time blowup problems. Special attention is paid to the Kawahara equation, a fifth-order KdV-type equation. When a Burgers dissipation is attached to the Kawahara equation, we establish the existence and uniqueness of the Fourier series solution with the Fourier modes decaying algebraically in terms of the wave numbers. We also examine a special series solution to the Kawahara equation and prove the convergence and global regularity of such solutions associated with a single mode initial data. In addition, finite-time blowup results are discussed for the special series solution of the Kawahara equation.

Coupling detrended fluctuation analysis for analyzing coupled nonstationary signals.

PubMed

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

2011-08-01

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

Coupling detrended fluctuation analysis for analyzing coupled nonstationary signals

NASA Astrophysics Data System (ADS)

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

2011-08-01

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

Detecting and interpreting distortions in hierarchical organization of complex time series

NASA Astrophysics Data System (ADS)

DroŻdŻ, Stanisław; OświÈ©cimka, Paweł

2015-03-01

Hierarchical organization is a cornerstone of complexity and multifractality constitutes its central quantifying concept. For model uniform cascades the corresponding singularity spectra are symmetric while those extracted from empirical data are often asymmetric. Using selected time series representing such diverse phenomena as price changes and intertransaction times in financial markets, sentence length variability in narrative texts, Missouri River discharge, and sunspot number variability as examples, we show that the resulting singularity spectra appear strongly asymmetric, more often left sided but in some cases also right sided. We present a unified view on the origin of such effects and indicate that they may be crucially informative for identifying the composition of the time series. One particularly intriguing case of this latter kind of asymmetry is detected in the daily reported sunspot number variability. This signals that either the commonly used famous Wolf formula distorts the real dynamics in expressing the largest sunspot numbers or, if not, that their dynamics is governed by a somewhat different mechanism.

Refined generalized multiscale entropy analysis for physiological signals

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

Determining a Prony Series for a Viscoelastic Material From Time Varying Strain Data

NASA Technical Reports Server (NTRS)

Tzikang, Chen

2000-01-01

In this study a method of determining the coefficients in a Prony series representation of a viscoelastic modulus from rate dependent data is presented. Load versus time test data for a sequence of different rate loading segments is least-squares fitted to a Prony series hereditary integral model of the material tested. A nonlinear least squares regression algorithm is employed. The measured data includes ramp loading, relaxation, and unloading stress-strain data. The resulting Prony series which captures strain rate loading and unloading effects, produces an excellent fit to the complex loading sequence.

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.

Conceptual recurrence plots: revealing patterns in human discourse.

PubMed

Angus, Daniel; Smith, Andrew; Wiles, Janet

2012-06-01

Human discourse contains a rich mixture of conceptual information. Visualization of the global and local patterns within this data stream is a complex and challenging problem. Recurrence plots are an information visualization technique that can reveal trends and features in complex time series data. The recurrence plot technique works by measuring the similarity of points in a time series to all other points in the same time series and plotting the results in two dimensions. Previous studies have applied recurrence plotting techniques to textual data; however, these approaches plot recurrence using term-based similarity rather than conceptual similarity of the text. We introduce conceptual recurrence plots, which use a model of language to measure similarity between pairs of text utterances, and the similarity of all utterances is measured and displayed. In this paper, we explore how the descriptive power of the recurrence plotting technique can be used to discover patterns of interaction across a series of conversation transcripts. The results suggest that the conceptual recurrence plotting technique is a useful tool for exploring the structure of human discourse.

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.

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

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.

feets: feATURE eXTRACTOR for tIME sERIES

NASA Astrophysics Data System (ADS)

Cabral, Juan; Sanchez, Bruno; Ramos, Felipe; Gurovich, Sebastián; Granitto, Pablo; VanderPlas, Jake

2018-06-01

feets characterizes and analyzes light-curves from astronomical photometric databases for modelling, classification, data cleaning, outlier detection and data analysis. It uses machine learning algorithms to determine the numerical descriptors that characterize and distinguish the different variability classes of light-curves; these range from basic statistical measures such as the mean or standard deviation to complex time-series characteristics such as the autocorrelation function. The library is not restricted to the astronomical field and could also be applied to any kind of time series. This project is a derivative work of FATS (ascl:1711.017).

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.

Phase locking route behind complex periodic windows in a forced oscillator

NASA Astrophysics Data System (ADS)

Jan, Hengtai; Tsai, Kuo-Ting; Kuo, Li-wei

2013-09-01

Chaotic systems have complex reactions against an external driving force; even in cases with low-dimension oscillators, the routes to synchronization are diverse. We proposed a stroboscope-based method for analyzing driven chaotic systems in their phase space. According to two statistic quantities generated from time series, we could realize the system state and the driving behavior simultaneously. We demonstrated our method in a driven bi-stable system, which showed complex period windows under a proper driving force. With increasing periodic driving force, a route from interior periodic oscillation to phase synchronization through the chaos state could be found. Periodic windows could also be identified and the circumstances under which they occurred distinguished. Statistical results were supported by conditional Lyapunov exponent analysis to show the power in analyzing the unknown 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.

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

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

Confidence intervals and hypothesis testing for the Permutation Entropy with an application to epilepsy

NASA Astrophysics Data System (ADS)

Traversaro, Francisco; O. Redelico, Francisco

2018-04-01

In nonlinear dynamics, and to a lesser extent in other fields, a widely used measure of complexity is the Permutation Entropy. But there is still no known method to determine the accuracy of this measure. There has been little research on the statistical properties of this quantity that characterize time series. The literature describes some resampling methods of quantities used in nonlinear dynamics - as the largest Lyapunov exponent - but these seems to fail. In this contribution, we propose a parametric bootstrap methodology using a symbolic representation of the time series to obtain the distribution of the Permutation Entropy estimator. We perform several time series simulations given by well-known stochastic processes: the 1/fα noise family, and show in each case that the proposed accuracy measure is as efficient as the one obtained by the frequentist approach of repeating the experiment. The complexity of brain electrical activity, measured by the Permutation Entropy, has been extensively used in epilepsy research for detection in dynamical changes in electroencephalogram (EEG) signal with no consideration of the variability of this complexity measure. An application of the parametric bootstrap methodology is used to compare normal and pre-ictal EEG signals.

Long-range memory and multifractality in gold markets

NASA Astrophysics Data System (ADS)

Mali, Provash; Mukhopadhyay, Amitabha

2015-03-01

Long-range correlation and fluctuation in the gold market time series of the world's two leading gold consuming countries, namely China and India, are studied. For both the market series during the period 1985-2013 we observe a long-range persistence of memory in the sequences of maxima (minima) of returns in successive time windows of fixed length, but the series, as a whole, are found to be uncorrelated. Multifractal analysis for these series as well as for the sequences of maxima (minima) is carried out in terms of the multifractal detrended fluctuation analysis (MF-DFA) method. We observe a weak multifractal structure for the original series that mainly originates from the fat-tailed probability distribution function of the values, and the multifractal nature of the original time series is enriched into their sequences of maximal (minimal) returns. A quantitative measure of multifractality is provided by using a set of ‘complexity parameters’.

Fractal Physiology and the Fractional Calculus: A Perspective

PubMed Central

West, Bruce J.

2010-01-01

This paper presents a restricted overview of Fractal Physiology focusing on the complexity of the human body and the characterization of that complexity through fractal measures and their dynamics, with fractal dynamics being described by the fractional calculus. Not only are anatomical structures (Grizzi and Chiriva-Internati, 2005), such as the convoluted surface of the brain, the lining of the bowel, neural networks and placenta, fractal, but the output of dynamical physiologic networks are fractal as well (Bassingthwaighte et al., 1994). The time series for the inter-beat intervals of the heart, inter-breath intervals and inter-stride intervals have all been shown to be fractal and/or multifractal statistical phenomena. Consequently, the fractal dimension turns out to be a significantly better indicator of organismic functions in health and disease than the traditional average measures, such as heart rate, breathing rate, and stride rate. The observation that human physiology is primarily fractal was first made in the 1980s, based on the analysis of a limited number of datasets. We review some of these phenomena herein by applying an allometric aggregation approach to the processing of physiologic time series. This straight forward method establishes the scaling behavior of complex physiologic networks and some dynamic models capable of generating such scaling are reviewed. These models include simple and fractional random walks, which describe how the scaling of correlation functions and probability densities are related to time series data. Subsequently, it is suggested that a proper methodology for describing the dynamics of fractal time series may well be the fractional calculus, either through the fractional Langevin equation or the fractional diffusion equation. A fractional operator (derivative or integral) acting on a fractal function, yields another fractal function, allowing us to construct a fractional Langevin equation to describe the evolution of a fractal statistical process. Control of physiologic complexity is one of the goals of medicine, in particular, understanding and controlling physiological networks in order to ensure their proper operation. We emphasize the difference between homeostatic and allometric control mechanisms. Homeostatic control has a negative feedback character, which is both local and rapid. Allometric control, on the other hand, is a relatively new concept that takes into account long-time memory, correlations that are inverse power law in time, as well as long-range interactions in complex phenomena as manifest by inverse power-law distributions in the network variable. We hypothesize that allometric control maintains the fractal character of erratic physiologic time series to enhance the robustness of physiological networks. Moreover, allometric control can often be described using the fractional calculus to capture the dynamics of complex physiologic networks. PMID:21423355

Classification of time series patterns from complex dynamic systems

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

Schryver, J.C.; Rao, N.

1998-07-01

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

The geometry of chaotic dynamics — a complex network perspective

NASA Astrophysics Data System (ADS)

Donner, R. V.; Heitzig, J.; Donges, J. F.; Zou, Y.; Marwan, N.; Kurths, J.

2011-12-01

Recently, several complex network approaches to time series analysis have been developed and applied to study a wide range of model systems as well as real-world data, e.g., geophysical or financial time series. Among these techniques, recurrence-based concepts and prominently ɛ-recurrence networks, most faithfully represent the geometrical fine structure of the attractors underlying chaotic (and less interestingly non-chaotic) time series. In this paper we demonstrate that the well known graph theoretical properties local clustering coefficient and global (network) transitivity can meaningfully be exploited to define two new local and two new global measures of dimension in phase space: local upper and lower clustering dimension as well as global upper and lower transitivity dimension. Rigorous analytical as well as numerical results for self-similar sets and simple chaotic model systems suggest that these measures are well-behaved in most non-pathological situations and that they can be estimated reasonably well using ɛ-recurrence networks constructed from relatively short time series. Moreover, we study the relationship between clustering and transitivity dimensions on the one hand, and traditional measures like pointwise dimension or local Lyapunov dimension on the other hand. We also provide further evidence that the local clustering coefficients, or equivalently the local clustering dimensions, are useful for identifying unstable periodic orbits and other dynamically invariant objects from time series. Our results demonstrate that ɛ-recurrence networks exhibit an important link between dynamical systems and graph theory.

Appropriate use of the increment entropy for electrophysiological time series.

PubMed

Liu, Xiaofeng; Wang, Xue; Zhou, Xu; Jiang, Aimin

2018-04-01

The increment entropy (IncrEn) is a new measure for quantifying the complexity of a time series. There are three critical parameters in the IncrEn calculation: N (length of the time series), m (dimensionality), and q (quantifying precision). However, the question of how to choose the most appropriate combination of IncrEn parameters for short datasets has not been extensively explored. The purpose of this research was to provide guidance on choosing suitable IncrEn parameters for short datasets by exploring the effects of varying the parameter values. We used simulated data, epileptic EEG data and cardiac interbeat (RR) data to investigate the effects of the parameters on the calculated IncrEn values. The results reveal that IncrEn is sensitive to changes in m, q and N for short datasets (N≤500). However, IncrEn reaches stability at a data length of N=1000 with m=2 and q=2, and for short datasets (N=100), it shows better relative consistency with 2≤m≤6 and 2≤q≤8 We suggest that the value of N should be no less than 100. To enable a clear distinction between different classes based on IncrEn, we recommend that m and q should take values between 2 and 4. With appropriate parameters, IncrEn enables the effective detection of complexity variations in physiological time series, suggesting that IncrEn should be useful for the analysis of physiological time series in clinical applications. Copyright © 2018 Elsevier Ltd. All rights reserved.

Probing Nuclear Spin Effects on Electronic Spin Coherence via EPR Measurements of Vanadium(IV) Complexes.

PubMed

Graham, Michael J; Krzyaniak, Matthew D; Wasielewski, Michael R; Freedman, Danna E

2017-07-17

Quantum information processing (QIP) has the potential to transform numerous fields from cryptography, to finance, to the simulation of quantum systems. A promising implementation of QIP employs unpaired electronic spins as qubits, the fundamental units of information. Though molecular electronic spins offer many advantages, including chemical tunability and facile addressability, the development of design principles for the synthesis of complexes that exhibit long qubit superposition lifetimes (also known as coherence times, or T 2 ) remains a challenge. As nuclear spins in the local qubit environment are a primary cause of shortened superposition lifetimes, we recently conducted a study which employed a modular spin-free ligand scaffold to place a spin-laden propyl moiety at a series of fixed distances from an S = 1 / 2 vanadium(IV) ion in a series of vanadyl complexes. We found that, within a radius of 4.0(4)-6.6(6) Å from the metal center, nuclei did not contribute to decoherence. To assess the generality of this important design principle and test its efficacy in a different coordination geometry, we synthesized and investigated three vanadium tris(dithiolene) complexes with the same ligand set employed in our previous study: K 2 [V(C 5 H 6 S 4 ) 3 ] (1), K 2 [V(C 7 H 6 S 6 ) 3 ] (2), and K 2 [V(C 9 H 6 S 8 ) 3 ] (3). We specifically interrogated solutions of these complexes in DMF-d 7 /toluene-d 8 with pulsed electron paramagnetic resonance spectroscopy and electron nuclear double resonance spectroscopy and found that the distance dependence present in the previously synthesized vanadyl complexes holds true in this series. We further examined the coherence properties of the series in a different solvent, MeCN-d 3 /toluene-d 8 , and found that an additional property, the charge density of the complex, also affects decoherence across the series. These results highlight a previously unknown design principle for augmenting T 2 and open new pathways for the rational synthesis of complexes with long coherence times.

Temporal Structure of Support Surface Translations Drive the Temporal Structure of Postural Control During Standing

PubMed Central

Rand, Troy J.; Myers, Sara A.; Kyvelidou, Anastasia; Mukherjee, Mukul

2015-01-01

A healthy biological system is characterized by a temporal structure that exhibits fractal properties and is highly complex. Unhealthy systems demonstrate lowered complexity and either greater or less predictability in the temporal structure of a time series. The purpose of this research was to determine if support surface translations with different temporal structures would affect the temporal structure of the center of pressure (COP) signal. Eight healthy young participants stood on a force platform that was translated in the anteroposterior direction for input conditions of varying complexity: white noise, pink noise, brown noise, and sine wave. Detrended fluctuation analysis was used to characterize the long-range correlations of the COP time series in the AP direction. Repeated measures ANOVA revealed differences among conditions (P < .001). The less complex support surface translations resulted in a less complex COP compared to normal standing. A quadratic trend analysis demonstrated an inverted-u shape across an increasing order of predictability of the conditions (P < .001). The ability to influence the complexity of postural control through support surface translations can have important implications for rehabilitation. PMID:25994281

The genomic response of skeletal muscle to methylprednisolone using microarrays: tailoring data mining to the structure of the pharmacogenomic time series

PubMed Central

DuBois, Debra C; Piel, William H; Jusko, William J

2008-01-01

High-throughput data collection using gene microarrays has great potential as a method for addressing the pharmacogenomics of complex biological systems. Similarly, mechanism-based pharmacokinetic/pharmacodynamic modeling provides a tool for formulating quantitative testable hypotheses concerning the responses of complex biological systems. As the response of such systems to drugs generally entails cascades of molecular events in time, a time series design provides the best approach to capturing the full scope of drug effects. A major problem in using microarrays for high-throughput data collection is sorting through the massive amount of data in order to identify probe sets and genes of interest. Due to its inherent redundancy, a rich time series containing many time points and multiple samples per time point allows for the use of less stringent criteria of expression, expression change and data quality for initial filtering of unwanted probe sets. The remaining probe sets can then become the focus of more intense scrutiny by other methods, including temporal clustering, functional clustering and pharmacokinetic/pharmacodynamic modeling, which provide additional ways of identifying the probes and genes of pharmacological interest. PMID:15212590

Graph theory applied to the analysis of motor activity in patients with schizophrenia and depression

PubMed Central

Fasmer, Erlend Eindride; Berle, Jan Øystein; Oedegaard, Ketil J.; Hauge, Erik R.

2018-01-01

Depression and schizophrenia are defined only by their clinical features, and diagnostic separation between them can be difficult. Disturbances in motor activity pattern are central features of both types of disorders. We introduce a new method to analyze time series, called the similarity graph algorithm. Time series of motor activity, obtained from actigraph registrations over 12 days in depressed and schizophrenic patients, were mapped into a graph and we then applied techniques from graph theory to characterize these time series, primarily looking for changes in complexity. The most marked finding was that depressed patients were found to be significantly different from both controls and schizophrenic patients, with evidence of less regularity of the time series, when analyzing the recordings with one hour intervals. These findings support the contention that there are important differences in control systems regulating motor behavior in patients with depression and schizophrenia. The similarity graph algorithm we have described can easily be applied to the study of other types of time series. PMID:29668743

An Observation Analysis Tool for time-series analysis and sensor management in the FREEWAT GIS environment for water resources management

NASA Astrophysics Data System (ADS)

Cannata, Massimiliano; Neumann, Jakob; Cardoso, Mirko; Rossetto, Rudy; Foglia, Laura; Borsi, Iacopo

2017-04-01

In situ time-series are an important aspect of environmental modelling, especially with the advancement of numerical simulation techniques and increased model complexity. In order to make use of the increasing data available through the requirements of the EU Water Framework Directive, the FREEWAT GIS environment incorporates the newly developed Observation Analysis Tool for time-series analysis. The tool is used to import time-series data into QGIS from local CSV files, online sensors using the istSOS service, or MODFLOW model result files and enables visualisation, pre-processing of data for model development, and post-processing of model results. OAT can be used as a pre-processor for calibration observations, integrating the creation of observations for calibration directly from sensor time-series. The tool consists in an expandable Python library of processing methods and an interface integrated in the QGIS FREEWAT plug-in which includes a large number of modelling capabilities, data management tools and calibration capacity.

Graph theory applied to the analysis of motor activity in patients with schizophrenia and depression.

PubMed

Fasmer, Erlend Eindride; Fasmer, Ole Bernt; Berle, Jan Øystein; Oedegaard, Ketil J; Hauge, Erik R

2018-01-01

Depression and schizophrenia are defined only by their clinical features, and diagnostic separation between them can be difficult. Disturbances in motor activity pattern are central features of both types of disorders. We introduce a new method to analyze time series, called the similarity graph algorithm. Time series of motor activity, obtained from actigraph registrations over 12 days in depressed and schizophrenic patients, were mapped into a graph and we then applied techniques from graph theory to characterize these time series, primarily looking for changes in complexity. The most marked finding was that depressed patients were found to be significantly different from both controls and schizophrenic patients, with evidence of less regularity of the time series, when analyzing the recordings with one hour intervals. These findings support the contention that there are important differences in control systems regulating motor behavior in patients with depression and schizophrenia. The similarity graph algorithm we have described can easily be applied to the study of other types of time series.

Multiscale multifractal detrended cross-correlation analysis of financial time series

NASA Astrophysics Data System (ADS)

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

2014-06-01

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

On entropy, financial markets and minority games

NASA Astrophysics Data System (ADS)

Zapart, Christopher A.

2009-04-01

The paper builds upon an earlier statistical analysis of financial time series with Shannon information entropy, published in [L. Molgedey, W. Ebeling, Local order, entropy and predictability of financial time series, European Physical Journal B-Condensed Matter and Complex Systems 15/4 (2000) 733-737]. A novel generic procedure is proposed for making multistep-ahead predictions of time series by building a statistical model of entropy. The approach is first demonstrated on the chaotic Mackey-Glass time series and later applied to Japanese Yen/US dollar intraday currency data. The paper also reinterprets Minority Games [E. Moro, The minority game: An introductory guide, Advances in Condensed Matter and Statistical Physics (2004)] within the context of physical entropy, and uses models derived from minority game theory as a tool for measuring the entropy of a model in response to time series. This entropy conditional upon a model is subsequently used in place of information-theoretic entropy in the proposed multistep prediction algorithm.

Temporal Decompostion of a Distribution System Quasi-Static Time-Series Simulation

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

Mather, Barry A; Hunsberger, Randolph J

This paper documents the first phase of an investigation into reducing runtimes of complex OpenDSS models through parallelization. As the method seems promising, future work will quantify - and further mitigate - errors arising from this process. In this initial report, we demonstrate how, through the use of temporal decomposition, the run times of a complex distribution-system-level quasi-static time series simulation can be reduced roughly proportional to the level of parallelization. Using this method, the monolithic model runtime of 51 hours was reduced to a minimum of about 90 minutes. As expected, this comes at the expense of control- andmore » voltage-errors at the time-slice boundaries. All evaluations were performed using a real distribution circuit model with the addition of 50 PV systems - representing a mock complex PV impact study. We are able to reduce induced transition errors through the addition of controls initialization, though small errors persist. The time savings with parallelization are so significant that we feel additional investigation to reduce control errors is warranted.« less

Small-world bias of correlation networks: From brain to climate

NASA Astrophysics Data System (ADS)

Hlinka, Jaroslav; Hartman, David; Jajcay, Nikola; Tomeček, David; Tintěra, Jaroslav; Paluš, Milan

2017-03-01

Complex systems are commonly characterized by the properties of their graph representation. Dynamical complex systems are then typically represented by a graph of temporal dependencies between time series of state variables of their subunits. It has been shown recently that graphs constructed in this way tend to have relatively clustered structure, potentially leading to spurious detection of small-world properties even in the case of systems with no or randomly distributed true interactions. However, the strength of this bias depends heavily on a range of parameters and its relevance for real-world data has not yet been established. In this work, we assess the relevance of the bias using two examples of multivariate time series recorded in natural complex systems. The first is the time series of local brain activity as measured by functional magnetic resonance imaging in resting healthy human subjects, and the second is the time series of average monthly surface air temperature coming from a large reanalysis of climatological data over the period 1948-2012. In both cases, the clustering in the thresholded correlation graph is substantially higher compared with a realization of a density-matched random graph, while the shortest paths are relatively short, showing thus distinguishing features of small-world structure. However, comparable or even stronger small-world properties were reproduced in correlation graphs of model processes with randomly scrambled interconnections. This suggests that the small-world properties of the correlation matrices of these real-world systems indeed do not reflect genuinely the properties of the underlying interaction structure, but rather result from the inherent properties of correlation matrix.

Stochastic Simulation and Forecast of Hydrologic Time Series Based on Probabilistic Chaos Expansion

NASA Astrophysics Data System (ADS)

Li, Z.; Ghaith, M.

2017-12-01

Hydrological processes are characterized by many complex features, such as nonlinearity, dynamics and uncertainty. How to quantify and address such complexities and uncertainties has been a challenging task for water engineers and managers for decades. To support robust uncertainty analysis, an innovative approach for the stochastic simulation and forecast of hydrologic time series is developed is this study. Probabilistic Chaos Expansions (PCEs) are established through probabilistic collocation to tackle uncertainties associated with the parameters of traditional hydrological models. The uncertainties are quantified in model outputs as Hermite polynomials with regard to standard normal random variables. Sequentially, multivariate analysis techniques are used to analyze the complex nonlinear relationships between meteorological inputs (e.g., temperature, precipitation, evapotranspiration, etc.) and the coefficients of the Hermite polynomials. With the established relationships between model inputs and PCE coefficients, forecasts of hydrologic time series can be generated and the uncertainties in the future time series can be further tackled. The proposed approach is demonstrated using a case study in China and is compared to a traditional stochastic simulation technique, the Markov-Chain Monte-Carlo (MCMC) method. Results show that the proposed approach can serve as a reliable proxy to complicated hydrological models. It can provide probabilistic forecasting in a more computationally efficient manner, compared to the traditional MCMC method. This work provides technical support for addressing uncertainties associated with hydrological modeling and for enhancing the reliability of hydrological modeling results. Applications of the developed approach can be extended to many other complicated geophysical and environmental modeling systems to support the associated uncertainty quantification and risk analysis.

A shift to randomness of brain oscillations in people with autism.

PubMed

Lai, Meng-Chuan; Lombardo, Michael V; Chakrabarti, Bhismadev; Sadek, Susan A; Pasco, Greg; Wheelwright, Sally J; Bullmore, Edward T; Baron-Cohen, Simon; Suckling, John

2010-12-15

Resting-state functional magnetic resonance imaging (fMRI) enables investigation of the intrinsic functional organization of the brain. Fractal parameters such as the Hurst exponent, H, describe the complexity of endogenous low-frequency fMRI time series on a continuum from random (H = .5) to ordered (H = 1). Shifts in fractal scaling of physiological time series have been associated with neurological and cardiac conditions. Resting-state fMRI time series were recorded in 30 male adults with an autism spectrum condition (ASC) and 33 age- and IQ-matched male volunteers. The Hurst exponent was estimated in the wavelet domain and between-group differences were investigated at global and voxel level and in regions known to be involved in autism. Complex fractal scaling of fMRI time series was found in both groups but globally there was a significant shift to randomness in the ASC (mean H = .758, SD = .045) compared with neurotypical volunteers (mean H = .788, SD = .047). Between-group differences in H, which was always reduced in the ASC group, were seen in most regions previously reported to be involved in autism, including cortical midline structures, medial temporal structures, lateral temporal and parietal structures, insula, amygdala, basal ganglia, thalamus, and inferior frontal gyrus. Severity of autistic symptoms was negatively correlated with H in retrosplenial and right anterior insular cortex. Autism is associated with a small but significant shift to randomness of endogenous brain oscillations. Complexity measures may provide physiological indicators for autism as they have done for other medical conditions. Copyright © 2010 Society of Biological Psychiatry. Published by Elsevier Inc. All rights reserved.

Small-world bias of correlation networks: From brain to climate.

PubMed

Hlinka, Jaroslav; Hartman, David; Jajcay, Nikola; Tomeček, David; Tintěra, Jaroslav; Paluš, Milan

2017-03-01

Complex systems are commonly characterized by the properties of their graph representation. Dynamical complex systems are then typically represented by a graph of temporal dependencies between time series of state variables of their subunits. It has been shown recently that graphs constructed in this way tend to have relatively clustered structure, potentially leading to spurious detection of small-world properties even in the case of systems with no or randomly distributed true interactions. However, the strength of this bias depends heavily on a range of parameters and its relevance for real-world data has not yet been established. In this work, we assess the relevance of the bias using two examples of multivariate time series recorded in natural complex systems. The first is the time series of local brain activity as measured by functional magnetic resonance imaging in resting healthy human subjects, and the second is the time series of average monthly surface air temperature coming from a large reanalysis of climatological data over the period 1948-2012. In both cases, the clustering in the thresholded correlation graph is substantially higher compared with a realization of a density-matched random graph, while the shortest paths are relatively short, showing thus distinguishing features of small-world structure. However, comparable or even stronger small-world properties were reproduced in correlation graphs of model processes with randomly scrambled interconnections. This suggests that the small-world properties of the correlation matrices of these real-world systems indeed do not reflect genuinely the properties of the underlying interaction structure, but rather result from the inherent properties of correlation matrix.

An analysis of the kangaroo care intervention using neonatal EEG complexity: a preliminary study.

PubMed

Kaffashi, F; Scher, M S; Ludington-Hoe, S M; Loparo, K A

2013-02-01

Skin-to-skin contact (SSC) promotes physiological stability and interaction between parents and infants. Temporal analyses of predictability in EEG-sleep time series can elucidate functional brain maturation between SSC and non-SSC cohorts at similar post-menstrual ages (PMAs). Sixteen EEG-sleep studies were performed on eight preterm infants who received 8 weeks of SSC, and compared with two non-SSC cohorts at term (N=126) that include a preterm group corrected to term age and a full term group. Two time series measures of predictability were used for comparisons. The SSC premature neonate group had increased complexity when compared to the non-SSC premature neonate group at the same PMA. Discriminant analysis shows that SSC neonates at 40 weeks PMA are closer to the full term neonate non-SSC group than to the premature non-SSC group at the same PMA; suggesting that the KC intervention accelerates neurophysiological maturation of premature neonates. Based on the hypothesis that EEG-derived complexity increases with neurophysiological maturation as supported by previously published research, SSC accelerates brain maturation in healthy preterm infants as quantified by time series measures of predictability when compared to a similar non-SSC group. Times series methods that quantify predictability of EEG sleep in neonates can provide useful information about altered neural development after developmental care interventions such as SSC. Analyses of this type may be helpful in assessing other neuroprotection strategies. Copyright © 2012 International Federation of Clinical Neurophysiology. Published by Elsevier Ireland Ltd. All rights reserved.

Multiscale limited penetrable horizontal visibility graph for analyzing nonlinear time series

NASA Astrophysics Data System (ADS)

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

2016-10-01

Visibility graph has established itself as a powerful tool for analyzing time series. We in this paper develop a novel multiscale limited penetrable horizontal visibility graph (MLPHVG). We use nonlinear time series from two typical complex systems, i.e., EEG signals and two-phase flow signals, to demonstrate the effectiveness of our method. Combining MLPHVG and support vector machine, we detect epileptic seizures from the EEG signals recorded from healthy subjects and epilepsy patients and the classification accuracy is 100%. In addition, we derive MLPHVGs from oil-water two-phase flow signals and find that the average clustering coefficient at different scales allows faithfully identifying and characterizing three typical oil-water flow patterns. These findings render our MLPHVG method particularly useful for analyzing nonlinear time series from the perspective of multiscale network analysis.

Time-Scale Modification of Complex Acoustic Signals in Noise

DTIC Science & Technology

1994-02-04

of a response from a closing stapler . 15 6 Short-time processing of long waveforms. 16 7 Time-scale expansion (x 2) of sequence of transients using...filter bank/overlap- add. 17 8 Time-scale expansion (x2) of a closing stapler using filter bank/overlap-add. 18 9 Composite subband time-scale...INTRODUCTION Short-duration complex sounds, as from the closing of a stapler or the tapping of a drum stick, often consist of a series of brief

Connectionist Architectures for Time Series Prediction of Dynamical Systems

NASA Astrophysics Data System (ADS)

Weigend, Andreas Sebastian

We investigate the effectiveness of connectionist networks for predicting the future continuation of temporal sequences. The problem of overfitting, particularly serious for short records of noisy data, is addressed by the method of weight-elimination: a term penalizing network complexity is added to the usual cost function in back-propagation. We describe the dynamics of the procedure and clarify the meaning of the parameters involved. From a Bayesian perspective, the complexity term can be usefully interpreted as an assumption about prior distribution of the weights. We analyze three time series. On the benchmark sunspot series, the networks outperform traditional statistical approaches. We show that the network performance does not deteriorate when there are more input units than needed. In the second example, the notoriously noisy foreign exchange rates series, we pick one weekday and one currency (DM vs. US). Given exchange rate information up to and including a Monday, the task is to predict the rate for the following Tuesday. Weight-elimination manages to extract a significant part of the dynamics and makes the solution interpretable. In the third example, the networks predict the resource utilization of a chaotic computational ecosystem for hundreds of steps forward in time.

Advanced functional network analysis in the geosciences: The pyunicorn package

NASA Astrophysics Data System (ADS)

Donges, Jonathan F.; Heitzig, Jobst; Runge, Jakob; Schultz, Hanna C. H.; Wiedermann, Marc; Zech, Alraune; Feldhoff, Jan; Rheinwalt, Aljoscha; Kutza, Hannes; Radebach, Alexander; Marwan, Norbert; Kurths, Jürgen

2013-04-01

Functional networks are a powerful tool for analyzing large geoscientific datasets such as global fields of climate time series originating from observations or model simulations. pyunicorn (pythonic unified complex network and recurrence analysis toolbox) is an open-source, fully object-oriented and easily parallelizable package written in the language Python. It allows for constructing functional networks (aka climate networks) representing the structure of statistical interrelationships in large datasets and, subsequently, investigating this structure using advanced methods of complex network theory such as measures for networks of interacting networks, node-weighted statistics or network surrogates. Additionally, pyunicorn allows to study the complex dynamics of geoscientific systems as recorded by time series by means of recurrence networks and visibility graphs. The range of possible applications of the package is outlined drawing on several examples from climatology.

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.

System Complexity Reduction via Feature Selection

ERIC Educational Resources Information Center

Deng, Houtao

2011-01-01

This dissertation transforms a set of system complexity reduction problems to feature selection problems. Three systems are considered: classification based on association rules, network structure learning, and time series classification. Furthermore, two variable importance measures are proposed to reduce the feature selection bias in tree…

Investigation on Law and Economics Based on Complex Network and Time Series Analysis.

PubMed

Yang, Jian; Qu, Zhao; Chang, Hui

2015-01-01

The research focuses on the cooperative relationship and the strategy tendency among three mutually interactive parties in financing: small enterprises, commercial banks and micro-credit companies. Complex network theory and time series analysis were applied to figure out the quantitative evidence. Moreover, this paper built up a fundamental model describing the particular interaction among them through evolutionary game. Combining the results of data analysis and current situation, it is justifiable to put forward reasonable legislative recommendations for regulations on lending activities among small enterprises, commercial banks and micro-credit companies. The approach in this research provides a framework for constructing mathematical models and applying econometrics and evolutionary game in the issue of corporation financing.

Copulas and time series with long-ranged dependencies.

PubMed

Chicheportiche, Rémy; Chakraborti, Anirban

2014-04-01

We review ideas on temporal dependencies and recurrences in discrete time series from several areas of natural and social sciences. We revisit existing studies and redefine the relevant observables in the language of copulas (joint laws of the ranks). We propose that copulas provide an appropriate mathematical framework to study nonlinear time dependencies and related concepts-like aftershocks, Omori law, recurrences, and waiting times. We also critically argue, using this global approach, that previous phenomenological attempts involving only a long-ranged autocorrelation function lacked complexity in that they were essentially monoscale.

We should be using nonlinear indices when relating heart-rate dynamics to cognition and mood

PubMed Central

Young, Hayley; Benton, David

2015-01-01

Both heart rate (HR) and brain functioning involve the integrated output of a multitude of regulatory mechanisms, that are not quantified adequately by linear approximations such as means and standard deviations. It was therefore considered whether non-linear measures of HR complexity are more strongly associated with cognition and mood. Whilst resting, the inter-beat (R-R) time series of twenty-one males and twenty-four females were measured for five minutes. The data were summarised using time, frequency and nonlinear complexity measures. Attention, memory, reaction times, mood and cortisol levels were assessed. Nonlinear HR indices captured additional information, enabling a greater percentage of the variance in behaviour to be explained. On occasions non-linear indices were related to aspects for behaviour, for example focused attention and cortisol production, when time or frequency indices were not. These effects were sexually dimorphic with HR complexity being more strongly associated with the behaviour of females. It was concluded that nonlinear rather than linear methods of summarizing the HR times series offers a novel way of relating brain functioning and behaviour. It should be considered whether non-linear measures of HR complexity can be used as a biomarker of the integrated functioning of the brain. PMID:26565560

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.

Analyzing developmental processes on an individual level using nonstationary time series modeling.

PubMed

Molenaar, Peter C M; Sinclair, Katerina O; Rovine, Michael J; Ram, Nilam; Corneal, Sherry E

2009-01-01

Individuals change over time, often in complex ways. Generally, studies of change over time have combined individuals into groups for analysis, which is inappropriate in most, if not all, studies of development. The authors explain how to identify appropriate levels of analysis (individual vs. group) and demonstrate how to estimate changes in developmental processes over time using a multivariate nonstationary time series model. They apply this model to describe the changing relationships between a biological son and father and a stepson and stepfather at the individual level. The authors also explain how to use an extended Kalman filter with iteration and smoothing estimator to capture how dynamics change over time. Finally, they suggest further applications of the multivariate nonstationary time series model and detail the next steps in the development of statistical models used to analyze individual-level data.

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

NASA Astrophysics Data System (ADS)

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

2014-11-01

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

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

Emerging spectra of singular correlation matrices under small power-map deformations

NASA Astrophysics Data System (ADS)

Vinayak; Schäfer, Rudi; Seligman, Thomas H.

2013-09-01

Correlation matrices are a standard tool in the analysis of the time evolution of complex systems in general and financial markets in particular. Yet most analysis assume stationarity of the underlying time series. This tends to be an assumption of varying and often dubious validity. The validity of the assumption improves as shorter time series are used. If many time series are used, this implies an analysis of highly singular correlation matrices. We attack this problem by using the so-called power map, which was introduced to reduce noise. Its nonlinearity breaks the degeneracy of the zero eigenvalues and we analyze the sensitivity of the so-emerging spectra to correlations. This sensitivity will be demonstrated for uncorrelated and correlated Wishart ensembles.

Emerging spectra of singular correlation matrices under small power-map deformations.

PubMed

Vinayak; Schäfer, Rudi; Seligman, Thomas H

2013-09-01

Correlation matrices are a standard tool in the analysis of the time evolution of complex systems in general and financial markets in particular. Yet most analysis assume stationarity of the underlying time series. This tends to be an assumption of varying and often dubious validity. The validity of the assumption improves as shorter time series are used. If many time series are used, this implies an analysis of highly singular correlation matrices. We attack this problem by using the so-called power map, which was introduced to reduce noise. Its nonlinearity breaks the degeneracy of the zero eigenvalues and we analyze the sensitivity of the so-emerging spectra to correlations. This sensitivity will be demonstrated for uncorrelated and correlated Wishart ensembles.

Power estimation using simulations for air pollution time-series studies

PubMed Central

2012-01-01

Background Estimation of power to assess associations of interest can be challenging for time-series studies of the acute health effects of air pollution because there are two dimensions of sample size (time-series length and daily outcome counts), and because these studies often use generalized linear models to control for complex patterns of covariation between pollutants and time trends, meteorology and possibly other pollutants. In general, statistical software packages for power estimation rely on simplifying assumptions that may not adequately capture this complexity. Here we examine the impact of various factors affecting power using simulations, with comparison of power estimates obtained from simulations with those obtained using statistical software. Methods Power was estimated for various analyses within a time-series study of air pollution and emergency department visits using simulations for specified scenarios. Mean daily emergency department visit counts, model parameter value estimates and daily values for air pollution and meteorological variables from actual data (8/1/98 to 7/31/99 in Atlanta) were used to generate simulated daily outcome counts with specified temporal associations with air pollutants and randomly generated error based on a Poisson distribution. Power was estimated by conducting analyses of the association between simulated daily outcome counts and air pollution in 2000 data sets for each scenario. Power estimates from simulations and statistical software (G*Power and PASS) were compared. Results In the simulation results, increasing time-series length and average daily outcome counts both increased power to a similar extent. Our results also illustrate the low power that can result from using outcomes with low daily counts or short time series, and the reduction in power that can accompany use of multipollutant models. Power estimates obtained using standard statistical software were very similar to those from the simulations when properly implemented; implementation, however, was not straightforward. Conclusions These analyses demonstrate the similar impact on power of increasing time-series length versus increasing daily outcome counts, which has not previously been reported. Implementation of power software for these studies is discussed and guidance is provided. PMID:22995599

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

PubMed

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

2012-09-20

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

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

Dynamical complexity detection in geomagnetic activity indices using wavelet transforms and Tsallis entropy

NASA Astrophysics Data System (ADS)

Balasis, G.; Daglis, I. A.; Papadimitriou, C.; Kalimeri, M.; Anastasiadis, A.; Eftaxias, K.

2008-12-01

Dynamical complexity detection for output time series of complex systems is one of the foremost problems in physics, biology, engineering, and economic sciences. Especially in magnetospheric physics, accurate detection of the dissimilarity between normal and abnormal states (e.g. pre-storm activity and magnetic storms) can vastly improve space weather diagnosis and, consequently, the mitigation of space weather hazards. Herein, we examine the fractal spectral properties of the Dst data using a wavelet analysis technique. We show that distinct changes in associated scaling parameters occur (i.e., transition from anti- persistent to persistent behavior) as an intense magnetic storm approaches. We then analyze Dst time series by introducing the non-extensive Tsallis entropy, Sq, as an appropriate complexity measure. The Tsallis entropy sensitively shows the complexity dissimilarity among different "physiological" (normal) and "pathological" states (intense magnetic storms). The Tsallis entropy implies the emergence of two distinct patterns: (i) a pattern associated with the intense magnetic storms, which is characterized by a higher degree of organization, and (ii) a pattern associated with normal periods, which is characterized by a lower degree of organization.

Approximating high-dimensional dynamics by barycentric coordinates with linear programming

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

Hirata, Yoshito, E-mail: yoshito@sat.t.u-tokyo.ac.jp; Aihara, Kazuyuki; Suzuki, Hideyuki

The increasing development of novel methods and techniques facilitates the measurement of high-dimensional time series but challenges our ability for accurate modeling and predictions. The use of a general mathematical model requires the inclusion of many parameters, which are difficult to be fitted for relatively short high-dimensional time series observed. Here, we propose a novel method to accurately model a high-dimensional time series. Our method extends the barycentric coordinates to high-dimensional phase space by employing linear programming, and allowing the approximation errors explicitly. The extension helps to produce free-running time-series predictions that preserve typical topological, dynamical, and/or geometric characteristics ofmore » the underlying attractors more accurately than the radial basis function model that is widely used. The method can be broadly applied, from helping to improve weather forecasting, to creating electronic instruments that sound more natural, and to comprehensively understanding complex biological data.« less

Approximating high-dimensional dynamics by barycentric coordinates with linear programming.

PubMed

Hirata, Yoshito; Shiro, Masanori; Takahashi, Nozomu; Aihara, Kazuyuki; Suzuki, Hideyuki; Mas, Paloma

2015-01-01

The increasing development of novel methods and techniques facilitates the measurement of high-dimensional time series but challenges our ability for accurate modeling and predictions. The use of a general mathematical model requires the inclusion of many parameters, which are difficult to be fitted for relatively short high-dimensional time series observed. Here, we propose a novel method to accurately model a high-dimensional time series. Our method extends the barycentric coordinates to high-dimensional phase space by employing linear programming, and allowing the approximation errors explicitly. The extension helps to produce free-running time-series predictions that preserve typical topological, dynamical, and/or geometric characteristics of the underlying attractors more accurately than the radial basis function model that is widely used. The method can be broadly applied, from helping to improve weather forecasting, to creating electronic instruments that sound more natural, and to comprehensively understanding complex biological data.

Fractal analysis on human dynamics of library loans

NASA Astrophysics Data System (ADS)

Fan, Chao; Guo, Jin-Li; Zha, Yi-Long

2012-12-01

In this paper, the fractal characteristic of human behaviors is investigated from the perspective of time series constructed with the amount of library loans. The values of the Hurst exponent and length of non-periodic cycle calculated through rescaled range analysis indicate that the time series of human behaviors and their sub-series are fractal with self-similarity and long-range dependence. Then the time series are converted into complex networks by the visibility algorithm. The topological properties of the networks such as scale-free property and small-world effect imply that there is a close relationship among the numbers of repetitious behaviors performed by people during certain periods of time. Our work implies that there is intrinsic regularity in the human collective repetitious behaviors. The conclusions may be helpful to develop some new approaches to investigate the fractal feature and mechanism of human dynamics, and provide some references for the management and forecast of human collective behaviors.

Fractal analyses reveal independent complexity and predictability of gait

PubMed Central

Dierick, Frédéric; Nivard, Anne-Laure

2017-01-01

Locomotion is a natural task that has been assessed for decades and used as a proxy to highlight impairments of various origins. So far, most studies adopted classical linear analyses of spatio-temporal gait parameters. Here, we use more advanced, yet not less practical, non-linear techniques to analyse gait time series of healthy subjects. We aimed at finding more sensitive indexes related to spatio-temporal gait parameters than those previously used, with the hope to better identify abnormal locomotion. We analysed large-scale stride interval time series and mean step width in 34 participants while altering walking direction (forward vs. backward walking) and with or without galvanic vestibular stimulation. The Hurst exponent α and the Minkowski fractal dimension D were computed and interpreted as indexes expressing predictability and complexity of stride interval time series, respectively. These holistic indexes can easily be interpreted in the framework of optimal movement complexity. We show that α and D accurately capture stride interval changes in function of the experimental condition. Walking forward exhibited maximal complexity (D) and hence, adaptability. In contrast, walking backward and/or stimulation of the vestibular system decreased D. Furthermore, walking backward increased predictability (α) through a more stereotyped pattern of the stride interval and galvanic vestibular stimulation reduced predictability. The present study demonstrates the complementary power of the Hurst exponent and the fractal dimension to improve walking classification. Our developments may have immediate applications in rehabilitation, diagnosis, and classification procedures. PMID:29182659

A combinatorial framework to quantify peak/pit asymmetries in complex dynamics.

PubMed

Hasson, Uri; Iacovacci, Jacopo; Davis, Ben; Flanagan, Ryan; Tagliazucchi, Enzo; Laufs, Helmut; Lacasa, Lucas

2018-02-23

We explore a combinatorial framework which efficiently quantifies the asymmetries between minima and maxima in local fluctuations of time series. We first showcase its performance by applying it to a battery of synthetic cases. We find rigorous results on some canonical dynamical models (stochastic processes with and without correlations, chaotic processes) complemented by extensive numerical simulations for a range of processes which indicate that the methodology correctly distinguishes different complex dynamics and outperforms state of the art metrics in several cases. Subsequently, we apply this methodology to real-world problems emerging across several disciplines including cases in neurobiology, finance and climate science. We conclude that differences between the statistics of local maxima and local minima in time series are highly informative of the complex underlying dynamics and a graph-theoretic extraction procedure allows to use these features for statistical learning purposes.

Discrimination of Anopheles species of the Arribalzagia series in Colombia using a multilocus approach.

PubMed

Álvarez, Natalí; Gómez, Giovan F; Naranjo-Díaz, Nelson; Correa, Margarita M

2018-06-18

The Arribalzagia Series of the Anopheles Subgenus comprises morphologically similar species or members of species complexes which makes correct species identification difficult. Therefore, the aim of this work was to discriminate the morphospecies of the Arribalzagia Series present in Colombia using a multilocus approach based on ITS2, COI and CAD sequences. Specimens of the Arribalzagia Series collected at 32 localities in nine departments were allocated to seven species. Individual and concatenated Bayesian analyses showed high support for each of the species and reinforced the previous report of the Apicimacula species Complex with distribution in the Pacific Coast and northwestern Colombia. In addition, a new molecular operational taxonomic unit-MOTU was identified, herein denominated near Anopheles peryassui, providing support for the existence of a Peryassui species Complex. Further, the CAD gene, just recently used for Anopheles taxonomy and phylogeny, demonstrated its power in resolving phylogenetic relationships among species of the Arribalzagia Series. The divergence times for these species correspond to the early Pliocene and the Miocene. Considering the epidemiological importance of some species of the Series and their co-occurrence in malaria endemic regions of Colombia, their discrimination constitutes an important step for vector incrimination and control in the country. Copyright © 2018. Published by Elsevier B.V.

Sample entropy applied to the analysis of synthetic time series and tachograms

NASA Astrophysics Data System (ADS)

Muñoz-Diosdado, A.; Gálvez-Coyt, G. G.; Solís-Montufar, E.

2017-01-01

Entropy is a method of non-linear analysis that allows an estimate of the irregularity of a system, however, there are different types of computational entropy that were considered and tested in order to obtain one that would give an index of signals complexity taking into account the data number of the analysed time series, the computational resources demanded by the method, and the accuracy of the calculation. An algorithm for the generation of fractal time-series with a certain value of β was used for the characterization of the different entropy algorithms. We obtained a significant variation for most of the algorithms in terms of the series size, which could result counterproductive for the study of real signals of different lengths. The chosen method was sample entropy, which shows great independence of the series size. With this method, time series of heart interbeat intervals or tachograms of healthy subjects and patients with congestive heart failure were analysed. The calculation of sample entropy was carried out for 24-hour tachograms and time subseries of 6-hours for sleepiness and wakefulness. The comparison between the two populations shows a significant difference that is accentuated when the patient is sleeping.

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.

A comparison of the stochastic and machine learning approaches in hydrologic time series forecasting

NASA Astrophysics Data System (ADS)

Kim, T.; Joo, K.; Seo, J.; Heo, J. H.

2016-12-01

Hydrologic time series forecasting is an essential task in water resources management and it becomes more difficult due to the complexity of runoff process. Traditional stochastic models such as ARIMA family has been used as a standard approach in time series modeling and forecasting of hydrological variables. Due to the nonlinearity in hydrologic time series data, machine learning approaches has been studied with the advantage of discovering relevant features in a nonlinear relation among variables. This study aims to compare the predictability between the traditional stochastic model and the machine learning approach. Seasonal ARIMA model was used as the traditional time series model, and Random Forest model which consists of decision tree and ensemble method using multiple predictor approach was applied as the machine learning approach. In the application, monthly inflow data from 1986 to 2015 of Chungju dam in South Korea were used for modeling and forecasting. In order to evaluate the performances of the used models, one step ahead and multi-step ahead forecasting was applied. Root mean squared error and mean absolute error of two models were compared.

Statistical tools for analysis and modeling of cosmic populations and astronomical time series: CUDAHM and TSE

NASA Astrophysics Data System (ADS)

Loredo, Thomas; Budavari, Tamas; Scargle, Jeffrey D.

2018-01-01

This presentation provides an overview of open-source software packages addressing two challenging classes of astrostatistics problems. (1) CUDAHM is a C++ framework for hierarchical Bayesian modeling of cosmic populations, leveraging graphics processing units (GPUs) to enable applying this computationally challenging paradigm to large datasets. CUDAHM is motivated by measurement error problems in astronomy, where density estimation and linear and nonlinear regression must be addressed for populations of thousands to millions of objects whose features are measured with possibly complex uncertainties, potentially including selection effects. An example calculation demonstrates accurate GPU-accelerated luminosity function estimation for simulated populations of $10^6$ objects in about two hours using a single NVIDIA Tesla K40c GPU. (2) Time Series Explorer (TSE) is a collection of software in Python and MATLAB for exploratory analysis and statistical modeling of astronomical time series. It comprises a library of stand-alone functions and classes, as well as an application environment for interactive exploration of times series data. The presentation will summarize key capabilities of this emerging project, including new algorithms for analysis of irregularly-sampled time series.

Investigating dynamical complexity in the magnetosphere using various entropy measures

NASA Astrophysics Data System (ADS)

Balasis, Georgios; Daglis, Ioannis A.; Papadimitriou, Constantinos; Kalimeri, Maria; Anastasiadis, Anastasios; Eftaxias, Konstantinos

2009-09-01

The complex system of the Earth's magnetosphere corresponds to an open spatially extended nonequilibrium (input-output) dynamical system. The nonextensive Tsallis entropy has been recently introduced as an appropriate information measure to investigate dynamical complexity in the magnetosphere. The method has been employed for analyzing Dst time series and gave promising results, detecting the complexity dissimilarity among different physiological and pathological magnetospheric states (i.e., prestorm activity and intense magnetic storms, respectively). This paper explores the applicability and effectiveness of a variety of computable entropy measures (e.g., block entropy, Kolmogorov entropy, T complexity, and approximate entropy) to the investigation of dynamical complexity in the magnetosphere. We show that as the magnetic storm approaches there is clear evidence of significant lower complexity in the magnetosphere. The observed higher degree of organization of the system agrees with that inferred previously, from an independent linear fractal spectral analysis based on wavelet transforms. This convergence between nonlinear and linear analyses provides a more reliable detection of the transition from the quiet time to the storm time magnetosphere, thus showing evidence that the occurrence of an intense magnetic storm is imminent. More precisely, we claim that our results suggest an important principle: significant complexity decrease and accession of persistency in Dst time series can be confirmed as the magnetic storm approaches, which can be used as diagnostic tools for the magnetospheric injury (global instability). Overall, approximate entropy and Tsallis entropy yield superior results for detecting dynamical complexity changes in the magnetosphere in comparison to the other entropy measures presented herein. Ultimately, the analysis tools developed in the course of this study for the treatment of Dst index can provide convenience for space weather applications.

Multifractality and Network Analysis of Phase Transition

PubMed Central

Li, Wei; Yang, Chunbin; Han, Jihui; Su, Zhu; Zou, Yijiang

2017-01-01

Many models and real complex systems possess critical thresholds at which the systems shift dramatically from one sate to another. The discovery of early-warnings in the vicinity of critical points are of great importance to estimate how far the systems are away from the critical states. Multifractal Detrended Fluctuation analysis (MF-DFA) and visibility graph method have been employed to investigate the multifractal and geometrical properties of the magnetization time series of the two-dimensional Ising model. Multifractality of the time series near the critical point has been uncovered from the generalized Hurst exponents and singularity spectrum. Both long-term correlation and broad probability density function are identified to be the sources of multifractality. Heterogeneous nature of the networks constructed from magnetization time series have validated the fractal properties. Evolution of the topological quantities of the visibility graph, along with the variation of multifractality, serve as new early-warnings of phase transition. Those methods and results may provide new insights about the analysis of phase transition problems and can be used as early-warnings for a variety of complex systems. PMID:28107414

Investigation on Law and Economics Based on Complex Network and Time Series Analysis

PubMed Central

Yang, Jian; Qu, Zhao; Chang, Hui

2015-01-01

The research focuses on the cooperative relationship and the strategy tendency among three mutually interactive parties in financing: small enterprises, commercial banks and micro-credit companies. Complex network theory and time series analysis were applied to figure out the quantitative evidence. Moreover, this paper built up a fundamental model describing the particular interaction among them through evolutionary game. Combining the results of data analysis and current situation, it is justifiable to put forward reasonable legislative recommendations for regulations on lending activities among small enterprises, commercial banks and micro-credit companies. The approach in this research provides a framework for constructing mathematical models and applying econometrics and evolutionary game in the issue of corporation financing. PMID:26076460

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.

Permutation entropy analysis of financial time series based on Hill's diversity number

NASA Astrophysics Data System (ADS)

Zhang, Yali; Shang, Pengjian

2017-12-01

In this paper the permutation entropy based on Hill's diversity number (Nn,r) is introduced as a new way to assess the complexity of a complex dynamical system such as stock market. We test the performance of this method with simulated data. Results show that Nn,r with appropriate parameters is more sensitive to the change of system and describes the trends of complex systems clearly. In addition, we research the stock closing price series from different data that consist of six indices: three US stock indices and three Chinese stock indices during different periods, Nn,r can quantify the changes of complexity for stock market data. Moreover, we get richer information from Nn,r, and obtain some properties about the differences between the US and Chinese stock indices.

Hierarchical Aligned Cluster Analysis for Temporal Clustering of Human Motion.

PubMed

Zhou, Feng; De la Torre, Fernando; Hodgins, Jessica K

2013-03-01

Temporal segmentation of human motion into plausible motion primitives is central to understanding and building computational models of human motion. Several issues contribute to the challenge of discovering motion primitives: the exponential nature of all possible movement combinations, the variability in the temporal scale of human actions, and the complexity of representing articulated motion. We pose the problem of learning motion primitives as one of temporal clustering, and derive an unsupervised hierarchical bottom-up framework called hierarchical aligned cluster analysis (HACA). HACA finds a partition of a given multidimensional time series into m disjoint segments such that each segment belongs to one of k clusters. HACA combines kernel k-means with the generalized dynamic time alignment kernel to cluster time series data. Moreover, it provides a natural framework to find a low-dimensional embedding for time series. HACA is efficiently optimized with a coordinate descent strategy and dynamic programming. Experimental results on motion capture and video data demonstrate the effectiveness of HACA for segmenting complex motions and as a visualization tool. We also compare the performance of HACA to state-of-the-art algorithms for temporal clustering on data of a honey bee dance. The HACA code is available online.

Using measures of information content and complexity of time series as hydrologic metrics

USDA-ARS?s Scientific Manuscript database

The information theory has been previously used to develop metrics that allowed to characterize temporal patterns in soil moisture dynamics, and to evaluate and to compare performance of soil water flow models. The objective of this study was to apply information and complexity measures to characte...

An evaluation of superminicomputers for thermal analysis

NASA Technical Reports Server (NTRS)

Storaasli, O. O.; Vidal, J. B.; Jones, G. K.

1982-01-01

The use of superminicomputers for solving a series of increasingly complex thermal analysis problems is investigated. The approach involved (1) installation and verification of the SPAR thermal analyzer software on superminicomputers at Langley Research Center and Goddard Space Flight Center, (2) solution of six increasingly complex thermal problems on this equipment, and (3) comparison of solution (accuracy, CPU time, turnaround time, and cost) with solutions on large mainframe computers.

An adaptive technique for multiscale approximate entropy (MAEbin) threshold (r) selection: application to heart rate variability (HRV) and systolic blood pressure variability (SBPV) under postural stress.

PubMed

Singh, Amritpal; Saini, Barjinder Singh; Singh, Dilbag

2016-06-01

Multiscale approximate entropy (MAE) is used to quantify the complexity of a time series as a function of time scale τ. Approximate entropy (ApEn) tolerance threshold selection 'r' is based on either: (1) arbitrary selection in the recommended range (0.1-0.25) times standard deviation of time series (2) or finding maximum ApEn (ApEnmax) i.e., the point where self-matches start to prevail over other matches and choosing the corresponding 'r' (rmax) as threshold (3) or computing rchon by empirically finding the relation between rmax, SD1/SD2 ratio and N using curve fitting, where, SD1 and SD2 are short-term and long-term variability of a time series respectively. None of these methods is gold standard for selection of 'r'. In our previous study [1], an adaptive procedure for selection of 'r' is proposed for approximate entropy (ApEn). In this paper, this is extended to multiple time scales using MAEbin and multiscale cross-MAEbin (XMAEbin). We applied this to simulations i.e. 50 realizations (n = 50) of random number series, fractional Brownian motion (fBm) and MIX (P) [1] series of data length of N = 300 and short term recordings of HRV and SBPV performed under postural stress from supine to standing. MAEbin and XMAEbin analysis was performed on laboratory recorded data of 50 healthy young subjects experiencing postural stress from supine to upright. The study showed that (i) ApEnbin of HRV is more than SBPV in supine position but is lower than SBPV in upright position (ii) ApEnbin of HRV decreases from supine i.e. 1.7324 ± 0.112 (mean ± SD) to upright 1.4916 ± 0.108 due to vagal inhibition (iii) ApEnbin of SBPV increases from supine i.e. 1.5535 ± 0.098 to upright i.e. 1.6241 ± 0.101 due sympathetic activation (iv) individual and cross complexities of RRi and systolic blood pressure (SBP) series depend on time scale under consideration (v) XMAEbin calculated using ApEnmax is correlated with cross-MAE calculated using ApEn (0.1-0.26) in steps of 0.02 at each time scale in supine and upright position and is concluded that ApEn0.26 has highest correlation at most scales (vi) choice of 'r' is critical in interpreting interactions between RRi and SBP and in ascertaining true complexity of the individual RRi and SBP series.

Dynamical Analysis and Visualization of Tornadoes Time Series

PubMed Central

2015-01-01

In this paper we analyze the behavior of tornado time-series in the U.S. from the perspective of dynamical systems. A tornado is a violently rotating column of air extending from a cumulonimbus cloud down to the ground. Such phenomena reveal features that are well described by power law functions and unveil characteristics found in systems with long range memory effects. Tornado time series are viewed as the output of a complex system and are interpreted as a manifestation of its dynamics. Tornadoes are modeled as sequences of Dirac impulses with amplitude proportional to the events size. First, a collection of time series involving 64 years is analyzed in the frequency domain by means of the Fourier transform. The amplitude spectra are approximated by power law functions and their parameters are read as an underlying signature of the system dynamics. Second, it is adopted the concept of circular time and the collective behavior of tornadoes analyzed. Clustering techniques are then adopted to identify and visualize the emerging patterns. PMID:25790281

Dynamical analysis and visualization of tornadoes time series.

PubMed

Lopes, António M; Tenreiro Machado, J A

2015-01-01

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

Inversion of deformation fields time-series from optical images, application to the long term kinematics of slow-moving landslides

NASA Astrophysics Data System (ADS)

Bontemps, Noélie; Lacroix, Pascal; Doin, Marie-Pierre

2017-04-01

Slow-moving landslides are one of the major risks in mountainous areas. They are the cause of a lot of damages, both material and human as they can at any time exhibit sudden acceleration phases and flows that are generally difficult to predict. Landslide kinematic is driven by, inter alia, precipitation and water infiltration, river erosion, earthquakes and human activities. Complex interactions have been observed between climatic forcing and earthquakes. However, observations of these complex interactions on slow-moving landslides are very few, restricting the comprehension that we have on involved mechanisms. In this context, it is necessary to monitor slow-moving landslides over time. We propose to answer this problematic by studying slow-moving landslides over a long time period in the Colca valley, Peru, affected by both earthquakes and rainfalls. We will base our study on the 30-years long SPOT1-7/Pleiades archive, that confronts us with (1) low dynamic of images, (2) difference of pixel resolution between all acquired images and (3) long time span in between images leading to ground surface changes. To overcome these three limitations, this study proposes an adaptation to optical images of a method originally used for InSAR time-series analysis. This method uses the full redundancy of information to derive robust time-series of displacement from deformation fields. The retrieved displacement time-series obtained on the three largest landslides of the area are robust and coherent in time. The developed method allows decreasing the displacement uncertainties by approximately 25%. Eventually, we discuss the impact of the different forcing on the three main landslides of the region.

Reinforced two-step-ahead weight adjustment technique for online training of recurrent neural networks.

PubMed

Chang, Li-Chiu; Chen, Pin-An; Chang, Fi-John

2012-08-01

A reliable forecast of future events possesses great value. The main purpose of this paper is to propose an innovative learning technique for reinforcing the accuracy of two-step-ahead (2SA) forecasts. The real-time recurrent learning (RTRL) algorithm for recurrent neural networks (RNNs) can effectively model the dynamics of complex processes and has been used successfully in one-step-ahead forecasts for various time series. A reinforced RTRL algorithm for 2SA forecasts using RNNs is proposed in this paper, and its performance is investigated by two famous benchmark time series and a streamflow during flood events in Taiwan. Results demonstrate that the proposed reinforced 2SA RTRL algorithm for RNNs can adequately forecast the benchmark (theoretical) time series, significantly improve the accuracy of flood forecasts, and effectively reduce time-lag effects.

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.

Computed tomography image-guided surgery in complex acetabular fractures.

PubMed

Brown, G A; Willis, M C; Firoozbakhsh, K; Barmada, A; Tessman, C L; Montgomery, A

2000-01-01

Eleven complex acetabular fractures in 10 patients were treated by open reduction with internal fixation incorporating computed tomography image guided software intraoperatively. Each of the implants placed under image guidance was found to be accurate and without penetration of the pelvis or joint space. The setup time for the system was minimal. Accuracy in the range of 1 mm was found when registration was precise (eight cases) and was in the range of 3.5 mm when registration was only approximate (three cases). Added benefits included reduced intraoperative fluoroscopic time, less need for more extensive dissection, and obviation of additional surgical approaches in some cases. Compared with a series of similar fractures treated before this image guided series, the reduction in operative time was significant. For patients with complex anterior and posterior combined fractures, the average operation times with and without application of three-dimensional imaging technique were, respectively, 5 hours 15 minutes and 6 hours 14 minutes, revealing 16% less operative time for those who had surgery using image guidance. In the single column fracture group, the operation time for those with three-dimensional imaging application, was 2 hours 58 minutes and for those with traditional surgery, 3 hours 42 minutes, indicating 20% less operative time for those with imaging modality. Intraoperative computed tomography guided imagery was found to be an accurate and suitable method for use in the operative treatment of complex acetabular fractures with substantial displacement.

Detecting seasonal landslide movement within the Cascade landslide complex (Washington) using time-series SAR imagery

USGS Publications Warehouse

Hu, Xie; Wang, Teng; Pierson, Thomas C.; Lu, Zhong; Kim, Jin-Woo; Cecere, Thomas H.

2016-01-01

Detection of slow or limited landslide movement within broad areas of forested terrain has long been problematic, particularly for the Cascade landslide complex (Washington) located along the Columbia River Gorge. Although parts of the landslide complex have been found reactivated in recent years, the timing and magnitude of motion have not been systematically monitored or interpreted. Here we apply novel time-series strategies to study the spatial distribution and temporal behavior of the landslide movement between 2007 and 2011 using InSAR images from two overlapping L-band ALOS PALSAR-1 satellite tracks. Our results show that the reactivated part has moved approximately 700 mm downslope during the 4-year observation period, while other parts of the landslide complex have generally remained stable. However, we also detect about 300 mm of seasonal downslope creep in a terrain block upslope of the Cascade landslide complex—terrain previously thought to be stable. The temporal oscillation of the seasonal movement can be correlated with precipitation, implying that seasonal movement here is hydrology-driven. The seasonal movement also has a frequency similar to GPS-derived regional ground oscillations due to mass loading by stored rainfall and subsequent rebound but with much smaller magnitude, suggesting different hydrological loading effects. From the time-series amplitude information on terrain upslope of the headscarp, we also re-evaluate the incipient motion related to the 2008 Greenleaf Basin rock avalanche, not previously recognized by traditional SAR/InSAR methods. The approach used in this study can be used to identify active landslides in forested terrain, to track the seasonal movement of landslides, and to identify previously unknown landslide hazards.

Fading channel simulator

DOEpatents

Argo, Paul E.; Fitzgerald, T. Joseph

1993-01-01

Fading channel effects on a transmitted communication signal are simulated with both frequency and time variations using a channel scattering function to affect the transmitted signal. A conventional channel scattering function is converted to a series of channel realizations by multiplying the square root of the channel scattering function by a complex number of which the real and imaginary parts are each independent variables. The two-dimensional inverse-FFT of this complex-valued channel realization yields a matrix of channel coefficients that provide a complete frequency-time description of the channel. The transmitted radio signal is segmented to provide a series of transmitted signal and each segment is subject to FFT to generate a series of signal coefficient matrices. The channel coefficient matrices and signal coefficient matrices are then multiplied and subjected to inverse-FFT to output a signal representing the received affected radio signal. A variety of channel scattering functions can be used to characterize the response of a transmitter-receiver system to such atmospheric effects.

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

NASA Astrophysics Data System (ADS)

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

2014-07-01

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

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

PubMed

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

2014-07-01

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

Normalization methods in time series of platelet function assays

PubMed Central

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

2016-01-01

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

Multifractal detrended cross-correlation analysis for two nonstationary signals.

PubMed

Zhou, Wei-Xing

2008-06-01

We propose a method called multifractal detrended cross-correlation analysis to investigate the multifractal behaviors in the power-law cross-correlations between two time series or higher-dimensional quantities recorded simultaneously, which can be applied to diverse complex systems such as turbulence, finance, ecology, physiology, geophysics, and so on. The method is validated with cross-correlated one- and two-dimensional binomial measures and multifractal random walks. As an example, we illustrate the method by analyzing two financial time series.

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.

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

PubMed

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

2013-11-01

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

Investigating flow patterns and related dynamics in multi-instability turbulent plasmas using a three-point cross-phase time delay estimation velocimetry scheme

NASA Astrophysics Data System (ADS)

Brandt, C.; Thakur, S. C.; Tynan, G. R.

2016-04-01

Complexities of flow patterns in the azimuthal cross-section of a cylindrical magnetized helicon plasma and the corresponding plasma dynamics are investigated by means of a novel scheme for time delay estimation velocimetry. The advantage of this introduced method is the capability of calculating the time-averaged 2D velocity fields of propagating wave-like structures and patterns in complex spatiotemporal data. It is able to distinguish and visualize the details of simultaneously present superimposed entangled dynamics and it can be applied to fluid-like systems exhibiting frequently repeating patterns (e.g., waves in plasmas, waves in fluids, dynamics in planetary atmospheres, etc.). The velocity calculations are based on time delay estimation obtained from cross-phase analysis of time series. Each velocity vector is unambiguously calculated from three time series measured at three different non-collinear spatial points. This method, when applied to fast imaging, has been crucial to understand the rich plasma dynamics in the azimuthal cross-section of a cylindrical linear magnetized helicon plasma. The capabilities and the limitations of this velocimetry method are discussed and demonstrated for two completely different plasma regimes, i.e., for quasi-coherent wave dynamics and for complex broadband wave dynamics involving simultaneously present multiple instabilities.

Investigating flow patterns and related dynamics in multi-instability turbulent plasmas using a three-point cross-phase time delay estimation velocimetry scheme

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

Brandt, C.; Max-Planck-Institute for Plasma Physics, Wendelsteinstr. 1, D-17491 Greifswald; Thakur, S. C.

2016-04-15

Complexities of flow patterns in the azimuthal cross-section of a cylindrical magnetized helicon plasma and the corresponding plasma dynamics are investigated by means of a novel scheme for time delay estimation velocimetry. The advantage of this introduced method is the capability of calculating the time-averaged 2D velocity fields of propagating wave-like structures and patterns in complex spatiotemporal data. It is able to distinguish and visualize the details of simultaneously present superimposed entangled dynamics and it can be applied to fluid-like systems exhibiting frequently repeating patterns (e.g., waves in plasmas, waves in fluids, dynamics in planetary atmospheres, etc.). The velocity calculationsmore » are based on time delay estimation obtained from cross-phase analysis of time series. Each velocity vector is unambiguously calculated from three time series measured at three different non-collinear spatial points. This method, when applied to fast imaging, has been crucial to understand the rich plasma dynamics in the azimuthal cross-section of a cylindrical linear magnetized helicon plasma. The capabilities and the limitations of this velocimetry method are discussed and demonstrated for two completely different plasma regimes, i.e., for quasi-coherent wave dynamics and for complex broadband wave dynamics involving simultaneously present multiple instabilities.« less

The complexity of gene expression dynamics revealed by permutation entropy

PubMed Central

2010-01-01

Background High complexity is considered a hallmark of living systems. Here we investigate the complexity of temporal gene expression patterns using the concept of Permutation Entropy (PE) first introduced in dynamical systems theory. The analysis of gene expression data has so far focused primarily on the identification of differentially expressed genes, or on the elucidation of pathway and regulatory relationships. We aim to study gene expression time series data from the viewpoint of complexity. Results Applying the PE complexity metric to abiotic stress response time series data in Arabidopsis thaliana, genes involved in stress response and signaling were found to be associated with the highest complexity not only under stress, but surprisingly, also under reference, non-stress conditions. Genes with house-keeping functions exhibited lower PE complexity. Compared to reference conditions, the PE of temporal gene expression patterns generally increased upon stress exposure. High-complexity genes were found to have longer upstream intergenic regions and more cis-regulatory motifs in their promoter regions indicative of a more complex regulatory apparatus needed to orchestrate their expression, and to be associated with higher correlation network connectivity degree. Arabidopsis genes also present in other plant species were observed to exhibit decreased PE complexity compared to Arabidopsis specific genes. Conclusions We show that Permutation Entropy is a simple yet robust and powerful approach to identify temporal gene expression profiles of varying complexity that is equally applicable to other types of molecular profile data. PMID:21176199

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.

Using time-delayed mutual information to discover and interpret temporal correlation structure in complex populations

NASA Astrophysics Data System (ADS)

Albers, D. J.; Hripcsak, George

2012-03-01

This paper addresses how to calculate and interpret the time-delayed mutual information (TDMI) for a complex, diversely and sparsely measured, possibly non-stationary population of time-series of unknown composition and origin. The primary vehicle used for this analysis is a comparison between the time-delayed mutual information averaged over the population and the time-delayed mutual information of an aggregated population (here, aggregation implies the population is conjoined before any statistical estimates are implemented). Through the use of information theoretic tools, a sequence of practically implementable calculations are detailed that allow for the average and aggregate time-delayed mutual information to be interpreted. Moreover, these calculations can also be used to understand the degree of homo or heterogeneity present in the population. To demonstrate that the proposed methods can be used in nearly any situation, the methods are applied and demonstrated on the time series of glucose measurements from two different subpopulations of individuals from the Columbia University Medical Center electronic health record repository, revealing a picture of the composition of the population as well as physiological features.

Self-rated health: patterns in the journeys of patients with multi-morbidity and frailty.

PubMed

Martin, Carmel Mary

2014-12-01

Self-rated health (SRH) is a single measure predictor of hospital utilization and health outcomes in epidemiological studies. There have been few studies of SRH in patient journeys in clinical settings. Reduced resilience to stressors, reflected by SRH, exposes older people (complex systems) to the risk of hospitalization. It is proposed that SRH reflects rather than predicts deteriorations and hospital use; with low SRH autocorrelation in time series. The aim was to investigate SRH fluctuations in regular outbound telephone calls (average biweekly) to patients by Care Guides. Descriptive case study using quantitative autoregressive techniques and qualitative case analysis on SRH time series. Fourteen participants were randomly selected from the Patient Journey Record System (PaJR) database. The PaJR database recorded 198 consecutively sampled older multi-morbid patients journeys in three primary care settings. Analysis consisted of triangulation of SRH (0 very poor - 6 excellent) patterns from three analyses: SRH graduations associations with service utilization; time series modelling (autocorrelation, and step ahead forecast); and qualitative categorization of deteriorations. Fourteen patients reported mean SRH 2.84 (poor-fair) in 818 calls over 13 ± 6.4 months of follow-up. In 24% calls, SRH was poor-fair and significantly associated with hospital use. SRH autocorrelation was low in 14 time series (-0.11 to 0.26) with little difference (χ(2)  = 6.46, P = 0.91) among them. Fluctuations between better and worse health were very common and poor health was associated with hospital use. It is not clear why some patients continued on a downward trajectory, whereas others who destabilized appeared to completely recover, and even improved over time. SRH reflects an individual's complex health trajectory, but as a single measure does not predict when and how deteriorations will occur in this study. Individual patients appear to behave as complex adaptive systems. The dynamics of SRH and its influences in destabilizations warrant further research. © 2014 John Wiley & Sons, Ltd.

The Effectiveness of an Electronic Security Management System in a Privately Owned Apartment Complex

ERIC Educational Resources Information Center

Greenberg, David F.; Roush, Jeffrey B.

2009-01-01

Poisson and negative binomial regression methods are used to analyze the monthly time series data to determine the effects of introducing an integrated security management system including closed-circuit television (CCTV), door alarm monitoring, proximity card access, and emergency call boxes to a large privately-owned complex of apartment…

Frequency domain system identification of helicopter rotor dynamics incorporating models with time periodic coefficients

NASA Astrophysics Data System (ADS)

Hwang, Sunghwan

1997-08-01

One of the most prominent features of helicopter rotor dynamics in forward flight is the periodic coefficients in the equations of motion introduced by the rotor rotation. The frequency response characteristics of such a linear time periodic system exhibits sideband behavior, which is not the case for linear time invariant systems. Therefore, a frequency domain identification methodology for linear systems with time periodic coefficients was developed, because the linear time invariant theory cannot account for sideband behavior. The modulated complex Fourier series was introduced to eliminate the smearing effect of Fourier series expansions of exponentially modulated periodic signals. A system identification theory was then developed using modulated complex Fourier series expansion. Correlation and spectral density functions were derived using the modulated complex Fourier series expansion for linear time periodic systems. Expressions of the identified harmonic transfer function were then formulated using the spectral density functions both with and without additive noise processes at input and/or output. A procedure was developed to identify parameters of a model to match the frequency response characteristics between measured and estimated harmonic transfer functions by minimizing an objective function defined in terms of the trace of the squared frequency response error matrix. Feasibility was demonstrated by the identification of the harmonic transfer function and parameters for helicopter rigid blade flapping dynamics in forward flight. This technique is envisioned to satisfy the needs of system identification in the rotating frame, especially in the context of individual blade control. The technique was applied to the coupled flap-lag-inflow dynamics of a rigid blade excited by an active pitch link. The linear time periodic technique results were compared with the linear time invariant technique results. Also, the effect of noise processes and initial parameter guess on the identification procedure were investigated. To study the effect of elastic modes, a rigid blade with a trailing edge flap excited by a smart actuator was selected and system parameters were successfully identified, but with some expense of computational storage and time. Conclusively, the linear time periodic technique substantially improved the identified parameter accuracy compared to the linear time invariant technique. Also, the linear time periodic technique was robust to noises and initial guess of parameters. However, an elastic mode of higher frequency relative to the system pumping frequency tends to increase the computer storage requirement and computing time.

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.

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

THE ANALYSIS OF THE TIME-SERIES FLUCTUATION OF WATER DEMAND FOR THE SMALL WATER SUPPLY BLOCK

NASA Astrophysics Data System (ADS)

Koizumi, Akira; Suehiro, Miki; Arai, Yasuhiro; Inakazu, Toyono; Masuko, Atushi; Tamura, Satoshi; Ashida, Hiroshi

The purpose of this study is to define one apartment complex as "the water supply block" and to show the relationship between the amount of water supply for an apartment house and its time series fluctuation. We examined the observation data which were collected from 33 apartment houses. The water meters were installed at individual observation points for about 20 days in Tokyo. This study used Fourier analysis in order to grasp the irregularity in a time series data. As a result, this paper demonstrated that the smaller the amount of water supply became, the larger irregularity the time series fluctuation had. We also found that it was difficult to describe the daily cyclical pattern for a small apartment house using the dominant periodic components which were obtained from a Fourier spectrum. Our research give useful information about the design for a directional water supply system, as to making estimates of the hourly fluctuation and the maximum daily water demand.

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.

Complexity Matching Effects in Bimanual and Interpersonal Syncopated Finger Tapping

PubMed Central

Coey, Charles A.; Washburn, Auriel; Hassebrock, Justin; Richardson, Michael J.

2016-01-01

The current study was designed to investigate complexity matching during syncopated behavioral coordination. Participants either tapped in (bimanual) syncopation using their two hands, or tapped in (interpersonal) syncopation with a partner, with each participant using one of their hands. The time series of inter-tap intervals (ITI) from each hand were submitted to fractal analysis, as well as to short-term and multi-timescale cross-correlation analyses. The results demonstrated that the fractal scaling of one hand’s ITI was strongly correlated to that of the other hand, and this complexity matching effect was stronger in the bimanual condition than in the interpersonal condition. Moreover, the degree of complexity matching was predicted by the strength of short-term cross-correlation and the stability of the asynchrony between the two tapping series. These results suggest that complexity matching is not specific to the inphase synchronization tasks used in past research, but is a general result of coordination between complex systems. PMID:26840612

Intrinsic Multi-Scale Dynamic Behaviors of Complex Financial Systems.

PubMed

Ouyang, Fang-Yan; Zheng, Bo; Jiang, Xiong-Fei

2015-01-01

The empirical mode decomposition is applied to analyze the intrinsic multi-scale dynamic behaviors of complex financial systems. In this approach, the time series of the price returns of each stock is decomposed into a small number of intrinsic mode functions, which represent the price motion from high frequency to low frequency. These intrinsic mode functions are then grouped into three modes, i.e., the fast mode, medium mode and slow mode. The probability distribution of returns and auto-correlation of volatilities for the fast and medium modes exhibit similar behaviors as those of the full time series, i.e., these characteristics are rather robust in multi time scale. However, the cross-correlation between individual stocks and the return-volatility correlation are time scale dependent. The structure of business sectors is mainly governed by the fast mode when returns are sampled at a couple of days, while by the medium mode when returns are sampled at dozens of days. More importantly, the leverage and anti-leverage effects are dominated by the medium mode.

Time dependent neural network models for detecting changes of state in complex processes: applications in earth sciences and astronomy.

PubMed

Valdés, Julio J; Bonham-Carter, Graeme

2006-03-01

A computational intelligence approach is used to explore the problem of detecting internal state changes in time dependent processes; described by heterogeneous, multivariate time series with imprecise data and missing values. Such processes are approximated by collections of time dependent non-linear autoregressive models represented by a special kind of neuro-fuzzy neural network. Grid and high throughput computing model mining procedures based on neuro-fuzzy networks and genetic algorithms, generate: (i) collections of models composed of sets of time lag terms from the time series, and (ii) prediction functions represented by neuro-fuzzy networks. The composition of the models and their prediction capabilities, allows the identification of changes in the internal structure of the process. These changes are associated with the alternation of steady and transient states, zones with abnormal behavior, instability, and other situations. This approach is general, and its sensitivity for detecting subtle changes of state is revealed by simulation experiments. Its potential in the study of complex processes in earth sciences and astrophysics is illustrated with applications using paleoclimate and solar data.

Trend Motif: A Graph Mining Approach for Analysis of Dynamic Complex Networks

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

Jin, R; McCallen, S; Almaas, E

2007-05-28

Complex networks have been used successfully in scientific disciplines ranging from sociology to microbiology to describe systems of interacting units. Until recently, studies of complex networks have mainly focused on their network topology. However, in many real world applications, the edges and vertices have associated attributes that are frequently represented as vertex or edge weights. Furthermore, these weights are often not static, instead changing with time and forming a time series. Hence, to fully understand the dynamics of the complex network, we have to consider both network topology and related time series data. In this work, we propose a motifmore » mining approach to identify trend motifs for such purposes. Simply stated, a trend motif describes a recurring subgraph where each of its vertices or edges displays similar dynamics over a userdefined period. Given this, each trend motif occurrence can help reveal significant events in a complex system; frequent trend motifs may aid in uncovering dynamic rules of change for the system, and the distribution of trend motifs may characterize the global dynamics of the system. Here, we have developed efficient mining algorithms to extract trend motifs. Our experimental validation using three disparate empirical datasets, ranging from the stock market, world trade, to a protein interaction network, has demonstrated the efficiency and effectiveness of our approach.« less

A robust interrupted time series model for analyzing complex health care intervention data.

PubMed

Cruz, Maricela; Bender, Miriam; Ombao, Hernando

2017-12-20

Current health policy calls for greater use of evidence-based care delivery services to improve patient quality and safety outcomes. Care delivery is complex, with interacting and interdependent components that challenge traditional statistical analytic techniques, in particular, when modeling a time series of outcomes data that might be "interrupted" by a change in a particular method of health care delivery. Interrupted time series (ITS) is a robust quasi-experimental design with the ability to infer the effectiveness of an intervention that accounts for data dependency. Current standardized methods for analyzing ITS data do not model changes in variation and correlation following the intervention. This is a key limitation since it is plausible for data variability and dependency to change because of the intervention. Moreover, present methodology either assumes a prespecified interruption time point with an instantaneous effect or removes data for which the effect of intervention is not fully realized. In this paper, we describe and develop a novel robust interrupted time series (robust-ITS) model that overcomes these omissions and limitations. The robust-ITS model formally performs inference on (1) identifying the change point; (2) differences in preintervention and postintervention correlation; (3) differences in the outcome variance preintervention and postintervention; and (4) differences in the mean preintervention and postintervention. We illustrate the proposed method by analyzing patient satisfaction data from a hospital that implemented and evaluated a new nursing care delivery model as the intervention of interest. The robust-ITS model is implemented in an R Shiny toolbox, which is freely available to the community. Copyright © 2017 John Wiley & Sons, Ltd.

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.

Causality networks from multivariate time series and application to epilepsy.

PubMed

Siggiridou, Elsa; Koutlis, Christos; Tsimpiris, Alkiviadis; Kimiskidis, Vasilios K; Kugiumtzis, Dimitris

2015-08-01

Granger causality and variants of this concept allow the study of complex dynamical systems as networks constructed from multivariate time series. In this work, a large number of Granger causality measures used to form causality networks from multivariate time series are assessed. For this, realizations on high dimensional coupled dynamical systems are considered and the performance of the Granger causality measures is evaluated, seeking for the measures that form networks closest to the true network of the dynamical system. In particular, the comparison focuses on Granger causality measures that reduce the state space dimension when many variables are observed. Further, the linear and nonlinear Granger causality measures of dimension reduction are compared to a standard Granger causality measure on electroencephalographic (EEG) recordings containing episodes of epileptiform discharges.

Time is an affliction: Why ecology cannot be as predictive as physics and why it needs time series

NASA Astrophysics Data System (ADS)

Boero, F.; Kraberg, A. C.; Krause, G.; Wiltshire, K. H.

2015-07-01

Ecological systems depend on both constraints and historical contingencies, both of which shape their present observable system state. In contrast to ahistorical systems, which are governed solely by constraints (i.e. laws), historical systems and their dynamics can be understood only if properly described, in the course of time. Describing these dynamics and understanding long-term variability can be seen as the mission of long time series measuring not only simple abiotic features but also complex biological variables, such as species diversity and abundances, allowing deep insights in the functioning of food webs and ecosystems in general. Long time-series are irreplaceable for understanding change, and crucially inherent system variability and thus envisaging future scenarios. This notwithstanding current policies in funding and evaluating scientific research discourage the maintenance of long term series, despite a clear need for long-term strategies to cope with climate change. Time series are crucial for a pursuit of the much invoked Ecosystem Approach and to the passage from simple monitoring programs of large-scale and long-term Earth observatories - thus promoting a better understanding of the causes and effects of change in ecosystems. The few ongoing long time series in European waters must be integrated and networked so as to facilitate the formation of nodes of a series of observatories which, together, should allow the long-term management of the features and characteristics of European waters. Human capacity building in this region of expertise and a stronger societal involvement are also urgently needed, since the expertise in recognizing and describing species and therefore recording them reliably in the context of time series is rapidly vanishing from the European Scientific community.

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.

Nonlinear analysis of dynamic signature

NASA Astrophysics Data System (ADS)

Rashidi, S.; Fallah, A.; Towhidkhah, F.

2013-12-01

Signature is a long trained motor skill resulting in well combination of segments like strokes and loops. It is a physical manifestation of complex motor processes. The problem, generally stated, is that how relative simplicity in behavior emerges from considerable complexity of perception-action system that produces behavior within an infinitely variable biomechanical and environmental context. To solve this problem, we present evidences which indicate that motor control dynamic in signing process is a chaotic process. This chaotic dynamic may explain a richer array of time series behavior in motor skill of signature. Nonlinear analysis is a powerful approach and suitable tool which seeks for characterizing dynamical systems through concepts such as fractal dimension and Lyapunov exponent. As a result, they can be analyzed in both horizontal and vertical for time series of position and velocity. We observed from the results that noninteger values for the correlation dimension indicates low dimensional deterministic dynamics. This result could be confirmed by using surrogate data tests. We have also used time series to calculate the largest Lyapunov exponent and obtain a positive value. These results constitute significant evidence that signature data are outcome of chaos in a nonlinear dynamical system of motor control.

A Temporal Mining Framework for Classifying Un-Evenly Spaced Clinical Data: An Approach for Building Effective Clinical Decision-Making System.

PubMed

Jane, Nancy Yesudhas; Nehemiah, Khanna Harichandran; Arputharaj, Kannan

2016-01-01

Clinical time-series data acquired from electronic health records (EHR) are liable to temporal complexities such as irregular observations, missing values and time constrained attributes that make the knowledge discovery process challenging. This paper presents a temporal rough set induced neuro-fuzzy (TRiNF) mining framework that handles these complexities and builds an effective clinical decision-making system. TRiNF provides two functionalities namely temporal data acquisition (TDA) and temporal classification. In TDA, a time-series forecasting model is constructed by adopting an improved double exponential smoothing method. The forecasting model is used in missing value imputation and temporal pattern extraction. The relevant attributes are selected using a temporal pattern based rough set approach. In temporal classification, a classification model is built with the selected attributes using a temporal pattern induced neuro-fuzzy classifier. For experimentation, this work uses two clinical time series dataset of hepatitis and thrombosis patients. The experimental result shows that with the proposed TRiNF framework, there is a significant reduction in the error rate, thereby obtaining the classification accuracy on an average of 92.59% for hepatitis and 91.69% for thrombosis dataset. The obtained classification results prove the efficiency of the proposed framework in terms of its improved classification accuracy.

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.

BiGGEsTS: integrated environment for biclustering analysis of time series gene expression data

PubMed Central

Gonçalves, Joana P; Madeira, Sara C; Oliveira, Arlindo L

2009-01-01

Background The ability to monitor changes in expression patterns over time, and to observe the emergence of coherent temporal responses using expression time series, is critical to advance our understanding of complex biological processes. Biclustering has been recognized as an effective method for discovering local temporal expression patterns and unraveling potential regulatory mechanisms. The general biclustering problem is NP-hard. In the case of time series this problem is tractable, and efficient algorithms can be used. However, there is still a need for specialized applications able to take advantage of the temporal properties inherent to expression time series, both from a computational and a biological perspective. Findings BiGGEsTS makes available state-of-the-art biclustering algorithms for analyzing expression time series. Gene Ontology (GO) annotations are used to assess the biological relevance of the biclusters. Methods for preprocessing expression time series and post-processing results are also included. The analysis is additionally supported by a visualization module capable of displaying informative representations of the data, including heatmaps, dendrograms, expression charts and graphs of enriched GO terms. Conclusion BiGGEsTS is a free open source graphical software tool for revealing local coexpression of genes in specific intervals of time, while integrating meaningful information on gene annotations. It is freely available at: . We present a case study on the discovery of transcriptional regulatory modules in the response of Saccharomyces cerevisiae to heat stress. PMID:19583847

Improving processes through evolutionary optimization.

PubMed

Clancy, Thomas R

2011-09-01

As systems evolve over time, their natural tendency is to become increasingly more complex. Studies on complex systems have generated new perspectives on management in social organizations such as hospitals. Much of this research appears as a natural extension of the cross-disciplinary field of systems theory. This is the 18th in a series of articles applying complex systems science to the traditional management concepts of planning, organizing, directing, coordinating, and controlling. In this article, I discuss methods to optimize complex healthcare processes through learning, adaptation, and evolutionary planning.

Complexity and dynamics of switched human balance control during quiet standing.

PubMed

Nema, Salam; Kowalczyk, Piotr; Loram, Ian

2015-10-01

In this paper, we use a combination of numerical simulations, time series analysis, and complexity measures to investigate the dynamics of switched systems with noise, which are often used as models of human balance control during quiet standing. We link the results with complexity measures found in experimental data of human sway motion during quiet standing. The control model ensuring balance, which we use, is based on an act-and-wait control concept, that is, a human controller is switched on when a certain sway angle is reached. Otherwise, there is no active control present. Given a time series data, we determine how does it look a typical pattern of control strategy in our model system. We detect the switched nonlinearity in the system using a frequency analysis method in the absence of noise. We also analyse the effect of time delay on the existence of limit cycles in the system in the absence of noise. We perform the entropy and detrended fluctuation analyses in view of linking the switchings (and the dead zone) with the occurrences of complexity in the model system in the presence of noise. Finally, we perform the entropy and detrended fluctuation analyses on experimental data and link the results with numerical findings in our model example.

Synchronization and Causality Across Time-scales: Complex Dynamics and Extremes in El Niño/Southern Oscillation

NASA Astrophysics Data System (ADS)

Jajcay, N.; Kravtsov, S.; Tsonis, A.; Palus, M.

2017-12-01

A better understanding of dynamics in complex systems, such as the Earth's climate is one of the key challenges for contemporary science and society. A large amount of experimental data requires new mathematical and computational approaches. Natural complex systems vary on many temporal and spatial scales, often exhibiting recurring patterns and quasi-oscillatory phenomena. The statistical inference of causal interactions and synchronization between dynamical phenomena evolving on different temporal scales is of vital importance for better understanding of underlying mechanisms and a key for modeling and prediction of such systems. This study introduces and applies information theory diagnostics to phase and amplitude time series of different wavelet components of the observed data that characterizes El Niño. A suite of significant interactions between processes operating on different time scales was detected, and intermittent synchronization among different time scales has been associated with the extreme El Niño events. The mechanisms of these nonlinear interactions were further studied in conceptual low-order and state-of-the-art dynamical, as well as statistical climate models. Observed and simulated interactions exhibit substantial discrepancies, whose understanding may be the key to an improved prediction. Moreover, the statistical framework which we apply here is suitable for direct usage of inferring cross-scale interactions in nonlinear time series from complex systems such as the terrestrial magnetosphere, solar-terrestrial interactions, seismic activity or even human brain dynamics.

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.

Temperature Dependence of Uranium and Vanadium Adsorption on Amidoxime-Based Adsorbents in Natural Seawater

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

Kuo, Li-Jung; Gill, Gary A.; Tsouris, Costas

The apparent enthalpy and entropy of the complexation of uranium (VI) and vanadium (V) with amidoxime ligands grafted onto polyethylene fiber was determined using time series measurements of adsorption capacities in natural seawater at three different temperatures. The complexation of uranium was highly endothermic, while the complexation of vanadium showed minimal temperature sensitivity. Amidoxime-based polymeric adsorbents exhibit significantly increased uranium adsorption capacities and selectivity in warmer waters.

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

PubMed

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

2017-12-01

Identifying biologically meaningful gene expression patterns from time series gene expression data is important to understand the underlying biological mechanisms. To identify significantly perturbed gene sets between different phenotypes, analysis of time series transcriptome data requires consideration of time and sample dimensions. Thus, the analysis of such time series data seeks to search gene sets that exhibit similar or different expression patterns between two or more sample conditions, constituting the three-dimensional data, i.e. gene-time-condition. Computational complexity for analyzing such data is very high, compared to the already difficult NP-hard two dimensional biclustering algorithms. Because of this challenge, traditional time series clustering algorithms are designed to capture co-expressed genes with similar expression pattern in two sample conditions. We present a triclustering algorithm, TimesVector, specifically designed for clustering three-dimensional time series data to capture distinctively similar or different gene expression patterns between two or more sample conditions. TimesVector identifies clusters with distinctive expression patterns in three steps: (i) dimension reduction and clustering of time-condition concatenated vectors, (ii) post-processing clusters for detecting similar and distinct expression patterns and (iii) rescuing genes from unclassified clusters. Using four sets of time series gene expression data, generated by both microarray and high throughput sequencing platforms, we demonstrated that TimesVector successfully detected biologically meaningful clusters of high quality. TimesVector improved the clustering quality compared to existing triclustering tools and only TimesVector detected clusters with differential expression patterns across conditions successfully. The TimesVector software is available at http://biohealth.snu.ac.kr/software/TimesVector/. sunkim.bioinfo@snu.ac.kr. Supplementary data are available at Bioinformatics online. © The Author 2017. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com

Using complex networks towards information retrieval and diagnostics in multidimensional imaging

NASA Astrophysics Data System (ADS)

Banerjee, Soumya Jyoti; Azharuddin, Mohammad; Sen, Debanjan; Savale, Smruti; Datta, Himadri; Dasgupta, Anjan Kr; Roy, Soumen

2015-12-01

We present a fresh and broad yet simple approach towards information retrieval in general and diagnostics in particular by applying the theory of complex networks on multidimensional, dynamic images. We demonstrate a successful use of our method with the time series generated from high content thermal imaging videos of patients suffering from the aqueous deficient dry eye (ADDE) disease. Remarkably, network analyses of thermal imaging time series of contact lens users and patients upon whom Laser-Assisted in situ Keratomileusis (Lasik) surgery has been conducted, exhibit pronounced similarity with results obtained from ADDE patients. We also propose a general framework for the transformation of multidimensional images to networks for futuristic biometry. Our approach is general and scalable to other fluctuation-based devices where network parameters derived from fluctuations, act as effective discriminators and diagnostic markers.

Using complex networks towards information retrieval and diagnostics in multidimensional imaging.

PubMed

Banerjee, Soumya Jyoti; Azharuddin, Mohammad; Sen, Debanjan; Savale, Smruti; Datta, Himadri; Dasgupta, Anjan Kr; Roy, Soumen

2015-12-02

We present a fresh and broad yet simple approach towards information retrieval in general and diagnostics in particular by applying the theory of complex networks on multidimensional, dynamic images. We demonstrate a successful use of our method with the time series generated from high content thermal imaging videos of patients suffering from the aqueous deficient dry eye (ADDE) disease. Remarkably, network analyses of thermal imaging time series of contact lens users and patients upon whom Laser-Assisted in situ Keratomileusis (Lasik) surgery has been conducted, exhibit pronounced similarity with results obtained from ADDE patients. We also propose a general framework for the transformation of multidimensional images to networks for futuristic biometry. Our approach is general and scalable to other fluctuation-based devices where network parameters derived from fluctuations, act as effective discriminators and diagnostic markers.

Using complex networks towards information retrieval and diagnostics in multidimensional imaging

PubMed Central

Banerjee, Soumya Jyoti; Azharuddin, Mohammad; Sen, Debanjan; Savale, Smruti; Datta, Himadri; Dasgupta, Anjan Kr; Roy, Soumen

2015-01-01

We present a fresh and broad yet simple approach towards information retrieval in general and diagnostics in particular by applying the theory of complex networks on multidimensional, dynamic images. We demonstrate a successful use of our method with the time series generated from high content thermal imaging videos of patients suffering from the aqueous deficient dry eye (ADDE) disease. Remarkably, network analyses of thermal imaging time series of contact lens users and patients upon whom Laser-Assisted in situ Keratomileusis (Lasik) surgery has been conducted, exhibit pronounced similarity with results obtained from ADDE patients. We also propose a general framework for the transformation of multidimensional images to networks for futuristic biometry. Our approach is general and scalable to other fluctuation-based devices where network parameters derived from fluctuations, act as effective discriminators and diagnostic markers. PMID:26626047

Hemodynamics assessed via approximate entropy analysis of impedance cardiography time series: effect of metabolic syndrome.

PubMed

Guerra, Stefania; Boscari, Federico; Avogaro, Angelo; Di Camillo, Barbara; Sparacino, Giovanni; de Kreutzenberg, Saula Vigili

2011-08-01

The metabolic syndrome (MS), a predisposing condition for cardiovascular disease, presents disturbances in hemodynamics; impedance cardiography (ICG) can assess these alterations. In subjects with MS, the morphology of the pulses present in the ICG time series is more irregular/complex than in normal subjects. Therefore, the aim of the present study was to quantitatively assess the complexity of ICG times series in 53 patients, with or without MS, through a nonlinear analysis algorithm, the approximate entropy, a method employed in recent years for the study of several biological signals, which provides a scalar index, ApEn. We correlated ApEn computed from ICG times series data during fasting and postprandial phase with the presence of alterations in the parameters defining MS [Adult Treatment Panel (ATP) III (Grundy SM, Brewer HB Jr, Cleeman JI, Smith SC Jr, Lenfant C; National Heart, Lung, and Blood Institute; American Heart Association. Circulation 109: 433-438, 2004) and the International Diabetes Federation (IDF) definition]. Results show that ApEn was significantly higher in subjects with MS compared with those without (1.81 ± 0.09 vs. 1.65 ± 0.13; means ± SD; P = 0.0013, with ATP III definition; 1.82 ± 0.09 vs. 1.67 ± 0.12; P = 0.00006, with the IDF definition). We also demonstrated that ApEn increase parallels the number of components of MS. ApEn was then correlated to each MS component: mean ApEn values of subjects belonging to the first and fourth quartiles of the distribution of MS parameters were statistically different for all parameters but HDL cholesterol. No difference was observed between ApEn values evaluated in fasting and postprandial states. In conclusion, we identified that MS is characterized by an increased complexity of ICG signals: this may have a prognostic relevance in subjects with this condition.

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.

Analyzing Developmental Processes on an Individual Level Using Nonstationary Time Series Modeling

ERIC Educational Resources Information Center

Molenaar, Peter C. M.; Sinclair, Katerina O.; Rovine, Michael J.; Ram, Nilam; Corneal, Sherry E.

2009-01-01

Individuals change over time, often in complex ways. Generally, studies of change over time have combined individuals into groups for analysis, which is inappropriate in most, if not all, studies of development. The authors explain how to identify appropriate levels of analysis (individual vs. group) and demonstrate how to estimate changes in…

CauseMap: fast inference of causality from complex time series.

PubMed

Maher, M Cyrus; Hernandez, Ryan D

2015-01-01

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

The effect of orthostatic stress on multiscale entropy of heart rate and blood pressure.

PubMed

Turianikova, Zuzana; Javorka, Kamil; Baumert, Mathias; Calkovska, Andrea; Javorka, Michal

2011-09-01

Cardiovascular control acts over multiple time scales, which introduces a significant amount of complexity to heart rate and blood pressure time series. Multiscale entropy (MSE) analysis has been developed to quantify the complexity of a time series over multiple time scales. In previous studies, MSE analyses identified impaired cardiovascular control and increased cardiovascular risk in various pathological conditions. Despite the increasing acceptance of the MSE technique in clinical research, information underpinning the involvement of the autonomic nervous system in the MSE of heart rate and blood pressure is lacking. The objective of this study is to investigate the effect of orthostatic challenge on the MSE of heart rate and blood pressure variability (HRV, BPV) and the correlation between MSE (complexity measures) and traditional linear (time and frequency domain) measures. MSE analysis of HRV and BPV was performed in 28 healthy young subjects on 1000 consecutive heart beats in the supine and standing positions. Sample entropy values were assessed on scales of 1-10. We found that MSE of heart rate and blood pressure signals is sensitive to changes in autonomic balance caused by postural change from the supine to the standing position. The effect of orthostatic challenge on heart rate and blood pressure complexity depended on the time scale under investigation. Entropy values did not correlate with the mean values of heart rate and blood pressure and showed only weak correlations with linear HRV and BPV measures. In conclusion, the MSE analysis of heart rate and blood pressure provides a sensitive tool to detect changes in autonomic balance as induced by postural change.

Weighted multiscale Rényi permutation entropy of nonlinear time series

NASA Astrophysics Data System (ADS)

Chen, Shijian; Shang, Pengjian; Wu, Yue

2018-04-01

In this paper, based on Rényi permutation entropy (RPE), which has been recently suggested as a relative measure of complexity in nonlinear systems, we propose multiscale Rényi permutation entropy (MRPE) and weighted multiscale Rényi permutation entropy (WMRPE) to quantify the complexity of nonlinear time series over multiple time scales. First, we apply MPRE and WMPRE to the synthetic data and make a comparison of modified methods and RPE. Meanwhile, the influence of the change of parameters is discussed. Besides, we interpret the necessity of considering not only multiscale but also weight by taking the amplitude into account. Then MRPE and WMRPE methods are employed to the closing prices of financial stock markets from different areas. By observing the curves of WMRPE and analyzing the common statistics, stock markets are divided into 4 groups: (1) DJI, S&P500, and HSI, (2) NASDAQ and FTSE100, (3) DAX40 and CAC40, and (4) ShangZheng and ShenCheng. Results show that the standard deviations of weighted methods are smaller, showing WMRPE is able to ensure the results more robust. Besides, WMPRE can provide abundant dynamical properties of complex systems, and demonstrate the intrinsic mechanism.

Interrupted time series regression for the evaluation of public health interventions: a tutorial.

PubMed

Bernal, James Lopez; Cummins, Steven; Gasparrini, Antonio

2017-02-01

Interrupted time series (ITS) analysis is a valuable study design for evaluating the effectiveness of population-level health interventions that have been implemented at a clearly defined point in time. It is increasingly being used to evaluate the effectiveness of interventions ranging from clinical therapy to national public health legislation. Whereas the design shares many properties of regression-based approaches in other epidemiological studies, there are a range of unique features of time series data that require additional methodological considerations. In this tutorial we use a worked example to demonstrate a robust approach to ITS analysis using segmented regression. We begin by describing the design and considering when ITS is an appropriate design choice. We then discuss the essential, yet often omitted, step of proposing the impact model a priori. Subsequently, we demonstrate the approach to statistical analysis including the main segmented regression model. Finally we describe the main methodological issues associated with ITS analysis: over-dispersion of time series data, autocorrelation, adjusting for seasonal trends and controlling for time-varying confounders, and we also outline some of the more complex design adaptations that can be used to strengthen the basic ITS design.

Interrupted time series regression for the evaluation of public health interventions: a tutorial

PubMed Central

Bernal, James Lopez; Cummins, Steven; Gasparrini, Antonio

2017-01-01

Abstract Interrupted time series (ITS) analysis is a valuable study design for evaluating the effectiveness of population-level health interventions that have been implemented at a clearly defined point in time. It is increasingly being used to evaluate the effectiveness of interventions ranging from clinical therapy to national public health legislation. Whereas the design shares many properties of regression-based approaches in other epidemiological studies, there are a range of unique features of time series data that require additional methodological considerations. In this tutorial we use a worked example to demonstrate a robust approach to ITS analysis using segmented regression. We begin by describing the design and considering when ITS is an appropriate design choice. We then discuss the essential, yet often omitted, step of proposing the impact model a priori. Subsequently, we demonstrate the approach to statistical analysis including the main segmented regression model. Finally we describe the main methodological issues associated with ITS analysis: over-dispersion of time series data, autocorrelation, adjusting for seasonal trends and controlling for time-varying confounders, and we also outline some of the more complex design adaptations that can be used to strengthen the basic ITS design. PMID:27283160

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.

Using Complexity Metrics to Assess Silent Reading Fluency: A Cross-Sectional Study Comparing Oral and Silent Reading

ERIC Educational Resources Information Center

O'Brien, Beth A.; Wallot, Sebastian; Haussmann, Anna; Kloos, Heidi

2014-01-01

Reading typically undergoes a qualitative shift around Grade 4, becoming more fluent and silent, but there is no established measure for fluency in children's silent reading. The present study presents a measure of self-paced reading in children, examining the use of complexity measures for time-series analyses recently established with…

Rodent repellent studies. IV. Preparation and properties of trinitrobenzene-aryl amine complexes

USGS Publications Warehouse

DeWitt, J.B.; Bellack, E.; Welch, J.F.

1953-01-01

Data are presented on methods of preparation, chemical arid physical characteristics, toxicity, and repellency to rodents of complexes of symmetrical trinitrohenzene with various aromatic amines: When applied in suitable carriers or incorporated in plastic .films, members of this series ofmaterials were shown to offer significant increases in time required by wild rodents to damage common packaging materials.

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 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.

Measuring efficiency of international crude oil markets: A multifractality approach

NASA Astrophysics Data System (ADS)

Niere, H. M.

2015-01-01

The three major international crude oil markets are treated as complex systems and their multifractal properties are explored. The study covers daily prices of Brent crude, OPEC reference basket and West Texas Intermediate (WTI) crude from January 2, 2003 to January 2, 2014. A multifractal detrended fluctuation analysis (MFDFA) is employed to extract the generalized Hurst exponents in each of the time series. The generalized Hurst exponent is used to measure the degree of multifractality which in turn is used to quantify the efficiency of the three international crude oil markets. To identify whether the source of multifractality is long-range correlations or broad fat-tail distributions, shuffled data and surrogated data corresponding to each of the time series are generated. Shuffled data are obtained by randomizing the order of the price returns data. This will destroy any long-range correlation of the time series. Surrogated data is produced using the Fourier-Detrended Fluctuation Analysis (F-DFA). This is done by randomizing the phases of the price returns data in Fourier space. This will normalize the distribution of the time series. The study found that for the three crude oil markets, there is a strong dependence of the generalized Hurst exponents with respect to the order of fluctuations. This shows that the daily price time series of the markets under study have signs of multifractality. Using the degree of multifractality as a measure of efficiency, the results show that WTI is the most efficient while OPEC is the least efficient market. This implies that OPEC has the highest likelihood to be manipulated among the three markets. This reflects the fact that Brent and WTI is a very competitive market hence, it has a higher level of complexity compared against OPEC, which has a large monopoly power. Comparing with shuffled data and surrogated data, the findings suggest that for all the three crude oil markets, the multifractality is mainly due to long-range correlations.

Automated smoother for the numerical decoupling of dynamics models.

PubMed

Vilela, Marco; Borges, Carlos C H; Vinga, Susana; Vasconcelos, Ana Tereza R; Santos, Helena; Voit, Eberhard O; Almeida, Jonas S

2007-08-21

Structure identification of dynamic models for complex biological systems is the cornerstone of their reverse engineering. Biochemical Systems Theory (BST) offers a particularly convenient solution because its parameters are kinetic-order coefficients which directly identify the topology of the underlying network of processes. We have previously proposed a numerical decoupling procedure that allows the identification of multivariate dynamic models of complex biological processes. While described here within the context of BST, this procedure has a general applicability to signal extraction. Our original implementation relied on artificial neural networks (ANN), which caused slight, undesirable bias during the smoothing of the time courses. As an alternative, we propose here an adaptation of the Whittaker's smoother and demonstrate its role within a robust, fully automated structure identification procedure. In this report we propose a robust, fully automated solution for signal extraction from time series, which is the prerequisite for the efficient reverse engineering of biological systems models. The Whittaker's smoother is reformulated within the context of information theory and extended by the development of adaptive signal segmentation to account for heterogeneous noise structures. The resulting procedure can be used on arbitrary time series with a nonstationary noise process; it is illustrated here with metabolic profiles obtained from in-vivo NMR experiments. The smoothed solution that is free of parametric bias permits differentiation, which is crucial for the numerical decoupling of systems of differential equations. The method is applicable in signal extraction from time series with nonstationary noise structure and can be applied in the numerical decoupling of system of differential equations into algebraic equations, and thus constitutes a rather general tool for the reverse engineering of mechanistic model descriptions from multivariate experimental time series.

Complexity matching in dyadic conversation.

PubMed

Abney, Drew H; Paxton, Alexandra; Dale, Rick; Kello, Christopher T

2014-12-01

Recent studies of dyadic interaction have examined phenomena of synchronization, entrainment, alignment, and convergence. All these forms of behavioral matching have been hypothesized to play a supportive role in establishing coordination and common ground between interlocutors. In the present study, evidence is found for a new kind of coordination termed complexity matching. Temporal dynamics in conversational speech signals were analyzed through time series of acoustic onset events. Timing in periods of acoustic energy was found to exhibit behavioral matching that reflects complementary timing in turn-taking. In addition, acoustic onset times were found to exhibit power law clustering across a range of timescales, and these power law functions were found to exhibit complexity matching that is distinct from behavioral matching. Complexity matching is discussed in terms of interactive alignment and other theoretical principles that lead to new hypotheses about information exchange in dyadic conversation and interaction in general. PsycINFO Database Record (c) 2014 APA, all rights reserved.

Multiscale entropy analysis of human gait dynamics

NASA Astrophysics Data System (ADS)

Costa, M.; Peng, C.-K.; L. Goldberger, Ary; Hausdorff, Jeffrey M.

2003-12-01

We compare the complexity of human gait time series from healthy subjects under different conditions. Using the recently developed multiscale entropy algorithm, which provides a way to measure complexity over a range of scales, we observe that normal spontaneous walking has the highest complexity when compared to slow and fast walking and also to walking paced by a metronome. These findings have implications for modeling locomotor control and for quantifying gait dynamics in physiologic and pathologic states.

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

NASA Astrophysics Data System (ADS)

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

2012-12-01

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

Extended AIC model based on high order moments and its application in the financial market

NASA Astrophysics Data System (ADS)

Mao, Xuegeng; Shang, Pengjian

2018-07-01

In this paper, an extended method of traditional Akaike Information Criteria(AIC) is proposed to detect the volatility of time series by combining it with higher order moments, such as skewness and kurtosis. Since measures considering higher order moments are powerful in many aspects, the properties of asymmetry and flatness can be observed. Furthermore, in order to reduce the effect of noise and other incoherent features, we combine the extended AIC algorithm with multiscale wavelet analysis, in which the newly extended AIC algorithm is applied to wavelet coefficients at several scales and the time series are reconstructed by wavelet transform. After that, we create AIC planes to derive the relationship among AIC values using variance, skewness and kurtosis respectively. When we test this technique on the financial market, the aim is to analyze the trend and volatility of the closing price of stock indices and classify them. And we also adapt multiscale analysis to measure complexity of time series over a range of scales. Empirical results show that the singularity of time series in stock market can be detected via extended AIC algorithm.

A Markovian Entropy Measure for the Analysis of Calcium Activity Time Series.

PubMed

Marken, John P; Halleran, Andrew D; Rahman, Atiqur; Odorizzi, Laura; LeFew, Michael C; Golino, Caroline A; Kemper, Peter; Saha, Margaret S

2016-01-01

Methods to analyze the dynamics of calcium activity often rely on visually distinguishable features in time series data such as spikes, waves, or oscillations. However, systems such as the developing nervous system display a complex, irregular type of calcium activity which makes the use of such methods less appropriate. Instead, for such systems there exists a class of methods (including information theoretic, power spectral, and fractal analysis approaches) which use more fundamental properties of the time series to analyze the observed calcium dynamics. We present a new analysis method in this class, the Markovian Entropy measure, which is an easily implementable calcium time series analysis method which represents the observed calcium activity as a realization of a Markov Process and describes its dynamics in terms of the level of predictability underlying the transitions between the states of the process. We applied our and other commonly used calcium analysis methods on a dataset from Xenopus laevis neural progenitors which displays irregular calcium activity and a dataset from murine synaptic neurons which displays activity time series that are well-described by visually-distinguishable features. We find that the Markovian Entropy measure is able to distinguish between biologically distinct populations in both datasets, and that it can separate biologically distinct populations to a greater extent than other methods in the dataset exhibiting irregular calcium activity. These results support the benefit of using the Markovian Entropy measure to analyze calcium dynamics, particularly for studies using time series data which do not exhibit easily distinguishable features.

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

Detection of crossover time scales in multifractal detrended fluctuation analysis

NASA Astrophysics Data System (ADS)

Ge, Erjia; Leung, Yee

2013-04-01

Fractal is employed in this paper as a scale-based method for the identification of the scaling behavior of time series. Many spatial and temporal processes exhibiting complex multi(mono)-scaling behaviors are fractals. One of the important concepts in fractals is crossover time scale(s) that separates distinct regimes having different fractal scaling behaviors. A common method is multifractal detrended fluctuation analysis (MF-DFA). The detection of crossover time scale(s) is, however, relatively subjective since it has been made without rigorous statistical procedures and has generally been determined by eye balling or subjective observation. Crossover time scales such determined may be spurious and problematic. It may not reflect the genuine underlying scaling behavior of a time series. The purpose of this paper is to propose a statistical procedure to model complex fractal scaling behaviors and reliably identify the crossover time scales under MF-DFA. The scaling-identification regression model, grounded on a solid statistical foundation, is first proposed to describe multi-scaling behaviors of fractals. Through the regression analysis and statistical inference, we can (1) identify the crossover time scales that cannot be detected by eye-balling observation, (2) determine the number and locations of the genuine crossover time scales, (3) give confidence intervals for the crossover time scales, and (4) establish the statistically significant regression model depicting the underlying scaling behavior of a time series. To substantive our argument, the regression model is applied to analyze the multi-scaling behaviors of avian-influenza outbreaks, water consumption, daily mean temperature, and rainfall of Hong Kong. Through the proposed model, we can have a deeper understanding of fractals in general and a statistical approach to identify multi-scaling behavior under MF-DFA in particular.

Statistical physics approaches to financial fluctuations

NASA Astrophysics Data System (ADS)

Wang, Fengzhong

2009-12-01

Complex systems attract many researchers from various scientific fields. Financial markets are one of these widely studied complex systems. Statistical physics, which was originally developed to study large systems, provides novel ideas and powerful methods to analyze financial markets. The study of financial fluctuations characterizes market behavior, and helps to better understand the underlying market mechanism. Our study focuses on volatility, a fundamental quantity to characterize financial fluctuations. We examine equity data of the entire U.S. stock market during 2001 and 2002. To analyze the volatility time series, we develop a new approach, called return interval analysis, which examines the time intervals between two successive volatilities exceeding a given value threshold. We find that the return interval distribution displays scaling over a wide range of thresholds. This scaling is valid for a range of time windows, from one minute up to one day. Moreover, our results are similar for commodities, interest rates, currencies, and for stocks of different countries. Further analysis shows some systematic deviations from a scaling law, which we can attribute to nonlinear correlations in the volatility time series. We also find a memory effect in return intervals for different time scales, which is related to the long-term correlations in the volatility. To further characterize the mechanism of price movement, we simulate the volatility time series using two different models, fractionally integrated generalized autoregressive conditional heteroscedasticity (FIGARCH) and fractional Brownian motion (fBm), and test these models with the return interval analysis. We find that both models can mimic time memory but only fBm shows scaling in the return interval distribution. In addition, we examine the volatility of daily opening to closing and of closing to opening. We find that each volatility distribution has a power law tail. Using the detrended fluctuation analysis (DFA) method, we show long-term auto-correlations in these volatility time series. We also analyze return, the actual price changes of stocks, and find that the returns over the two sessions are often anti-correlated.

Wind turbine wake measurement in complex terrain

NASA Astrophysics Data System (ADS)

Hansen, KS; Larsen, GC; Menke, R.; Vasiljevic, N.; Angelou, N.; Feng, J.; Zhu, WJ; Vignaroli, A.; W, W. Liu; Xu, C.; Shen, WZ

2016-09-01

SCADA data from a wind farm and high frequency time series measurements obtained with remote scanning systems have been analysed with focus on identification of wind turbine wake properties in complex terrain. The analysis indicates that within the flow regime characterized by medium to large downstream distances (more than 5 diameters) from the wake generating turbine, the wake changes according to local atmospheric conditions e.g. vertical wind speed. In very complex terrain the wake effects are often “overruled” by distortion effects due to the terrain complexity or topology.

Positive deviance: an elegant solution to a complex problem.

PubMed

Lindberg, Curt; Clancy, Thomas R

2010-04-01

As systems evolve over time, their natural tendency is to become increasingly more complex. Studies in the field of complex systems have generated new perspectives on management in social organizations such as hospitals. Much of this research appears as a natural extension of the cross-disciplinary field of systems theory. This is the 13th in a series of articles applying complex systems science to the traditional management concepts of planning, organizing, directing, coordinating, and controlling. This article provides one example of how concepts taken from complex systems theory can be applied to real-world problems facing nurses today.

Multiscale multifractal DCCA and complexity behaviors of return intervals for Potts price model

NASA Astrophysics Data System (ADS)

Wang, Jie; Wang, Jun; Stanley, H. Eugene

2018-02-01

To investigate the characteristics of extreme events in financial markets and the corresponding return intervals among these events, we use a Potts dynamic system to construct a random financial time series model of the attitudes of market traders. We use multiscale multifractal detrended cross-correlation analysis (MM-DCCA) and Lempel-Ziv complexity (LZC) perform numerical research of the return intervals for two significant China's stock market indices and for the proposed model. The new MM-DCCA method is based on the Hurst surface and provides more interpretable cross-correlations of the dynamic mechanism between different return interval series. We scale the LZC method with different exponents to illustrate the complexity of return intervals in different scales. Empirical studies indicate that the proposed return intervals from the Potts system and the real stock market indices hold similar statistical properties.

61. The World-Wide Inaccessible Web, Part 2: Internet Routes

ERIC Educational Resources Information Center

Baggaley, Jon; Batpurev, Batchuluun; Klaas, Jim

2007-01-01

In the previous report in this series, Web browser loading times were measured in 12 Asian countries, and were found to be up to four times slower than commonly prescribed as acceptable. Failure of webpages to load at all was frequent. The current follow-up study compares these loading times with the complexity of the Internet routes linking the…

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

Fractal and Multifractal Analysis of Human Gait

NASA Astrophysics Data System (ADS)

Muñoz-Diosdado, A.; del Río Correa, J. L.; Angulo-Brown, F.

2003-09-01

We carried out a fractal and multifractal analysis of human gait time series of young and old individuals, and adults with three illnesses that affect the march: The Parkinson's and Huntington's diseases and the amyotrophic lateral sclerosis (ALS). We obtained cumulative plots of events, the correlation function, the Hurst exponent and the Higuchi's fractal dimension of these time series and found that these fractal markers could be a factor to characterize the march, since we obtained different values of these quantities for youths and adults and they are different also for healthy and ill persons and the most anomalous values belong to ill persons. In other physiological signals there is complexity lost related with the age and the illness, in the case of the march the opposite occurs. The multifractal analysis could be also a useful tool to understand the dynamics of these and other complex systems.

European economies in crisis: A multifractal analysis of disruptive economic events and the effects of financial assistance

NASA Astrophysics Data System (ADS)

Siokis, Fotios M.

2014-02-01

We analyze the complexity of rare economic events in troubled European economies. The economic crisis initiated at the end of 2009, forced a number of European economies to request financial assistance from world organizations. By employing the stock market index as a leading indicator of the economic activity, we test whether the financial assistance programs altered the statistical properties of the index. The effects of major financial program agreements on the economies can be best illustrated by the comparison of the multifractal spectra of the time series before and after the agreement. We reveal that the returns of the time series exhibit strong multifractal properties for all periods under investigation. In two of the three investigated economies, financial assistance along with governments’ initiatives appear to have altered the statistical properties of the stock market indexes increasing the width of the multifractal spectra and thus the complexity of the market.

Study nonlinear dynamics of stratospheric ozone concentration at Pakistan Terrestrial region

NASA Astrophysics Data System (ADS)

Jan, Bulbul; Zai, Muhammad Ayub Khan Yousuf; Afradi, Faisal Khan; Aziz, Zohaib

2018-03-01

This study investigates the nonlinear dynamics of the stratospheric ozone layer at Pakistan atmospheric region. Ozone considered now the most important issue in the world because of its diverse effects on earth biosphere, including human health, ecosystem, marine life, agriculture yield and climate change. Therefore, this paper deals with total monthly time series data of stratospheric ozone over the Pakistan atmospheric region from 1970 to 2013. Two approaches, basic statistical analysis and Fractal dimension (D) have adapted to study the nature of nonlinear dynamics of stratospheric ozone level. Results obtained from this research have shown that the Hurst exponent values of both methods of fractal dimension revealed an anti-persistent behavior (negatively correlated), i.e. decreasing trend for all lags and Rescaled range analysis is more appropriate as compared to Detrended fluctuation analysis. For seasonal time series all month follows an anti-persistent behavior except in the month of November which shown persistence behavior i.e. time series is an independent and increasing trend. The normality test statistics also confirmed the nonlinear behavior of ozone and the rejection of hypothesis indicates the strong evidence of the complexity of data. This study will be useful to the researchers working in the same field in the future to verify the complex nature of stratospheric ozone.

Simultaneous estimation of deterministic and fractal stochastic components in non-stationary time series

NASA Astrophysics Data System (ADS)

García, Constantino A.; Otero, Abraham; Félix, Paulo; Presedo, Jesús; Márquez, David G.

2018-07-01

In the past few decades, it has been recognized that 1 / f fluctuations are ubiquitous in nature. The most widely used mathematical models to capture the long-term memory properties of 1 / f fluctuations have been stochastic fractal models. However, physical systems do not usually consist of just stochastic fractal dynamics, but they often also show some degree of deterministic behavior. The present paper proposes a model based on fractal stochastic and deterministic components that can provide a valuable basis for the study of complex systems with long-term correlations. The fractal stochastic component is assumed to be a fractional Brownian motion process and the deterministic component is assumed to be a band-limited signal. We also provide a method that, under the assumptions of this model, is able to characterize the fractal stochastic component and to provide an estimate of the deterministic components present in a given time series. The method is based on a Bayesian wavelet shrinkage procedure that exploits the self-similar properties of the fractal processes in the wavelet domain. This method has been validated over simulated signals and over real signals with economical and biological origin. Real examples illustrate how our model may be useful for exploring the deterministic-stochastic duality of complex systems, and uncovering interesting patterns present in time series.

Three dimensional empirical mode decomposition analysis apparatus, method and article manufacture

NASA Technical Reports Server (NTRS)

Gloersen, Per (Inventor)

2004-01-01

An apparatus and method of analysis for three-dimensional (3D) physical phenomena. The physical phenomena may include any varying 3D phenomena such as time varying polar ice flows. A repesentation of the 3D phenomena is passed through a Hilbert transform to convert the data into complex form. A spatial variable is separated from the complex representation by producing a time based covariance matrix. The temporal parts of the principal components are produced by applying Singular Value Decomposition (SVD). Based on the rapidity with which the eigenvalues decay, the first 3-10 complex principal components (CPC) are selected for Empirical Mode Decomposition into intrinsic modes. The intrinsic modes produced are filtered in order to reconstruct the spatial part of the CPC. Finally, a filtered time series may be reconstructed from the first 3-10 filtered complex principal components.

Intrinsic Multi-Scale Dynamic Behaviors of Complex Financial Systems

PubMed Central

Ouyang, Fang-Yan; Zheng, Bo; Jiang, Xiong-Fei

2015-01-01

The empirical mode decomposition is applied to analyze the intrinsic multi-scale dynamic behaviors of complex financial systems. In this approach, the time series of the price returns of each stock is decomposed into a small number of intrinsic mode functions, which represent the price motion from high frequency to low frequency. These intrinsic mode functions are then grouped into three modes, i.e., the fast mode, medium mode and slow mode. The probability distribution of returns and auto-correlation of volatilities for the fast and medium modes exhibit similar behaviors as those of the full time series, i.e., these characteristics are rather robust in multi time scale. However, the cross-correlation between individual stocks and the return-volatility correlation are time scale dependent. The structure of business sectors is mainly governed by the fast mode when returns are sampled at a couple of days, while by the medium mode when returns are sampled at dozens of days. More importantly, the leverage and anti-leverage effects are dominated by the medium mode. PMID:26427063

Chaotic examination

NASA Astrophysics Data System (ADS)

Bildirici, Melike; Sonustun, Fulya Ozaksoy; Sonustun, Bahri

2018-01-01

In the regards of chaos theory, new concepts such as complexity, determinism, quantum mechanics, relativity, multiple equilibrium, complexity, (continuously) instability, nonlinearity, heterogeneous agents, irregularity were widely questioned in economics. It is noticed that linear models are insufficient for analyzing unpredictable, irregular and noncyclical oscillations of economies, and for predicting bubbles, financial crisis, business cycles in financial markets. Therefore, economists gave great consequence to use appropriate tools for modelling non-linear dynamical structures and chaotic behaviors of the economies especially in macro and the financial economy. In this paper, we aim to model the chaotic structure of exchange rates (USD-TL and EUR-TL). To determine non-linear patterns of the selected time series, daily returns of the exchange rates were tested by BDS during the period from January 01, 2002 to May 11, 2017 which covers after the era of the 2001 financial crisis. After specifying the non-linear structure of the selected time series, it was aimed to examine the chaotic characteristic for the selected time period by Lyapunov Exponents. The findings verify the existence of the chaotic structure of the exchange rate returns in the analyzed time period.

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

PubMed Central

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

2014-01-01

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

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

PubMed

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

2014-01-01

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

Topological Characteristics of the Hong Kong Stock Market: A Test-based P-threshold Approach to Understanding Network Complexity

NASA Astrophysics Data System (ADS)

Xu, Ronghua; Wong, Wing-Keung; Chen, Guanrong; Huang, Shuo

2017-02-01

In this paper, we analyze the relationship among stock networks by focusing on the statistically reliable connectivity between financial time series, which accurately reflects the underlying pure stock structure. To do so, we firstly filter out the effect of market index on the correlations between paired stocks, and then take a t-test based P-threshold approach to lessening the complexity of the stock network based on the P values. We demonstrate the superiority of its performance in understanding network complexity by examining the Hong Kong stock market. By comparing with other filtering methods, we find that the P-threshold approach extracts purely and significantly correlated stock pairs, which reflect the well-defined hierarchical structure of the market. In analyzing the dynamic stock networks with fixed-size moving windows, our results show that three global financial crises, covered by the long-range time series, can be distinguishingly indicated from the network topological and evolutionary perspectives. In addition, we find that the assortativity coefficient can manifest the financial crises and therefore can serve as a good indicator of the financial market development.

Kernel canonical-correlation Granger causality for multiple time series

NASA Astrophysics Data System (ADS)

Wu, Guorong; Duan, Xujun; Liao, Wei; Gao, Qing; Chen, Huafu

2011-04-01

Canonical-correlation analysis as a multivariate statistical technique has been applied to multivariate Granger causality analysis to infer information flow in complex systems. It shows unique appeal and great superiority over the traditional vector autoregressive method, due to the simplified procedure that detects causal interaction between multiple time series, and the avoidance of potential model estimation problems. However, it is limited to the linear case. Here, we extend the framework of canonical correlation to include the estimation of multivariate nonlinear Granger causality for drawing inference about directed interaction. Its feasibility and effectiveness are verified on simulated data.

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

PubMed

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

2018-06-01

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

The use of segmented regression in analysing interrupted time series studies: an example in pre-hospital ambulance care.

PubMed

Taljaard, Monica; McKenzie, Joanne E; Ramsay, Craig R; Grimshaw, Jeremy M

2014-06-19

An interrupted time series design is a powerful quasi-experimental approach for evaluating effects of interventions introduced at a specific point in time. To utilize the strength of this design, a modification to standard regression analysis, such as segmented regression, is required. In segmented regression analysis, the change in intercept and/or slope from pre- to post-intervention is estimated and used to test causal hypotheses about the intervention. We illustrate segmented regression using data from a previously published study that evaluated the effectiveness of a collaborative intervention to improve quality in pre-hospital ambulance care for acute myocardial infarction (AMI) and stroke. In the original analysis, a standard regression model was used with time as a continuous variable. We contrast the results from this standard regression analysis with those from segmented regression analysis. We discuss the limitations of the former and advantages of the latter, as well as the challenges of using segmented regression in analysing complex quality improvement interventions. Based on the estimated change in intercept and slope from pre- to post-intervention using segmented regression, we found insufficient evidence of a statistically significant effect on quality of care for stroke, although potential clinically important effects for AMI cannot be ruled out. Segmented regression analysis is the recommended approach for analysing data from an interrupted time series study. Several modifications to the basic segmented regression analysis approach are available to deal with challenges arising in the evaluation of complex quality improvement interventions.

Modified Graded Motor Imagery for Complex Regional Pain Syndrome Type 1 of the Upper Extremity in the Acute Phase: A Patient Series

ERIC Educational Resources Information Center

Lagueux, Emilie; Charest, Joelle; Lefrancois-Caron, Eve; Mauger, Marie-Eve; Mercier, Emilie; Savard, Kim; Tousignant-Laflamme, Yannick

2012-01-01

Complex regional pain syndrome (CRPS) is a pathologic condition in which the painful experience is disproportionate in time and intensity in comparison with the inciting event. At present, the pathophysiology of CRPS is not well understood. Several studies have indicated that cortical reorganization plays a role in the persistence of the symptoms.…

Using a Complexity Approach to Study the Interpersonal Dynamics in Teacher-­Student Interactions: A Case Study of Two Teachers

ERIC Educational Resources Information Center

Pennings, Helena J. M.

2017-01-01

In the present study, complex dynamic systems theory and interpersonal theory are combined to describe the teacher-student interactions of two teachers with different interpersonal styles. The aim was to show and explain the added value of looking at different steps in the analysis of behavioral time-series data (i.e., observations of teacher and…

Novel Flood Detection and Analysis Method Using Recurrence Property

NASA Astrophysics Data System (ADS)

Wendi, Dadiyorto; Merz, Bruno; Marwan, Norbert

2016-04-01

Temporal changes in flood hazard are known to be difficult to detect and attribute due to multiple drivers that include processes that are non-stationary and highly variable. These drivers, such as human-induced climate change, natural climate variability, implementation of flood defence, river training, or land use change, could impact variably on space-time scales and influence or mask each other. Flood time series may show complex behavior that vary at a range of time scales and may cluster in time. This study focuses on the application of recurrence based data analysis techniques (recurrence plot) for understanding and quantifying spatio-temporal changes in flood hazard in Germany. The recurrence plot is known as an effective tool to visualize the dynamics of phase space trajectories i.e. constructed from a time series by using an embedding dimension and a time delay, and it is known to be effective in analyzing non-stationary and non-linear time series. The emphasis will be on the identification of characteristic recurrence properties that could associate typical dynamic behavior to certain flood situations.

Complex network construction based on user group attention sequence

NASA Astrophysics Data System (ADS)

Zhang, Gaowei; Xu, Lingyu; Wang, Lei

2018-04-01

In the traditional complex network construction, it is often to use the similarity between nodes, build the weight of the network, and finally build the network. However, this approach tends to focus only on the coupling between nodes, while ignoring the information transfer between nodes and the transfer of directionality. In the network public opinion space, based on the set of stock series that the network groups pay attention to within a certain period of time, we vectorize the different stocks and build a complex network.

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.

Firefly Algorithm in detection of TEC seismo-ionospheric anomalies

NASA Astrophysics Data System (ADS)

Akhoondzadeh, Mehdi

2015-07-01

Anomaly detection in time series of different earthquake precursors is an essential introduction to create an early warning system with an allowable uncertainty. Since these time series are more often non linear, complex and massive, therefore the applied predictor method should be able to detect the discord patterns from a large data in a short time. This study acknowledges Firefly Algorithm (FA) as a simple and robust predictor to detect the TEC (Total Electron Content) seismo-ionospheric anomalies around the time of the some powerful earthquakes including Chile (27 February 2010), Varzeghan (11 August 2012) and Saravan (16 April 2013). Outstanding anomalies were observed 7 and 5 days before the Chile and Varzeghan earthquakes, respectively and also 3 and 8 days prior to the Saravan earthquake.

Analysis of HD 73045 light curve data

NASA Astrophysics Data System (ADS)

Das, Mrinal Kanti; Bhatraju, Naveen Kumar; Joshi, Santosh

2018-04-01

In this work we analyzed the Kepler light curve data of HD 73045. The raw data has been smoothened using standard filters. The power spectrum has been obtained by using a fast Fourier transform routine. It shows the presence of more than one period. In order to take care of any non-stationary behavior, we carried out a wavelet analysis to obtain the wavelet power spectrum. In addition, to identify the scale invariant structure, the data has been analyzed using a multifractal detrended fluctuation analysis. Further to characterize the diversity of embedded patterns in the HD 73045 flux time series, we computed various entropy-based complexity measures e.g. sample entropy, spectral entropy and permutation entropy. The presence of periodic structure in the time series was further analyzed using the visibility network and horizontal visibility network model of the time series. The degree distributions in the two network models confirm such structures.

Spatial-dependence recurrence sample entropy

NASA Astrophysics Data System (ADS)

Pham, Tuan D.; Yan, Hong

2018-03-01

Measuring complexity in terms of the predictability of time series is a major area of research in science and engineering, and its applications are spreading throughout many scientific disciplines, where the analysis of physiological signals is perhaps the most widely reported in literature. Sample entropy is a popular measure for quantifying signal irregularity. However, the sample entropy does not take sequential information, which is inherently useful, into its calculation of sample similarity. Here, we develop a method that is based on the mathematical principle of the sample entropy and enables the capture of sequential information of a time series in the context of spatial dependence provided by the binary-level co-occurrence matrix of a recurrence plot. Experimental results on time-series data of the Lorenz system, physiological signals of gait maturation in healthy children, and gait dynamics in Huntington's disease show the potential of the proposed method.

Monitoring groundwater-surface water interaction using time-series and time-frequency analysis of transient three-dimensional electrical resistivity changes

USGS Publications Warehouse

Johnson, Timothy C.; Slater, Lee D.; Ntarlagiannis, Dimitris; Day-Lewis, Frederick D.; Elwaseif, Mehrez

2012-01-01

Time-lapse resistivity imaging is increasingly used to monitor hydrologic processes. Compared to conventional hydrologic measurements, surface time-lapse resistivity provides superior spatial coverage in two or three dimensions, potentially high-resolution information in time, and information in the absence of wells. However, interpretation of time-lapse electrical tomograms is complicated by the ever-increasing size and complexity of long-term, three-dimensional (3-D) time series conductivity data sets. Here we use 3-D surface time-lapse electrical imaging to monitor subsurface electrical conductivity variations associated with stage-driven groundwater-surface water interactions along a stretch of the Columbia River adjacent to the Hanford 300 near Richland, Washington, USA. We reduce the resulting 3-D conductivity time series using both time-series and time-frequency analyses to isolate a paleochannel causing enhanced groundwater-surface water interactions. Correlation analysis on the time-lapse imaging results concisely represents enhanced groundwater-surface water interactions within the paleochannel, and provides information concerning groundwater flow velocities. Time-frequency analysis using the Stockwell (S) transform provides additional information by identifying the stage periodicities driving groundwater-surface water interactions due to upstream dam operations, and identifying segments in time-frequency space when these interactions are most active. These results provide new insight into the distribution and timing of river water intrusion into the Hanford 300 Area, which has a governing influence on the behavior of a uranium plume left over from historical nuclear fuel processing operations.

Nonlinear Dynamics of River Runoff Elucidated by Horizontal Visibility Graphs

NASA Astrophysics Data System (ADS)

Lange, Holger; Rosso, Osvaldo A.

2017-04-01

We investigate a set of long-term river runoff time series at daily resolution from Brazil, monitored by the Agencia Nacional de Aguas. A total of 150 time series was obtained, with an average length of 65 years. Both long-term trends and human influence (water management, e.g. for power production) on the dynamical behaviour are analyzed. We use Horizontal Visibility Graphs (HVGs) to determine the individual temporal networks for the time series, and extract their degree and their distance (shortest path length) distributions. Statistical and information-theoretic properties of these distributions are calculated: robust estimators of skewness and kurtosis, the maximum degree occurring in the time series, the Shannon entropy, permutation complexity and Fisher Information. For the latter, we also compare the information measures obtained from the degree distributions to those using the original time series directly, to investigate the impact of graph construction on the dynamical properties as reflected in these measures. Focus is on one hand on universal properties of the HVG, common to all runoff series, and on site-specific aspects on the other. Results demonstrate that the assumption of power law behaviour for the degree distribtion does not generally hold, and that management has a significant impact on this distribution. We also show that a specific pretreatment of the time series conventional in hydrology, the elimination of seasonality by a separate z-transformation for each calendar day, is highly detrimental to the nonlinear behaviour. It changes long-term correlations and the overall dynamics towards more random behaviour. Analysis based on the transformed data easily leads to spurious results, and bear a high risk of misinterpretation.

Spatiotemporal Permutation Entropy as a Measure for Complexity of Cardiac Arrhythmia

NASA Astrophysics Data System (ADS)

Schlemmer, Alexander; Berg, Sebastian; Lilienkamp, Thomas; Luther, Stefan; Parlitz, Ulrich

2018-05-01

Permutation entropy (PE) is a robust quantity for measuring the complexity of time series. In the cardiac community it is predominantly used in the context of electrocardiogram (ECG) signal analysis for diagnoses and predictions with a major application found in heart rate variability parameters. In this article we are combining spatial and temporal PE to form a spatiotemporal PE that captures both, complexity of spatial structures and temporal complexity at the same time. We demonstrate that the spatiotemporal PE (STPE) quantifies complexity using two datasets from simulated cardiac arrhythmia and compare it to phase singularity analysis and spatial PE (SPE). These datasets simulate ventricular fibrillation (VF) on a two-dimensional and a three-dimensional medium using the Fenton-Karma model. We show that SPE and STPE are robust against noise and demonstrate its usefulness for extracting complexity features at different spatial scales.

Event coincidence analysis for quantifying statistical interrelationships between event time series. On the role of flood events as triggers of epidemic outbreaks

NASA Astrophysics Data System (ADS)

Donges, J. F.; Schleussner, C.-F.; Siegmund, J. F.; Donner, R. V.

2016-05-01

Studying event time series is a powerful approach for analyzing the dynamics of complex dynamical systems in many fields of science. In this paper, we describe the method of event coincidence analysis to provide a framework for quantifying the strength, directionality and time lag of statistical interrelationships between event series. Event coincidence analysis allows to formulate and test null hypotheses on the origin of the observed interrelationships including tests based on Poisson processes or, more generally, stochastic point processes with a prescribed inter-event time distribution and other higher-order properties. Applying the framework to country-level observational data yields evidence that flood events have acted as triggers of epidemic outbreaks globally since the 1950s. Facing projected future changes in the statistics of climatic extreme events, statistical techniques such as event coincidence analysis will be relevant for investigating the impacts of anthropogenic climate change on human societies and ecosystems worldwide.

A rapid learning and dynamic stepwise updating algorithm for flat neural networks and the application to time-series prediction.

PubMed

Chen, C P; Wan, J Z

1999-01-01

A fast learning algorithm is proposed to find an optimal weights of the flat neural networks (especially, the functional-link network). Although the flat networks are used for nonlinear function approximation, they can be formulated as linear systems. Thus, the weights of the networks can be solved easily using a linear least-square method. This formulation makes it easier to update the weights instantly for both a new added pattern and a new added enhancement node. A dynamic stepwise updating algorithm is proposed to update the weights of the system on-the-fly. The model is tested on several time-series data including an infrared laser data set, a chaotic time-series, a monthly flour price data set, and a nonlinear system identification problem. The simulation results are compared to existing models in which more complex architectures and more costly training are needed. The results indicate that the proposed model is very attractive to real-time processes.

The combined use of dynamic factor analysis and wavelet analysis to evaluate latent factors controlling complex groundwater level fluctuations in a riverside alluvial aquifer

NASA Astrophysics Data System (ADS)

Oh, Yun-Yeong; Yun, Seong-Taek; Yu, Soonyoung; Hamm, Se-Yeong

2017-12-01

To identify and quantitatively evaluate complex latent factors controlling groundwater level (GWL) fluctuations in a riverside alluvial aquifer influenced by barrage construction, we developed the combined use of dynamic factor analysis (DFA) and wavelet analysis (WA). Time series data of GWL, river water level and precipitation were collected for 3 years (July 2012 to June 2015) from an alluvial aquifer underneath an agricultural area of the Nakdong river basin, South Korea. Based on the wavelet coefficients of the final approximation, the GWL data was clustered into three groups (WCG1 to WCG3). Two dynamic factors (DFs) were then extracted using DFA for each group; thus, six major factors were extracted. Next, the time-frequency variability of the extracted DFs was examined using multiresolution cross-correlation analysis (MRCCA) with the following steps: 1) major driving forces and their scales in GWL fluctuations were identified by comparing maximum correlation coefficients (rmax) between DFs and the GWL time series and 2) the results were supplemented using the wavelet transformed coherence (WTC) analysis between DFs and the hydrological time series. Finally, relative contributions of six major DFs to the GWL fluctuations could be quantitatively assessed by calculating the effective dynamic efficiency (Def). The characteristics and relevant process of the identified six DFs are: 1) WCG1DF4,1 as an indicative of seasonal agricultural pumping (scales = 64-128 days; rmax = 0.68-0.89; Def ≤ 23.1%); 2) WCG1DF4,4 representing the cycle of regional groundwater recharge (scales = 64-128 days; rmax = 0.98-1.00; Def ≤ 11.1%); 3) WCG2DF4,1 indicating the complex interaction between the episodes of precipitation and direct runoff (scales = 2-8 days; rmax = 0.82-0.91; Def ≤ 35.3%) and seasonal GW-RW interaction (scales = 64-128 days; rmax = 0.76-0.91; Def ≤ 14.2%); 4) WCG2DF4,4 reflecting the complex effects of seasonal pervasive pumping and the local recharge cycle (scales = 64-128 days; rmax = 0.86-0.94; Def ≤ 16.4%); 5) WCG3DF4,2 as the result of temporal pumping (scales = 2-8 days; rmax = 0.98-0.99; Def ≤ 7.7%); and 6) WCG3DF4,4 indicating the local recharge cycle (scales = 64-128 days; rmax = 0.76-0.91; Def ≤ 34.2 %). This study shows that major driving forces controlling GWL time series data in a complex hydrological setting can be identified and quantitatively evaluated by the combined use of DFA and WA and applying MRCCA and WTC.

A Markovian Entropy Measure for the Analysis of Calcium Activity Time Series

PubMed Central

Rahman, Atiqur; Odorizzi, Laura; LeFew, Michael C.; Golino, Caroline A.; Kemper, Peter; Saha, Margaret S.

2016-01-01

Methods to analyze the dynamics of calcium activity often rely on visually distinguishable features in time series data such as spikes, waves, or oscillations. However, systems such as the developing nervous system display a complex, irregular type of calcium activity which makes the use of such methods less appropriate. Instead, for such systems there exists a class of methods (including information theoretic, power spectral, and fractal analysis approaches) which use more fundamental properties of the time series to analyze the observed calcium dynamics. We present a new analysis method in this class, the Markovian Entropy measure, which is an easily implementable calcium time series analysis method which represents the observed calcium activity as a realization of a Markov Process and describes its dynamics in terms of the level of predictability underlying the transitions between the states of the process. We applied our and other commonly used calcium analysis methods on a dataset from Xenopus laevis neural progenitors which displays irregular calcium activity and a dataset from murine synaptic neurons which displays activity time series that are well-described by visually-distinguishable features. We find that the Markovian Entropy measure is able to distinguish between biologically distinct populations in both datasets, and that it can separate biologically distinct populations to a greater extent than other methods in the dataset exhibiting irregular calcium activity. These results support the benefit of using the Markovian Entropy measure to analyze calcium dynamics, particularly for studies using time series data which do not exhibit easily distinguishable features. PMID:27977764

Road safety forecasts in five European countries using structural time series models.

PubMed

Antoniou, Constantinos; Papadimitriou, Eleonora; Yannis, George

2014-01-01

Modeling road safety development is a complex task and needs to consider both the quantifiable impact of specific parameters as well as the underlying trends that cannot always be measured or observed. The objective of this research is to apply structural time series models for obtaining reliable medium- to long-term forecasts of road traffic fatality risk using data from 5 countries with different characteristics from all over Europe (Cyprus, Greece, Hungary, Norway, and Switzerland). Two structural time series models are considered: (1) the local linear trend model and the (2) latent risk time series model. Furthermore, a structured decision tree for the selection of the applicable model for each situation (developed within the Road Safety Data, Collection, Transfer and Analysis [DaCoTA] research project, cofunded by the European Commission) is outlined. First, the fatality and exposure data that are used for the development of the models are presented and explored. Then, the modeling process is presented, including the model selection process, introduction of intervention variables, and development of mobility scenarios. The forecasts using the developed models appear to be realistic and within acceptable confidence intervals. The proposed methodology is proved to be very efficient for handling different cases of data availability and quality, providing an appropriate alternative from the family of structural time series models in each country. A concluding section providing perspectives and directions for future research is presented.

Kinetic studies on the oxidation of oxyhemoglobin by biologically active iron thiosemicarbazone complexes: relevance to iron-chelator-induced methemoglobinemia.

PubMed

Basha, Maram T; Rodríguez, Carlos; Richardson, Des R; Martínez, Manuel; Bernhardt, Paul V

2014-03-01

The oxidation of oxyhemoglobin to methemoglobin has been found to be facilitated by low molecular weight iron(III) thiosemicarbazone complexes. This deleterious reaction, which produces hemoglobin protein units unable to bind dioxygen and occurs during the administration of iron chelators such as the well-known 3-aminopyridine-2-pyridinecarbaldehyde thiosemicarbazone (3-AP; Triapine), has been observed in the reaction with Fe(III) complexes of some members of the 3-AP structurally-related thiosemicarbazone ligands derived from di-2-pyridyl ketone (HDpxxT series). We have studied the kinetics of this oxidation reaction in vitro using human hemoglobin and found that the reaction proceeds with two distinct time-resolved steps. These have been associated with sequential oxidation of the two different oxyheme cofactors in the α and β protein chains. Unexpected steric and hydrogen-bonding effects on the Fe(III) complexes appear to be the responsible for the observed differences in the reaction rate across the series of HDpxxT ligand complexes used in this study.

How one might miss early warning signals of critical transitions in time series data: A systematic study of two major currency pairs

PubMed Central

Ciamarra, Massimo Pica; Cheong, Siew Ann

2018-01-01

There is growing interest in the use of critical slowing down and critical fluctuations as early warning signals for critical transitions in different complex systems. However, while some studies found them effective, others found the opposite. In this paper, we investigated why this might be so, by testing three commonly used indicators: lag-1 autocorrelation, variance, and low-frequency power spectrum at anticipating critical transitions in the very-high-frequency time series data of the Australian Dollar-Japanese Yen and Swiss Franc-Japanese Yen exchange rates. Besides testing rising trends in these indicators at a strict level of confidence using the Kendall-tau test, we also required statistically significant early warning signals to be concurrent in the three indicators, which must rise to appreciable values. We then found for our data set the optimum parameters for discovering critical transitions, and showed that the set of critical transitions found is generally insensitive to variations in the parameters. Suspecting that negative results in the literature are the results of low data frequencies, we created time series with time intervals over three orders of magnitude from the raw data, and tested them for early warning signals. Early warning signals can be reliably found only if the time interval of the data is shorter than the time scale of critical transitions in our complex system of interest. Finally, we compared the set of time windows with statistically significant early warning signals with the set of time windows followed by large movements, to conclude that the early warning signals indeed provide reliable information on impending critical transitions. This reliability becomes more compelling statistically the more events we test. PMID:29538373

How one might miss early warning signals of critical transitions in time series data: A systematic study of two major currency pairs.

PubMed

Wen, Haoyu; Ciamarra, Massimo Pica; Cheong, Siew Ann

2018-01-01

There is growing interest in the use of critical slowing down and critical fluctuations as early warning signals for critical transitions in different complex systems. However, while some studies found them effective, others found the opposite. In this paper, we investigated why this might be so, by testing three commonly used indicators: lag-1 autocorrelation, variance, and low-frequency power spectrum at anticipating critical transitions in the very-high-frequency time series data of the Australian Dollar-Japanese Yen and Swiss Franc-Japanese Yen exchange rates. Besides testing rising trends in these indicators at a strict level of confidence using the Kendall-tau test, we also required statistically significant early warning signals to be concurrent in the three indicators, which must rise to appreciable values. We then found for our data set the optimum parameters for discovering critical transitions, and showed that the set of critical transitions found is generally insensitive to variations in the parameters. Suspecting that negative results in the literature are the results of low data frequencies, we created time series with time intervals over three orders of magnitude from the raw data, and tested them for early warning signals. Early warning signals can be reliably found only if the time interval of the data is shorter than the time scale of critical transitions in our complex system of interest. Finally, we compared the set of time windows with statistically significant early warning signals with the set of time windows followed by large movements, to conclude that the early warning signals indeed provide reliable information on impending critical transitions. This reliability becomes more compelling statistically the more events we test.

Open-field temporal pattern of ambulation in Japanese quail genetically selected for contrasting adrenocortical responsiveness to brief manual restraint.

PubMed

Kembro, J M; Satterlee, D G; Schmidt, J B; Perillo, M A; Marin, R H

2008-11-01

Japanese quail selected for a low-stress (LS), rather than a high-stress (HS), plasma corticosterone response to brief restraint have been shown to possess lower fearfulness and a nonspecific reduction in stress responsiveness. Detrended fluctuation analysis provides information on the organization and complexity of temporal patterns of behavior. The present study evaluated the temporal pattern of ambulation of LS and HS quail in an open field that represented a novel environment. Time series of 4,200 data points were collected for each bird by registering the distance ambulated every 0.5 s during a 35-min test period. Consistent with their known reduced fearfulness, the LS quail initiated ambulation significantly sooner (P < 0.02) and tended to ambulate more (P < 0.09) than did their HS counterparts. Detrended fluctuation analyses showed a monofractal series (i.e., a series with similar complexity at different temporal scales) in 72% of the birds. These birds initiated their ambulatory activity in less than 600 s. Among these birds, a lower (P < 0.03) autosimilarity coefficient (alpha) was found in the LS quail than in their HS counterparts (alpha = 0.76 +/- 0.03 and 0.87 +/- 0.03, respectively), suggesting a more complex (less regular) ambulatory pattern in the LS quail. However, when the patterns of ambulation were reexamined by considering only the active period of the time series (i.e., after the birds had initiated their ambulatory activity), monofractal patterns were observed in 97% of the birds, and no differences were found between the lines. Collectively, the results suggest that during the active period of open-field testing, during which fear responses are likely less strong and other motivations are the driving forces of ambulation, the LS and HS lines have similar ambulatory organization.

Predicting embryo presence and viability

USDA-ARS?s Scientific Manuscript database

Pregnancy establishment, followed by birth of live offspring, is essential to all mammals. The biological processes leading up to pregnancy establishment, maintenance, and birth are complex and dependent on the coordinated timing of a series of events at the molecular, cellular, and physiological le...

Automated reverse engineering of nonlinear dynamical systems

PubMed Central

Bongard, Josh; Lipson, Hod

2007-01-01

Complex nonlinear dynamics arise in many fields of science and engineering, but uncovering the underlying differential equations directly from observations poses a challenging task. The ability to symbolically model complex networked systems is key to understanding them, an open problem in many disciplines. Here we introduce for the first time a method that can automatically generate symbolic equations for a nonlinear coupled dynamical system directly from time series data. This method is applicable to any system that can be described using sets of ordinary nonlinear differential equations, and assumes that the (possibly noisy) time series of all variables are observable. Previous automated symbolic modeling approaches of coupled physical systems produced linear models or required a nonlinear model to be provided manually. The advance presented here is made possible by allowing the method to model each (possibly coupled) variable separately, intelligently perturbing and destabilizing the system to extract its less observable characteristics, and automatically simplifying the equations during modeling. We demonstrate this method on four simulated and two real systems spanning mechanics, ecology, and systems biology. Unlike numerical models, symbolic models have explanatory value, suggesting that automated “reverse engineering” approaches for model-free symbolic nonlinear system identification may play an increasing role in our ability to understand progressively more complex systems in the future. PMID:17553966

Automated reverse engineering of nonlinear dynamical systems.

PubMed

Bongard, Josh; Lipson, Hod

2007-06-12

Complex nonlinear dynamics arise in many fields of science and engineering, but uncovering the underlying differential equations directly from observations poses a challenging task. The ability to symbolically model complex networked systems is key to understanding them, an open problem in many disciplines. Here we introduce for the first time a method that can automatically generate symbolic equations for a nonlinear coupled dynamical system directly from time series data. This method is applicable to any system that can be described using sets of ordinary nonlinear differential equations, and assumes that the (possibly noisy) time series of all variables are observable. Previous automated symbolic modeling approaches of coupled physical systems produced linear models or required a nonlinear model to be provided manually. The advance presented here is made possible by allowing the method to model each (possibly coupled) variable separately, intelligently perturbing and destabilizing the system to extract its less observable characteristics, and automatically simplifying the equations during modeling. We demonstrate this method on four simulated and two real systems spanning mechanics, ecology, and systems biology. Unlike numerical models, symbolic models have explanatory value, suggesting that automated "reverse engineering" approaches for model-free symbolic nonlinear system identification may play an increasing role in our ability to understand progressively more complex systems in the future.

Dynamics and causalities of atmospheric and oceanic data identified by complex networks and Granger causality analysis

NASA Astrophysics Data System (ADS)

Charakopoulos, A. K.; Katsouli, G. A.; Karakasidis, T. E.

2018-04-01

Understanding the underlying processes and extracting detailed characteristics of spatiotemporal dynamics of ocean and atmosphere as well as their interaction is of significant interest and has not been well thoroughly established. The purpose of this study was to examine the performance of two main additional methodologies for the identification of spatiotemporal underlying dynamic characteristics and patterns among atmospheric and oceanic variables from Seawatch buoys from Aegean and Ionian Sea, provided by the Hellenic Center for Marine Research (HCMR). The first approach involves the estimation of cross correlation analysis in an attempt to investigate time-lagged relationships, and further in order to identify the direction of interactions between the variables we performed the Granger causality method. According to the second approach the time series are converted into complex networks and then the main topological network properties such as degree distribution, average path length, diameter, modularity and clustering coefficient are evaluated. Our results show that the proposed analysis of complex network analysis of time series can lead to the extraction of hidden spatiotemporal characteristics. Also our findings indicate high level of positive and negative correlations and causalities among variables, both from the same buoy and also between buoys from different stations, which cannot be determined from the use of simple statistical measures.

Self-averaging in complex brain neuron signals

NASA Astrophysics Data System (ADS)

Bershadskii, A.; Dremencov, E.; Fukayama, D.; Yadid, G.

2002-12-01

Nonlinear statistical properties of Ventral Tegmental Area (VTA) of limbic brain are studied in vivo. VTA plays key role in generation of pleasure and in development of psychological drug addiction. It is shown that spiking time-series of the VTA dopaminergic neurons exhibit long-range correlations with self-averaging behavior. This specific VTA phenomenon has no relation to VTA rewarding function. Last result reveals complex role of VTA in limbic brain.

UV Spectra of Tris(2,2'-bipyridine)-M(II) Complex Ions in Vacuo (M = Mn, Fe, Co, Ni, Cu, Zn).

PubMed

Xu, Shuang; Smith, James E T; Weber, J Mathias

2016-11-21

We present electronic spectra in the π-π* region of a series of tris(bpy)-M(II) complex ions (bpy = 2,2'-bipyridine; M = Mn, Fe, Co, Ni, Cu, Zn) in vacuo for the first time. By applying photodissociation spectroscopy to cryogenically cooled and mass selected [M II (bpy) 3 ] 2+ ions, we obtain the intrinsic spectra of these ions at low temperature without perturbation by solvent interaction or crystal lattice shifts. This allows spectroscopic analysis of these complex ions in greater detail than possible in the condensed phase. We interpret our experimental data by comparison with time-dependent density functional theory.

Time-Series Analysis of Embodied Interaction: Movement Variability and Complexity Matching As Dyadic Properties

PubMed Central

Zapata-Fonseca, Leonardo; Dotov, Dobromir; Fossion, Ruben; Froese, Tom

2016-01-01

There is a growing consensus that a fuller understanding of social cognition depends on more systematic studies of real-time social interaction. Such studies require methods that can deal with the complex dynamics taking place at multiple interdependent temporal and spatial scales, spanning sub-personal, personal, and dyadic levels of analysis. We demonstrate the value of adopting an extended multi-scale approach by re-analyzing movement time-series generated in a study of embodied dyadic interaction in a minimal virtual reality environment (a perceptual crossing experiment). Reduced movement variability revealed an interdependence between social awareness and social coordination that cannot be accounted for by either subjective or objective factors alone: it picks out interactions in which subjective and objective conditions are convergent (i.e., elevated coordination is perceived as clearly social, and impaired coordination is perceived as socially ambiguous). This finding is consistent with the claim that interpersonal interaction can be partially constitutive of direct social perception. Clustering statistics (Allan Factor) of salient events revealed fractal scaling. Complexity matching defined as the similarity between these scaling laws was significantly more pronounced in pairs of participants as compared to surrogate dyads. This further highlights the multi-scale and distributed character of social interaction and extends previous complexity matching results from dyadic conversation to non-verbal social interaction dynamics. Trials with successful joint interaction were also associated with an increase in local coordination. Consequently, a local coordination pattern emerges on the background of complex dyadic interactions in the PCE task and makes joint successful performance possible. PMID:28018274

Self-organization versus self-management: two sides of the same coin?

PubMed

Clancy, Thomas R

2009-03-01

As systems evolve over time, their natural tendency is to become increasingly more complex. Studies in the field of complex systems have generated new perspectives on management in social organizations such as hospitals. Much of this research appears as a natural extension of the cross-disciplinary field of systems theory. This is the eighth in a series of articles applying complex systems science to the traditional management concepts of planning, organizing, directing, coordinating, and controlling. In this article, the author explores self-organization as it relates to self-management in complex social organizations.

Nonlinear analysis of the occurrence of hurricanes in the Gulf of Mexico and the Caribbean Sea

NASA Astrophysics Data System (ADS)

Rojo-Garibaldi, Berenice; Salas-de-León, David Alberto; Adela Monreal-Gómez, María; Sánchez-Santillán, Norma Leticia; Salas-Monreal, David

2018-04-01

Hurricanes are complex systems that carry large amounts of energy. Their impact often produces natural disasters involving the loss of human lives and materials, such as infrastructure, valued at billions of US dollars. However, not everything about hurricanes is negative, as hurricanes are the main source of rainwater for the regions where they develop. This study shows a nonlinear analysis of the time series of the occurrence of hurricanes in the Gulf of Mexico and the Caribbean Sea obtained from 1749 to 2012. The construction of the hurricane time series was carried out based on the hurricane database of the North Atlantic basin hurricane database (HURDAT) and the published historical information. The hurricane time series provides a unique historical record on information about ocean-atmosphere interactions. The Lyapunov exponent indicated that the system presented chaotic dynamics, and the spectral analysis and nonlinear analyses of the time series of the hurricanes showed chaotic edge behavior. One possible explanation for this chaotic edge is the individual chaotic behavior of hurricanes, either by category or individually regardless of their category and their behavior on a regular basis.

Geomagnetic effects caused by rocket exhaust jets

NASA Astrophysics Data System (ADS)

Lipko, Yuriy; Pashinin, Aleksandr; Khakhinov, Vitaliy; Rahmatulin, Ravil

2016-09-01

In the space experiment Radar-Progress, we have made 33 series of measurements of geomagnetic variations during ignitions of engines of Progress cargo spacecraft in low Earth orbit. We used magneto-measuring complexes, installed at observatories of the Institute of Solar-Terrestrial Physics of Siberian Branch of the Russian Academy of Sciences, and magnetotelluric equipment of a mobile complex. We assumed that engine running can cause geomagnetic disturbances in flux tubes crossed by the spacecraft. When analyzing experimental data, we took into account space weather factors: solar wind parameters, total daily mid-latitude geomagnetic activity index Kp, geomagnetic auroral electrojet index AE, global geomagnetic activity. The empirical data we obtained indicate that 18 of the 33 series showed geomagnetic variations in various time ranges.

Social networks as embedded complex adaptive systems.

PubMed

Benham-Hutchins, Marge; Clancy, Thomas R

2010-09-01

As systems evolve over time, their natural tendency is to become increasingly more complex. Studies in the field of complex systems have generated new perspectives on management in social organizations such as hospitals. Much of this research appears as a natural extension of the cross-disciplinary field of systems theory. This is the 15th in a series of articles applying complex systems science to the traditional management concepts of planning, organizing, directing, coordinating, and controlling. In this article, the authors discuss healthcare social networks as a hierarchy of embedded complex adaptive systems. The authors further examine the use of social network analysis tools as a means to understand complex communication patterns and reduce medical errors.

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.

A general approach for developing system-specific functions to score protein-ligand docked complexes using support vector inductive logic programming.

PubMed

Amini, Ata; Shrimpton, Paul J; Muggleton, Stephen H; Sternberg, Michael J E

2007-12-01

Despite the increased recent use of protein-ligand and protein-protein docking in the drug discovery process due to the increases in computational power, the difficulty of accurately ranking the binding affinities of a series of ligands or a series of proteins docked to a protein receptor remains largely unsolved. This problem is of major concern in lead optimization procedures and has lead to the development of scoring functions tailored to rank the binding affinities of a series of ligands to a specific system. However, such methods can take a long time to develop and their transferability to other systems remains open to question. Here we demonstrate that given a suitable amount of background information a new approach using support vector inductive logic programming (SVILP) can be used to produce system-specific scoring functions. Inductive logic programming (ILP) learns logic-based rules for a given dataset that can be used to describe properties of each member of the set in a qualitative manner. By combining ILP with support vector machine regression, a quantitative set of rules can be obtained. SVILP has previously been used in a biological context to examine datasets containing a series of singular molecular structures and properties. Here we describe the use of SVILP to produce binding affinity predictions of a series of ligands to a particular protein. We also for the first time examine the applicability of SVILP techniques to datasets consisting of protein-ligand complexes. Our results show that SVILP performs comparably with other state-of-the-art methods on five protein-ligand systems as judged by similar cross-validated squares of their correlation coefficients. A McNemar test comparing SVILP to CoMFA and CoMSIA across the five systems indicates our method to be significantly better on one occasion. The ability to graphically display and understand the SVILP-produced rules is demonstrated and this feature of ILP can be used to derive hypothesis for future ligand design in lead optimization procedures. The approach can readily be extended to evaluate the binding affinities of a series of protein-protein complexes. (c) 2007 Wiley-Liss, Inc.

Realizing the potential of empowerment: the impact of a feedback intervention on the performance of complex technology.

PubMed

Leach, D J; Jackson, P R; Wall, T D

2001-07-15

An empowerment initiative involving enhanced fault-management responsibility for operators of complex technology had not led to expected increases in performance, and investigations suggested that this was due to a lack of appropriate feedback. Thus, a feedback intervention was designed to provide specific, timely feedback on operator-correctable faults. It was hypothesized that the intervention would increase operator self-reliance in operating complex technology and promote system performance. Moreover, given the feedback was continuous from the point of intervention, it was predicted that gains would increase over time. Time series analysis of data on engineer call-outs (self-reliance) and machine utilization (performance) showed clear positive effects of the feedback intervention, with call-outs also showing progressive improvement. Self-report data showed no change over time in motivation, but an increase in knowledge dissemination and a reduction in the likelihood of making expensive mistakes. There were no detrimental effects on operator well being. Implications for theory and practice in the management of complex technology are discussed.

Harmonic oscillators and resonance series generated by a periodic unstable classical orbit

NASA Technical Reports Server (NTRS)

Kazansky, A. K.; Ostrovsky, Valentin N.

1995-01-01

The presence of an unstable periodic classical orbit allows one to introduce the decay time as a purely classical magnitude: inverse of the Lyapunov index which characterizes the orbit instability. The Uncertainty Relation gives the corresponding resonance width which is proportional to the Planck constant. The more elaborate analysis is based on the parabolic equation method where the problem is effectively reduced to the multidimensional harmonic oscillator with the time-dependent frequency. The resonances form series in the complex energy plane which is equidistant in the direction perpendicular to the real axis. The applications of the general approach to various problems in atomic physics are briefly exposed.

Characterization of autoregressive processes using entropic quantifiers

NASA Astrophysics Data System (ADS)

Traversaro, Francisco; Redelico, Francisco O.

2018-01-01

The aim of the contribution is to introduce a novel information plane, the causal-amplitude informational plane. As previous works seems to indicate, Bandt and Pompe methodology for estimating entropy does not allow to distinguish between probability distributions which could be fundamental for simulation or for probability analysis purposes. Once a time series is identified as stochastic by the causal complexity-entropy informational plane, the novel causal-amplitude gives a deeper understanding of the time series, quantifying both, the autocorrelation strength and the probability distribution of the data extracted from the generating processes. Two examples are presented, one from climate change model and the other from financial markets.

Application of dynamic topic models to toxicogenomics data.

PubMed

Lee, Mikyung; Liu, Zhichao; Huang, Ruili; Tong, Weida

2016-10-06

All biological processes are inherently dynamic. Biological systems evolve transiently or sustainably according to sequential time points after perturbation by environment insults, drugs and chemicals. Investigating the temporal behavior of molecular events has been an important subject to understand the underlying mechanisms governing the biological system in response to, such as, drug treatment. The intrinsic complexity of time series data requires appropriate computational algorithms for data interpretation. In this study, we propose, for the first time, the application of dynamic topic models (DTM) for analyzing time-series gene expression data. A large time-series toxicogenomics dataset was studied. It contains over 3144 microarrays of gene expression data corresponding to rat livers treated with 131 compounds (most are drugs) at two doses (control and high dose) in a repeated schedule containing four separate time points (4-, 8-, 15- and 29-day). We analyzed, with DTM, the topics (consisting of a set of genes) and their biological interpretations over these four time points. We identified hidden patterns embedded in this time-series gene expression profiles. From the topic distribution for compound-time condition, a number of drugs were successfully clustered by their shared mode-of-action such as PPARɑ agonists and COX inhibitors. The biological meaning underlying each topic was interpreted using diverse sources of information such as functional analysis of the pathways and therapeutic uses of the drugs. Additionally, we found that sample clusters produced by DTM are much more coherent in terms of functional categories when compared to traditional clustering algorithms. We demonstrated that DTM, a text mining technique, can be a powerful computational approach for clustering time-series gene expression profiles with the probabilistic representation of their dynamic features along sequential time frames. The method offers an alternative way for uncovering hidden patterns embedded in time series gene expression profiles to gain enhanced understanding of dynamic behavior of gene regulation in the biological system.

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.

Cross-entropy clustering framework for catchment classification

NASA Astrophysics Data System (ADS)

Tongal, Hakan; Sivakumar, Bellie

2017-09-01

There is an increasing interest in catchment classification and regionalization in hydrology, as they are useful for identification of appropriate model complexity and transfer of information from gauged catchments to ungauged ones, among others. This study introduces a nonlinear cross-entropy clustering (CEC) method for classification of catchments. The method specifically considers embedding dimension (m), sample entropy (SampEn), and coefficient of variation (CV) to represent dimensionality, complexity, and variability of the time series, respectively. The method is applied to daily streamflow time series from 217 gauging stations across Australia. The results suggest that a combination of linear and nonlinear parameters (i.e. m, SampEn, and CV), representing different aspects of the underlying dynamics of streamflows, could be useful for determining distinct patterns of flow generation mechanisms within a nonlinear clustering framework. For the 217 streamflow time series, nine hydrologically homogeneous clusters that have distinct patterns of flow regime characteristics and specific dominant hydrological attributes with different climatic features are obtained. Comparison of the results with those obtained using the widely employed k-means clustering method (which results in five clusters, with the loss of some information about the features of the clusters) suggests the superiority of the cross-entropy clustering method. The outcomes from this study provide a useful guideline for employing the nonlinear dynamic approaches based on hydrologic signatures and for gaining an improved understanding of streamflow variability at a large scale.

Multifractality and autoregressive processes of dry spell lengths in Europe: an approach to their complexity and predictability

NASA Astrophysics Data System (ADS)

Lana, X.; Burgueño, A.; Serra, C.; Martínez, M. D.

2017-01-01

Dry spell lengths, DSL, defined as the number of consecutive days with daily rain amounts below a given threshold, may provide relevant information about drought regimes. Taking advantage of a daily pluviometric database covering a great extension of Europe, a detailed analysis of the multifractality of the dry spell regimes is achieved. At the same time, an autoregressive process is applied with the aim of predicting DSL. A set of parameters, namely Hurst exponent, H, estimated from multifractal spectrum, f( α), critical Hölder exponent, α 0, for which f( α) reaches its maximum value, spectral width, W, and spectral asymmetry, B, permits a first clustering of European rain gauges in terms of the complexity of their DSL series. This set of parameters also allows distinguishing between time series describing fine- or smooth-structure of the DSL regime by using the complexity index, CI. Results of previous monofractal analyses also permits establishing comparisons between smooth-structures, relatively low correlation dimensions, notable predictive instability and anti-persistence of DSL for European areas, sometimes submitted to long droughts. Relationships are also found between the CI and the mean absolute deviation, MAD, and the optimum autoregressive order, OAO, of an ARIMA( p, d,0) autoregressive process applied to the DSL series. The detailed analysis of the discrepancies between empiric and predicted DSL underlines the uncertainty over predictability of long DSL, particularly for the Mediterranean region.

A method for analyzing temporal patterns of variability of a time series from Poincare plots.

PubMed

Fishman, Mikkel; Jacono, Frank J; Park, Soojin; Jamasebi, Reza; Thungtong, Anurak; Loparo, Kenneth A; Dick, Thomas E

2012-07-01

The Poincaré plot is a popular two-dimensional, time series analysis tool because of its intuitive display of dynamic system behavior. Poincaré plots have been used to visualize heart rate and respiratory pattern variabilities. However, conventional quantitative analysis relies primarily on statistical measurements of the cumulative distribution of points, making it difficult to interpret irregular or complex plots. Moreover, the plots are constructed to reflect highly correlated regions of the time series, reducing the amount of nonlinear information that is presented and thereby hiding potentially relevant features. We propose temporal Poincaré variability (TPV), a novel analysis methodology that uses standard techniques to quantify the temporal distribution of points and to detect nonlinear sources responsible for physiological variability. In addition, the analysis is applied across multiple time delays, yielding a richer insight into system dynamics than the traditional circle return plot. The method is applied to data sets of R-R intervals and to synthetic point process data extracted from the Lorenz time series. The results demonstrate that TPV complements the traditional analysis and can be applied more generally, including Poincaré plots with multiple clusters, and more consistently than the conventional measures and can address questions regarding potential structure underlying the variability of a data set.

Estimation of time-series properties of gourd observed solar irradiance data using cloud properties derived from satellite observations

NASA Astrophysics Data System (ADS)

Watanabe, T.; Nohara, D.

2017-12-01

The shorter temporal scale variation in the downward solar irradiance at the ground level (DSI) is not understood well because researches in the shorter-scale variation in the DSI is based on the ground observation and ground observation stations are located coarsely. Use of dataset derived from satellite observation will overcome such defect. DSI data and MODIS cloud properties product are analyzed simultaneously. Three metrics: mean, standard deviation and sample entropy, are used to evaluate time-series properties of the DSI. Three metrics are computed from two-hours time-series centered at the observation time of MODIS over the ground observation stations. We apply the regression methods to design prediction models of each three metrics from cloud properties. The validation of the model accuracy show that mean and standard deviation are predicted with a higher degree of accuracy and that the accuracy of prediction of sample entropy, which represents the complexity of time-series, is not high. One of causes of lower prediction skill of sample entropy is the resolution of the MODIS cloud properties. Higher sample entropy is corresponding to the rapid fluctuation, which is caused by the small and unordered cloud. It seems that such clouds isn't retrieved well.

KSC-2011-4343

NASA Image and Video Library

2011-06-10

CAPE CANAVERAL, Fla. -- At NASA Kennedy Space Center's Visitor Complex, Star Trek memorabilia is being displayed this summer through Sept. 5. Appearing for the first time in the southeast, "Star Trek: The Exhibition" is an interactive exhibit of authentic Star Trek artifacts from the past 40 years, featuring one-of-a-kind costumes, props and filming models from every Star Trek television series and feature film, including a recreation of the U.S.S. Enterprise Bridge from the original series. Photo credit: NASA/Jack Pfaller

KSC-2011-4336

NASA Image and Video Library

2011-06-10

CAPE CANAVERAL, Fla. -- At NASA Kennedy Space Center's Visitor Complex, Star Trek memorabilia is being displayed this summer through Sept. 5. Appearing for the first time in the southeast, "Star Trek: The Exhibition" is an interactive exhibit of authentic Star Trek artifacts from the past 40 years, featuring one-of-a-kind costumes, props and filming models from every Star Trek television series and feature film, including a recreation of the U.S.S. Enterprise Bridge from the original series. Photo credit: NASA/Jack Pfaller

KSC-2011-4341

NASA Image and Video Library

2011-06-10

CAPE CANAVERAL, Fla. -- At NASA Kennedy Space Center's Visitor Complex, Star Trek memorabilia is being displayed this summer through Sept. 5. Appearing for the first time in the southeast, "Star Trek: The Exhibition" is an interactive exhibit of authentic Star Trek artifacts from the past 40 years, featuring one-of-a-kind costumes, props and filming models from every Star Trek television series and feature film, including a recreation of the U.S.S. Enterprise Bridge from the original series. Photo credit: NASA/Jack Pfaller

KSC-2011-4338

NASA Image and Video Library

2011-06-10

CAPE CANAVERAL, Fla. -- At NASA Kennedy Space Center's Visitor Complex, Star Trek memorabilia is being displayed this summer through Sept. 5. Appearing for the first time in the southeast, "Star Trek: The Exhibition" is an interactive exhibit of authentic Star Trek artifacts from the past 40 years, featuring one-of-a-kind costumes, props and filming models from every Star Trek television series and feature film, including a recreation of the U.S.S. Enterprise Bridge from the original series. Photo credit: NASA/Jack Pfaller

KSC-2011-4340

NASA Image and Video Library

2011-06-10

CAPE CANAVERAL, Fla. -- At NASA Kennedy Space Center's Visitor Complex, Star Trek memorabilia is being displayed this summer through Sept. 5. Appearing for the first time in the southeast, "Star Trek: The Exhibition" is an interactive exhibit of authentic Star Trek artifacts from the past 40 years, featuring one-of-a-kind costumes, props and filming models from every Star Trek television series and feature film, including a recreation of the U.S.S. Enterprise Bridge from the original series. Photo credit: NASA/Jack Pfaller

KSC-2011-4337

NASA Image and Video Library

2011-06-10

CAPE CANAVERAL, Fla. -- At NASA Kennedy Space Center's Visitor Complex, Star Trek memorabilia is being displayed this summer through Sept. 5. Appearing for the first time in the southeast, "Star Trek: The Exhibition" is an interactive exhibit of authentic Star Trek artifacts from the past 40 years, featuring one-of-a-kind costumes, props and filming models from every Star Trek television series and feature film, including a recreation of the U.S.S. Enterprise Bridge from the original series. Photo credit: NASA/Jack Pfaller

KSC-2011-4342

NASA Image and Video Library

2011-06-10

CAPE CANAVERAL, Fla. -- At NASA Kennedy Space Center's Visitor Complex, Star Trek memorabilia is being displayed this summer through Sept. 5. Appearing for the first time in the southeast, "Star Trek: The Exhibition" is an interactive exhibit of authentic Star Trek artifacts from the past 40 years, featuring one-of-a-kind costumes, props and filming models from every Star Trek television series and feature film, including a recreation of the U.S.S. Enterprise Bridge from the original series. Photo credit: NASA/Jack Pfaller

Zolpidem Ingestion, Automatisms, and Sleep Driving: A Clinical and Legal Case Series

PubMed Central

Poceta, J. Steven

2011-01-01

Study Objectives: To describe zolpidem-associated complex behaviors, including both daytime automatisms and sleep-related parasomnias. Methods: A case series of eight clinical patients and six legal defendants is presented. Patients presented to the author after an episode of confusion, amnesia, or somnambulism. Legal defendants were being prosecuted for driving under the influence, and the author reviewed the cases as expert witness for the defense. Potential predisposing factors including comorbidities, social situation, physician instruction, concomitant medications, and patterns of medication management were considered. Results: Patients and defendants exhibited abnormal behavior characterized by poor motor control and confusion. Although remaining apparently interactive with the environment, all reported amnesia for 3 to 5 hours. In some cases, the episodes began during daytime wakefulness because of accidental or purposeful ingestion of the zolpidem and are considered automatisms. Other cases began after ingestion of zolpidem at the time of going to bed and are considered parasomnias. Risk factors for both wake and sleep-related automatic complex behaviors include the concomitant ingestion of other sedating drugs, a higher dose of zolpidem, a history of parasomnia, ingestion at times other than bedtime or when sleep is unlikely, poor management of pill bottles, and living alone. In addition, similar size and shape of two medications contributed to accidental ingestion in at least one case. Conclusions: Sleep driving and other complex behaviors can occur after zolpidem ingestion. Physicians should assess patients for potential risk factors and inquire about parasomnias. Serious legal and medical complications can occur as a result of these forms of automatic complex behaviors. Citation: Poceta JS. Zolpidem ingestion, automatisms, and sleep driving: a clinical and legal case series. J Clin Sleep Med 2011;7(6):632-638. PMID:22171202

Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations

NASA Astrophysics Data System (ADS)

Kwapień, Jarosław; Oświecimka, Paweł; DroŻdŻ, Stanisław

2015-11-01

The detrended cross-correlation coefficient ρDCCA has recently been proposed to quantify the strength of cross-correlations on different temporal scales in bivariate, nonstationary time series. It is based on the detrended cross-correlation and detrended fluctuation analyses (DCCA and DFA, respectively) and can be viewed as an analog of the Pearson coefficient in the case of the fluctuation analysis. The coefficient ρDCCA works well in many practical situations but by construction its applicability is limited to detection of whether two signals are generally cross-correlated, without the possibility to obtain information on the amplitude of fluctuations that are responsible for those cross-correlations. In order to introduce some related flexibility, here we propose an extension of ρDCCA that exploits the multifractal versions of DFA and DCCA: multifractal detrended fluctuation analysis and multifractal detrended cross-correlation analysis, respectively. The resulting new coefficient ρq not only is able to quantify the strength of correlations but also allows one to identify the range of detrended fluctuation amplitudes that are correlated in two signals under study. We show how the coefficient ρq works in practical situations by applying it to stochastic time series representing processes with long memory: autoregressive and multiplicative ones. Such processes are often used to model signals recorded from complex systems and complex physical phenomena like turbulence, so we are convinced that this new measure can successfully be applied in time-series analysis. In particular, we present an example of such application to highly complex empirical data from financial markets. The present formulation can straightforwardly be extended to multivariate data in terms of the q -dependent counterpart of the correlation matrices and then to the network representation.

Time series analysis of reference crop evapotranspiration using soft computing techniques for Ganjam District, Odisha, India

NASA Astrophysics Data System (ADS)

Patra, S. R.

2017-12-01

Evapotranspiration (ET0) influences water resources and it is considered as a vital process in aridic hydrologic frameworks. It is one of the most important measure in finding the drought condition. Therefore, time series forecasting of evapotranspiration is very important in order to help the decision makers and water system mangers build up proper systems to sustain and manage water resources. Time series considers that -history repeats itself, hence by analysing the past values, better choices, or forecasts, can be carried out for the future. Ten years of ET0 data was used as a part of this study to make sure a satisfactory forecast of monthly values. In this study, three models: (ARIMA) mathematical model, artificial neural network model, support vector machine model are presented. These three models are used for forecasting monthly reference crop evapotranspiration based on ten years of past historical records (1991-2001) of measured evaporation at Ganjam region, Odisha, India without considering the climate data. The developed models will allow water resource managers to predict up to 12 months, making these predictions very useful to optimize the resources needed for effective water resources management. In this study multistep-ahead prediction is performed which is more complex and troublesome than onestep ahead. Our investigation proposed that nonlinear relationships may exist among the monthly indices, so that the ARIMA model might not be able to effectively extract the full relationship hidden in the historical data. Support vector machines are potentially helpful time series forecasting strategies on account of their strong nonlinear mapping capability and resistance to complexity in forecasting data. SVMs have great learning capability in time series modelling compared to ANN. For instance, the SVMs execute the structural risk minimization principle, which allows in better generalization as compared to neural networks that use the empirical risk minimization principle. The reliability of these computational models was analysed in light of simulation results and it was found out that SVM model produces better results among the three. The future research should be routed to extend the validation data set and to check the validity of our results on different areas with hybrid intelligence techniques.

Spring and autumn phenological variability across environmental gradients of Great Smoky Mountains National Park, USA

Treesearch

Steven P. Norman; William W. Hargrove; William M. Christie

2017-01-01

Mountainous regions experience complex phenological behavior along climatic, vegetational and topographic gradients. In this paper, we use a MODIS time series of the Normalized Difference Vegetation Index (NDVI) to understand the causes of variations in spring and autumn timing from 2000 to 2015, for a landscape renowned for its biological diversity. By filtering for...

Binding Isotherms and Time Courses Readily from Magnetic Resonance.

PubMed

Xu, Jia; Van Doren, Steven R

2016-08-16

Evidence is presented that binding isotherms, simple or biphasic, can be extracted directly from noninterpreted, complex 2D NMR spectra using principal component analysis (PCA) to reveal the largest trend(s) across the series. This approach renders peak picking unnecessary for tracking population changes. In 1:1 binding, the first principal component captures the binding isotherm from NMR-detected titrations in fast, slow, and even intermediate and mixed exchange regimes, as illustrated for phospholigand associations with proteins. Although the sigmoidal shifts and line broadening of intermediate exchange distorts binding isotherms constructed conventionally, applying PCA directly to these spectra along with Pareto scaling overcomes the distortion. Applying PCA to time-domain NMR data also yields binding isotherms from titrations in fast or slow exchange. The algorithm readily extracts from magnetic resonance imaging movie time courses such as breathing and heart rate in chest imaging. Similarly, two-step binding processes detected by NMR are easily captured by principal components 1 and 2. PCA obviates the customary focus on specific peaks or regions of images. Applying it directly to a series of complex data will easily delineate binding isotherms, equilibrium shifts, and time courses of reactions or fluctuations.

Decreased resting-state brain activity complexity in schizophrenia characterized by both increased regularity and randomness.

PubMed

Yang, Albert C; Hong, Chen-Jee; Liou, Yin-Jay; Huang, Kai-Lin; Huang, Chu-Chung; Liu, Mu-En; Lo, Men-Tzung; Huang, Norden E; Peng, Chung-Kang; Lin, Ching-Po; Tsai, Shih-Jen

2015-06-01

Schizophrenia is characterized by heterogeneous pathophysiology. Using multiscale entropy (MSE) analysis, which enables capturing complex dynamics of time series, we characterized MSE patterns of blood-oxygen-level-dependent (BOLD) signals across different time scales and determined whether BOLD activity in patients with schizophrenia exhibits increased complexity (increased entropy in all time scales), decreased complexity toward regularity (decreased entropy in all time scales), or decreased complexity toward uncorrelated randomness (high entropy in short time scales followed by decayed entropy as the time scale increases). We recruited 105 patients with schizophrenia with an age of onset between 18 and 35 years and 210 age- and sex-matched healthy volunteers. Results showed that MSE of BOLD signals in patients with schizophrenia exhibited two routes of decreased BOLD complexity toward either regular or random patterns. Reduced BOLD complexity toward regular patterns was observed in the cerebellum and temporal, middle, and superior frontal regions, and reduced BOLD complexity toward randomness was observed extensively in the inferior frontal, occipital, and postcentral cortices as well as in the insula and middle cingulum. Furthermore, we determined that the two types of complexity change were associated differently with psychopathology; specifically, the regular type of BOLD complexity change was associated with positive symptoms of schizophrenia, whereas the randomness type of BOLD complexity was associated with negative symptoms of the illness. These results collectively suggested that resting-state dynamics in schizophrenia exhibit two routes of pathologic change toward regular or random patterns, which contribute to the differences in syndrome domains of psychosis in patients with schizophrenia. © 2015 Wiley Periodicals, Inc.

Actinomycetal complex of light sierozem on the Kopet-Dag piedmont plain

NASA Astrophysics Data System (ADS)

Zenova, G. M.; Zvyagintsev, D. G.; Manucharova, N. A.; Stepanova, O. A.; Chernov, I. Yu.

2016-10-01

The population density of actinomycetes in the samples of light sierozem from the Kopet Dag piedmont plain (75 km from Ashkhabad, Turkmenistan) reaches hundreds of thousand CFU/g soil. The actinomycetal complex is represented by two genera: Streptomyces and Micromonospora. Representatives of the Streptomyces genus predominate and comprise 73 to 87% of the actinomycetal complex. In one sample, representatives of the Micromonospora genus predominated in the complex (75%). The Streptomyces genus in the studied soil samples is represented by the species from several sections and series: the species of section Helvolo-Flavus series Helvolus represent the dominant component of the streptomycetal complex; their portion is up to 77% of all isolated actinomycetes. The species of other sections and series are much less abundant. Thus, the percentage of the Cinereus Achromogenes section in the actinomycetal complex does not exceed 28%; representatives of the Albus section Albus series, Roseus section Lavendulae-Roseus series, and Imperfectus section belong to rare species; they have been isolated not from all the studied samples of light sierozem, and their portion does not exceed 10% of the actinomycetal complex.

Characteristics, location and origin of flare activity in a complex active region

NASA Technical Reports Server (NTRS)

Machado, M. E.; Gary, G. A.; Hagyard, M. J.; Hernandez, A. M.; Rovira, M. G.

1986-01-01

The observational characteristics of series of multiple-loop flares from a complex active region are summarized. The location of the highest observed photospheric magnetic shear is found to be the commonly observed site of flare onset, but not, in many cases, the magnetic region where the largest time-integrated energy release is observed. The observations thus reveal a consistent pattern of energy-release processes related to the magnetic-field topology.

Host-Guest Interaction of Cucurbit[8]uril with N-(3-Aminopropyl)cyclohexylamine: Cyclohexyl Encapsulation Triggered Ternary Complex.

PubMed

Xia, Yu; Wang, Chuan-Zeng; Tian, Mengkui; Tao, Zhu; Ni, Xin-Long; Prior, Timothy J; Redshaw, Carl

2018-01-15

The host-guest interaction of a series of cyclohexyl-appended guests with cucurbit[8]uril (Q[8]) was studied by ¹H NMR spectroscopy, isothermal titration calorimetry (ITC), and X-ray crystallography. The X-ray structure revealed that two cycloalkane moieties can be simultaneously encapsulated in the hydrophobic cavity of the Q[8] host to form a ternary complex for the first time.

Multiscale complex network analysis: An approach to study spatiotemporal rainfall pattern in south Germany

NASA Astrophysics Data System (ADS)

Agarwal, Ankit; Marwan, Norbert; Rathinasamy, Maheswaran; Oeztuerk, Ugur; Merz, Bruno; Kurths, Jürgen

2017-04-01

Understanding of the climate sytems has been of tremendous importance to different branches such as agriculture, flood, drought and water resources management etc. In this regard, complex networks analysis and time series analysis attracted considerable attention, owing to their potential role in understanding the climate system through characteristic properties. One of the basic requirements in studying climate network dynamics is to identify connections in space or time or space-time, depending upon the purpose. Although a wide variety of approaches have been developed and applied to identify and analyse spatio-temporal relationships by climate networks, there is still further need for improvements in particular when considering precipitation time series or interactions on different scales. In this regard, recent developments in the area of network theory, especially complex networks, offer new avenues, both for their generality about systems and for their holistic perspective about spatio-temporal relationships. The present study has made an attempt to apply the ideas developed in the field of complex networks to examine connections in regional climate networks with particular focus on multiscale spatiotemporal connections. This paper proposes a novel multiscale understanding of regional climate networks using wavelets. The proposed approach is applied to daily precipitation records observed at 543 selected stations from south Germany for a period of 110 years (1901-2010). Further, multiscale community mining is performed on the same study region to shed more light on the underlying processes at different time scales. Various network measure and tools so far employed provide micro-level (individual station) and macro-level (community structure) information of the network. It is interesting to investigate how the result of this study can be useful for future climate predictions and for evaluating climate models on their implementation regarding heavy precipitation. Keywords: Complex network, event synchronization, wavelet, regional climate network, multiscale community mining

n-Order and maximum fuzzy similarity entropy for discrimination of signals of different complexity: Application to fetal heart rate signals.

PubMed

Zaylaa, Amira; Oudjemia, Souad; Charara, Jamal; Girault, Jean-Marc

2015-09-01

This paper presents two new concepts for discrimination of signals of different complexity. The first focused initially on solving the problem of setting entropy descriptors by varying the pattern size instead of the tolerance. This led to the search for the optimal pattern size that maximized the similarity entropy. The second paradigm was based on the n-order similarity entropy that encompasses the 1-order similarity entropy. To improve the statistical stability, n-order fuzzy similarity entropy was proposed. Fractional Brownian motion was simulated to validate the different methods proposed, and fetal heart rate signals were used to discriminate normal from abnormal fetuses. In all cases, it was found that it was possible to discriminate time series of different complexity such as fractional Brownian motion and fetal heart rate signals. The best levels of performance in terms of sensitivity (90%) and specificity (90%) were obtained with the n-order fuzzy similarity entropy. However, it was shown that the optimal pattern size and the maximum similarity measurement were related to intrinsic features of the time series. Copyright © 2015 Elsevier Ltd. All rights reserved.

Topological Characteristics of the Hong Kong Stock Market: A Test-based P-threshold Approach to Understanding Network Complexity

PubMed Central

Xu, Ronghua; Wong, Wing-Keung; Chen, Guanrong; Huang, Shuo

2017-01-01

In this paper, we analyze the relationship among stock networks by focusing on the statistically reliable connectivity between financial time series, which accurately reflects the underlying pure stock structure. To do so, we firstly filter out the effect of market index on the correlations between paired stocks, and then take a t-test based P-threshold approach to lessening the complexity of the stock network based on the P values. We demonstrate the superiority of its performance in understanding network complexity by examining the Hong Kong stock market. By comparing with other filtering methods, we find that the P-threshold approach extracts purely and significantly correlated stock pairs, which reflect the well-defined hierarchical structure of the market. In analyzing the dynamic stock networks with fixed-size moving windows, our results show that three global financial crises, covered by the long-range time series, can be distinguishingly indicated from the network topological and evolutionary perspectives. In addition, we find that the assortativity coefficient can manifest the financial crises and therefore can serve as a good indicator of the financial market development. PMID:28145494

A comparative analysis of spectral exponent estimation techniques for 1/fβ processes with applications to the analysis of stride interval time series

PubMed Central

Schaefer, Alexander; Brach, Jennifer S.; Perera, Subashan; Sejdić, Ervin

2013-01-01

Background The time evolution and complex interactions of many nonlinear systems, such as in the human body, result in fractal types of parameter outcomes that exhibit self similarity over long time scales by a power law in the frequency spectrum S(f) = 1/fβ. The scaling exponent β is thus often interpreted as a “biomarker” of relative health and decline. New Method This paper presents a thorough comparative numerical analysis of fractal characterization techniques with specific consideration given to experimentally measured gait stride interval time series. The ideal fractal signals generated in the numerical analysis are constrained under varying lengths and biases indicative of a range of physiologically conceivable fractal signals. This analysis is to complement previous investigations of fractal characteristics in healthy and pathological gait stride interval time series, with which this study is compared. Results The results of our analysis showed that the averaged wavelet coefficient method consistently yielded the most accurate results. Comparison with Existing Methods: Class dependent methods proved to be unsuitable for physiological time series. Detrended fluctuation analysis as most prevailing method in the literature exhibited large estimation variances. Conclusions The comparative numerical analysis and experimental applications provide a thorough basis for determining an appropriate and robust method for measuring and comparing a physiologically meaningful biomarker, the spectral index β. In consideration of the constraints of application, we note the significant drawbacks of detrended fluctuation analysis and conclude that the averaged wavelet coefficient method can provide reasonable consistency and accuracy for characterizing these fractal time series. PMID:24200509

A comparative analysis of spectral exponent estimation techniques for 1/f(β) processes with applications to the analysis of stride interval time series.

PubMed

Schaefer, Alexander; Brach, Jennifer S; Perera, Subashan; Sejdić, Ervin

2014-01-30

The time evolution and complex interactions of many nonlinear systems, such as in the human body, result in fractal types of parameter outcomes that exhibit self similarity over long time scales by a power law in the frequency spectrum S(f)=1/f(β). The scaling exponent β is thus often interpreted as a "biomarker" of relative health and decline. This paper presents a thorough comparative numerical analysis of fractal characterization techniques with specific consideration given to experimentally measured gait stride interval time series. The ideal fractal signals generated in the numerical analysis are constrained under varying lengths and biases indicative of a range of physiologically conceivable fractal signals. This analysis is to complement previous investigations of fractal characteristics in healthy and pathological gait stride interval time series, with which this study is compared. The results of our analysis showed that the averaged wavelet coefficient method consistently yielded the most accurate results. Class dependent methods proved to be unsuitable for physiological time series. Detrended fluctuation analysis as most prevailing method in the literature exhibited large estimation variances. The comparative numerical analysis and experimental applications provide a thorough basis for determining an appropriate and robust method for measuring and comparing a physiologically meaningful biomarker, the spectral index β. In consideration of the constraints of application, we note the significant drawbacks of detrended fluctuation analysis and conclude that the averaged wavelet coefficient method can provide reasonable consistency and accuracy for characterizing these fractal time series. Copyright © 2013 Elsevier B.V. All rights reserved.

On the modular structure of the genus-one Type II superstring low energy expansion

NASA Astrophysics Data System (ADS)

D'Hoker, Eric; Green, Michael B.; Vanhove, Pierre

2015-08-01

The analytic contribution to the low energy expansion of Type II string amplitudes at genus-one is a power series in space-time derivatives with coefficients that are determined by integrals of modular functions over the complex structure modulus of the world-sheet torus. These modular functions are associated with world-sheet vacuum Feynman diagrams and given by multiple sums over the discrete momenta on the torus. In this paper we exhibit exact differential and algebraic relations for a certain infinite class of such modular functions by showing that they satisfy Laplace eigenvalue equations with inhomogeneous terms that are polynomial in non-holomorphic Eisenstein series. Furthermore, we argue that the set of modular functions that contribute to the coefficients of interactions up to order are linear sums of functions in this class and quadratic polynomials in Eisenstein series and odd Riemann zeta values. Integration over the complex structure results in coefficients of the low energy expansion that are rational numbers multiplying monomials in odd Riemann zeta values.

The application of computational mechanics to the analysis of natural data: An example in geomagnetism.

NASA Astrophysics Data System (ADS)

Watkins, Nicholas; Clarke, Richard; Freeman, Mervyn

2002-11-01

We discuss how the ideal formalism of Computational Mechanics can be adapted to apply to a non-infinite 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 new concept of effective soficity is introduced. The benefits of these new concepts are demonstrated on simulated time 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 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, a hypothesis is advanced about model construction in general (see also Clarke et al; arXiv::cond-mat/0110228).

A time series analysis performed on a 25-year period of kidney transplantation activity in a single center.

PubMed

Santori, G; Fontana, I; Bertocchi, M; Gasloli, G; Valente, U

2010-05-01

Following the example of many Western countries, where a "minimum volume rule" policy has been adopted as a quality parameter for complex surgical procedures, the Italian National Transplant Centre set the minimum number of kidney transplantation procedures/y at 30/center. The number of procedures performed in a single center over a large period may be treated as a time series to evaluate trends, seasonal cycles, and nonsystematic fluctuations. Between January 1, 1983, and December 31, 2007, we performed 1376 procedures in adult or pediatric recipients from living or cadaveric donors. The greatest numbers of cases/y were performed in 1998 (n = 86) followed by 2004 (n = 82), 1996 (n = 75), and 2003 (n = 73). A time series analysis performed using R Statistical Software (Foundation for Statistical Computing, Vienna, Austria), a free software environment for statistical computing and graphics, showed a whole incremental trend after exponential smoothing as well as after seasonal decomposition. However, starting from 2005, we observed a decreased trend in the series. The number of kidney transplants expected to be performed for 2008 by using the Holt-Winters exponential smoothing applied to the period 1983 to 2007 suggested 58 procedures, while in that year there were 52. The time series approach may be helpful to establish a minimum volume/y at a single-center level. Copyright (c) 2010 Elsevier Inc. All rights reserved.

Diagnosis of digestive functional disease by the statistics of continuous monitoring of esophageal acidity

NASA Astrophysics Data System (ADS)

Rivera Landa, Rogelio; Cardenas Cardenas, Eduardo; Fossion, Ruben; Pérez Zepeda, Mario Ulises

2014-11-01

Technological advances in the last few decennia allow the monitoring of many physiological observables in a continuous way, which in physics is called a "time series". The best studied physiological time series is that of the heart rhythm, which can be derived from an electrocardiogram (ECG). Studies have shown that a healthy heart is characterized by a complex time series and high heart rate variability (HRV). In adverse conditions, the cardiac time series degenerates towards randomness (as seen in, e.g., fibrillation) or rigidity (as seen in, e.g., ageing), both corresponding to a loss of HRV as described by, e.g., Golberger et. al [1]. Cardiac and digestive rhythms are regulated by the autonomous nervous system (ANS), that consists of two antagonistic branches, the orthosympathetic branch (ONS) that accelerates the cardiac rhythm but decelerates the digestive system, and the parasympathetic brand (PNS) that works in the opposite way. Because of this reason, one might expect that the statistics of gastro-esophageal time series, as described by Gardner et. al. [2,3], reflects the health state of the digestive system in a similar way as HRV in the cardiac case, described by Minocha et. al. In the present project, we apply statistical methods derived from HRV analysis to time series of esophageal acidity (24h pHmetry). The study is realized on data from a large patient population from the Instituto Nacional de Ciencias Médicas y Nutrición Salvador Zubirán. Our focus is on patients with functional disease (symptoms but no anatomical damage). We find that traditional statistical approaches (e.g. Fourier spectral analysis) are unable to distinguish between different degenerations of the digestive system, such as gastric esophageal reflux disease (GERD) or functional gastrointestinal disorder (FGID).

Efficient Maize and Sunflower Multi-year Mapping with NDVI Time Series of HJ-1A/1B in Hetao Irrigation District of Inner Mongolia, China

NASA Astrophysics Data System (ADS)

Yu, B.; Shang, S.

2016-12-01

Food shortage is one of the major challenges that human beings are facing. It is urgent to improve the monitoring of the plantation and distribution of the main crops to solve the following economic and social issues. Recently, with the extensive use of remote sensing satellite data, it has provided favorable conditions for crop identification in large irrigation district with complex planting structure. Difference of different crop phenology is the main basis for crop identification, and the normalized difference vegetation index (NDVI) time-series could better delineate crop phenology cycle. Therefore, the key of crop identification is to obtain high quality NDVI time-series. MODIS and Landsat TM satellite images are the most frequently used, however, neither of them could guarantee high temporal and spatial resolutions at once. Accordingly, this paper makes use of NDVI time-series extracted from China Environment Satellites data, which has two-day-repeat temporal and 30m spatial resolutions. The NDVI time-series are fitted with an asymmetric logistic curve, the fitting effect is good and the correlation coefficient is greater than 0.9. The phonological parameters are derived from NDVI fitting curves, and crop identification is carried out by different relation ellipses between NDVI and its phonological parameters of different crops. This paper takes Hetao Irrigation District of Inner Mongolia as an example, to identify multi-year maize and sunflower in the district, and the identification result is good. Compared with the official statistics, the relative errors are both lower than 5%. The results show that the NDVI time-series dataset derived from HJ-1A/1B CCD could delineate the crop phenology cycle accurately and demonstrate its application in crop identification in irrigated district.

Detection of time delays and directional interactions based on time series from complex dynamical systems

NASA Astrophysics Data System (ADS)

Ma, Huanfei; Leng, Siyang; Tao, Chenyang; Ying, Xiong; Kurths, Jürgen; Lai, Ying-Cheng; Lin, Wei

2017-07-01

Data-based and model-free accurate identification of intrinsic time delays and directional interactions is an extremely challenging problem in complex dynamical systems and their networks reconstruction. A model-free method with new scores is proposed to be generally capable of detecting single, multiple, and distributed time delays. The method is applicable not only to mutually interacting dynamical variables but also to self-interacting variables in a time-delayed feedback loop. Validation of the method is carried out using physical, biological, and ecological models and real data sets. Especially, applying the method to air pollution data and hospital admission records of cardiovascular diseases in Hong Kong reveals the major air pollutants as a cause of the diseases and, more importantly, it uncovers a hidden time delay (about 30-40 days) in the causal influence that previous studies failed to detect. The proposed method is expected to be universally applicable to ascertaining and quantifying subtle interactions (e.g., causation) in complex systems arising from a broad range of disciplines.

A Least Square Approach for Joining Persistent Scatterer InSAR Time Series Acquired by Different Satellites

NASA Astrophysics Data System (ADS)

Caro Cuenca, Miguel; Esfahany, Sami Samiei; Hanssen, Ramon F.

2010-12-01

Persistent scatterer Radar Interferometry (PSI) can provide with a wealth of information on surface motion. These methods overcome the major limitations of the antecessor technique, interferometric SAR (InSAR), such as atmospheric disturbances, by detecting the scatterers which are slightly affected by noise. The time span that surface deformation processes are observed is limited by the satellite lifetime, which is usually less than 10 years. However most of deformation phenomena last longer. In order to fully monitor and comprehend the observed signal, acquisitions from different sensors can be merged. This is a complex task for one main reason. PSI methods provide with estimations that are relative in time to one of the acquisitions which is referred to as master or reference image. Therefore, time series acquired by different sensors will have different reference images and cannot be directly compared or joint unless they are set to the same time reference system. In global terms, the operation of translating from one to another reference systems consist of calculating a vertical offset, which is the total deformation that occurs between the two master times. To estimate this offset, different strategies can be applied, for example, using additional data such as leveling or GPS measurements. In this contribution we propose to use a least squares to merge PSI time series without any ancillary information. This method treats the time series individually, i.e. per PS, and requires some knowledge of the deformation signal, for example, if a polynomial would fairly describe the expected behavior. To test the proposed approach, we applied it to the southern Netherlands, where the surface is affected by ground water processes in abandoned mines. The time series were obtained after processing images provided by ERS1/2 and Envisat. The results were validated using in-situ water measurements, which show very high correlation with deformation time series.

Novel Visualization Approaches in Environmental Mineralogy

NASA Astrophysics Data System (ADS)

Anderson, C. D.; Lopano, C. L.; Hummer, D. R.; Heaney, P. J.; Post, J. E.; Kubicki, J. D.; Sofo, J. O.

2006-05-01

Communicating the complexities of atomic scale reactions between minerals and fluids is fraught with intrinsic challenges. For example, an increasing number of techniques are now available for the interrogation of dynamical processes at the mineral-fluid interface. However, the time-dependent behavior of atomic interactions between a solid and a liquid is often not adequately captured by two-dimensional line drawings or images. At the same time, the necessity for describing these reactions to general audiences is growing more urgent, as funding agencies are amplifying their encouragement to scientists to reach across disciplines and to justify their studies to public audiences. To overcome the shortcomings of traditional graphical representations, the Center for Environmental Kinetics Analysis is creating three-dimensional visualizations of experimental and simulated mineral reactions. These visualizations are then displayed on a stereo 3D projection system called the GeoWall. Made possible (and affordable) by recent improvements in computer and data projector technology, the GeoWall system uses a combination of computer software and hardware, polarizing filters and polarizing glasses, to present visualizations in true 3D. The three-dimensional views greatly improve comprehension of complex multidimensional data, and animations of time series foster better understanding of the underlying processes. The visualizations also offer an effective means to communicate the complexities of environmental mineralogy to colleagues, students and the public. Here we present three different kinds of datasets that demonstrate the effectiveness of the GeoWall in clarifying complex environmental reactions at the atomic scale. First, a time-resolved series of diffraction patterns obtained during the hydrothermal synthesis of metal oxide phases from precursor solutions can be viewed as a surface with interactive controls for peak scaling and color mapping. Second, the results of Rietveld analysis of cation exchange reactions in Mn oxides has provided three-dimensional difference Fourier maps. When stitched together in a temporal series, these offer an animated view of changes in atomic configurations during the process of exchange. Finally, molecular dynamical simulations are visualized as three-dimensional reactions between vibrating atoms in both the solid and the aqueous phases.

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

Therapeutic Assessment of Complex Trauma: A Single-Case Time-Series Study.

PubMed

Tarocchi, Anna; Aschieri, Filippo; Fantini, Francesca; Smith, Justin D

2013-06-01

The cumulative effect of repeated traumatic experiences in early childhood incrementally increases the risk of adjustment problems later in life. Surviving traumatic environments can lead to the development of an interrelated constellation of emotional and interpersonal symptoms termed complex posttraumatic stress disorder (CPTSD). Effective treatment of trauma begins with a multimethod psychological assessment and requires the use of several evidence-based therapeutic processes, including establishing a safe therapeutic environment, reprocessing the trauma, constructing a new narrative, and managing emotional dysregulation. Therapeutic Assessment (TA) is a semistructured, brief intervention that uses psychological testing to promote positive change. The case study of Kelly, a middle-aged woman with a history of repeated interpersonal trauma, illustrates delivery of the TA model for CPTSD. Results of this single-case time-series experiment indicate statistically significant symptom improvement as a result of participating in TA. We discuss the implications of these findings for assessing and treating trauma-related concerns, such as CPTSD.

Therapeutic Assessment of Complex Trauma: A Single-Case Time-Series Study

PubMed Central

Tarocchi, Anna; Aschieri, Filippo; Fantini, Francesca; Smith, Justin D.

2013-01-01

The cumulative effect of repeated traumatic experiences in early childhood incrementally increases the risk of adjustment problems later in life. Surviving traumatic environments can lead to the development of an interrelated constellation of emotional and interpersonal symptoms termed complex posttraumatic stress disorder (CPTSD). Effective treatment of trauma begins with a multimethod psychological assessment and requires the use of several evidence-based therapeutic processes, including establishing a safe therapeutic environment, reprocessing the trauma, constructing a new narrative, and managing emotional dysregulation. Therapeutic Assessment (TA) is a semistructured, brief intervention that uses psychological testing to promote positive change. The case study of Kelly, a middle-aged woman with a history of repeated interpersonal trauma, illustrates delivery of the TA model for CPTSD. Results of this single-case time-series experiment indicate statistically significant symptom improvement as a result of participating in TA. We discuss the implications of these findings for assessing and treating trauma-related concerns, such as CPTSD. PMID:24159267

Period and phase comparisons of near-decadal oscillations in solar, geomagnetic, and cosmic ray time series

NASA Astrophysics Data System (ADS)

Juckett, David A.

2001-09-01

A more complete understanding of the periodic dynamics of the Sun requires continued exploration of non-11-year oscillations in addition to the benchmark 11-year sunspot cycle. In this regard, several solar, geomagnetic, and cosmic ray time series were examined to identify common spectral components and their relative phase relationships. Several non-11-year oscillations were identified within the near-decadal range with periods of ~8, 10, 12, 15, 18, 22, and 29 years. To test whether these frequency components were simply low-level noise or were related to a common source, the phases were extracted for each component in each series. The phases were nearly identical across the solar and geomagnetic series, while the corresponding components in four cosmic ray surrogate series exhibited inverted phases, similar to the known phase relationship with the 11-year sunspot cycle. Cluster analysis revealed that this pattern was unlikely to occur by chance. It was concluded that many non-11-year oscillations truly exist in the solar dynamical environment and that these contribute to the complex variations observed in geomagnetic and cosmic ray time series. Using the different energy sensitivities of the four cosmic ray surrogate series, a preliminary indication of the relative intensities of the various solar-induced oscillations was observed. It provides evidence that many of the non-11-year oscillations result from weak interplanetary magnetic field/solar wind oscillations that originate from corresponding variations in the open-field regions of the Sun.

"Time-dependent flow-networks"

NASA Astrophysics Data System (ADS)

Tupikina, Liubov; Molkentin, Nora; Lopez, Cristobal; Hernandez-Garcia, Emilio; Marwan, Norbert; Kurths, Jürgen

2015-04-01

Complex networks have been successfully applied to various systems such as society, technology, and recently climate. Links in a climate network are defined between two geographical locations if the correlation between the time series of some climate variable is higher than a threshold. Therefore, network links are considered to imply information or heat exchange. However, the relationship between the oceanic and atmospheric flows and the climate network's structure is still unclear. Recently, a theoretical approach verifying the correlation between ocean currents and surface air temperature networks has been introduced, where the Pearson correlation networks were constructed from advection-diffusion dynamics on an underlying flow. Since the continuous approach has its limitations, i.e. high computational complexity and fixed variety of the flows in the underlying system, we introduce a new, method of flow-networks for changing in time velocity fields including external forcing in the system, noise and temperature-decay. Method of the flow-network construction can be divided into several steps: first we obtain the linear recursive equation for the temperature time-series. Then we compute the correlation matrix for time-series averaging the tensor product over all realizations of the noise, which we interpret as a weighted adjacency matrix of the flow-network and analyze using network measures. We apply the method to different types of moving flows with geographical relevance such as meandering flow. Analyzing the flow-networks using network measures we find that our approach can highlight zones of high velocity by degree and transition zones by betweenness, while the combination of these network measures can uncover how the flow propagates within time. Flow-networks can be powerful tool to understand the connection between system's dynamics and network's topology analyzed using network measures in order to shed light on different climatic phenomena.

Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces

NASA Astrophysics Data System (ADS)

Qian, Xi-Yuan; Liu, Ya-Min; Jiang, Zhi-Qiang; Podobnik, Boris; Zhou, Wei-Xing; Stanley, H. Eugene

2015-06-01

When common factors strongly influence two power-law cross-correlated time series recorded in complex natural or social systems, using detrended cross-correlation analysis (DCCA) without considering these common factors will bias the results. We use detrended partial cross-correlation analysis (DPXA) to uncover the intrinsic power-law cross correlations between two simultaneously recorded time series in the presence of nonstationarity after removing the effects of other time series acting as common forces. The DPXA method is a generalization of the detrended cross-correlation analysis that takes into account partial correlation analysis. We demonstrate the method by using bivariate fractional Brownian motions contaminated with a fractional Brownian motion. We find that the DPXA is able to recover the analytical cross Hurst indices, and thus the multiscale DPXA coefficients are a viable alternative to the conventional cross-correlation coefficient. We demonstrate the advantage of the DPXA coefficients over the DCCA coefficients by analyzing contaminated bivariate fractional Brownian motions. We calculate the DPXA coefficients and use them to extract the intrinsic cross correlation between crude oil and gold futures by taking into consideration the impact of the U.S. dollar index. We develop the multifractal DPXA (MF-DPXA) method in order to generalize the DPXA method and investigate multifractal time series. We analyze multifractal binomial measures masked with strong white noises and find that the MF-DPXA method quantifies the hidden multifractal nature while the multifractal DCCA method fails.

Data series embedding and scale invariant statistics.

PubMed

Michieli, I; Medved, B; Ristov, S

2010-06-01

Data sequences acquired from bio-systems such as human gait data, heart rate interbeat data, or DNA sequences exhibit complex dynamics that is frequently described by a long-memory or power-law decay of autocorrelation function. One way of characterizing that dynamics is through scale invariant statistics or "fractal-like" behavior. For quantifying scale invariant parameters of physiological signals several methods have been proposed. Among them the most common are detrended fluctuation analysis, sample mean variance analyses, power spectral density analysis, R/S analysis, and recently in the realm of the multifractal approach, wavelet analysis. In this paper it is demonstrated that embedding the time series data in the high-dimensional pseudo-phase space reveals scale invariant statistics in the simple fashion. The procedure is applied on different stride interval data sets from human gait measurements time series (Physio-Bank data library). Results show that introduced mapping adequately separates long-memory from random behavior. Smaller gait data sets were analyzed and scale-free trends for limited scale intervals were successfully detected. The method was verified on artificially produced time series with known scaling behavior and with the varying content of noise. The possibility for the method to falsely detect long-range dependence in the artificially generated short range dependence series was investigated. (c) 2009 Elsevier B.V. All rights reserved.

Efficient 3D geometric and Zernike moments computation from unstructured surface meshes.

PubMed

Pozo, José María; Villa-Uriol, Maria-Cruz; Frangi, Alejandro F

2011-03-01

This paper introduces and evaluates a fast exact algorithm and a series of faster approximate algorithms for the computation of 3D geometric moments from an unstructured surface mesh of triangles. Being based on the object surface reduces the computational complexity of these algorithms with respect to volumetric grid-based algorithms. In contrast, it can only be applied for the computation of geometric moments of homogeneous objects. This advantage and restriction is shared with other proposed algorithms based on the object boundary. The proposed exact algorithm reduces the computational complexity for computing geometric moments up to order N with respect to previously proposed exact algorithms, from N(9) to N(6). The approximate series algorithm appears as a power series on the rate between triangle size and object size, which can be truncated at any desired degree. The higher the number and quality of the triangles, the better the approximation. This approximate algorithm reduces the computational complexity to N(3). In addition, the paper introduces a fast algorithm for the computation of 3D Zernike moments from the computed geometric moments, with a computational complexity N(4), while the previously proposed algorithm is of order N(6). The error introduced by the proposed approximate algorithms is evaluated in different shapes and the cost-benefit ratio in terms of error, and computational time is analyzed for different moment orders.

Visibility graphlet approach to chaotic time series

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

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

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

Visibility graph analysis of heart rate time series and bio-marker of congestive heart failure

NASA Astrophysics Data System (ADS)

Bhaduri, Anirban; Bhaduri, Susmita; Ghosh, Dipak

2017-09-01

Study of RR interval time series for Congestive Heart Failure had been an area of study with different methods including non-linear methods. In this article the cardiac dynamics of heart beat are explored in the light of complex network analysis, viz. visibility graph method. Heart beat (RR Interval) time series data taken from Physionet database [46, 47] belonging to two groups of subjects, diseased (congestive heart failure) (29 in number) and normal (54 in number) are analyzed with the technique. The overall results show that a quantitative parameter can significantly differentiate between the diseased subjects and the normal subjects as well as different stages of the disease. Further, the data when split into periods of around 1 hour each and analyzed separately, also shows the same consistent differences. This quantitative parameter obtained using the visibility graph analysis thereby can be used as a potential bio-marker as well as a subsequent alarm generation mechanism for predicting the onset of Congestive Heart Failure.

Automatising the analysis of stochastic biochemical time-series

PubMed Central

2015-01-01

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

[COMPARISON OF REPAIR EFFECT BETWEEN CHIMERIC ANTEROLATERAL THIGH FLAP AND SERIES-WOUND FLAPS FOR DEFECT AFTER RESECTION OF ORAL AND MAXILLOFACIAL CANCER].

PubMed

Yang, Heping; Zhang, Hongwu; Chen, Haidi; Yang, Shuxiong; Wang, Jun; Hu, Dawang

2016-04-01

To compare the effectiveness of complex defects repair between using chimeric anterolateral thigh flap and series-wound flaps after resection of oral and maxillofacial cancer. After resection of oral and maxillofacial cancer, defect was repaired with chimeric anterolateral thigh flap in 39 patients between January 2011 and July 2014 (chimeric anterolateral thigh flap group); and defect was repaired with series-wound flaps in 35 patients between January 2009 and December 2010 (series-wound flaps group). There was no significant difference in gender, age, duration of disease, tumor type, tumor staging, defect location, and defect area between 2 groups (P > 0.05). The operation time, flap harvesting and microvascular anastomosis time, stomach tube extraction time, and oral feeding time were recorded and compared between 2 groups, and postoperative complications were observed; the effectiveness was evaluated according to clinical efficacy evaluation table of bone and soft tissue defects reconstruction surgery in oral and maxillofacial region. Vascular crisis occurred in 2 cases of chimeric anterolateral thigh flap group, and 4 cases of series-wound flaps group. Partial necrosis appeared at distal end of a series-wound flaps, and oral fistula and infection developed in 3 series-wound flaps. The other flaps and the grafted skin at donor site survived; wounds at recipient site healed by first intention. The operation time, stomach tube extraction time, and oral feeding time of chimeric anterolateral thigh flap group were significantly shorter than those of series-wound flaps group (P < 0.05), while the flap harvesting and microvascular anastomosis time was significantly longer than that of series-wound flaps group (P < 0.05). The patients were followed up 1-5 years (mean, 2.5 years). At 3 months after operation, the appearance, patients' satisfaction, working conditions, oral closure function, chew, language performance, and swallowing scores of the chimeric anterolateral thigh-flap group were significantly better than those of the series-wound flaps group (P < 0.05), while there was no significant difference in diet, mouth opening degree, oral cavity holding water test, and occlusion scores between the 2 groups (P > 0.05). Using chimeric anterolateral thigh flap for defect repair after resection of oral and maxillofacial cancer can significantly shorten the operation time, accelerate postoperative rehabilitation, and help the functional recovery of oral closure, chewing, language performance, swallowing function when compared with the series-wound flaps.

Asymmetric rhenium tricarbonyl complexes show superior luminescence properties in live cell imaging.

PubMed

Raszeja, Lukasz J; Siegmund, Daniel; Cordes, Anna L; Güldenhaupt, Jörn; Gerwert, Klaus; Hahn, Stephan; Metzler-Nolte, Nils

2017-01-16

The synthesis and photophysical properties of a novel series of rhenium tricarbonyl complexes based on tridentate phenanthridinyl-containing ligands are described. Photophysical data reveal beneficial luminescence behaviour especially for compounds with an asymmetric ligand set. These advantageous properties are not limited to organic solvents, but indeed also improved in aqueous solutions. The suitability of our new rhenium complexes as potent imaging agents has been confirmed by fluorescence microscopy on living cancer cells, which also confirms superior long-time stability under fluorescence microscopy conditions. Colocalisation studies with commercial organelle stains reveal an accumulation of the complexes in the endoplasmic reticulum for all tested cell lines.

Ethical Decisions in Turbulent Times

ERIC Educational Resources Information Center

Shapiro, Joan Poliner; Gross, Steven Jay; Shapiro, Susan H.

2008-01-01

Education leaders make difficult ethical decisions each day. Using the story of a preschool director in lower Manhattan on September 11, 2001, the authors detail a series of paradigms to help educational leaders navigate rationally through challenging and complex circumstances when they are under considerable emotional stress. One approach which…

Information and complexity measures for hydrologic model evaluation

USDA-ARS?s Scientific Manuscript database

Hydrological models are commonly evaluated through the residual-based performance measures such as the root-mean square error or efficiency criteria. Such measures, however, do not evaluate the degree of similarity of patterns in simulated and measured time series. The objective of this study was to...

Comparison of Intraoperative Portable CT Scanners in Skull Base and Endoscopic Sinus Surgery: Single Center Case Series

PubMed Central

Conley, David B.; Tan, Bruce; Bendok, Bernard R.; Batjer, H. Hunt; Chandra, Rakesh; Sidle, Douglas; Rahme, Rudy J.; Adel, Joseph G.; Fishman, Andrew J.

2011-01-01

Precise and safe management of complex skull base lesions can be enhanced by intraoperative computed tomography (CT) scanning. Surgery in these areas requires real-time feedback of anatomic landmarks. Several portable CT scanners are currently available. We present a comparison of our clinical experience with three portable scanners in skull base and craniofacial surgery. We present clinical case series and the participants were from the Northwestern Memorial Hospital. Three scanners are studied: one conventional multidetector CT (MDCT), two digital flat panel cone-beam CT (CBCT) devices. Technical considerations, ease of use, image characteristics, and integration with image guidance are presented for each device. All three scanners provide good quality images. Intraoperative scanning can be used to update the image guidance system in real time. The conventional MDCT is unique in its ability to resolve soft tissue. The flat panel CBCT scanners generally emit lower levels of radiation and have less metal artifact effect. In this series, intraoperative CT scanning was technically feasible and deemed useful in surgical decision-making in 75% of patients. Intraoperative portable CT scanning has significant utility in complex skull base surgery. This technology informs the surgeon of the precise extent of dissection and updates intraoperative stereotactic navigation. PMID:22470270

MapReduce Algorithms for Inferring Gene Regulatory Networks from Time-Series Microarray Data Using an Information-Theoretic Approach.

PubMed

Abduallah, Yasser; Turki, Turki; Byron, Kevin; Du, Zongxuan; Cervantes-Cervantes, Miguel; Wang, Jason T L

2017-01-01

Gene regulation is a series of processes that control gene expression and its extent. The connections among genes and their regulatory molecules, usually transcription factors, and a descriptive model of such connections are known as gene regulatory networks (GRNs). Elucidating GRNs is crucial to understand the inner workings of the cell and the complexity of gene interactions. To date, numerous algorithms have been developed to infer gene regulatory networks. However, as the number of identified genes increases and the complexity of their interactions is uncovered, networks and their regulatory mechanisms become cumbersome to test. Furthermore, prodding through experimental results requires an enormous amount of computation, resulting in slow data processing. Therefore, new approaches are needed to expeditiously analyze copious amounts of experimental data resulting from cellular GRNs. To meet this need, cloud computing is promising as reported in the literature. Here, we propose new MapReduce algorithms for inferring gene regulatory networks on a Hadoop cluster in a cloud environment. These algorithms employ an information-theoretic approach to infer GRNs using time-series microarray data. Experimental results show that our MapReduce program is much faster than an existing tool while achieving slightly better prediction accuracy than the existing tool.

Photophysical properties of the series fac- and mer-(1-phenylisoquinolinato-N∧C2')(x)(2-phenylpyridinato-N∧C2')(3-x)iridium(III) (x = 1-3).

PubMed

Deaton, Joseph C; Young, Ralph H; Lenhard, Jerome R; Rajeswaran, Manju; Huo, Shouquan

2010-10-18

The photophysical properties of tris-cyclometalated iridium(III) complexes have been probed by chemical and geometric variation through the series fac- and mer-Ir(piq)(x)(ppy)(3-x) (x = 1-3; piq = 1-phenylisoquinolinato-N(∧)C(2'), ppy = 2-phenylpyridinato-N(∧)C(2')). The phosphorescent decays were recorded in solution at 295 K and in polymer films from 2 to 295 K. In the heteroleptic complexes, emission occurs based solely on the piq ligand(s), at least by the nanosecond time scale, as its excited states are the lowest energy. Because fac-Ir(piq)(3) and fac-Ir(ppy)(3) possess practically the same oxidation potential, comparison of photophysical properties through the series fac-Ir(piq)(x)(ppy)(3-x) (x = 1-3) revealed the effects of having one, two, or three emissive piq ligands with no confounding effects from differences in electron withdrawing or donating properties between the spectator ppy ligands and the piq ligands. Effects of placement of piq ligands in different coordination geometries were elucidated by comparisons to the mer series.

An application of sample entropy to precipitation in Paraíba State, Brazil

NASA Astrophysics Data System (ADS)

Xavier, Sílvio Fernando Alves; da Silva Jale, Jader; Stosic, Tatijana; dos Santos, Carlos Antonio Costa; Singh, Vijay P.

2018-05-01

A climate system is characterized to be a complex non-linear system. In order to describe the complex characteristics of precipitation series in Paraíba State, Brazil, we aim the use of sample entropy, a kind of entropy-based algorithm, to evaluate the complexity of precipitation series. Sixty-nine meteorological stations are distributed over four macroregions: Zona da Mata, Agreste, Borborema, and Sertão. The results of the analysis show that intricacies of monthly average precipitation have differences in the macroregions. Sample entropy is able to reflect the dynamic change of precipitation series providing a new way to investigate complexity of hydrological series. The complexity exhibits areal variation of local water resource systems which can influence the basis for utilizing and developing resources in dry areas.

Generalized Hurst exponent and multifractal function of original and translated texts mapped into frequency and length time series

NASA Astrophysics Data System (ADS)

Ausloos, M.

2012-09-01

A nonlinear dynamics approach can be used in order to quantify complexity in written texts. As a first step, a one-dimensional system is examined: two written texts by one author (Lewis Carroll) are considered, together with one translation into an artificial language (i.e., Esperanto) are mapped into time series. Their corresponding shuffled versions are used for obtaining a baseline. Two different one-dimensional time series are used here: one based on word lengths (LTS), the other on word frequencies (FTS). It is shown that the generalized Hurst exponent h(q) and the derived f(α) curves of the original and translated texts show marked differences. The original texts are far from giving a parabolic f(α) function, in contrast to the shuffled texts. Moreover, the Esperanto text has more extreme values. This suggests cascade model-like, with multiscale time-asymmetric features as finally written texts. A discussion of the difference and complementarity of mapping into a LTS or FTS is presented. The FTS f(α) curves are more opened than the LTS ones.

Generalized Hurst exponent and multifractal function of original and translated texts mapped into frequency and length time series.

PubMed

Ausloos, M

2012-09-01

A nonlinear dynamics approach can be used in order to quantify complexity in written texts. As a first step, a one-dimensional system is examined: two written texts by one author (Lewis Carroll) are considered, together with one translation into an artificial language (i.e., Esperanto) are mapped into time series. Their corresponding shuffled versions are used for obtaining a baseline. Two different one-dimensional time series are used here: one based on word lengths (LTS), the other on word frequencies (FTS). It is shown that the generalized Hurst exponent h(q) and the derived f(α) curves of the original and translated texts show marked differences. The original texts are far from giving a parabolic f(α) function, in contrast to the shuffled texts. Moreover, the Esperanto text has more extreme values. This suggests cascade model-like, with multiscale time-asymmetric features as finally written texts. A discussion of the difference and complementarity of mapping into a LTS or FTS is presented. The FTS f(α) curves are more opened than the LTS ones.

Polynomial complexity despite the fermionic sign

NASA Astrophysics Data System (ADS)

Rossi, R.; Prokof'ev, N.; Svistunov, B.; Van Houcke, K.; Werner, F.

2017-04-01

It is commonly believed that in unbiased quantum Monte Carlo approaches to fermionic many-body problems, the infamous sign problem generically implies prohibitively large computational times for obtaining thermodynamic-limit quantities. We point out that for convergent Feynman diagrammatic series evaluated with a recently introduced Monte Carlo algorithm (see Rossi R., arXiv:1612.05184), the computational time increases only polynomially with the inverse error on thermodynamic-limit quantities.

Optimizing Complexity Measures for fMRI Data: Algorithm, Artifact, and Sensitivity

PubMed Central

Rubin, Denis; Fekete, Tomer; Mujica-Parodi, Lilianne R.

2013-01-01

Introduction Complexity in the brain has been well-documented at both neuronal and hemodynamic scales, with increasing evidence supporting its use in sensitively differentiating between mental states and disorders. However, application of complexity measures to fMRI time-series, which are short, sparse, and have low signal/noise, requires careful modality-specific optimization. Methods Here we use both simulated and real data to address two fundamental issues: choice of algorithm and degree/type of signal processing. Methods were evaluated with regard to resilience to acquisition artifacts common to fMRI as well as detection sensitivity. Detection sensitivity was quantified in terms of grey-white matter contrast and overlap with activation. We additionally investigated the variation of complexity with activation and emotional content, optimal task length, and the degree to which results scaled with scanner using the same paradigm with two 3T magnets made by different manufacturers. Methods for evaluating complexity were: power spectrum, structure function, wavelet decomposition, second derivative, rescaled range, Higuchi’s estimate of fractal dimension, aggregated variance, and detrended fluctuation analysis. To permit direct comparison across methods, all results were normalized to Hurst exponents. Results Power-spectrum, Higuchi’s fractal dimension, and generalized Hurst exponent based estimates were most successful by all criteria; the poorest-performing measures were wavelet, detrended fluctuation analysis, aggregated variance, and rescaled range. Conclusions Functional MRI data have artifacts that interact with complexity calculations in nontrivially distinct ways compared to other physiological data (such as EKG, EEG) for which these measures are typically used. Our results clearly demonstrate that decisions regarding choice of algorithm, signal processing, time-series length, and scanner have a significant impact on the reliability and sensitivity of complexity estimates. PMID:23700424

Asymptotic Distribution of the Likelihood Ratio Test Statistic for Sphericity of Complex Multivariate Normal Distribution.

DTIC Science & Technology

1981-08-01

RATIO TEST STATISTIC FOR SPHERICITY OF COMPLEX MULTIVARIATE NORMAL DISTRIBUTION* C. Fang P. R. Krishnaiah B. N. Nagarsenker** August 1981 Technical...and their applications in time sEries, the reader is referred to Krishnaiah (1976). Motivated by the applications in the area of inference on multiple...for practical purposes. Here, we note that Krishnaiah , Lee and Chang (1976) approxi- mated the null distribution of certain power of the likeli

When 'solutions of yesterday become problems of today': crisis-ridden decision making in a complex adaptive system (CAS)--the Additional Duty Hours Allowance in Ghana.

PubMed

Agyepong, Irene Akua; Kodua, Augustina; Adjei, Sam; Adam, Taghreed

2012-10-01

Implementation of policies (decisions) in the health sector is sometimes defeated by the system's response to the policy itself. This can lead to counter-intuitive, unanticipated, or more modest effects than expected by those who designed the policy. The health sector fits the characteristics of complex adaptive systems (CAS) and complexity is at the heart of this phenomenon. Anticipating both positive and negative effects of policy decisions, understanding the interests, power and interaction between multiple actors; and planning for the delayed and distal impact of policy decisions are essential for effective decision making in CAS. Failure to appreciate these elements often leads to a series of reductionist approach interventions or 'fixes'. This in turn can initiate a series of negative feedback loops that further complicates the situation over time. In this paper we use a case study of the Additional Duty Hours Allowance (ADHA) policy in Ghana to illustrate these points. Using causal loop diagrams, we unpack the intended and unintended effects of the policy and how these effects evolved over time. The overall goal is to advance our understanding of decision making in complex adaptive systems; and through this process identify some essential elements in formulating, updating and implementing health policy that can help to improve attainment of desired outcomes and minimize negative unintended effects.

Magnetic storms and solar flares: can be analysed within similar mathematical framework with other extreme events?

NASA Astrophysics Data System (ADS)

Balasis, Georgios; Potirakis, Stelios M.; Papadimitriou, Constantinos; Zitis, Pavlos I.; Eftaxias, Konstantinos

2015-04-01

The field of study of complex systems considers that the dynamics of complex systems are founded on universal principles that may be used to describe a great variety of scientific and technological approaches of different types of natural, artificial, and social systems. We apply concepts of the nonextensive statistical physics, on time-series data of observable manifestations of the underlying complex processes ending up to different extreme events, in order to support the suggestion that a dynamical analogy characterizes the generation of a single magnetic storm, solar flare, earthquake (in terms of pre-seismic electromagnetic signals) , epileptic seizure, and economic crisis. The analysis reveals that all the above mentioned different extreme events can be analyzed within similar mathematical framework. More precisely, we show that the populations of magnitudes of fluctuations included in all the above mentioned pulse-like-type time series follow the traditional Gutenberg-Richter law as well as a nonextensive model for earthquake dynamics, with similar nonextensive q-parameter values. Moreover, based on a multidisciplinary statistical analysis we show that the extreme events are characterized by crucial common symptoms, namely: (i) high organization, high compressibility, low complexity, high information content; (ii) strong persistency; and (iii) existence of clear preferred direction of emerged activities. These symptoms clearly discriminate the appearance of the extreme events under study from the corresponding background noise.

Reconstruction method for data protection in telemedicine systems

NASA Astrophysics Data System (ADS)

Buldakova, T. I.; Suyatinov, S. I.

2015-03-01

In the report the approach to protection of transmitted data by creation of pair symmetric keys for the sensor and the receiver is offered. Since biosignals are unique for each person, their corresponding processing allows to receive necessary information for creation of cryptographic keys. Processing is based on reconstruction of the mathematical model generating time series that are diagnostically equivalent to initial biosignals. Information about the model is transmitted to the receiver, where the restoration of physiological time series is performed using the reconstructed model. Thus, information about structure and parameters of biosystem model received in the reconstruction process can be used not only for its diagnostics, but also for protection of transmitted data in telemedicine complexes.

Convergent Cross Mapping: Basic concept, influence of estimation parameters and practical application.

PubMed

Schiecke, Karin; Pester, Britta; Feucht, Martha; Leistritz, Lutz; Witte, Herbert

2015-01-01

In neuroscience, data are typically generated from neural network activity. Complex interactions between measured time series are involved, and nothing or only little is known about the underlying dynamic system. Convergent Cross Mapping (CCM) provides the possibility to investigate nonlinear causal interactions between time series by using nonlinear state space reconstruction. Aim of this study is to investigate the general applicability, and to show potentials and limitation of CCM. Influence of estimation parameters could be demonstrated by means of simulated data, whereas interval-based application of CCM on real data could be adapted for the investigation of interactions between heart rate and specific EEG components of children with temporal lobe epilepsy.

Multi-scale clustering of functional data with application to hydraulic gradients in wetlands

USGS Publications Warehouse

Greenwood, Mark C.; Sojda, Richard S.; Sharp, Julia L.; Peck, Rory G.; Rosenberry, Donald O.

2011-01-01

A new set of methods are developed to perform cluster analysis of functions, motivated by a data set consisting of hydraulic gradients at several locations distributed across a wetland complex. The methods build on previous work on clustering of functions, such as Tarpey and Kinateder (2003) and Hitchcock et al. (2007), but explore functions generated from an additive model decomposition (Wood, 2006) of the original time se- ries. Our decomposition targets two aspects of the series, using an adaptive smoother for the trend and circular spline for the diurnal variation in the series. Different measures for comparing locations are discussed, including a method for efficiently clustering time series that are of different lengths using a functional data approach. The complicated nature of these wetlands are highlighted by the shifting group memberships depending on which scale of variation and year of the study are considered.

Topological properties of the limited penetrable horizontal visibility graph family

NASA Astrophysics Data System (ADS)

Wang, Minggang; Vilela, André L. M.; Du, Ruijin; Zhao, Longfeng; Dong, Gaogao; Tian, Lixin; Stanley, H. Eugene

2018-05-01

The limited penetrable horizontal visibility graph algorithm was recently introduced to map time series in complex networks. In this work, we extend this algorithm to create a directed-limited penetrable horizontal visibility graph and an image-limited penetrable horizontal visibility graph. We define two algorithms and provide theoretical results on the topological properties of these graphs associated with different types of real-value series. We perform several numerical simulations to check the accuracy of our theoretical results. Finally, we present an application of the directed-limited penetrable horizontal visibility graph to measure real-value time series irreversibility and an application of the image-limited penetrable horizontal visibility graph that discriminates noise from chaos. We also propose a method to measure the systematic risk using the image-limited penetrable horizontal visibility graph, and the empirical results show the effectiveness of our proposed algorithms.

Large scale magmatic event, magnetic anomalies and ore exploration in northern Norway

NASA Astrophysics Data System (ADS)

Pastore, Z.; Church, N. S.; ter Maat, G. W.; Michels, A.; McEnroe, S. A.; Fichler, C.; Larsen, R. B.

2016-12-01

More than 17000 km3of igneous melts intruded into the deep crust at ca. 560-580 Ma and formed the Seiland Igneous Province (SIP), the largest complex of mafic and ultramafic intrusions in northern Fennoscandia. The original emplacement of the SIP is matter of current discussion. The SIP is now located within the Kalak Nappe Complex (KNC), a part of the Middle Allochthon of the North Norwegian Caledonides. The province is believed to represent a cross section of the deep plumbing system of a large igneous province and it is known for its layered intrusions sharing geological features with large ore-forming exploration provinces. In this study we investigate one of the four major ultramafic complexes of the province, the Reinfjord Complex. This was emplaced during three magmatic events in a time span of 4 Ma, and consists in a cylindrically zoned complex with a slightly younger dunite core (Central Series) surrounded by wehrlite and lherzolite dominated series (Upper and Lower Layered Series). Sulphides are present throughout the complex, and an electromagnetic survey identified a Ni-Cu-and a PGE reef deposit within the dunite, 100 meters below the surface. This discovery increased the ore potential of the complex and subsequently 4 deep drill cores were made. High-resolution magnetic helicopter survey was later followed up with ground magnetic and gravity surveys. Extensive sampling of surface rocks and drill cores were made to measure the rock-magnetic and physical properties of the samples and to explore the subsurface structure of the complex. Here, we developed a magnetic model for the Reinfjord complex integrating petrophysical data from both oriented surface samples and from the deep drill cores, with the new ground magnetic, and helicopter data (SkyTEM survey). A 3D model of the geometry of the ultramafic intrusion is presented and a refinement of the geological interpretation of the Reinfjord ultramafic intrusion.

Driving factors of interactions between the exchange rate market and the commodity market: A wavelet-based complex network perspective

NASA Astrophysics Data System (ADS)

Wen, Shaobo; An, Haizhong; Chen, Zhihua; Liu, Xueyong

2017-08-01

In traditional econometrics, a time series must be in a stationary sequence. However, it usually shows time-varying fluctuations, and it remains a challenge to execute a multiscale analysis of the data and discover the topological characteristics of conduction in different scales. Wavelet analysis and complex networks in physical statistics have special advantages in solving these problems. We select the exchange rate variable from the Chinese market and the commodity price index variable from the world market as the time series of our study. We explore the driving factors behind the behavior of the two markets and their topological characteristics in three steps. First, we use the Kalman filter to find the optimal estimation of the relationship between the two markets. Second, wavelet analysis is used to extract the scales of the relationship that are driven by different frequency wavelets. Meanwhile, we search for the actual economic variables corresponding to different frequency wavelets. Finally, a complex network is used to search for the transfer characteristics of the combination of states driven by different frequency wavelets. The results show that statistical physics have a unique advantage over traditional econometrics. The Chinese market has time-varying impacts on the world market: it has greater influence when the world economy is stable and less influence in times of turmoil. The process of forming the state combination is random. Transitions between state combinations have a clustering feature. Based on these characteristics, we can effectively reduce the information burden on investors and correctly respond to the government's policy mix.

Quantitative Assessment of Arrhythmia Using Non-linear Approach: A Non-invasive Prognostic Tool

NASA Astrophysics Data System (ADS)

Chakraborty, Monisha; Ghosh, Dipak

2017-12-01

Accurate prognostic tool to identify severity of Arrhythmia is yet to be investigated, owing to the complexity of the ECG signal. In this paper, we have shown that quantitative assessment of Arrhythmia is possible using non-linear technique based on "Hurst Rescaled Range Analysis". Although the concept of applying "non-linearity" for studying various cardiac dysfunctions is not entirely new, the novel objective of this paper is to identify the severity of the disease, monitoring of different medicine and their dose, and also to assess the efficiency of different medicine. The approach presented in this work is simple which in turn will help doctors in efficient disease management. In this work, Arrhythmia ECG time series are collected from MIT-BIH database. Normal ECG time series are acquired using POLYPARA system. Both time series are analyzed in thelight of non-linear approach following the method "Rescaled Range Analysis". The quantitative parameter, "Fractal Dimension" (D) is obtained from both types of time series. The major finding is that Arrhythmia ECG poses lower values of D as compared to normal. Further, this information can be used to access the severity of Arrhythmia quantitatively, which is a new direction of prognosis as well as adequate software may be developed for the use of medical practice.

Quantitative Assessment of Arrhythmia Using Non-linear Approach: A Non-invasive Prognostic Tool

NASA Astrophysics Data System (ADS)

Chakraborty, Monisha; Ghosh, Dipak

2018-04-01

Accurate prognostic tool to identify severity of Arrhythmia is yet to be investigated, owing to the complexity of the ECG signal. In this paper, we have shown that quantitative assessment of Arrhythmia is possible using non-linear technique based on "Hurst Rescaled Range Analysis". Although the concept of applying "non-linearity" for studying various cardiac dysfunctions is not entirely new, the novel objective of this paper is to identify the severity of the disease, monitoring of different medicine and their dose, and also to assess the efficiency of different medicine. The approach presented in this work is simple which in turn will help doctors in efficient disease management. In this work, Arrhythmia ECG time series are collected from MIT-BIH database. Normal ECG time series are acquired using POLYPARA system. Both time series are analyzed in thelight of non-linear approach following the method "Rescaled Range Analysis". The quantitative parameter, "Fractal Dimension" (D) is obtained from both types of time series. The major finding is that Arrhythmia ECG poses lower values of D as compared to normal. Further, this information can be used to access the severity of Arrhythmia quantitatively, which is a new direction of prognosis as well as adequate software may be developed for the use of medical practice.

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.

A 20-year period of orthotopic liver transplantation activity in a single center: a time series analysis performed using the R Statistical Software.

PubMed

Santori, G; Andorno, E; Morelli, N; Casaccia, M; Bottino, G; Di Domenico, S; Valente, U

2009-05-01

In many Western countries a "minimum volume rule" policy has been adopted as a quality measure for complex surgical procedures. In Italy, the National Transplant Centre set the minimum number of orthotopic liver transplantation (OLT) procedures/y at 25/center. OLT procedures performed in a single center for a reasonably large period may be treated as a time series to evaluate trend, seasonal cycles, and nonsystematic fluctuations. Between January 1, 1987 and December 31, 2006, we performed 563 cadaveric donor OLTs to adult recipients. During 2007, there were another 28 procedures. The greatest numbers of OLTs/y were performed in 2001 (n = 51), 2005 (n = 50), and 2004 (n = 49). A time series analysis performed using R Statistical Software (Foundation for Statistical Computing, Vienna, Austria), a free software environment for statistical computing and graphics, showed an incremental trend after exponential smoothing as well as after seasonal decomposition. The predicted OLT/mo for 2007 calculated with the Holt-Winters exponential smoothing applied to the previous period 1987-2006 helped to identify the months where there was a major difference between predicted and performed procedures. The time series approach may be helpful to establish a minimum volume/y at a single-center level.

Multi-Temporal Interferometry to Investigate Landslide Dynamics in a Tropical Urban Environment: Focus on Bukavu (DR Congo)

NASA Astrophysics Data System (ADS)

Monsieurs, E.; Dille, A.; Nobile, A.; d'Oreye, N.; Kervyn, F.; Dewitte, O.

2017-12-01

Landslides can lead to high impacts in less developed countries, particularly in some urban tropical environments where a combination of intense rainfall, active tectonics, steep topography and high population density can be found. However, the processes controlling landslides initiation and their evolution through time remains poorly understood. Here we show the relevance of the use of multi-temporal differential SAR interferometry (DInSAR) to characterize ground deformations associated to landslides in the rapidly expanding city of Bukavu (DR Congo). A series of 70 COSMO-SkyMed SAR images acquired between March 2015 and April 2016 with a mean revisiting time of 8 days were used to produce displacement rate maps and ground deformation time series using the Small Baseline Subset approach. Results show that various landslide processes of different ages, mechanisms and state of activity can be identified across Bukavu city. InSAR ground deformation maps reveal for instance the complexity of a large (1.5 km²) active slide affecting a densely inhabited slum neighbourhood and characterized by the presence of sectors moving at different rates (ranging from 10 mm/yr up to 75 mm/yr in LOS direction). The evaluation of the ground deformations captured by DInSAR through a two-step validation procedure combining Differential GPS measurements and field observations attested the reliability of the measurements as well as the capability of the technique to grasp the deformation pattern affecting this complex tropical-urban environment. However, longer time series will be needed to infer landside response to climate, seismic and anthropogenic activities.

Fuzzy fractals, chaos, and noise

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

Zardecki, A.

1997-05-01

To distinguish between chaotic and noisy processes, the authors analyze one- and two-dimensional chaotic mappings, supplemented by the additive noise terms. The predictive power of a fuzzy rule-based system allows one to distinguish ergodic and chaotic time series: in an ergodic series the likelihood of finding large numbers is small compared to the likelihood of finding them in a chaotic series. In the case of two dimensions, they consider the fractal fuzzy sets whose {alpha}-cuts are fractals, arising in the context of a quadratic mapping in the extended complex plane. In an example provided by the Julia set, the conceptmore » of Hausdorff dimension enables one to decide in favor of chaotic or noisy evolution.« less

A Study on Carbon Fiber (Long Fiber) Reinforced Copper Matrix Composite

DTIC Science & Technology

1990-03-30

complex may be coke phosphate, 7 EDTA, NTA, tartrate , citrate, etc. added by proper amount of op series activating agent. It has the following property...significantly improved. Discharge with large current is proper in order to reduce the time of electrodeposition, so acidity cupric sulphate solution is

Effects of Noun Phrase Type on Sentence Complexity

ERIC Educational Resources Information Center

Gordon, Peter C.; Hendrick, Randall; Johnson, Marcus

2004-01-01

A series of self-paced reading time experiments was performed to assess how characteristics of noun phrases (NPs) contribute to the difference in processing difficulty between object- and subject-extracted relative clauses. Structural semantic characteristics of the NP in the embedded clause (definite vs. indefinite and definite vs. generic) did…

Modeling Noisy Data with Differential Equations Using Observed and Expected Matrices

ERIC Educational Resources Information Center

Deboeck, Pascal R.; Boker, Steven M.

2010-01-01

Complex intraindividual variability observed in psychology may be well described using differential equations. It is difficult, however, to apply differential equation models in psychological contexts, as time series are frequently short, poorly sampled, and have large proportions of measurement and dynamic error. Furthermore, current methods for…

Putting it altogether: improving performance in heart failure outcomes, part 2.

PubMed

Clancy, Thomas R

2009-09-01

As systems evolve over time, their natural tendency is to become increasingly more complex. Studies in the field of complex systems have generated new perspectives on management in social organizations such as hospitals. Much of this research appears as a natural extension of the cross-disciplinary field of systems theory. This is the 10th in a series of articles applying complex systems science to the traditional management concepts of planning, organizing, directing, coordinating, and controlling. As follow-up to the case study in this column's June 2009 article, this article highlights the interventions and outcomes of the study.

Orientational Order in Liquid Crystal Complexes Based on Lanthanides

NASA Astrophysics Data System (ADS)

Dobrun, L. A.; Kovshik, A. P.; Ryumtsev, E. I.; Kalinkin, A. A.

2018-04-01

In this study, we have for the first time determined the degree of an orientational order S for a series of liquid-crystal complexes based on lanthanides (Eu+3, Gd+3, Tb+3, Dy+3) with the same ligand composition in the temperature range of existence of the nematic phase by using experimental refractometry results. We have also found an even-odd alternative S as number of protons in the ions complexing agent has consecutively increased. The obtained values of S have been compared with the corresponding degrees of order of the calamite organic liquid crystals.

Towards a novel look on low-frequency climate reconstructions

NASA Astrophysics Data System (ADS)

Kamenik, Christian; Goslar, Tomasz; Hicks, Sheila; Barnekow, Lena; Huusko, Antti

2010-05-01

Information on low-frequency (millennial to sub-centennial) climate change is often derived from sedimentary archives, such as peat profiles or lake sediments. Usually, these archives have non-annual and varying time resolution. Their dating is mainly based on radionuclides, which provide probabilistic age-depth relationships with complex error structures. Dating uncertainties impede the interpretation of sediment-based climate reconstructions. They complicate the calculation of time-dependent rates. In most cases, they make any calibration in time impossible. Sediment-based climate proxies are therefore often presented as a single, best-guess time series without proper calibration and error estimation. Errors along time and dating errors that propagate into the calculation of time-dependent rates are neglected. Our objective is to overcome the aforementioned limitations by using a 'swarm' or 'ensemble' of reconstructions instead of a single best-guess. The novelty of our approach is to take into account age-depth uncertainties by permuting through a large number of potential age-depth relationships of the archive of interest. For each individual permutation we can then calculate rates, calibrate proxies in time, and reconstruct the climate-state variable of interest. From the resulting swarm of reconstructions, we can derive realistic estimates of even complex error structures. The likelihood of reconstructions is visualized by a grid of two-dimensional kernels that take into account probabilities along time and the climate-state variable of interest simultaneously. For comparison and regional synthesis, likelihoods can be scored against other independent climate time series.

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

Scale effects on information theory-based measures applied to streamflow patterns in two rural watersheds

NASA Astrophysics Data System (ADS)

Pan, Feng; Pachepsky, Yakov A.; Guber, Andrey K.; McPherson, Brian J.; Hill, Robert L.

2012-01-01

SummaryUnderstanding streamflow patterns in space and time is important for improving flood and drought forecasting, water resources management, and predictions of ecological changes. Objectives of this work include (a) to characterize the spatial and temporal patterns of streamflow using information theory-based measures at two thoroughly-monitored agricultural watersheds located in different hydroclimatic zones with similar land use, and (b) to elucidate and quantify temporal and spatial scale effects on those measures. We selected two USDA experimental watersheds to serve as case study examples, including the Little River experimental watershed (LREW) in Tifton, Georgia and the Sleepers River experimental watershed (SREW) in North Danville, Vermont. Both watersheds possess several nested sub-watersheds and more than 30 years of continuous data records of precipitation and streamflow. Information content measures (metric entropy and mean information gain) and complexity measures (effective measure complexity and fluctuation complexity) were computed based on the binary encoding of 5-year streamflow and precipitation time series data. We quantified patterns of streamflow using probabilities of joint or sequential appearances of the binary symbol sequences. Results of our analysis illustrate that information content measures of streamflow time series are much smaller than those for precipitation data, and the streamflow data also exhibit higher complexity, suggesting that the watersheds effectively act as filters of the precipitation information that leads to the observed additional complexity in streamflow measures. Correlation coefficients between the information-theory-based measures and time intervals are close to 0.9, demonstrating the significance of temporal scale effects on streamflow patterns. Moderate spatial scale effects on streamflow patterns are observed with absolute values of correlation coefficients between the measures and sub-watershed area varying from 0.2 to 0.6 in the two watersheds. We conclude that temporal effects must be evaluated and accounted for when the information theory-based methods are used for performance evaluation and comparison of hydrological models.

Localized motion in random matrix decomposition of complex financial systems

NASA Astrophysics Data System (ADS)

Jiang, Xiong-Fei; Zheng, Bo; Ren, Fei; Qiu, Tian

2017-04-01

With the random matrix theory, we decompose the multi-dimensional time series of complex financial systems into a set of orthogonal eigenmode functions, which are classified into the market mode, sector mode, and random mode. In particular, the localized motion generated by the business sectors, plays an important role in financial systems. Both the business sectors and their impact on the stock market are identified from the localized motion. We clarify that the localized motion induces different characteristics of the time correlations for the stock-market index and individual stocks. With a variation of a two-factor model, we reproduce the return-volatility correlations of the eigenmodes.

Complexity analyses show two distinct types of nonlinear dynamics in short heart period variability recordings

PubMed Central

Porta, Alberto; Bari, Vlasta; Marchi, Andrea; De Maria, Beatrice; Cysarz, Dirk; Van Leeuwen, Peter; Takahashi, Anielle C. M.; Catai, Aparecida M.; Gnecchi-Ruscone, Tomaso

2015-01-01

Two diverse complexity metrics quantifying time irreversibility and local prediction, in connection with a surrogate data approach, were utilized to detect nonlinear dynamics in short heart period (HP) variability series recorded in fetuses, as a function of the gestational period, and in healthy humans, as a function of the magnitude of the orthostatic challenge. The metrics indicated the presence of two distinct types of nonlinear HP dynamics characterized by diverse ranges of time scales. These findings stress the need to render more specific the analysis of nonlinear components of HP dynamics by accounting for different temporal scales. PMID:25806002

Detecting switching and intermittent causalities in time series

NASA Astrophysics Data System (ADS)

Zanin, Massimiliano; Papo, David

2017-04-01

During the last decade, complex network representations have emerged as a powerful instrument for describing the cross-talk between different brain regions both at rest and as subjects are carrying out cognitive tasks, in healthy brains and neurological pathologies. The transient nature of such cross-talk has nevertheless by and large been neglected, mainly due to the inherent limitations of some metrics, e.g., causality ones, which require a long time series in order to yield statistically significant results. Here, we present a methodology to account for intermittent causal coupling in neural activity, based on the identification of non-overlapping windows within the original time series in which the causality is strongest. The result is a less coarse-grained assessment of the time-varying properties of brain interactions, which can be used to create a high temporal resolution time-varying network. We apply the proposed methodology to the analysis of the brain activity of control subjects and alcoholic patients performing an image recognition task. Our results show that short-lived, intermittent, local-scale causality is better at discriminating both groups than global network metrics. These results highlight the importance of the transient nature of brain activity, at least under some pathological conditions.

'TIME': A Web Application for Obtaining Insights into Microbial Ecology Using Longitudinal Microbiome Data.

PubMed

Baksi, Krishanu D; Kuntal, Bhusan K; Mande, Sharmila S

2018-01-01

Realization of the importance of microbiome studies, coupled with the decreasing sequencing cost, has led to the exponential growth of microbiome data. A number of these microbiome studies have focused on understanding changes in the microbial community over time. Such longitudinal microbiome studies have the potential to offer unique insights pertaining to the microbial social networks as well as their responses to perturbations. In this communication, we introduce a web based framework called 'TIME' (Temporal Insights into Microbial Ecology'), developed specifically to obtain meaningful insights from microbiome time series data. The TIME web-server is designed to accept a wide range of popular formats as input with options to preprocess and filter the data. Multiple samples, defined by a series of longitudinal time points along with their metadata information, can be compared in order to interactively visualize the temporal variations. In addition to standard microbiome data analytics, the web server implements popular time series analysis methods like Dynamic time warping, Granger causality and Dickey Fuller test to generate interactive layouts for facilitating easy biological inferences. Apart from this, a new metric for comparing metagenomic time series data has been introduced to effectively visualize the similarities/differences in the trends of the resident microbial groups. Augmenting the visualizations with the stationarity information pertaining to the microbial groups is utilized to predict the microbial competition as well as community structure. Additionally, the 'causality graph analysis' module incorporated in TIME allows predicting taxa that might have a higher influence on community structure in different conditions. TIME also allows users to easily identify potential taxonomic markers from a longitudinal microbiome analysis. We illustrate the utility of the web-server features on a few published time series microbiome data and demonstrate the ease with which it can be used to perform complex analysis.

Simulating the complex output of rainfall and hydrological processes using the information contained in large data sets: the Direct Sampling approach.

NASA Astrophysics Data System (ADS)

Oriani, Fabio

2017-04-01

The unpredictable nature of rainfall makes its estimation as much difficult as it is essential to hydrological applications. Stochastic simulation is often considered a convenient approach to asses the uncertainty of rainfall processes, but preserving their irregular behavior and variability at multiple scales is a challenge even for the most advanced techniques. In this presentation, an overview on the Direct Sampling technique [1] and its recent application to rainfall and hydrological data simulation [2, 3] is given. The algorithm, having its roots in multiple-point statistics, makes use of a training data set to simulate the outcome of a process without inferring any explicit probability measure: the data are simulated in time or space by sampling the training data set where a sufficiently similar group of neighbor data exists. This approach allows preserving complex statistical dependencies at different scales with a good approximation, while reducing the parameterization to the minimum. The straights and weaknesses of the Direct Sampling approach are shown through a series of applications to rainfall and hydrological data: from time-series simulation to spatial rainfall fields conditioned by elevation or a climate scenario. In the era of vast databases, is this data-driven approach a valid alternative to parametric simulation techniques? [1] Mariethoz G., Renard P., and Straubhaar J. (2010), The Direct Sampling method to perform multiple-point geostatistical simulations, Water. Rerous. Res., 46(11), http://dx.doi.org/10.1029/2008WR007621 [2] Oriani F., Straubhaar J., Renard P., and Mariethoz G. (2014), Simulation of rainfall time series from different climatic regions using the direct sampling technique, Hydrol. Earth Syst. Sci., 18, 3015-3031, http://dx.doi.org/10.5194/hess-18-3015-2014 [3] Oriani F., Borghi A., Straubhaar J., Mariethoz G., Renard P. (2016), Missing data simulation inside flow rate time-series using multiple-point statistics, Environ. Model. Softw., vol. 86, pp. 264 - 276, http://dx.doi.org/10.1016/j.envsoft.2016.10.002

Complex time series analysis of PM10 and PM2.5 for a coastal site using artificial neural network modelling and k-means clustering

NASA Astrophysics Data System (ADS)

Elangasinghe, M. A.; Singhal, N.; Dirks, K. N.; Salmond, J. A.; Samarasinghe, S.

2014-09-01

This paper uses artificial neural networks (ANN), combined with k-means clustering, to understand the complex time series of PM10 and PM2.5 concentrations at a coastal location of New Zealand based on data from a single site. Out of available meteorological parameters from the network (wind speed, wind direction, solar radiation, temperature, relative humidity), key factors governing the pattern of the time series concentrations were identified through input sensitivity analysis performed on the trained neural network model. The transport pathways of particulate matter under these key meteorological parameters were further analysed through bivariate concentration polar plots and k-means clustering techniques. The analysis shows that the external sources such as marine aerosols and local sources such as traffic and biomass burning contribute equally to the particulate matter concentrations at the study site. These results are in agreement with the results of receptor modelling by the Auckland Council based on Positive Matrix Factorization (PMF). Our findings also show that contrasting concentration-wind speed relationships exist between marine aerosols and local traffic sources resulting in very noisy and seemingly large random PM10 concentrations. The inclusion of cluster rankings as an input parameter to the ANN model showed a statistically significant (p < 0.005) improvement in the performance of the ANN time series model and also showed better performance in picking up high concentrations. For the presented case study, the correlation coefficient between observed and predicted concentrations improved from 0.77 to 0.79 for PM2.5 and from 0.63 to 0.69 for PM10 and reduced the root mean squared error (RMSE) from 5.00 to 4.74 for PM2.5 and from 6.77 to 6.34 for PM10. The techniques presented here enable the user to obtain an understanding of potential sources and their transport characteristics prior to the implementation of costly chemical analysis techniques or advanced air dispersion models.

Finite element techniques in computational time series analysis of turbulent flows

NASA Astrophysics Data System (ADS)

Horenko, I.

2009-04-01

In recent years there has been considerable increase of interest in the mathematical modeling and analysis of complex systems that undergo transitions between several phases or regimes. Such systems can be found, e.g., in weather forecast (transitions between weather conditions), climate research (ice and warm ages), computational drug design (conformational transitions) and in econometrics (e.g., transitions between different phases of the market). In all cases, the accumulation of sufficiently detailed time series has led to the formation of huge databases, containing enormous but still undiscovered treasures of information. However, the extraction of essential dynamics and identification of the phases is usually hindered by the multidimensional nature of the signal, i.e., the information is "hidden" in the time series. The standard filtering approaches (like f.~e. wavelets-based spectral methods) have in general unfeasible numerical complexity in high-dimensions, other standard methods (like f.~e. Kalman-filter, MVAR, ARCH/GARCH etc.) impose some strong assumptions about the type of the underlying dynamics. Approach based on optimization of the specially constructed regularized functional (describing the quality of data description in terms of the certain amount of specified models) will be introduced. Based on this approach, several new adaptive mathematical methods for simultaneous EOF/SSA-like data-based dimension reduction and identification of hidden phases in high-dimensional time series will be presented. The methods exploit the topological structure of the analysed data an do not impose severe assumptions on the underlying dynamics. Special emphasis will be done on the mathematical assumptions and numerical cost of the constructed methods. The application of the presented methods will be first demonstrated on a toy example and the results will be compared with the ones obtained by standard approaches. The importance of accounting for the mathematical assumptions used in the analysis will be pointed up in this example. Finally, applications to analysis of meteorological and climate data will be presented.

Minimum complexity echo state network.

PubMed

Rodan, Ali; Tino, Peter

2011-01-01

Reservoir computing (RC) refers to a new class of state-space models with a fixed state transition structure (the reservoir) and an adaptable readout form the state space. The reservoir is supposed to be sufficiently complex so as to capture a large number of features of the input stream that can be exploited by the reservoir-to-output readout mapping. The field of RC has been growing rapidly with many successful applications. However, RC has been criticized for not being principled enough. Reservoir construction is largely driven by a series of randomized model-building stages, with both researchers and practitioners having to rely on a series of trials and errors. To initialize a systematic study of the field, we concentrate on one of the most popular classes of RC methods, namely echo state network, and ask: What is the minimal complexity of reservoir construction for obtaining competitive models and what is the memory capacity (MC) of such simplified reservoirs? On a number of widely used time series benchmarks of different origin and characteristics, as well as by conducting a theoretical analysis we show that a simple deterministically constructed cycle reservoir is comparable to the standard echo state network methodology. The (short-term) MC of linear cyclic reservoirs can be made arbitrarily close to the proved optimal value.

Sympathetic blocks for the treatment of complex regional pain syndrome: A case series.

PubMed

Gungor, Semih; Aiyer, Rohit; Baykoca, Buse

2018-05-01

To present the successful treatment of complex regional pain syndrome type -1 utilizing sympathetic blocks. Severe pain interfering with activities of daily living and temporary disability secondary to complex regional pain syndrome. Complex regional pain syndrome type-1 with involvement of lower extremity (2 patients), and upper extremity (1 patient). We report the management of 3 patients with diagnosis of complex regional pain syndrome type-1 by early institution of sympathetic blocks for diagnostic and therapeutic purposes. All 3 patients were able to tolerate physical therapy only after adequate pain relief had been achieved with institution of sympathetic blocks. All 3 patients responded very favorably to sympathetic blocks with dramatic reversal of pathology. All patients reported almost complete resolution of pain, symptoms, and signs within 6 months duration after diagnosis of complex regional pain syndrome. All 3 patients were able to wean their pain medications and achieve normal activities of daily living without any significant limitations. All patients were able to return to full-time employment. Treatment options are limited and there is lack of high quality research regarding the efficacy of sympathetic blocks in the treatment of complex regional pain syndrome. As presented in this case series, sympathetic blocks maybe very effective in the treatment of complex regional pain syndrome in a subset of patients. Thus, early institution of sympathetic blocks should be considered in complex regional pain syndrome prior to physical therapy and consideration of more invasive pain management interventions.

Time-dependent scaling patterns in high frequency financial data

NASA Astrophysics Data System (ADS)

Nava, Noemi; Di Matteo, Tiziana; Aste, Tomaso

2016-10-01

We measure the influence of different time-scales on the intraday dynamics of financial markets. This is obtained by decomposing financial time series into simple oscillations associated with distinct time-scales. We propose two new time-varying measures of complexity: 1) an amplitude scaling exponent and 2) an entropy-like measure. We apply these measures to intraday, 30-second sampled prices of various stock market indices. Our results reveal intraday trends where different time-horizons contribute with variable relative amplitudes over the course of the trading day. Our findings indicate that the time series we analysed have a non-stationary multifractal nature with predominantly persistent behaviour at the middle of the trading session and anti-persistent behaviour at the opening and at the closing of the session. We demonstrate that these patterns are statistically significant, robust, reproducible and characteristic of each stock market. We argue that any modelling, analytics or trading strategy must take into account these non-stationary intraday scaling patterns.

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.

Big Data, Big Challenges: Implications for Chief Nurse Executives.

PubMed

Clancy, Thomas R; Reed, Laura

2016-03-01

As systems evolve over time, their natural tendency is to become increasingly more complex. Studies in the field of complex systems have generated new perspectives on the application of management strategies in health systems. Much of this research appears as a natural extension of the cross-disciplinary field of systems theory. In this edition, I begin a series of articles on the growing challenge faced by nurse administrators of finding value in the vast amounts of information collected by health systems today.

Non-Markovian properties and multiscale hidden Markovian network buried in single molecule time series

NASA Astrophysics Data System (ADS)

Sultana, Tahmina; Takagi, Hiroaki; Morimatsu, Miki; Teramoto, Hiroshi; Li, Chun-Biu; Sako, Yasushi; Komatsuzaki, Tamiki

2013-12-01

We present a novel scheme to extract a multiscale state space network (SSN) from single-molecule time series. The multiscale SSN is a type of hidden Markov model that takes into account both multiple states buried in the measurement and memory effects in the process of the observable whenever they exist. Most biological systems function in a nonstationary manner across multiple timescales. Combined with a recently established nonlinear time series analysis based on information theory, a simple scheme is proposed to deal with the properties of multiscale and nonstationarity for a discrete time series. We derived an explicit analytical expression of the autocorrelation function in terms of the SSN. To demonstrate the potential of our scheme, we investigated single-molecule time series of dissociation and association kinetics between epidermal growth factor receptor (EGFR) on the plasma membrane and its adaptor protein Ash/Grb2 (Grb2) in an in vitro reconstituted system. We found that our formula successfully reproduces their autocorrelation function for a wide range of timescales (up to 3 s), and the underlying SSNs change their topographical structure as a function of the timescale; while the corresponding SSN is simple at the short timescale (0.033-0.1 s), the SSN at the longer timescales (0.1 s to ˜3 s) becomes rather complex in order to capture multiscale nonstationary kinetics emerging at longer timescales. It is also found that visiting the unbound form of the EGFR-Grb2 system approximately resets all information of history or memory of the process.

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.

Time series regression model for infectious disease and weather.

PubMed

Imai, Chisato; Armstrong, Ben; Chalabi, Zaid; Mangtani, Punam; Hashizume, Masahiro

2015-10-01

Time series regression has been developed and long used to evaluate the short-term associations of air pollution and weather with mortality or morbidity of non-infectious diseases. The application of the regression approaches from this tradition to infectious diseases, however, is less well explored and raises some new issues. We discuss and present potential solutions for five issues often arising in such analyses: changes in immune population, strong autocorrelations, a wide range of plausible lag structures and association patterns, seasonality adjustments, and large overdispersion. The potential approaches are illustrated with datasets of cholera cases and rainfall from Bangladesh and influenza and temperature in Tokyo. Though this article focuses on the application of the traditional time series regression to infectious diseases and weather factors, we also briefly introduce alternative approaches, including mathematical modeling, wavelet analysis, and autoregressive integrated moving average (ARIMA) models. Modifications proposed to standard time series regression practice include using sums of past cases as proxies for the immune population, and using the logarithm of lagged disease counts to control autocorrelation due to true contagion, both of which are motivated from "susceptible-infectious-recovered" (SIR) models. The complexity of lag structures and association patterns can often be informed by biological mechanisms and explored by using distributed lag non-linear models. For overdispersed models, alternative distribution models such as quasi-Poisson and negative binomial should be considered. Time series regression can be used to investigate dependence of infectious diseases on weather, but may need modifying to allow for features specific to this context. Copyright © 2015 The Authors. Published by Elsevier Inc. All rights reserved.

Utilizing the Landsat spectral-temporal domain for improved mapping and monitoring of ecosystem state and dynamics

NASA Astrophysics Data System (ADS)

Pasquarella, Valerie J.

Just as the carbon dioxide observations that form the Keeling curve revolutionized the study of the global carbon cycle, free and open access to all available Landsat imagery is fundamentally changing how the Landsat record is being used to study ecosystems and ecological dynamics. This dissertation advances the use of Landsat time series for visualization, classification, and detection of changes in terrestrial ecological processes. More specifically, it includes new examples of how complex ecological patterns manifest in time series of Landsat observations, as well as novel approaches for detecting and quantifying these patterns. Exploration of the complexity of spectral-temporal patterns in the Landsat record reveals both seasonal variability and longer-term trajectories difficult to characterize using conventional bi-temporal or even annual observations. These examples provide empirical evidence of hypothetical ecosystem response functions proposed by Kennedy et al. (2014). Quantifying observed seasonal and phenological differences in the spectral reflectance of Massachusetts' forest communities by combining existing harmonic curve fitting and phenology detection algorithms produces stable feature sets that consistently out-performed more traditional approaches for detailed forest type classification. This study addresses the current lack of species-level forest data at Landsat resolutions, demonstrating the advantages of spectral-temporal features as classification inputs. Development of a targeted change detection method using transformations of time series data improves spatial and temporal information on the occurrence of flood events in landscapes actively modified by recovering North American beaver (Castor canadensis) populations. These results indicate the utility of the Landsat record for the study of species-habitat relationships, even in complex wetland environments. Overall, this dissertation confirms the value of the Landsat archive as a continuous record of terrestrial ecosystem state and dynamics. Given the global coverage of remote sensing datasets, the time series visualization and analysis approaches presented here can be extended to other areas. These approaches will also be improved by more frequent collection of moderate resolution imagery, as planned by the Landsat and Sentinel-2 programs. In the modern era of global environmental change, use of the Landsat spectral-temporal domain presents new and exciting opportunities for the long-term large-scale study of ecosystem extent, composition, condition, and change.

Reactivity of molecular dioxygen towards a series of isostructural dichloroiron(III) complexes with tripodal tetraamine ligands: general access to mu-oxodiiron(III) complexes and effect of alpha-fluorination on the reaction kinetics.

PubMed

Thallaj, Nasser K; Rotthaus, Olaf; Benhamou, Leila; Humbert, Nicolas; Elhabiri, Mourad; Lachkar, Mohammed; Welter, Richard; Albrecht-Gary, Anne-Marie; Mandon, Dominique

2008-01-01

We have synthesized the mono, di-, and tri-alpha-fluoro ligands in the tris(2-pyridylmethyl)amine (TPA) series, namely, FTPA, F(2)TPA and F(3)TPA, respectively. Fluorination at the alpha-position of these nitrogen-containing tripods shifts the oxidation potential of the ligand by 45-70 mV per added fluorine atom. The crystal structures of the dichloroiron(II) complexes with FTPA and F(2)TPA reveal that the iron center lies in a distorted octahedral geometry comparable to that already found in TPAFeCl(2). All spectroscopic data indicate that the geometry is retained in solution. These three isostructural complexes all react with molecular dioxygen to yield stable mu-oxodiiron(III) complexes. Crystal structure analyses are reported for each of these three mu-oxo compounds. With TPA, a symmetrical structure is obtained for a dicationic compound with the tripod coordinated in the kappa(4)N coordination mode. With FTPA, the compound is a neutral mu-oxodiiron(III) complex with a kappa(3)N coordination mode of the ligand. Oxygenation of the F(2)TPA complex gave a neutral unsymmetrical compound, the structure of which is reminiscent of that already found with the trifluorinated ligand. On reduction, all mu-oxodiiron(III) complexes revert to the starting iron(II) species. The oxygenation reaction parallels the well-known formation of mu-oxo derivatives from dioxygen in the chemistry of porphyrins reported almost three decades ago. The striking feature of the series of iron(II) precursors is the effect of the ligand on the kinetics of oxygenation of the complexes. Whereas the parent complex undergoes 90 % conversion over 40 h, the monofluorinated ligand provides a complex that has fully reacted after 30 h, whereas the reaction time for the complex with the difluorinated ligand is only 10 h. Analysis of the spectroscopic data reveals that formation of the mu-oxo complexes proceeds in two distinct reversible kinetic steps with k(1) approximately 10 k(2). For TPAFeCl(2) and FTPAFeCl(2) only small variations in the k(1) and k(2) values are observed. By contrast, F(2)TPAFeCl(2) exhibits k(1) and k(2) values that are ten times higher. These differences in kinetics are interpreted in the light of structural and electronic effects, especially the Lewis acidity at the metal center. Our results suggest coordination of dioxygen as an initial step in the process leading to formation of mu-oxodiiron(III) compounds, by contrast with an unlikely outer-sphere reduction of dioxygen, which generally occurs at negative potentials.

Complex Landscape Terms in Seri

ERIC Educational Resources Information Center

O'Meara, Carolyn; Bohnemeyer, Jurgen

2008-01-01

The nominal lexicon of Seri is characterized by a prevalence of analytical descriptive terms. We explore the consequences of this typological trait in the landscape domain. The complex landscape terms of Seri classify geographic entities in terms of their material make-up and spatial properties such as shape, orientation, and merological…

Centrality measures in temporal networks with time series analysis

NASA Astrophysics Data System (ADS)

Huang, Qiangjuan; Zhao, Chengli; Zhang, Xue; Wang, Xiaojie; Yi, Dongyun

2017-05-01

The study of identifying important nodes in networks has a wide application in different fields. However, the current researches are mostly based on static or aggregated networks. Recently, the increasing attention to networks with time-varying structure promotes the study of node centrality in temporal networks. In this paper, we define a supra-evolution matrix to depict the temporal network structure. With using of the time series analysis, the relationships between different time layers can be learned automatically. Based on the special form of the supra-evolution matrix, the eigenvector centrality calculating problem is turned into the calculation of eigenvectors of several low-dimensional matrices through iteration, which effectively reduces the computational complexity. Experiments are carried out on two real-world temporal networks, Enron email communication network and DBLP co-authorship network, the results of which show that our method is more efficient at discovering the important nodes than the common aggregating method.

Simple Deterministically Constructed Recurrent Neural Networks

NASA Astrophysics Data System (ADS)

Rodan, Ali; Tiňo, Peter

A large number of models for time series processing, forecasting or modeling follows a state-space formulation. Models in the specific class of state-space approaches, referred to as Reservoir Computing, fix their state-transition function. The state space with the associated state transition structure forms a reservoir, which is supposed to be sufficiently complex so as to capture a large number of features of the input stream that can be potentially exploited by the reservoir-to-output readout mapping. The largely "black box" character of reservoirs prevents us from performing a deeper theoretical investigation of the dynamical properties of successful reservoirs. Reservoir construction is largely driven by a series of (more-or-less) ad-hoc randomized model building stages, with both the researchers and practitioners having to rely on a series of trials and errors. We show that a very simple deterministically constructed reservoir with simple cycle topology gives performances comparable to those of the Echo State Network (ESN) on a number of time series benchmarks. Moreover, we argue that the memory capacity of such a model can be made arbitrarily close to the proved theoretical limit.

Dynamics and complexity of body temperature in preterm infants nursed in incubators

PubMed Central

Jost, Kerstin; Pramana, Isabelle; Delgado-Eckert, Edgar; Kumar, Nitin; Datta, Alexandre N.; Frey, Urs; Schulzke, Sven M.

2017-01-01

Background Poor control of body temperature is associated with mortality and major morbidity in preterm infants. We aimed to quantify its dynamics and complexity to evaluate whether indices from fluctuation analyses of temperature time series obtained within the first five days of life are associated with gestational age (GA) and body size at birth, and presence and severity of typical comorbidities of preterm birth. Methods We recorded 3h-time series of body temperature using a skin electrode in incubator-nursed preterm infants. We calculated mean and coefficient of variation of body temperature, scaling exponent alpha (Talpha) derived from detrended fluctuation analysis, and sample entropy (TSampEn) of temperature fluctuations. Data were analysed by multilevel multivariable linear regression. Results Data of satisfactory technical quality were obtained from 285/357 measurements (80%) in 73/90 infants (81%) with a mean (range) GA of 30.1 (24.0–34.0) weeks. We found a positive association of Talpha with increasing levels of respiratory support after adjusting for GA and birth weight z-score (p<0.001; R2 = 0.38). Conclusion Dynamics and complexity of body temperature in incubator-nursed preterm infants show considerable associations with GA and respiratory morbidity. Talpha may be a useful marker of autonomic maturity and severity of disease in preterm infants. PMID:28448569

Statistical inference approach to structural reconstruction of complex networks from binary time series

NASA Astrophysics Data System (ADS)

Ma, Chuang; Chen, Han-Shuang; Lai, Ying-Cheng; Zhang, Hai-Feng

2018-02-01

Complex networks hosting binary-state dynamics arise in a variety of contexts. In spite of previous works, to fully reconstruct the network structure from observed binary data remains challenging. We articulate a statistical inference based approach to this problem. In particular, exploiting the expectation-maximization (EM) algorithm, we develop a method to ascertain the neighbors of any node in the network based solely on binary data, thereby recovering the full topology of the network. A key ingredient of our method is the maximum-likelihood estimation of the probabilities associated with actual or nonexistent links, and we show that the EM algorithm can distinguish the two kinds of probability values without any ambiguity, insofar as the length of the available binary time series is reasonably long. Our method does not require any a priori knowledge of the detailed dynamical processes, is parameter-free, and is capable of accurate reconstruction even in the presence of noise. We demonstrate the method using combinations of distinct types of binary dynamical processes and network topologies, and provide a physical understanding of the underlying reconstruction mechanism. Our statistical inference based reconstruction method contributes an additional piece to the rapidly expanding "toolbox" of data based reverse engineering of complex networked systems.

Quantification of scaling exponents and dynamical complexity of microwave refractivity in a tropical climate

NASA Astrophysics Data System (ADS)

Fuwape, Ibiyinka A.; Ogunjo, Samuel T.

2016-12-01

Radio refractivity index is used to quantify the effect of atmospheric parameters in communication systems. Scaling and dynamical complexities of radio refractivity across different climatic zones of Nigeria have been studied. Scaling property of the radio refractivity across Nigeria was estimated from the Hurst Exponent obtained using two different scaling methods namely: The Rescaled Range (R/S) and the detrended fluctuation analysis(DFA). The delay vector variance (DVV), Largest Lyapunov Exponent (λ1) and Correlation Dimension (D2) methods were used to investigate nonlinearity and the results confirm the presence of deterministic nonlinear profile in the radio refractivity time series. The recurrence quantification analysis (RQA) was used to quantify the degree of chaoticity in the radio refractivity across the different climatic zones. RQA was found to be a good measure for identifying unique fingerprint and signature of chaotic time series data. Microwave radio refractivity was found to be persistent and chaotic in all the study locations. The dynamics of radio refractivity increases in complexity and chaoticity from the Coastal region towards the Sahelian climate. The design, development and deployment of robust and reliable microwave communication link in the region will be greatly affected by the chaotic nature of radio refractivity in the region.

Statistical inference approach to structural reconstruction of complex networks from binary time series.

PubMed

Ma, Chuang; Chen, Han-Shuang; Lai, Ying-Cheng; Zhang, Hai-Feng

2018-02-01

Complex networks hosting binary-state dynamics arise in a variety of contexts. In spite of previous works, to fully reconstruct the network structure from observed binary data remains challenging. We articulate a statistical inference based approach to this problem. In particular, exploiting the expectation-maximization (EM) algorithm, we develop a method to ascertain the neighbors of any node in the network based solely on binary data, thereby recovering the full topology of the network. A key ingredient of our method is the maximum-likelihood estimation of the probabilities associated with actual or nonexistent links, and we show that the EM algorithm can distinguish the two kinds of probability values without any ambiguity, insofar as the length of the available binary time series is reasonably long. Our method does not require any a priori knowledge of the detailed dynamical processes, is parameter-free, and is capable of accurate reconstruction even in the presence of noise. We demonstrate the method using combinations of distinct types of binary dynamical processes and network topologies, and provide a physical understanding of the underlying reconstruction mechanism. Our statistical inference based reconstruction method contributes an additional piece to the rapidly expanding "toolbox" of data based reverse engineering of complex networked systems.

Dynamics and complexity of body temperature in preterm infants nursed in incubators.

PubMed

Jost, Kerstin; Pramana, Isabelle; Delgado-Eckert, Edgar; Kumar, Nitin; Datta, Alexandre N; Frey, Urs; Schulzke, Sven M

2017-01-01

Poor control of body temperature is associated with mortality and major morbidity in preterm infants. We aimed to quantify its dynamics and complexity to evaluate whether indices from fluctuation analyses of temperature time series obtained within the first five days of life are associated with gestational age (GA) and body size at birth, and presence and severity of typical comorbidities of preterm birth. We recorded 3h-time series of body temperature using a skin electrode in incubator-nursed preterm infants. We calculated mean and coefficient of variation of body temperature, scaling exponent alpha (Talpha) derived from detrended fluctuation analysis, and sample entropy (TSampEn) of temperature fluctuations. Data were analysed by multilevel multivariable linear regression. Data of satisfactory technical quality were obtained from 285/357 measurements (80%) in 73/90 infants (81%) with a mean (range) GA of 30.1 (24.0-34.0) weeks. We found a positive association of Talpha with increasing levels of respiratory support after adjusting for GA and birth weight z-score (p<0.001; R2 = 0.38). Dynamics and complexity of body temperature in incubator-nursed preterm infants show considerable associations with GA and respiratory morbidity. Talpha may be a useful marker of autonomic maturity and severity of disease in preterm infants.

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.

Protein kinase A catalytic subunit primed for action: Time-lapse crystallography of Michaelis complex formation

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

Das, Amit; Gerlits, Oksana O.; Parks, Jerry M.

The catalytic subunit of the cyclic AMP-dependent protein kinase A (PKAc) catalyzes the transfer of the γ-phosphate of bound Mg 2ATP to a serine or threonine residue of a protein substrate. Here, time-lapse X-ray crystallography was used to capture a series of complexes of PKAc with an oligopeptide substrate and unreacted Mg 2ATP, including the Michaelis complex, that reveal important geometric rearrangements in and near the active site preceding the phosphoryl transfer reaction. Contrary to the prevailing view, Mg 2+ binds first to the M1 site as a complex with ATP and is followed by Mg 2+ binding to themore » M2 site. Furthermore, the target serine hydroxyl of the peptide substrate rotates away from the active site toward the bulk solvent, which breaks the hydrogen bond with D166. In conclusion, the serine hydroxyl of the substrate rotates back toward D166 to form the Michaelis complex with the active site primed for phosphoryl transfer.« less

Protein kinase A catalytic subunit primed for action: Time-lapse crystallography of Michaelis complex formation

DOE PAGES

Das, Amit; Gerlits, Oksana O.; Parks, Jerry M.; ...

2015-11-12

The catalytic subunit of the cyclic AMP-dependent protein kinase A (PKAc) catalyzes the transfer of the γ-phosphate of bound Mg 2ATP to a serine or threonine residue of a protein substrate. Here, time-lapse X-ray crystallography was used to capture a series of complexes of PKAc with an oligopeptide substrate and unreacted Mg 2ATP, including the Michaelis complex, that reveal important geometric rearrangements in and near the active site preceding the phosphoryl transfer reaction. Contrary to the prevailing view, Mg 2+ binds first to the M1 site as a complex with ATP and is followed by Mg 2+ binding to themore » M2 site. Furthermore, the target serine hydroxyl of the peptide substrate rotates away from the active site toward the bulk solvent, which breaks the hydrogen bond with D166. In conclusion, the serine hydroxyl of the substrate rotates back toward D166 to form the Michaelis complex with the active site primed for phosphoryl transfer.« less

Possible signatures of dissipation from time-series analysis techniques using a turbulent laboratory magnetohydrodynamic plasma

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

Schaffner, D. A.; Brown, M. R.; Rock, A. B.

The frequency spectrum of magnetic fluctuations as measured on the Swarthmore Spheromak Experiment is broadband and exhibits a nearly Kolmogorov 5/3 scaling. It features a steepening region which is indicative of dissipation of magnetic fluctuation energy similar to that observed in fluid and magnetohydrodynamic turbulence systems. Two non-spectrum based time-series analysis techniques are implemented on this data set in order to seek other possible signatures of turbulent dissipation beyond just the steepening of fluctuation spectra. Presented here are results for the flatness, permutation entropy, and statistical complexity, each of which exhibits a particular character at spectral steepening scales which canmore » then be compared to the behavior of the frequency spectrum.« less

Using entropy to cut complex time series

NASA Astrophysics Data System (ADS)

Mertens, David; Poncela Casasnovas, Julia; Spring, Bonnie; Amaral, L. A. N.

2013-03-01

Using techniques from statistical physics, physicists have modeled and analyzed human phenomena varying from academic citation rates to disease spreading to vehicular traffic jams. The last decade's explosion of digital information and the growing ubiquity of smartphones has led to a wealth of human self-reported data. This wealth of data comes at a cost, including non-uniform sampling and statistically significant but physically insignificant correlations. In this talk I present our work using entropy to identify stationary sub-sequences of self-reported human weight from a weight management web site. Our entropic approach-inspired by the infomap network community detection algorithm-is far less biased by rare fluctuations than more traditional time series segmentation techniques. Supported by the Howard Hughes Medical Institute

Optimizing Functional Network Representation of Multivariate Time Series

NASA Astrophysics Data System (ADS)

Zanin, Massimiliano; Sousa, Pedro; Papo, David; Bajo, Ricardo; García-Prieto, Juan; Pozo, Francisco Del; Menasalvas, Ernestina; Boccaletti, Stefano

2012-09-01

By combining complex network theory and data mining techniques, we provide objective criteria for optimization of the functional network representation of generic multivariate time series. In particular, we propose a method for the principled selection of the threshold value for functional network reconstruction from raw data, and for proper identification of the network's indicators that unveil the most discriminative information on the system for classification purposes. We illustrate our method by analysing networks of functional brain activity of healthy subjects, and patients suffering from Mild Cognitive Impairment, an intermediate stage between the expected cognitive decline of normal aging and the more pronounced decline of dementia. We discuss extensions of the scope of the proposed methodology to network engineering purposes, and to other data mining tasks.

DNAism: exploring genomic datasets on the web with Horizon Charts.

PubMed

Rio Deiros, David; Gibbs, Richard A; Rogers, Jeffrey

2016-01-27

Computational biologists daily face the need to explore massive amounts of genomic data. New visualization techniques can help researchers navigate and understand these big data. Horizon Charts are a relatively new visualization method that, under the right circumstances, maximizes data density without losing graphical perception. Horizon Charts have been successfully applied to understand multi-metric time series data. We have adapted an existing JavaScript library (Cubism) that implements Horizon Charts for the time series domain so that it works effectively with genomic datasets. We call this new library DNAism. Horizon Charts can be an effective visual tool to explore complex and large genomic datasets. Researchers can use our library to leverage these techniques to extract additional insights from their own datasets.

Optimizing Functional Network Representation of Multivariate Time Series

PubMed Central

Zanin, Massimiliano; Sousa, Pedro; Papo, David; Bajo, Ricardo; García-Prieto, Juan; Pozo, Francisco del; Menasalvas, Ernestina; Boccaletti, Stefano

2012-01-01

By combining complex network theory and data mining techniques, we provide objective criteria for optimization of the functional network representation of generic multivariate time series. In particular, we propose a method for the principled selection of the threshold value for functional network reconstruction from raw data, and for proper identification of the network's indicators that unveil the most discriminative information on the system for classification purposes. We illustrate our method by analysing networks of functional brain activity of healthy subjects, and patients suffering from Mild Cognitive Impairment, an intermediate stage between the expected cognitive decline of normal aging and the more pronounced decline of dementia. We discuss extensions of the scope of the proposed methodology to network engineering purposes, and to other data mining tasks. PMID:22953051

Visualization of Time-Series Sensor Data to Inform the Design of Just-In-Time Adaptive Stress Interventions.

PubMed

Sharmin, Moushumi; Raij, Andrew; Epstien, David; Nahum-Shani, Inbal; Beck, J Gayle; Vhaduri, Sudip; Preston, Kenzie; Kumar, Santosh

2015-09-01

We investigate needs, challenges, and opportunities in visualizing time-series sensor data on stress to inform the design of just-in-time adaptive interventions (JITAIs). We identify seven key challenges: massive volume and variety of data, complexity in identifying stressors, scalability of space, multifaceted relationship between stress and time, a need for representation at multiple granularities, interperson variability, and limited understanding of JITAI design requirements due to its novelty. We propose four new visualizations based on one million minutes of sensor data (n=70). We evaluate our visualizations with stress researchers (n=6) to gain first insights into its usability and usefulness in JITAI design. Our results indicate that spatio-temporal visualizations help identify and explain between- and within-person variability in stress patterns and contextual visualizations enable decisions regarding the timing, content, and modality of intervention. Interestingly, a granular representation is considered informative but noise-prone; an abstract representation is the preferred starting point for designing JITAIs.

Long-term monitoring of river basins: strengths and weaknesses, opportunities and threats

NASA Astrophysics Data System (ADS)

Howden, N. J. K.; Burt, T. P.

2016-12-01

In a world where equilibrium is more and more uncommon, monitoring is an essential way to discover whether undesirable change is taking place. Monitoring requires a deliberate plan of action: the regular collection and processing of information. Long-term data reveal important patterns, allowing trends, cycles, and rare events to be identified. This is particularly important for complex systems where signals may be subtle and slow to emerge. Moreover, very long data sets are essential to test hypotheses undreamt of at the time the monitoring was started. This overview includes long time series from UK river basins showing how hydrology and water quality have changed over time - and continue to change. An important conclusion is the long time frame of system recovery, well beyond the normal lifetime of individual governments or research grants. At a time of increasing hydroclimatic variability, long time series remain crucially important; in particular, continuity of observations is vital at key benchmark sites.

Visualization of Time-Series Sensor Data to Inform the Design of Just-In-Time Adaptive Stress Interventions

PubMed Central

Sharmin, Moushumi; Raij, Andrew; Epstien, David; Nahum-Shani, Inbal; Beck, J. Gayle; Vhaduri, Sudip; Preston, Kenzie; Kumar, Santosh

2015-01-01

We investigate needs, challenges, and opportunities in visualizing time-series sensor data on stress to inform the design of just-in-time adaptive interventions (JITAIs). We identify seven key challenges: massive volume and variety of data, complexity in identifying stressors, scalability of space, multifaceted relationship between stress and time, a need for representation at multiple granularities, interperson variability, and limited understanding of JITAI design requirements due to its novelty. We propose four new visualizations based on one million minutes of sensor data (n=70). We evaluate our visualizations with stress researchers (n=6) to gain first insights into its usability and usefulness in JITAI design. Our results indicate that spatio-temporal visualizations help identify and explain between- and within-person variability in stress patterns and contextual visualizations enable decisions regarding the timing, content, and modality of intervention. Interestingly, a granular representation is considered informative but noise-prone; an abstract representation is the preferred starting point for designing JITAIs. PMID:26539566

Use of a Tracing Task to Assess Visuomotor Performance: Effects of Age, Sex, and Handedness

PubMed Central

2013-01-01

Background. Visuomotor abnormalities are common in aging and age-related disease, yet difficult to quantify. This study investigated the effects of healthy aging, sex, and handedness on the performance of a tracing task. Participants (n = 150, aged 21–95 years, 75 females) used a stylus to follow a moving target around a circle on a tablet computer with their dominant and nondominant hands. Participants also performed the Trail Making Test (a measure of executive function). Methods. Deviations from the circular path were computed to derive an “error” time series. For each time series, absolute mean, variance, and complexity index (a proposed measure of system functionality and adaptability) were calculated. Using the moving target and stylus coordinates, the percentage of task time within the target region and the cumulative micropause duration (a measure of motion continuity) were computed. Results. All measures showed significant effects of aging (p < .0005). Post hoc age group comparisons showed that with increasing age, the absolute mean and variance of the error increased, complexity index decreased, percentage of time within the target region decreased, and cumulative micropause duration increased. Only complexity index showed a significant difference between dominant versus nondominant hands within each age group (p < .0005). All measures showed relationships to the Trail Making Test (p < .05). Conclusions. Measures derived from a tracing task identified performance differences in healthy individuals as a function of age, sex, and handedness. Studies in populations with specific neuromotor syndromes are warranted to test the utility of measures based on the dynamics of tracking a target as a clinical assessment tool. PMID:23388876

Nonlinear temperature effects on multifractal complexity of metabolic rate of mice

PubMed Central

Bogdanovich, Jose M.; Bozinovic, Francisco

2016-01-01

Complex physiological dynamics have been argued to be a signature of healthy physiological function. Here we test whether the complexity of metabolic rate fluctuations in small endotherms decreases with lower environmental temperatures. To do so, we examine the multifractal temporal scaling properties of the rate of change in oxygen consumption r(VO2), in the laboratory mouse Mus musculus, assessing their long range correlation properties across seven different environmental temperatures, ranging from 0 °C to 30 °C. To do so, we applied multifractal detrended fluctuation analysis (MF-DFA), finding that r(VO2) fluctuations show two scaling regimes. For small time scales below the crossover time (approximately 102 s), either monofractal or weak multifractal dynamics are observed depending on whether Ta < 15 °C or Ta > 15 °C respectively. For larger time scales, r(VO2) fluctuations are characterized by an asymptotic scaling exponent that indicates multifractal anti-persistent or uncorrelated dynamics. For both scaling regimes, a generalization of the multiplicative cascade model provides very good fits for the Renyi exponents τ(q), showing that the infinite number of exponents h(q) can be described by only two independent parameters, a and b. We also show that the long-range correlation structure of r(VO2) time series differs from randomly shuffled series, and may not be explained as an artifact of stochastic sampling of a linear frequency spectrum. These results show that metabolic rate dynamics in a well studied micro-endotherm are consistent with a highly non-linear feedback control system. PMID:27781179

Nonlinear temperature effects on multifractal complexity of metabolic rate of mice.

PubMed

Labra, Fabio A; Bogdanovich, Jose M; Bozinovic, Francisco

2016-01-01

Complex physiological dynamics have been argued to be a signature of healthy physiological function. Here we test whether the complexity of metabolic rate fluctuations in small endotherms decreases with lower environmental temperatures. To do so, we examine the multifractal temporal scaling properties of the rate of change in oxygen consumption r ( VO 2 ), in the laboratory mouse Mus musculus , assessing their long range correlation properties across seven different environmental temperatures, ranging from 0 °C to 30 °C. To do so, we applied multifractal detrended fluctuation analysis (MF-DFA), finding that r(VO 2 ) fluctuations show two scaling regimes. For small time scales below the crossover time (approximately 10 2 s), either monofractal or weak multifractal dynamics are observed depending on whether T a < 15 °C or T a > 15 °C respectively. For larger time scales, r(VO 2 ) fluctuations are characterized by an asymptotic scaling exponent that indicates multifractal anti-persistent or uncorrelated dynamics. For both scaling regimes, a generalization of the multiplicative cascade model provides very good fits for the Renyi exponents τ ( q ), showing that the infinite number of exponents h(q) can be described by only two independent parameters, a and b . We also show that the long-range correlation structure of r(VO 2 ) time series differs from randomly shuffled series, and may not be explained as an artifact of stochastic sampling of a linear frequency spectrum. These results show that metabolic rate dynamics in a well studied micro-endotherm are consistent with a highly non-linear feedback control system.

Reconstructing Genetic Regulatory Networks Using Two-Step Algorithms with the Differential Equation Models of Neural Networks.

PubMed

Chen, Chi-Kan

2017-07-26

The identification of genetic regulatory networks (GRNs) provides insights into complex cellular processes. A class of recurrent neural networks (RNNs) captures the dynamics of GRN. Algorithms combining the RNN and machine learning schemes were proposed to reconstruct small-scale GRNs using gene expression time series. We present new GRN reconstruction methods with neural networks. The RNN is extended to a class of recurrent multilayer perceptrons (RMLPs) with latent nodes. Our methods contain two steps: the edge rank assignment step and the network construction step. The former assigns ranks to all possible edges by a recursive procedure based on the estimated weights of wires of RNN/RMLP (RE RNN /RE RMLP ), and the latter constructs a network consisting of top-ranked edges under which the optimized RNN simulates the gene expression time series. The particle swarm optimization (PSO) is applied to optimize the parameters of RNNs and RMLPs in a two-step algorithm. The proposed RE RNN -RNN and RE RMLP -RNN algorithms are tested on synthetic and experimental gene expression time series of small GRNs of about 10 genes. The experimental time series are from the studies of yeast cell cycle regulated genes and E. coli DNA repair genes. The unstable estimation of RNN using experimental time series having limited data points can lead to fairly arbitrary predicted GRNs. Our methods incorporate RNN and RMLP into a two-step structure learning procedure. Results show that the RE RMLP using the RMLP with a suitable number of latent nodes to reduce the parameter dimension often result in more accurate edge ranks than the RE RNN using the regularized RNN on short simulated time series. Combining by a weighted majority voting rule the networks derived by the RE RMLP -RNN using different numbers of latent nodes in step one to infer the GRN, the method performs consistently and outperforms published algorithms for GRN reconstruction on most benchmark time series. The framework of two-step algorithms can potentially incorporate with different nonlinear differential equation models to reconstruct the GRN.

Temporal Fine Structure and Applications to Cochlear Implants

ERIC Educational Resources Information Center

Li, Xing

2013-01-01

Complex broadband sounds are decomposed by the auditory filters into a series of relatively narrowband signals, each of which conveys information about the sound by time-varying features. The slow changes in the overall amplitude constitute envelope, while the more rapid events, such as zero crossings, constitute temporal fine structure (TFS).…

Assessing the Effectiveness of a Computer Simulation for Teaching Ecological Experimental Design

ERIC Educational Resources Information Center

Stafford, Richard; Goodenough, Anne E.; Davies, Mark S.

2010-01-01

Designing manipulative ecological experiments is a complex and time-consuming process that is problematic to teach in traditional undergraduate classes. This study investigates the effectiveness of using a computer simulation--the Virtual Rocky Shore (VRS)--to facilitate rapid, student-centred learning of experimental design. We gave a series of…

Linking market interaction intensity of 3D Ising type financial model with market volatility

NASA Astrophysics Data System (ADS)

Fang, Wen; Ke, Jinchuan; Wang, Jun; Feng, Ling

2016-11-01

Microscopic interaction models in physics have been used to investigate the complex phenomena of economic systems. The simple interactions involved can lead to complex behaviors and help the understanding of mechanisms in the financial market at a systemic level. This article aims to develop a financial time series model through 3D (three-dimensional) Ising dynamic system which is widely used as an interacting spins model to explain the ferromagnetism in physics. Through Monte Carlo simulations of the financial model and numerical analysis for both the simulation return time series and historical return data of Hushen 300 (HS300) index in Chinese stock market, we show that despite its simplicity, this model displays stylized facts similar to that seen in real financial market. We demonstrate a possible underlying link between volatility fluctuations of real stock market and the change in interaction strengths of market participants in the financial model. In particular, our stochastic interaction strength in our model demonstrates that the real market may be consistently operating near the critical point of the system.

Complexity and multifractal behaviors of multiscale-continuum percolation financial system for Chinese stock markets

NASA Astrophysics Data System (ADS)

Zeng, Yayun; Wang, Jun; Xu, Kaixuan

2017-04-01

A new financial agent-based time series model is developed and investigated by multiscale-continuum percolation system, which can be viewed as an extended version of continuum percolation system. In this financial model, for different parameters of proportion and density, two Poisson point processes (where the radii of points represent the ability of receiving or transmitting information among investors) are applied to model a random stock price process, in an attempt to investigate the fluctuation dynamics of the financial market. To validate its effectiveness and rationality, we compare the statistical behaviors and the multifractal behaviors of the simulated data derived from the proposed model with those of the real stock markets. Further, the multiscale sample entropy analysis is employed to study the complexity of the returns, and the cross-sample entropy analysis is applied to measure the degree of asynchrony of return autocorrelation time series. The empirical results indicate that the proposed financial model can simulate and reproduce some significant characteristics of the real stock markets to a certain extent.

Statistical robustness of machine-learning estimates for characterizing a groundwater-surface water system, Southland, New Zealand

NASA Astrophysics Data System (ADS)

Friedel, M. J.; Daughney, C.

2016-12-01

The development of a successful surface-groundwater management strategy depends on the quality of data provided for analysis. This study evaluates the statistical robustness when using a modified self-organizing map (MSOM) technique to estimate missing values for three hypersurface models: synoptic groundwater-surface water hydrochemistry, time-series of groundwater-surface water hydrochemistry, and mixed-survey (combination of groundwater-surface water hydrochemistry and lithologies) hydrostratigraphic unit data. These models of increasing complexity are developed and validated based on observations from the Southland region of New Zealand. In each case, the estimation method is sufficiently robust to cope with groundwater-surface water hydrochemistry vagaries due to sample size and extreme data insufficiency, even when >80% of the data are missing. The estimation of surface water hydrochemistry time series values enabled the evaluation of seasonal variation, and the imputation of lithologies facilitated the evaluation of hydrostratigraphic controls on groundwater-surface water interaction. The robust statistical results for groundwater-surface water models of increasing data complexity provide justification to apply the MSOM technique in other regions of New Zealand and abroad.

Quantifying the behavior of price dynamics at opening time in stock market

NASA Astrophysics Data System (ADS)

Ochiai, Tomoshiro; Takada, Hideyuki; Nacher, Jose C.

2014-11-01

The availability of huge volume of financial data has offered the possibility for understanding the markets as a complex system characterized by several stylized facts. Here we first show that the time evolution of the Japan’s Nikkei stock average index (Nikkei 225) futures follows the resistance and breaking-acceleration effects when the complete time series data is analyzed. However, in stock markets there are periods where no regular trades occur between the close of the market on one day and the next day’s open. To examine these time gaps we decompose the time series data into opening time and intermediate time. Our analysis indicates that for the intermediate time, both the resistance and the breaking-acceleration effects are still observed. However, for the opening time there are almost no resistance and breaking-acceleration effects, and volatility is always constantly high. These findings highlight unique dynamic differences between stock markets and forex market and suggest that current risk management strategies may need to be revised to address the absence of these dynamic effects at the opening time.

Multifractal analysis and the NYHA index

NASA Astrophysics Data System (ADS)

Muñoz-Diosdado, A.; Ramírez-Hernández, L.; Aguilar-Molina, A. M.; Zamora-Justo, J. A.; Gutiérrez-Calleja, R. A.; Virgilio-González, C. D.

2014-11-01

We did multifractal analysis of heartbeat interval time series of healthy persons and patients with congestive heart failure (CHF). To analyze circadian rhythm variations we analyzed time series of 24 hours records and segments of six hours when the subject is asleep and segments of six hours when is awake. A decrease in the multifractality degree occurs in the heartbeat interval time series of CHF patients. This multifractality loss is associated with the width reduction of the spectrum and the complexity loss of the signal. Multifractal spectra of healthy persons are right skewed, but the spectra of CHF patients tend to be symmetrical and in some cases are left skewed. To determine the therapy for CHF patients, cardiologists use an index proposed by the NYHA (New York Heart Association). There is a correlation between this index and the multifractal analysis parameters, i.e. while higher is the NYHA index the width of the multifractal spectrum is lower and it is also more symmetrical. In contrast, patients with NYHA index equal to 1 have multifractal parameters similar to those of healthy subjects.

Multifractal surrogate-data generation algorithm that preserves pointwise Hölder regularity structure, with initial applications to turbulence

NASA Astrophysics Data System (ADS)

Keylock, C. J.

2017-03-01

An algorithm is described that can generate random variants of a time series while preserving the probability distribution of original values and the pointwise Hölder regularity. Thus, it preserves the multifractal properties of the data. Our algorithm is similar in principle to well-known algorithms based on the preservation of the Fourier amplitude spectrum and original values of a time series. However, it is underpinned by a dual-tree complex wavelet transform rather than a Fourier transform. Our method, which we term the iterated amplitude adjusted wavelet transform can be used to generate bootstrapped versions of multifractal data, and because it preserves the pointwise Hölder regularity but not the local Hölder regularity, it can be used to test hypotheses concerning the presence of oscillating singularities in a time series, an important feature of turbulence and econophysics data. Because the locations of the data values are randomized with respect to the multifractal structure, hypotheses about their mutual coupling can be tested, which is important for the velocity-intermittency structure of turbulence and self-regulating processes.

From standard alpha-stable Lévy motions to horizontal visibility networks: dependence of multifractal and Laplacian spectrum

NASA Astrophysics Data System (ADS)

Zou, Hai-Long; Yu, Zu-Guo; Anh, Vo; Ma, Yuan-Lin

2018-05-01

In recent years, researchers have proposed several methods to transform time series (such as those of fractional Brownian motion) into complex networks. In this paper, we construct horizontal visibility networks (HVNs) based on the -stable Lévy motion. We aim to study the relations of multifractal and Laplacian spectrum of transformed networks on the parameters and of the -stable Lévy motion. First, we employ the sandbox algorithm to compute the mass exponents and multifractal spectrum to investigate the multifractality of these HVNs. Then we perform least squares fits to find possible relations of the average fractal dimension , the average information dimension and the average correlation dimension against using several methods of model selection. We also investigate possible dependence relations of eigenvalues and energy on , calculated from the Laplacian and normalized Laplacian operators of the constructed HVNs. All of these constructions and estimates will help us to evaluate the validity and usefulness of the mappings between time series and networks, especially between time series of -stable Lévy motions and HVNs.

Forecasting of monthly inflow and outflow currency using time series regression and ARIMAX: The Idul Fitri effect

NASA Astrophysics Data System (ADS)

Ahmad, Imam Safawi; Setiawan, Suhartono, Masun, Nunun Hilyatul

2015-12-01

Currency plays an important role in economic transactions of Indonesian society. In order to guarantee the availability of currency, Bank Indonesia needs to develop demand and supply planning of currency. The purpose of this study is to get model and predict inflow and outflow of currency in KPW BI Region IV (East Java) with ARIMA method, time series regression and ARIMAX. The data of monthly inflow and outflow is used of currency in KPW BI Surabaya, Malang, Kediri and Jember.The observation period starting from January 2003 to December 2014. Based on the smallest values of out-sample RMSE and SMAPE, ARIMA is the best model to predict the outflow of currency in KPW BI Surabaya and ARIMAX for KPW BI Malang, Kediri and Jember. The best forecasting model for inflow of currency in KPW BI Surabaya, Malang, Kediri and Jember chronologically as follows are calendar variation model, transfer function, ARIMA, and time series regression. These results indicates that the more complex models may not necessarily produce a more accurate forecast as the result of M3-Competition.

Simple versus complex models of trait evolution and stasis as a response to environmental change

NASA Astrophysics Data System (ADS)

Hunt, Gene; Hopkins, Melanie J.; Lidgard, Scott

2015-04-01

Previous analyses of evolutionary patterns, or modes, in fossil lineages have focused overwhelmingly on three simple models: stasis, random walks, and directional evolution. Here we use likelihood methods to fit an expanded set of evolutionary models to a large compilation of ancestor-descendant series of populations from the fossil record. In addition to the standard three models, we assess more complex models with punctuations and shifts from one evolutionary mode to another. As in previous studies, we find that stasis is common in the fossil record, as is a strict version of stasis that entails no real evolutionary changes. Incidence of directional evolution is relatively low (13%), but higher than in previous studies because our analytical approach can more sensitively detect noisy trends. Complex evolutionary models are often favored, overwhelmingly so for sequences comprising many samples. This finding is consistent with evolutionary dynamics that are, in reality, more complex than any of the models we consider. Furthermore, the timing of shifts in evolutionary dynamics varies among traits measured from the same series. Finally, we use our empirical collection of evolutionary sequences and a long and highly resolved proxy for global climate to inform simulations in which traits adaptively track temperature changes over time. When realistically calibrated, we find that this simple model can reproduce important aspects of our paleontological results. We conclude that observed paleontological patterns, including the prevalence of stasis, need not be inconsistent with adaptive evolution, even in the face of unstable physical environments.

Analysis of the ST-T complex of the electrocardiogram using the Karhunen--Loeve transform: adaptive monitoring and alternans detection

NASA Technical Reports Server (NTRS)

Laguna, P.; Moody, G. B.; Garcia, J.; Goldberger, A. L.; Mark, R. G.

1999-01-01

The Karhunen-Loeve transform (KLT) is applied to study the ventricular repolarisation period as reflected in the ST-T complex of the surface ECG. The KLT coefficients provide a sensitive means of quantitating ST-T shapes. A training set of ST-T complexes is used to derive a set of KLT basis vectors that permits representation of 90% of the signal energy using four KLT coefficients. As a truncated KLT expansion tends to favor representation of the signal over any additive noise, a time series of KLT coefficients obtained from successive ST-T complexes is better suited for representation of both medium-term variations (such as ischemic changes) and short-term variations (such as ST-T alternans) than discrete parameters such as the ST level or other local indices. For analysis of ischemic changes, an adaptive filter is described that can be used to estimate the KLT coefficient, yielding an increase in the signal-to-noise ratio of 10 dB (u = 0.1), with a convergence time of about three beats. A beat spectrum of the unfiltered KLT coefficient series is used for detection of ST-T alterans. These methods are illustrated with examples from the European ST-T Database. About 20% of records revealed quasi-periodic salvos of ischemic ST-T change episodes and another 20% exhibit repetitive, but not clearly periodic patterns of ST-T change episodes. About 5% of ischemic episodes were associated with ST-T alterans.

Reliability models applicable to space telescope solar array assembly system

NASA Technical Reports Server (NTRS)

Patil, S. A.

1986-01-01

A complex system may consist of a number of subsystems with several components in series, parallel, or combination of both series and parallel. In order to predict how well the system will perform, it is necessary to know the reliabilities of the subsystems and the reliability of the whole system. The objective of the present study is to develop mathematical models of the reliability which are applicable to complex systems. The models are determined by assuming k failures out of n components in a subsystem. By taking k = 1 and k = n, these models reduce to parallel and series models; hence, the models can be specialized to parallel, series combination systems. The models are developed by assuming the failure rates of the components as functions of time and as such, can be applied to processes with or without aging effects. The reliability models are further specialized to Space Telescope Solar Arrray (STSA) System. The STSA consists of 20 identical solar panel assemblies (SPA's). The reliabilities of the SPA's are determined by the reliabilities of solar cell strings, interconnects, and diodes. The estimates of the reliability of the system for one to five years are calculated by using the reliability estimates of solar cells and interconnects given n ESA documents. Aging effects in relation to breaks in interconnects are discussed.

Local processes and regional patterns - Interpreting a multi-decadal altimetry record of Greenland Ice Sheet changes

NASA Astrophysics Data System (ADS)

Csatho, B. M.; Schenk, A. F.; Babonis, G. S.; van den Broeke, M. R.; Kuipers Munneke, P.; van der Veen, C. J.; Khan, S. A.; Porter, D. F.

2016-12-01

This study presents a new, comprehensive reconstruction of Greenland Ice Sheet elevation changes, generated using the Surface Elevation And Change detection (SERAC) approach. 35-year long elevation-change time series (1980-2015) were obtained at more than 150,000 locations from observations acquired by NASA's airborne and spaceborne laser altimeters (ATM, LVIS, ICESat), PROMICE laser altimetry data (2007-2011) and a DEM covering the ice sheet margin derived from stereo aerial photographs (1970s-80s). After removing the effect of Glacial Isostatic Adjustment (GIA) and the elastic crustal response to changes in ice loading, the time series were partitioned into changes due to surface processes and ice dynamics and then converted into mass change histories. Using gridded products, we examined ice sheet elevation, and mass change patterns, and compared them with other estimates at different scales from individual outlet glaciers through large drainage basins, on to the entire ice sheet. Both the SERAC time series and the grids derived from these time series revealed significant spatial and temporal variations of dynamic mass loss and widespread intermittent thinning, indicating the complexity of ice sheet response to climate forcing. To investigate the regional and local controls of ice dynamics, we examined thickness change time series near outlet glacier grounding lines. Changes on most outlet glaciers were consistent with one or more episodes of dynamic thinning that propagates upstream from the glacier terminus. The spatial pattern of the onset, duration, and termination of these dynamic thinning events suggest a regional control, such as warming ocean and air temperatures. However, the intricate spatiotemporal pattern of dynamic thickness change suggests that, regardless of the forcing responsible for initial glacier acceleration and thinning, the response of individual glaciers is modulated by local conditions. We use statistical methods, such as principal component analysis and multivariate regression to analyze the dynamic ice-thickness change time series derived by SERAC and to investigate the primary forcings and controls on outlet glacier changes.

Spatio-temporal Event Classification using Time-series Kernel based Structured Sparsity

PubMed Central

Jeni, László A.; Lőrincz, András; Szabó, Zoltán; Cohn, Jeffrey F.; Kanade, Takeo

2016-01-01

In many behavioral domains, such as facial expression and gesture, sparse structure is prevalent. This sparsity would be well suited for event detection but for one problem. Features typically are confounded by alignment error in space and time. As a consequence, high-dimensional representations such as SIFT and Gabor features have been favored despite their much greater computational cost and potential loss of information. We propose a Kernel Structured Sparsity (KSS) method that can handle both the temporal alignment problem and the structured sparse reconstruction within a common framework, and it can rely on simple features. We characterize spatio-temporal events as time-series of motion patterns and by utilizing time-series kernels we apply standard structured-sparse coding techniques to tackle this important problem. We evaluated the KSS method using both gesture and facial expression datasets that include spontaneous behavior and differ in degree of difficulty and type of ground truth coding. KSS outperformed both sparse and non-sparse methods that utilize complex image features and their temporal extensions. In the case of early facial event classification KSS had 10% higher accuracy as measured by F1 score over kernel SVM methods1. PMID:27830214

Multivariable Time Series Prediction for the Icing Process on Overhead Power Transmission Line

PubMed Central

Li, Peng; Zhao, Na; Zhou, Donghua; Cao, Min; Li, Jingjie; Shi, Xinling

2014-01-01

The design of monitoring and predictive alarm systems is necessary for successful overhead power transmission line icing. Given the characteristics of complexity, nonlinearity, and fitfulness in the line icing process, a model based on a multivariable time series is presented here to predict the icing load of a transmission line. In this model, the time effects of micrometeorology parameters for the icing process have been analyzed. The phase-space reconstruction theory and machine learning method were then applied to establish the prediction model, which fully utilized the history of multivariable time series data in local monitoring systems to represent the mapping relationship between icing load and micrometeorology factors. Relevant to the characteristic of fitfulness in line icing, the simulations were carried out during the same icing process or different process to test the model's prediction precision and robustness. According to the simulation results for the Tao-Luo-Xiong Transmission Line, this model demonstrates a good accuracy of prediction in different process, if the prediction length is less than two hours, and would be helpful for power grid departments when deciding to take action in advance to address potential icing disasters. PMID:25136653

Density-based clustering: A 'landscape view' of multi-channel neural data for inference and dynamic complexity analysis.

PubMed

Baglietto, Gabriel; Gigante, Guido; Del Giudice, Paolo

2017-01-01

Two, partially interwoven, hot topics in the analysis and statistical modeling of neural data, are the development of efficient and informative representations of the time series derived from multiple neural recordings, and the extraction of information about the connectivity structure of the underlying neural network from the recorded neural activities. In the present paper we show that state-space clustering can provide an easy and effective option for reducing the dimensionality of multiple neural time series, that it can improve inference of synaptic couplings from neural activities, and that it can also allow the construction of a compact representation of the multi-dimensional dynamics, that easily lends itself to complexity measures. We apply a variant of the 'mean-shift' algorithm to perform state-space clustering, and validate it on an Hopfield network in the glassy phase, in which metastable states are largely uncorrelated from memories embedded in the synaptic matrix. In this context, we show that the neural states identified as clusters' centroids offer a parsimonious parametrization of the synaptic matrix, which allows a significant improvement in inferring the synaptic couplings from the neural activities. Moving to the more realistic case of a multi-modular spiking network, with spike-frequency adaptation inducing history-dependent effects, we propose a procedure inspired by Boltzmann learning, but extending its domain of application, to learn inter-module synaptic couplings so that the spiking network reproduces a prescribed pattern of spatial correlations; we then illustrate, in the spiking network, how clustering is effective in extracting relevant features of the network's state-space landscape. Finally, we show that the knowledge of the cluster structure allows casting the multi-dimensional neural dynamics in the form of a symbolic dynamics of transitions between clusters; as an illustration of the potential of such reduction, we define and analyze a measure of complexity of the neural time series.

Glucose time series complexity as a predictor of type 2 diabetes

PubMed Central

Rodríguez de Castro, Carmen; Vargas, Borja; García Delgado, Emilio; García Carretero, Rafael; Ruiz‐Galiana, Julián; Varela, Manuel

2016-01-01

Abstract Background Complexity analysis of glucose profile may provide valuable information about the gluco‐regulatory system. We hypothesized that a complexity metric (detrended fluctuation analysis, DFA) may have a prognostic value for the development of type 2 diabetes in patients at risk. Methods A total of 206 patients with any of the following risk factors (1) essential hypertension, (2) obesity or (3) a first‐degree relative with a diagnosis of diabetes were included in a survival analysis study for a diagnosis of new onset type 2 diabetes. At inclusion, a glucometry by means of a Continuous Glucose Monitoring System was performed, and DFA was calculated for a 24‐h glucose time series. Patients were then followed up every 6 months, controlling for the development of diabetes. Results In a median follow‐up of 18 months, there were 18 new cases of diabetes (58.5 cases/1000 patient‐years). DFA was a significant predictor for the development of diabetes, with ten events in the highest quartile versus one in the lowest (log‐rank test chi2 = 9, df = 1, p = 0.003), even after adjusting for other relevant clinical and biochemical variables. In a Cox model, the risk of diabetes development increased 2.8 times for every 0.1 DFA units. In a multivariate analysis, only fasting glucose, HbA1c and DFA emerged as significant factors. Conclusions Detrended fluctuation analysis significantly performed as a harbinger of type 2 diabetes development in a high‐risk population. Complexity analysis may help in targeting patients who could be candidates for intensified treatment. Copyright © 2016 The Authors. Diabetes/Metabolism Research and Reviews Published by John Wiley & Sons Ltd. PMID:27253149

Parameter Estimation in Epidemiology: from Simple to Complex Dynamics

NASA Astrophysics Data System (ADS)

Aguiar, Maíra; Ballesteros, Sebastién; Boto, João Pedro; Kooi, Bob W.; Mateus, Luís; Stollenwerk, Nico

2011-09-01

We revisit the parameter estimation framework for population biological dynamical systems, and apply it to calibrate various models in epidemiology with empirical time series, namely influenza and dengue fever. When it comes to more complex models like multi-strain dynamics to describe the virus-host interaction in dengue fever, even most recently developed parameter estimation techniques, like maximum likelihood iterated filtering, come to their computational limits. However, the first results of parameter estimation with data on dengue fever from Thailand indicate a subtle interplay between stochasticity and deterministic skeleton. The deterministic system on its own already displays complex dynamics up to deterministic chaos and coexistence of multiple attractors.

[Hepatic hemostasis with packing in complex abdominal traumatic lesions: indications and postoperative outcomes].

PubMed

Mazilu, O; Cnejevici, S; Stef, D; Istodor, A; Dabelea, C; Fluture, V

2009-01-01

The purpose of this study is to review our postoperative outcomes with liver packing in complex abdominal trauma. 76 liver trauma were admitted for operative procedures in the Surgical Department of City Hospital Timisoara between April 1994 - September 2009 and 16 cases were identified in our series as requiring liver packing. In all cases, this method was efficient, with no postoperative bleeding. In the same time, there were specific complications such as bile leak or abdominal collections. despite a second procedure for packs removal and the possibility for specific complications, liver packing is an efficient method for severe liver trauma or complex abdominal lesions.

OceanXtremes: Scalable Anomaly Detection in Oceanographic Time-Series

NASA Astrophysics Data System (ADS)

Wilson, B. D.; Armstrong, E. M.; Chin, T. M.; Gill, K. M.; Greguska, F. R., III; Huang, T.; Jacob, J. C.; Quach, N.

2016-12-01

The oceanographic community must meet the challenge to rapidly identify features and anomalies in complex and voluminous observations to further science and improve decision support. Given this data-intensive reality, we are developing an anomaly detection system, called OceanXtremes, powered by an intelligent, elastic Cloud-based analytic service backend that enables execution of domain-specific, multi-scale anomaly and feature detection algorithms across the entire archive of 15 to 30-year ocean science datasets.Our parallel analytics engine is extending the NEXUS system and exploits multiple open-source technologies: Apache Cassandra as a distributed spatial "tile" cache, Apache Spark for in-memory parallel computation, and Apache Solr for spatial search and storing pre-computed tile statistics and other metadata. OceanXtremes provides these key capabilities: Parallel generation (Spark on a compute cluster) of 15 to 30-year Ocean Climatologies (e.g. sea surface temperature or SST) in hours or overnight, using simple pixel averages or customizable Gaussian-weighted "smoothing" over latitude, longitude, and time; Parallel pre-computation, tiling, and caching of anomaly fields (daily variables minus a chosen climatology) with pre-computed tile statistics; Parallel detection (over the time-series of tiles) of anomalies or phenomena by regional area-averages exceeding a specified threshold (e.g. high SST in El Nino or SST "blob" regions), or more complex, custom data mining algorithms; Shared discovery and exploration of ocean phenomena and anomalies (facet search using Solr), along with unexpected correlations between key measured variables; Scalable execution for all capabilities on a hybrid Cloud, using our on-premise OpenStack Cloud cluster or at Amazon. The key idea is that the parallel data-mining operations will be run "near" the ocean data archives (a local "network" hop) so that we can efficiently access the thousands of files making up a three decade time-series. The presentation will cover the architecture of OceanXtremes, parallelization of the climatology computation and anomaly detection algorithms using Spark, example results for SST and other time-series, and parallel performance metrics.

An Efficient Pattern Mining Approach for Event Detection in Multivariate Temporal Data

PubMed Central

Batal, Iyad; Cooper, Gregory; Fradkin, Dmitriy; Harrison, James; Moerchen, Fabian; Hauskrecht, Milos

2015-01-01

This work proposes a pattern mining approach to learn event detection models from complex multivariate temporal data, such as electronic health records. We present Recent Temporal Pattern mining, a novel approach for efficiently finding predictive patterns for event detection problems. This approach first converts the time series data into time-interval sequences of temporal abstractions. It then constructs more complex time-interval patterns backward in time using temporal operators. We also present the Minimal Predictive Recent Temporal Patterns framework for selecting a small set of predictive and non-spurious patterns. We apply our methods for predicting adverse medical events in real-world clinical data. The results demonstrate the benefits of our methods in learning accurate event detection models, which is a key step for developing intelligent patient monitoring and decision support systems. PMID:26752800

Unusual Circularly Polarized and Aggregation-Induced Near-Infrared Phosphorescence of Helical Platinum(II) Complexes with Tetradentate Salen Ligands.

PubMed

Song, Jintong; Wang, Man; Zhou, Xiangge; Xiang, Haifeng

2018-05-17

A series of chiral and helical Pt II -Salen complexes with 1,1'-binaphthyl linkers were synthesized and characterized. Owing to the restriction of intramolecular motions of central 1,1'-binaphthyls, the complexes exhibit unusual near-infrared aggregation-induced phosphorescence (AIP). The (R)/(S) enantiopure complexes were characterized by X-ray diffraction, circular dichroism spectra, time-dependent density functional theory calculations, and circularly polarized luminescence (CPL). The present work explores the use of tetradentate ligands that can be easily prepared from commercially available enantiopure compounds, and the subsequent preparation of stable CPL-active square planar Pt II complexes with AIP effect that may have interest in many applications. © 2018 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim.

Network Analyses for Space-Time High Frequency Wind Data

NASA Astrophysics Data System (ADS)

Laib, Mohamed; Kanevski, Mikhail

2017-04-01

Recently, network science has shown an important contribution to the analysis, modelling and visualization of complex time series. Numerous existing methods have been proposed for constructing networks. This work studies spatio-temporal wind data by using networks based on the Granger causality test. Furthermore, a visual comparison is carried out with several frequencies of data and different size of moving window. The main attention is paid to the temporal evolution of connectivity intensity. The Hurst exponent is applied on the provided time series in order to explore if there is a long connectivity memory. The results explore the space time structure of wind data and can be applied to other environmental data. The used dataset presents a challenging case study. It consists of high frequency (10 minutes) wind data from 120 measuring stations in Switzerland, for a time period of 2012-2013. The distribution of stations covers different geomorphological zones and elevation levels. The results are compared with the Person correlation network as well.

Dangers and uses of cross-correlation in analyzing time series in perception, performance, movement, and neuroscience: The importance of constructing transfer function autoregressive models.

PubMed

Dean, Roger T; Dunsmuir, William T M

2016-06-01

Many articles on perception, performance, psychophysiology, and neuroscience seek to relate pairs of time series through assessments of their cross-correlations. Most such series are individually autocorrelated: they do not comprise independent values. Given this situation, an unfounded reliance is often placed on cross-correlation as an indicator of relationships (e.g., referent vs. response, leading vs. following). Such cross-correlations can indicate spurious relationships, because of autocorrelation. Given these dangers, we here simulated how and why such spurious conclusions can arise, to provide an approach to resolving them. We show that when multiple pairs of series are aggregated in several different ways for a cross-correlation analysis, problems remain. Finally, even a genuine cross-correlation function does not answer key motivating questions, such as whether there are likely causal relationships between the series. Thus, we illustrate how to obtain a transfer function describing such relationships, informed by any genuine cross-correlations. We illustrate the confounds and the meaningful transfer functions by two concrete examples, one each in perception and performance, together with key elements of the R software code needed. The approach involves autocorrelation functions, the establishment of stationarity, prewhitening, the determination of cross-correlation functions, the assessment of Granger causality, and autoregressive model development. Autocorrelation also limits the interpretability of other measures of possible relationships between pairs of time series, such as mutual information. We emphasize that further complexity may be required as the appropriate analysis is pursued fully, and that causal intervention experiments will likely also be needed.

Internal combustion engine control for series hybrid electric vehicles by parallel and distributed genetic programming/multiobjective genetic algorithms

NASA Astrophysics Data System (ADS)

Gladwin, D.; Stewart, P.; Stewart, J.

2011-02-01

This article addresses the problem of maintaining a stable rectified DC output from the three-phase AC generator in a series-hybrid vehicle powertrain. The series-hybrid prime power source generally comprises an internal combustion (IC) engine driving a three-phase permanent magnet generator whose output is rectified to DC. A recent development has been to control the engine/generator combination by an electronically actuated throttle. This system can be represented as a nonlinear system with significant time delay. Previously, voltage control of the generator output has been achieved by model predictive methods such as the Smith Predictor. These methods rely on the incorporation of an accurate system model and time delay into the control algorithm, with a consequent increase in computational complexity in the real-time controller, and as a necessity relies to some extent on the accuracy of the models. Two complementary performance objectives exist for the control system. Firstly, to maintain the IC engine at its optimal operating point, and secondly, to supply a stable DC supply to the traction drive inverters. Achievement of these goals minimises the transient energy storage requirements at the DC link, with a consequent reduction in both weight and cost. These objectives imply constant velocity operation of the IC engine under external load disturbances and changes in both operating conditions and vehicle speed set-points. In order to achieve these objectives, and reduce the complexity of implementation, in this article a controller is designed by the use of Genetic Programming methods in the Simulink modelling environment, with the aim of obtaining a relatively simple controller for the time-delay system which does not rely on the implementation of real time system models or time delay approximations in the controller. A methodology is presented to utilise the miriad of existing control blocks in the Simulink libraries to automatically evolve optimal control structures.

MOBBED: a computational data infrastructure for handling large collections of event-rich time series datasets in MATLAB

PubMed Central

Cockfield, Jeremy; Su, Kyungmin; Robbins, Kay A.

2013-01-01

Experiments to monitor human brain activity during active behavior record a variety of modalities (e.g., EEG, eye tracking, motion capture, respiration monitoring) and capture a complex environmental context leading to large, event-rich time series datasets. The considerable variability of responses within and among subjects in more realistic behavioral scenarios requires experiments to assess many more subjects over longer periods of time. This explosion of data requires better computational infrastructure to more systematically explore and process these collections. MOBBED is a lightweight, easy-to-use, extensible toolkit that allows users to incorporate a computational database into their normal MATLAB workflow. Although capable of storing quite general types of annotated data, MOBBED is particularly oriented to multichannel time series such as EEG that have event streams overlaid with sensor data. MOBBED directly supports access to individual events, data frames, and time-stamped feature vectors, allowing users to ask questions such as what types of events or features co-occur under various experimental conditions. A database provides several advantages not available to users who process one dataset at a time from the local file system. In addition to archiving primary data in a central place to save space and avoid inconsistencies, such a database allows users to manage, search, and retrieve events across multiple datasets without reading the entire dataset. The database also provides infrastructure for handling more complex event patterns that include environmental and contextual conditions. The database can also be used as a cache for expensive intermediate results that are reused in such activities as cross-validation of machine learning algorithms. MOBBED is implemented over PostgreSQL, a widely used open source database, and is freely available under the GNU general public license at http://visual.cs.utsa.edu/mobbed. Source and issue reports for MOBBED are maintained at http://vislab.github.com/MobbedMatlab/ PMID:24124417

MOBBED: a computational data infrastructure for handling large collections of event-rich time series datasets in MATLAB.

PubMed

Cockfield, Jeremy; Su, Kyungmin; Robbins, Kay A

2013-01-01

Experiments to monitor human brain activity during active behavior record a variety of modalities (e.g., EEG, eye tracking, motion capture, respiration monitoring) and capture a complex environmental context leading to large, event-rich time series datasets. The considerable variability of responses within and among subjects in more realistic behavioral scenarios requires experiments to assess many more subjects over longer periods of time. This explosion of data requires better computational infrastructure to more systematically explore and process these collections. MOBBED is a lightweight, easy-to-use, extensible toolkit that allows users to incorporate a computational database into their normal MATLAB workflow. Although capable of storing quite general types of annotated data, MOBBED is particularly oriented to multichannel time series such as EEG that have event streams overlaid with sensor data. MOBBED directly supports access to individual events, data frames, and time-stamped feature vectors, allowing users to ask questions such as what types of events or features co-occur under various experimental conditions. A database provides several advantages not available to users who process one dataset at a time from the local file system. In addition to archiving primary data in a central place to save space and avoid inconsistencies, such a database allows users to manage, search, and retrieve events across multiple datasets without reading the entire dataset. The database also provides infrastructure for handling more complex event patterns that include environmental and contextual conditions. The database can also be used as a cache for expensive intermediate results that are reused in such activities as cross-validation of machine learning algorithms. MOBBED is implemented over PostgreSQL, a widely used open source database, and is freely available under the GNU general public license at http://visual.cs.utsa.edu/mobbed. Source and issue reports for MOBBED are maintained at http://vislab.github.com/MobbedMatlab/

Study of Glycemic Variability Through Time Series Analyses (Detrended Fluctuation Analysis and Poincaré Plot) in Children and Adolescents with Type 1 Diabetes.

PubMed

García Maset, Leonor; González, Lidia Blasco; Furquet, Gonzalo Llop; Suay, Francisco Montes; Marco, Roberto Hernández

2016-11-01

Time series analysis provides information on blood glucose dynamics that is unattainable with conventional glycemic variability (GV) indices. To date, no studies have been published on these parameters in pediatric patients with type 1 diabetes. Our aim is to evaluate the relationship between time series analysis and conventional GV indices, and glycosylated hemoglobin (HbA1c) levels. This is a transversal study of 41 children and adolescents with type 1 diabetes. Glucose monitoring was carried out continuously for 72 h to study the following GV indices: standard deviation (SD) of glucose levels (mg/dL), coefficient of variation (%), interquartile range (IQR; mg/dL), mean amplitude of the largest glycemic excursions (MAGE), and continuous overlapping net glycemic action (CONGA). The time series analysis was conducted by means of detrended fluctuation analysis (DFA) and Poincaré plot. Time series parameters (DFA alpha coefficient and elements of the ellipse of the Poincaré plot) correlated well with the more conventional GV indices. Patients were grouped according to the terciles of these indices, to the terciles of eccentricity (1: 12.56-16.98, 2: 16.99-21.91, 3: 21.92-41.03), and to the value of the DFA alpha coefficient (> or ≤1.5). No differences were observed in the HbA1c of patients grouped by GV index criteria; however, significant differences were found in patients grouped by alpha coefficient and eccentricity, not only in terms of HbA1c, but also in SD glucose, IQR, and CONGA index. The loss of complexity in glycemic homeostasis is accompanied by an increase in variability.

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

NASA Astrophysics Data System (ADS)

Kim, Y.; Johnson, M. S.

2017-12-01

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

Bounds of memory strength for power-law series.

PubMed

Guo, Fangjian; Yang, Dan; Yang, Zimo; Zhao, Zhi-Dan; Zhou, Tao

2017-05-01

Many time series produced by complex systems are empirically found to follow power-law distributions with different exponents α. By permuting the independently drawn samples from a power-law distribution, we present nontrivial bounds on the memory strength (first-order autocorrelation) as a function of α, which are markedly different from the ordinary ±1 bounds for Gaussian or uniform distributions. When 1<α≤3, as α grows bigger, the upper bound increases from 0 to +1 while the lower bound remains 0; when α>3, the upper bound remains +1 while the lower bound descends below 0. Theoretical bounds agree well with numerical simulations. Based on the posts on Twitter, ratings of MovieLens, calling records of the mobile operator Orange, and the browsing behavior of Taobao, we find that empirical power-law-distributed data produced by human activities obey such constraints. The present findings explain some observed constraints in bursty time series and scale-free networks and challenge the validity of measures such as autocorrelation and assortativity coefficient in heterogeneous systems.

Bounds of memory strength for power-law series

NASA Astrophysics Data System (ADS)

Guo, Fangjian; Yang, Dan; Yang, Zimo; Zhao, Zhi-Dan; Zhou, Tao

2017-05-01

Many time series produced by complex systems are empirically found to follow power-law distributions with different exponents α . By permuting the independently drawn samples from a power-law distribution, we present nontrivial bounds on the memory strength (first-order autocorrelation) as a function of α , which are markedly different from the ordinary ±1 bounds for Gaussian or uniform distributions. When 1 <α ≤3 , as α grows bigger, the upper bound increases from 0 to +1 while the lower bound remains 0; when α >3 , the upper bound remains +1 while the lower bound descends below 0. Theoretical bounds agree well with numerical simulations. Based on the posts on Twitter, ratings of MovieLens, calling records of the mobile operator Orange, and the browsing behavior of Taobao, we find that empirical power-law-distributed data produced by human activities obey such constraints. The present findings explain some observed constraints in bursty time series and scale-free networks and challenge the validity of measures such as autocorrelation and assortativity coefficient in heterogeneous systems.

NEW SUNS IN THE COSMOS. III. MULTIFRACTAL SIGNATURE ANALYSIS

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

Freitas, D. B. de; Nepomuceno, M. M. F.; Junior, P. R. V. de Moraes

2016-11-01

In the present paper, we investigate the multifractality signatures in hourly time series extracted from the CoRoT spacecraft database. Our analysis is intended to highlight the possibility that astrophysical time series can be members of a particular class of complex and dynamic processes, which require several photometric variability diagnostics to characterize their structural and topological properties. To achieve this goal, we search for contributions due to a nonlinear temporal correlation and effects caused by heavier tails than the Gaussian distribution, using a detrending moving average algorithm for one-dimensional multifractal signals (MFDMA). We observe that the correlation structure is the mainmore » source of multifractality, while heavy-tailed distribution plays a minor role in generating the multifractal effects. Our work also reveals that the rotation period of stars is inherently scaled by the degree of multifractality. As a result, analyzing the multifractal degree of the referred series, we uncover an evolution of multifractality from shorter to larger periods.« less

A primer on the study of transitory dynamics in ecological series using the scale-dependent correlation analysis.

PubMed

Rodríguez-Arias, Miquel Angel; Rodó, Xavier

2004-03-01

Here we describe a practical, step-by-step primer to scale-dependent correlation (SDC) analysis. The analysis of transitory processes is an important but often neglected topic in ecological studies because only a few statistical techniques appear to detect temporary features accurately enough. We introduce here the SDC analysis, a statistical and graphical method to study transitory processes at any temporal or spatial scale. SDC analysis, thanks to the combination of conventional procedures and simple well-known statistical techniques, becomes an improved time-domain analogue of wavelet analysis. We use several simple synthetic series to describe the method, a more complex example, full of transitory features, to compare SDC and wavelet analysis, and finally we analyze some selected ecological series to illustrate the methodology. The SDC analysis of time series of copepod abundances in the North Sea indicates that ENSO primarily is the main climatic driver of short-term changes in population dynamics. SDC also uncovers some long-term, unexpected features in the population. Similarly, the SDC analysis of Nicholson's blowflies data locates where the proposed models fail and provides new insights about the mechanism that drives the apparent vanishing of the population cycle during the second half of the series.

Inhomogeneous point-process entropy: An instantaneous measure of complexity in discrete systems

NASA Astrophysics Data System (ADS)

Valenza, Gaetano; Citi, Luca; Scilingo, Enzo Pasquale; Barbieri, Riccardo

2014-05-01

Measures of entropy have been widely used to characterize complexity, particularly in physiological dynamical systems modeled in discrete time. Current approaches associate these measures to finite single values within an observation window, thus not being able to characterize the system evolution at each moment in time. Here, we propose a new definition of approximate and sample entropy based on the inhomogeneous point-process theory. The discrete time series is modeled through probability density functions, which characterize and predict the time until the next event occurs as a function of the past history. Laguerre expansions of the Wiener-Volterra autoregressive terms account for the long-term nonlinear information. As the proposed measures of entropy are instantaneously defined through probability functions, the novel indices are able to provide instantaneous tracking of the system complexity. The new measures are tested on synthetic data, as well as on real data gathered from heartbeat dynamics of healthy subjects and patients with cardiac heart failure and gait recordings from short walks of young and elderly subjects. Results show that instantaneous complexity is able to effectively track the system dynamics and is not affected by statistical noise properties.