dynamic time series: Topics by Science.gov

Sample records for dynamic time series

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.
Regenerating time series from ordinal networks.

PubMed

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

2017-03-01

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

NASA Astrophysics Data System (ADS)

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

2017-03-01

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

PubMed

Liu, Zitao; Hauskrecht, Milos

2015-09-01

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

NASA Astrophysics Data System (ADS)

Ferenbaugh, Willis

2005-10-01

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

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

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

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

PubMed Central

Liu, Zitao; Hauskrecht, Milos

2014-01-01

Objective Developing machine learning and data mining algorithms for building temporal models of clinical time series is important for understanding of the patient condition, the dynamics of a disease, effect of various patient management interventions and clinical decision making. In this work, we propose and develop a novel hierarchical framework for modeling clinical time series data of varied length and with irregularly sampled observations. Materials and methods Our hierarchical dynamical system framework for modeling clinical time series combines advantages of the two temporal modeling approaches: the linear dynamical system and the Gaussian process. We model the irregularly sampled clinical time series by using multiple Gaussian process sequences in the lower level of our hierarchical framework and capture the transitions between Gaussian processes by utilizing the linear dynamical system. The experiments are conducted on the complete blood count (CBC) panel data of 1000 post-surgical cardiac patients during their hospitalization. Our framework is evaluated and compared to multiple baseline approaches in terms of the mean absolute prediction error and the absolute percentage error. Results We tested our framework by first learning the time series model from data for the patient in the training set, and then applying the model in order to predict future time series values on the patients in the test set. We show that our model outperforms multiple existing models in terms of its predictive accuracy. Our method achieved a 3.13% average prediction accuracy improvement on ten CBC lab time series when it was compared against the best performing baseline. A 5.25% average accuracy improvement was observed when only short-term predictions were considered. Conclusion A new hierarchical dynamical system framework that lets us model irregularly sampled time series data is a promising new direction for modeling clinical time series and for improving their predictive performance. PMID:25534671
Cycles, scaling and crossover phenomenon in length of the day (LOD) time series

NASA Astrophysics Data System (ADS)

Telesca, Luciano

2007-06-01

The dynamics of the temporal fluctuations of the length of the day (LOD) time series from January 1, 1962 to November 2, 2006 were investigated. The power spectrum of the whole time series has revealed annual, semi-annual, decadal and daily oscillatory behaviors, correlated with oceanic-atmospheric processes and interactions. The scaling behavior was analyzed by using the detrended fluctuation analysis (DFA), which has revealed two different scaling regimes, separated by a crossover timescale at approximately 23 days. Flicker-noise process can describe the dynamics of the LOD time regime involving intermediate and long timescales, while Brownian dynamics characterizes the LOD time series for small timescales.
A Physiological Time Series Dynamics-Based Approach to Patient Monitoring and Outcome Prediction

PubMed Central

Lehman, Li-Wei H.; Adams, Ryan P.; Mayaud, Louis; Moody, George B.; Malhotra, Atul; Mark, Roger G.; Nemati, Shamim

2015-01-01

Cardiovascular variables such as heart rate (HR) and blood pressure (BP) are regulated by an underlying control system, and therefore, the time series of these vital signs exhibit rich dynamical patterns of interaction in response to external perturbations (e.g., drug administration), as well as pathological states (e.g., onset of sepsis and hypotension). A question of interest is whether “similar” dynamical patterns can be identified across a heterogeneous patient cohort, and be used for prognosis of patients’ health and progress. In this paper, we used a switching vector autoregressive framework to systematically learn and identify a collection of vital sign time series dynamics, which are possibly recurrent within the same patient and may be shared across the entire cohort. We show that these dynamical behaviors can be used to characterize the physiological “state” of a patient. We validate our technique using simulated time series of the cardiovascular system, and human recordings of HR and BP time series from an orthostatic stress study with known postural states. Using the HR and BP dynamics of an intensive care unit (ICU) cohort of over 450 patients from the MIMIC II database, we demonstrate that the discovered cardiovascular dynamics are significantly associated with hospital mortality (dynamic modes 3 and 9, p = 0.001, p = 0.006 from logistic regression after adjusting for the APACHE scores). Combining the dynamics of BP time series and SAPS-I or APACHE-III provided a more accurate assessment of patient survival/mortality in the hospital than using SAPS-I and APACHE-III alone (p = 0.005 and p = 0.045). Our results suggest that the discovered dynamics of vital sign time series may contain additional prognostic value beyond that of the baseline acuity measures, and can potentially be used as an independent predictor of outcomes in the ICU. PMID:25014976
Rotation in the Dynamic Factor Modeling of Multivariate Stationary Time Series.

ERIC Educational Resources Information Center

Molenaar, Peter C. M.; Nesselroade, John R.

2001-01-01

Proposes a special rotation procedure for the exploratory dynamic factor model for stationary multivariate time series. The rotation procedure applies separately to each univariate component series of a q-variate latent factor series and transforms such a component, initially represented as white noise, into a univariate moving-average.…
Nonlinear dynamic analysis of D α signals for type I edge localized modes characterization on JET with a carbon wall

NASA Astrophysics Data System (ADS)

Cannas, Barbara; Fanni, Alessandra; Murari, Andrea; Pisano, Fabio; Contributors, JET

2018-02-01

In this paper, the dynamic characteristics of type-I ELM time-series from the JET tokamak, the world’s largest magnetic confinement plasma physics experiment, have been investigated. The dynamic analysis has been focused on the detection of nonlinear structure in D α radiation time series. Firstly, the method of surrogate data has been applied to evaluate the statistical significance of the null hypothesis of static nonlinear distortion of an underlying Gaussian linear process. Several nonlinear statistics have been evaluated, such us the time delayed mutual information, the correlation dimension and the maximal Lyapunov exponent. The obtained results allow us to reject the null hypothesis, giving evidence of underlying nonlinear dynamics. Moreover, no evidence of low-dimensional chaos has been found; indeed, the analysed time series are better characterized by the power law sensitivity to initial conditions which can suggest a motion at the ‘edge of chaos’, at the border between chaotic and regular non-chaotic dynamics. This uncertainty makes it necessary to further investigate about the nature of the nonlinear dynamics. For this purpose, a second surrogate test to distinguish chaotic orbits from pseudo-periodic orbits has been applied. In this case, we cannot reject the null hypothesis which means that the ELM time series is possibly pseudo-periodic. In order to reproduce pseudo-periodic dynamical properties, a periodic state-of-the-art model, proposed to reproduce the ELM cycle, has been corrupted by a dynamical noise, obtaining time series qualitatively in agreement with experimental time series.
Semisupervised GDTW kernel-based fuzzy c-means algorithm for mapping vegetation dynamics in mining region using normalized difference vegetation index time series

NASA Astrophysics Data System (ADS)

Jia, Duo; Wang, Cangjiao; Lei, Shaogang

2018-01-01

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

NASA Astrophysics Data System (ADS)

Erkyihun, S. T.; Rajagopalan, B.; Zagona, E. A.

2014-12-01

Traditional time series methods model the evolution of the underlying process as a linear or nonlinear function of the autocorrelation. These methods capture the distributional statistics but are incapable of providing insights into the dynamics of the process, the potential regimes, and predictability. This work develops a nonlinear dynamical model for stochastic simulation of streamflows. In this, first a wavelet spectral analysis is employed on the flow series to isolate dominant orthogonal quasi periodic timeseries components. The periodic bands are added denoting the 'signal' component of the time series and the residual being the 'noise' component. Next, the underlying nonlinear dynamics of this combined band time series is recovered. For this the univariate time series is embedded in a d-dimensional space with an appropriate lag T to recover the state space in which the dynamics unfolds. Predictability is assessed by quantifying the divergence of trajectories in the state space with time, as Lyapunov exponents. The nonlinear dynamics in conjunction with a K-nearest neighbor time resampling is used to simulate the combined band, to which the noise component is added to simulate the timeseries. We demonstrate this method by applying it to the data at Lees Ferry that comprises of both the paleo reconstructed and naturalized historic annual flow spanning 1490-2010. We identify interesting dynamics of the signal in the flow series and epochal behavior of predictability. These will be of immense use for water resources planning and management.
A harmonic linear dynamical system for prominent ECG feature extraction.

PubMed

Thi, Ngoc Anh Nguyen; Yang, Hyung-Jeong; Kim, SunHee; Do, Luu Ngoc

2014-01-01

Unsupervised mining of electrocardiography (ECG) time series is a crucial task in biomedical applications. To have efficiency of the clustering results, the prominent features extracted from preprocessing analysis on multiple ECG time series need to be investigated. In this paper, a Harmonic Linear Dynamical System is applied to discover vital prominent features via mining the evolving hidden dynamics and correlations in ECG time series. The discovery of the comprehensible and interpretable features of the proposed feature extraction methodology effectively represents the accuracy and the reliability of clustering results. Particularly, the empirical evaluation results of the proposed method demonstrate the improved performance of clustering compared to the previous main stream feature extraction approaches for ECG time series clustering tasks. Furthermore, the experimental results on real-world datasets show scalability with linear computation time to the duration of the time series.
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
Time series analyses of breathing patterns of lung cancer patients using nonlinear dynamical system theory.

PubMed

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

2011-04-07

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

NASA Astrophysics Data System (ADS)

Nagaraj, Nithin; Balasubramanian, Karthi

2017-07-01

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

NASA Astrophysics Data System (ADS)

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

2017-02-01

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

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

Yee, Seonghwan, E-mail: Seonghwan.Yee@Beaumont.edu; Scalzetti, Ernest M.

Purpose: To introduce a method of estimating cardiac output from the dynamic pulmonary circulation time CT that is primarily used to determine the optimal time window of CT pulmonary angiography (CTPA). Methods: Dynamic pulmonary circulation time CT series, acquired for eight patients, were retrospectively analyzed. The dynamic CT series was acquired, prior to the main CTPA, in cine mode (1 frame/s) for a single slice at the level of the main pulmonary artery covering the cross sections of ascending aorta (AA) and descending aorta (DA) during the infusion of iodinated contrast. The time series of contrast changes obtained for DA,more » which is the downstream of AA, was assumed to be related to the time series for AA by the convolution with a delay function. The delay time constant in the delay function, representing the average time interval between the cross sections of AA and DA, was determined by least square error fitting between the convoluted AA time series and the DA time series. The cardiac output was then calculated by dividing the volume of the aortic arch between the cross sections of AA and DA (estimated from the single slice CT image) by the average time interval, and multiplying the result by a correction factor. Results: The mean cardiac output value for the six patients was 5.11 (l/min) (with a standard deviation of 1.57 l/min), which is in good agreement with the literature value; the data for the other two patients were too noisy for processing. Conclusions: The dynamic single-slice pulmonary circulation time CT series also can be used to estimate cardiac output.« less

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

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

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

2015-05-15

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

ERIC Educational Resources Information Center

Molenaar, Peter C. M.; And Others

1992-01-01

The dynamic factor model proposed by P. C. Molenaar (1985) is exhibited, and a dynamic nonstationary factor model (DNFM) is constructed with latent factor series that have time-varying mean functions. The use of a DNFM is illustrated using data from a television viewing habits study. (SLD)
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.
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.
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.
An evaluation of dynamic mutuality measurements and methods in cyclic time series

NASA Astrophysics Data System (ADS)

Xia, Xiaohua; Huang, Guitian; Duan, Na

2010-12-01

Several measurements and techniques have been developed to detect dynamic mutuality and synchronicity of time series in econometrics. This study aims to compare the performances of five methods, i.e., linear regression, dynamic correlation, Markov switching models, concordance index and recurrence quantification analysis, through numerical simulations. We evaluate the abilities of these methods to capture structure changing and cyclicity in time series and the findings of this paper would offer guidance to both academic and empirical researchers. Illustration examples are also provided to demonstrate the subtle differences of these techniques.
Prediction of flow dynamics using point processes

NASA Astrophysics Data System (ADS)

Hirata, Yoshito; Stemler, Thomas; Eroglu, Deniz; Marwan, Norbert

2018-01-01

Describing a time series parsimoniously is the first step to study the underlying dynamics. For a time-discrete system, a generating partition provides a compact description such that a time series and a symbolic sequence are one-to-one. But, for a time-continuous system, such a compact description does not have a solid basis. Here, we propose to describe a time-continuous time series using a local cross section and the times when the orbit crosses the local cross section. We show that if such a series of crossing times and some past observations are given, we can predict the system's dynamics with fine accuracy. This reconstructability neither depends strongly on the size nor the placement of the local cross section if we have a sufficiently long database. We demonstrate the proposed method using the Lorenz model as well as the actual measurement of wind speed.
Adaptive Anchoring Model: How Static and Dynamic Presentations of Time Series Influence Judgments and Predictions.

PubMed

Kusev, Petko; van Schaik, Paul; Tsaneva-Atanasova, Krasimira; Juliusson, Asgeir; Chater, Nick

2018-01-01

When attempting to predict future events, people commonly rely on historical data. One psychological characteristic of judgmental forecasting of time series, established by research, is that when people make forecasts from series, they tend to underestimate future values for upward trends and overestimate them for downward ones, so-called trend-damping (modeled by anchoring on, and insufficient adjustment from, the average of recent time series values). Events in a time series can be experienced sequentially (dynamic mode), or they can also be retrospectively viewed simultaneously (static mode), not experienced individually in real time. In one experiment, we studied the influence of presentation mode (dynamic and static) on two sorts of judgment: (a) predictions of the next event (forecast) and (b) estimation of the average value of all the events in the presented series (average estimation). Participants' responses in dynamic mode were anchored on more recent events than in static mode for all types of judgment but with different consequences; hence, dynamic presentation improved prediction accuracy, but not estimation. These results are not anticipated by existing theoretical accounts; we develop and present an agent-based model-the adaptive anchoring model (ADAM)-to account for the difference between processing sequences of dynamically and statically presented stimuli (visually presented data). ADAM captures how variation in presentation mode produces variation in responses (and the accuracy of these responses) in both forecasting and judgment tasks. ADAM's model predictions for the forecasting and judgment tasks fit better with the response data than a linear-regression time series model. Moreover, ADAM outperformed autoregressive-integrated-moving-average (ARIMA) and exponential-smoothing models, while neither of these models accounts for people's responses on the average estimation task. Copyright © 2017 The Authors. Cognitive Science published by Wiley Periodicals, Inc. on behalf of Cognitive Science Society.
Detecting dynamical changes in time series by using the Jensen Shannon divergence

NASA Astrophysics Data System (ADS)

Mateos, D. M.; Riveaud, L. E.; Lamberti, P. W.

2017-08-01

Most of the time series in nature are a mixture of signals with deterministic and random dynamics. Thus the distinction between these two characteristics becomes important. Distinguishing between chaotic and aleatory signals is difficult because they have a common wide band power spectrum, a delta like autocorrelation function, and share other features as well. In general, signals are presented as continuous records and require to be discretized for being analyzed. In this work, we introduce different schemes for discretizing and for detecting dynamical changes in time series. One of the main motivations is to detect transitions between the chaotic and random regime. The tools here used here originate from the Information Theory. The schemes proposed are applied to simulated and real life signals, showing in all cases a high proficiency for detecting changes in the dynamics of the associated time series.
The examination of headache activity using time-series research designs.

PubMed

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

2005-05-01

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

PubMed Central

Fransson, Peter

2016-01-01

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

PubMed

Thompson, William Hedley; Fransson, Peter

2016-12-01

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

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

PubMed Central

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

2018-01-01

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

PubMed

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

2018-01-01

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

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
Bayesian dynamic modeling of time series of dengue disease case counts.

PubMed

Martínez-Bello, Daniel Adyro; López-Quílez, Antonio; Torres-Prieto, Alexander

2017-07-01

The aim of this study is to model the association between weekly time series of dengue case counts and meteorological variables, in a high-incidence city of Colombia, applying Bayesian hierarchical dynamic generalized linear models over the period January 2008 to August 2015. Additionally, we evaluate the model's short-term performance for predicting dengue cases. The methodology shows dynamic Poisson log link models including constant or time-varying coefficients for the meteorological variables. Calendar effects were modeled using constant or first- or second-order random walk time-varying coefficients. The meteorological variables were modeled using constant coefficients and first-order random walk time-varying coefficients. We applied Markov Chain Monte Carlo simulations for parameter estimation, and deviance information criterion statistic (DIC) for model selection. We assessed the short-term predictive performance of the selected final model, at several time points within the study period using the mean absolute percentage error. The results showed the best model including first-order random walk time-varying coefficients for calendar trend and first-order random walk time-varying coefficients for the meteorological variables. Besides the computational challenges, interpreting the results implies a complete analysis of the time series of dengue with respect to the parameter estimates of the meteorological effects. We found small values of the mean absolute percentage errors at one or two weeks out-of-sample predictions for most prediction points, associated with low volatility periods in the dengue counts. We discuss the advantages and limitations of the dynamic Poisson models for studying the association between time series of dengue disease and meteorological variables. The key conclusion of the study is that dynamic Poisson models account for the dynamic nature of the variables involved in the modeling of time series of dengue disease, producing useful models for decision-making in public health.
Characterizing time series: when Granger causality triggers complex networks

NASA Astrophysics Data System (ADS)

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

2012-08-01

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

PubMed

Nakamura, Tomomichi; Tanizawa, Toshihiro; Small, Michael

2016-03-01

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

NASA Astrophysics Data System (ADS)

Kaloudis, Konstantinos; Hatjispyros, Spyridon J.

2018-06-01

We propose a Bayesian nonparametric approach for the noise reduction of a given chaotic time series contaminated by dynamical noise, based on Markov Chain Monte Carlo methods. The underlying unknown noise process (possibly) exhibits heavy tailed behavior. We introduce the Dynamic Noise Reduction Replicator model with which we reconstruct the unknown dynamic equations and in parallel we replicate the dynamics under reduced noise level dynamical perturbations. The dynamic noise reduction procedure is demonstrated specifically in the case of polynomial maps. Simulations based on synthetic time series are presented.
Shortened acquisition protocols for the quantitative assessment of the 2-tissue-compartment model using dynamic PET/CT 18F-FDG studies.

PubMed

Strauss, Ludwig G; Pan, Leyun; Cheng, Caixia; Haberkorn, Uwe; Dimitrakopoulou-Strauss, Antonia

2011-03-01

(18)F-FDG kinetics are quantified by a 2-tissue-compartment model. The routine use of dynamic PET is limited because of this modality's 1-h acquisition time. We evaluated shortened acquisition protocols up to 0-30 min regarding the accuracy for data analysis with the 2-tissue-compartment model. Full dynamic series for 0-60 min were analyzed using a 2-tissue-compartment model. The time-activity curves and the resulting parameters for the model were stored in a database. Shortened acquisition data were generated from the database using the following time intervals: 0-10, 0-16, 0-20, 0-25, and 0-30 min. Furthermore, the impact of adding a 60-min uptake value to the dynamic series was evaluated. The datasets were analyzed using dedicated software to predict the results of the full dynamic series. The software is based on a modified support vector machines (SVM) algorithm and predicts the compartment parameters of the full dynamic series. The SVM-based software provides user-independent results and was accurate at predicting the compartment parameters of the full dynamic series. If a squared correlation coefficient of 0.8 (corresponding to 80% explained variance of the data) was used as a limit, a shortened acquisition of 0-16 min was accurate at predicting the 60-min 2-tissue-compartment parameters. If a limit of 0.9 (90% explained variance) was used, a dynamic series of at least 0-20 min together with the 60-min uptake values is required. Shortened acquisition protocols can be used to predict the parameters of the 2-tissue-compartment model. Either a dynamic PET series of 0-16 min or a combination of a dynamic PET/CT series of 0-20 min and a 60-min uptake value is accurate for analysis with a 2-tissue-compartment model.
A Method for Comparing Multivariate Time Series with Different Dimensions

PubMed Central

Tapinos, Avraam; Mendes, Pedro

2013-01-01

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

EPA Science Inventory

The identification of alternative dynamic regimes in ecological systems requires several lines of evidence. Previous work on time series analysis of dynamic regimes includes mainly model-fitting methods. We introduce two methods that do not use models. These approaches use state-...
A New Strategy for Analyzing Time-Series Data Using Dynamic Networks: Identifying Prospective Biomarkers of Hepatocellular Carcinoma.

PubMed

Huang, Xin; Zeng, Jun; Zhou, Lina; Hu, Chunxiu; Yin, Peiyuan; Lin, Xiaohui

2016-08-31

Time-series metabolomics studies can provide insight into the dynamics of disease development and facilitate the discovery of prospective biomarkers. To improve the performance of early risk identification, a new strategy for analyzing time-series data based on dynamic networks (ATSD-DN) in a systematic time dimension is proposed. In ATSD-DN, the non-overlapping ratio was applied to measure the changes in feature ratios during the process of disease development and to construct dynamic networks. Dynamic concentration analysis and network topological structure analysis were performed to extract early warning information. This strategy was applied to the study of time-series lipidomics data from a stepwise hepatocarcinogenesis rat model. A ratio of lyso-phosphatidylcholine (LPC) 18:1/free fatty acid (FFA) 20:5 was identified as the potential biomarker for hepatocellular carcinoma (HCC). It can be used to classify HCC and non-HCC rats, and the area under the curve values in the discovery and external validation sets were 0.980 and 0.972, respectively. This strategy was also compared with a weighted relative difference accumulation algorithm (wRDA), multivariate empirical Bayes statistics (MEBA) and support vector machine-recursive feature elimination (SVM-RFE). The better performance of ATSD-DN suggests its potential for a more complete presentation of time-series changes and effective extraction of early warning information.
A New Strategy for Analyzing Time-Series Data Using Dynamic Networks: Identifying Prospective Biomarkers of Hepatocellular Carcinoma

NASA Astrophysics Data System (ADS)

Huang, Xin; Zeng, Jun; Zhou, Lina; Hu, Chunxiu; Yin, Peiyuan; Lin, Xiaohui

2016-08-01

Time-series metabolomics studies can provide insight into the dynamics of disease development and facilitate the discovery of prospective biomarkers. To improve the performance of early risk identification, a new strategy for analyzing time-series data based on dynamic networks (ATSD-DN) in a systematic time dimension is proposed. In ATSD-DN, the non-overlapping ratio was applied to measure the changes in feature ratios during the process of disease development and to construct dynamic networks. Dynamic concentration analysis and network topological structure analysis were performed to extract early warning information. This strategy was applied to the study of time-series lipidomics data from a stepwise hepatocarcinogenesis rat model. A ratio of lyso-phosphatidylcholine (LPC) 18:1/free fatty acid (FFA) 20:5 was identified as the potential biomarker for hepatocellular carcinoma (HCC). It can be used to classify HCC and non-HCC rats, and the area under the curve values in the discovery and external validation sets were 0.980 and 0.972, respectively. This strategy was also compared with a weighted relative difference accumulation algorithm (wRDA), multivariate empirical Bayes statistics (MEBA) and support vector machine-recursive feature elimination (SVM-RFE). The better performance of ATSD-DN suggests its potential for a more complete presentation of time-series changes and effective extraction of early warning information.
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.
A large-signal dynamic simulation for the series resonant converter

NASA Technical Reports Server (NTRS)

King, R. J.; Stuart, T. A.

1983-01-01

A simple nonlinear discrete-time dynamic model for the series resonant dc-dc converter is derived using approximations appropriate to most power converters. This model is useful for the dynamic simulation of a series resonant converter using only a desktop calculator. The model is compared with a laboratory converter for a large transient event.
Sequential visibility-graph motifs

NASA Astrophysics Data System (ADS)

Iacovacci, Jacopo; Lacasa, Lucas

2016-04-01

Visibility algorithms transform time series into graphs and encode dynamical information in their topology, paving the way for graph-theoretical time series analysis as well as building a bridge between nonlinear dynamics and network science. In this work we introduce and study the concept of sequential visibility-graph motifs, smaller substructures of n consecutive nodes that appear with characteristic frequencies. We develop a theory to compute in an exact way the motif profiles associated with general classes of deterministic and stochastic dynamics. We find that this simple property is indeed a highly informative and computationally efficient feature capable of distinguishing among different dynamics and robust against noise contamination. We finally confirm that it can be used in practice to perform unsupervised learning, by extracting motif profiles from experimental heart-rate series and being able, accordingly, to disentangle meditative from other relaxation states. Applications of this general theory include the automatic classification and description of physical, biological, and financial time series.
Multilevel Dynamic Generalized Structured Component Analysis for Brain Connectivity Analysis in Functional Neuroimaging Data.

PubMed

Jung, Kwanghee; Takane, Yoshio; Hwang, Heungsun; Woodward, Todd S

2016-06-01

We extend dynamic generalized structured component analysis (GSCA) to enhance its data-analytic capability in structural equation modeling of multi-subject time series data. Time series data of multiple subjects are typically hierarchically structured, where time points are nested within subjects who are in turn nested within a group. The proposed approach, named multilevel dynamic GSCA, accommodates the nested structure in time series data. Explicitly taking the nested structure into account, the proposed method allows investigating subject-wise variability of the loadings and path coefficients by looking at the variance estimates of the corresponding random effects, as well as fixed loadings between observed and latent variables and fixed path coefficients between latent variables. We demonstrate the effectiveness of the proposed approach by applying the method to the multi-subject functional neuroimaging data for brain connectivity analysis, where time series data-level measurements are nested within subjects.
A time-series approach to dynamical systems from classical and quantum worlds

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

Fossion, Ruben

2014-01-08

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

NASA Astrophysics Data System (ADS)

Casdagli, M. C.

1997-09-01

We show that recurrence plots (RPs) give detailed characterizations of time series generated by dynamical systems driven by slowly varying external forces. For deterministic systems we show that RPs of the time series can be used to reconstruct the RP of the driving force if it varies sufficiently slowly. If the driving force is one-dimensional, its functional form can then be inferred up to an invertible coordinate transformation. The same results hold for stochastic systems if the RP of the time series is suitably averaged and transformed. These results are used to investigate the nonlinear prediction of time series generated by dynamical systems driven by slowly varying external forces. We also consider the problem of detecting a small change in the driving force, and propose a surrogate data technique for assessing statistical significance. Numerically simulated time series and a time series of respiration rates recorded from a subject with sleep apnea are used as illustrative examples.
Dynamic Factor Analysis Models with Time-Varying Parameters

ERIC Educational Resources Information Center

Chow, Sy-Miin; Zu, Jiyun; Shifren, Kim; Zhang, Guangjian

2011-01-01

Dynamic factor analysis models with time-varying parameters offer a valuable tool for evaluating multivariate time series data with time-varying dynamics and/or measurement properties. We use the Dynamic Model of Activation proposed by Zautra and colleagues (Zautra, Potter, & Reich, 1997) as a motivating example to construct a dynamic factor…
Observability of nonlinear dynamics: normalized results and a time-series approach.

PubMed

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

2008-03-01

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

Treesearch

Scott L. Powell; Warren B. Cohen; Sean P. Healey; Robert E. Kennedy; Gretchen G. Moisen; Kenneth B. Pierce; Janet L. Ohmann

2010-01-01

Spatially and temporally explicit knowledge of biomass dynamics at broad scales is critical to understanding how forest disturbance and regrowth processes influence carbon dynamics. We modeled live, aboveground tree biomass using Forest Inventory and Analysis (FIA) field data and applied the models to 20+ year time-series of Landsat satellite imagery to...

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.
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.
Nonlinear Dynamics, Poor Data, and What to Make of Them?

NASA Astrophysics Data System (ADS)

Ghil, M.; Zaliapin, I. V.

2005-12-01

The analysis of univariate or multivariate time series provides crucial information to describe, understand, and predict variability in the geosciences. The discovery and implementation of a number of novel methods for extracting useful information from time series has recently revitalized this classical field of study. Considerable progress has also been made in interpreting the information so obtained in terms of dynamical systems theory. In this talk we will describe the connections between time series analysis and nonlinear dynamics, discuss signal-to-noise enhancement, and present some of the novel methods for spectral analysis. These fall into two broad categories: (i) methods that try to ferret out regularities of the time series; and (ii) methods aimed at describing the characteristics of irregular processes. The former include singular-spectrum analysis (SSA), the multi-taper method (MTM), and the maximum-entropy method (MEM). The various steps, as well as the advantages and disadvantages of these methods, will be illustrated by their application to several important climatic time series, such as the Southern Oscillation Index (SOI), paleoclimatic time series, and instrumental temperature time series. The SOI index captures major features of interannual climate variability and is used extensively in its prediction. The other time series cover interdecadal and millennial time scales. The second category includes the calculation of fractional dimension, leading Lyapunov exponents, and Hurst exponents. More recently, multi-trend analysis (MTA), binary-decomposition analysis (BDA), and related methods have attempted to describe the structure of time series that include both regular and irregular components. Within the time available, I will try to give a feeling for how these methods work, and how well.
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
Quantification of brain macrostates using dynamical nonstationarity of physiological time series.

PubMed

Latchoumane, Charles-Francois Vincent; Jeong, Jaeseung

2011-04-01

The brain shows complex, nonstationarity temporal dynamics, with abrupt micro- and macrostate transitions during its information processing. Detecting and characterizing these transitions in dynamical states of the brain is a critical issue in the field of neuroscience and psychiatry. In the current study, a novel method is proposed to quantify brain macrostates (e.g., sleep stages or cognitive states) from shifts of dynamical microstates or dynamical nonstationarity. A ``dynamical microstate'' is a temporal unit of the information processing in the brain with fixed dynamical parameters and specific spatial distribution. In this proposed approach, a phase-space-based dynamical dissimilarity map (DDM) is used to detect transitions between dynamically stationary microstates in the time series, and Tsallis time-dependent entropy is applied to quantify dynamical patterns of transitions in the DDM. We demonstrate that the DDM successfully detects transitions between microstates of different temporal dynamics in the simulated physiological time series against high levels of noise. Based on the assumption of nonlinear, deterministic brain dynamics, we also demonstrate that dynamical nonstationarity analysis is useful to quantify brain macrostates (sleep stages I, II, III, IV, and rapid eye movement (REM) sleep) from sleep EEGs with an overall accuracy of 77%. We suggest that dynamical nonstationarity is a useful tool to quantify macroscopic mental states (statistical integration) of the brain using dynamical transitions at the microscopic scale in physiological data.
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.
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).
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.
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
Bayesian dynamic modeling of time series of dengue disease case counts

PubMed Central

López-Quílez, Antonio; Torres-Prieto, Alexander

2017-01-01

The aim of this study is to model the association between weekly time series of dengue case counts and meteorological variables, in a high-incidence city of Colombia, applying Bayesian hierarchical dynamic generalized linear models over the period January 2008 to August 2015. Additionally, we evaluate the model’s short-term performance for predicting dengue cases. The methodology shows dynamic Poisson log link models including constant or time-varying coefficients for the meteorological variables. Calendar effects were modeled using constant or first- or second-order random walk time-varying coefficients. The meteorological variables were modeled using constant coefficients and first-order random walk time-varying coefficients. We applied Markov Chain Monte Carlo simulations for parameter estimation, and deviance information criterion statistic (DIC) for model selection. We assessed the short-term predictive performance of the selected final model, at several time points within the study period using the mean absolute percentage error. The results showed the best model including first-order random walk time-varying coefficients for calendar trend and first-order random walk time-varying coefficients for the meteorological variables. Besides the computational challenges, interpreting the results implies a complete analysis of the time series of dengue with respect to the parameter estimates of the meteorological effects. We found small values of the mean absolute percentage errors at one or two weeks out-of-sample predictions for most prediction points, associated with low volatility periods in the dengue counts. We discuss the advantages and limitations of the dynamic Poisson models for studying the association between time series of dengue disease and meteorological variables. The key conclusion of the study is that dynamic Poisson models account for the dynamic nature of the variables involved in the modeling of time series of dengue disease, producing useful models for decision-making in public health. PMID:28671941
Reconstruction of network topology using status-time-series data

NASA Astrophysics Data System (ADS)

Pandey, Pradumn Kumar; Badarla, Venkataramana

2018-01-01

Uncovering the heterogeneous connection pattern of a networked system from the available status-time-series (STS) data of a dynamical process on the network is of great interest in network science and known as a reverse engineering problem. Dynamical processes on a network are affected by the structure of the network. The dependency between the diffusion dynamics and structure of the network can be utilized to retrieve the connection pattern from the diffusion data. Information of the network structure can help to devise the control of dynamics on the network. In this paper, we consider the problem of network reconstruction from the available status-time-series (STS) data using matrix analysis. The proposed method of network reconstruction from the STS data is tested successfully under susceptible-infected-susceptible (SIS) diffusion dynamics on real-world and computer-generated benchmark networks. High accuracy and efficiency of the proposed reconstruction procedure from the status-time-series data define the novelty of the method. Our proposed method outperforms compressed sensing theory (CST) based method of network reconstruction using STS data. Further, the same procedure of network reconstruction is applied to the weighted networks. The ordering of the edges in the weighted networks is identified with high accuracy.
Capturing Context-Related Change in Emotional Dynamics via Fixed Moderated Time Series Analysis.

PubMed

Adolf, Janne K; Voelkle, Manuel C; Brose, Annette; Schmiedek, Florian

2017-01-01

Much of recent affect research relies on intensive longitudinal studies to assess daily emotional experiences. The resulting data are analyzed with dynamic models to capture regulatory processes involved in emotional functioning. Daily contexts, however, are commonly ignored. This may not only result in biased parameter estimates and wrong conclusions, but also ignores the opportunity to investigate contextual effects on emotional dynamics. With fixed moderated time series analysis, we present an approach that resolves this problem by estimating context-dependent change in dynamic parameters in single-subject time series models. The approach examines parameter changes of known shape and thus addresses the problem of observed intra-individual heterogeneity (e.g., changes in emotional dynamics due to observed changes in daily stress). In comparison to existing approaches to unobserved heterogeneity, model estimation is facilitated and different forms of change can readily be accommodated. We demonstrate the approach's viability given relatively short time series by means of a simulation study. In addition, we present an empirical application, targeting the joint dynamics of affect and stress and how these co-vary with daily events. We discuss potentials and limitations of the approach and close with an outlook on the broader implications for understanding emotional adaption and development.
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.
Network structure of multivariate time series.

PubMed

Lacasa, Lucas; Nicosia, Vincenzo; Latora, Vito

2015-10-21

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

NASA Astrophysics Data System (ADS)

Lyons, Mitchell B.; Roelfsema, Chris M.; Phinn, Stuart R.

2013-03-01

The spatial and temporal dynamics of seagrasses have been well studied at the leaf to patch scales, however, the link to large spatial extent landscape and population dynamics is still unresolved in seagrass ecology. Traditional remote sensing approaches have lacked the temporal resolution and consistency to appropriately address this issue. This study uses two high temporal resolution time-series of thematic seagrass cover maps to examine the spatial and temporal dynamics of seagrass at both an inter- and intra-annual time scales, one of the first globally to do so at this scale. Previous work by the authors developed an object-based approach to map seagrass cover level distribution from a long term archive of Landsat TM and ETM+ images on the Eastern Banks (≈200 km2), Moreton Bay, Australia. In this work a range of trend and time-series analysis methods are demonstrated for a time-series of 23 annual maps from 1988 to 2010 and a time-series of 16 monthly maps during 2008-2010. Significant new insight was presented regarding the inter- and intra-annual dynamics of seagrass persistence over time, seagrass cover level variability, seagrass cover level trajectory, and change in area of seagrass and cover levels over time. Overall we found that there was no significant decline in total seagrass area on the Eastern Banks, but there was a significant decline in seagrass cover level condition. A case study of two smaller communities within the Eastern Banks that experienced a decline in both overall seagrass area and condition are examined in detail, highlighting possible differences in environmental and process drivers. We demonstrate how trend and time-series analysis enabled seagrass distribution to be appropriately assessed in context of its spatial and temporal history and provides the ability to not only quantify change, but also describe the type of change. We also demonstrate the potential use of time-series analysis products to investigate seagrass growth and decline as well as the processes that drive it. This study demonstrates clear benefits over traditional seagrass mapping and monitoring approaches, and provides a proof of concept for the use of trend and time-series analysis of remotely sensed seagrass products to benefit current endeavours in seagrass ecology.
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

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.
Advanced spectral methods for climatic time series

USGS Publications Warehouse

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

2002-01-01

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

NASA Astrophysics Data System (ADS)

Radhakrishnan, Srinivasan; Duvvuru, Arjun; Sultornsanee, Sivarit; Kamarthi, Sagar

2016-02-01

The cross correlation coefficient has been widely applied in financial time series analysis, in specific, for understanding chaotic behaviour in terms of stock price and index movements during crisis periods. To better understand time series correlation dynamics, the cross correlation matrices are represented as networks, in which a node stands for an individual time series and a link indicates cross correlation between a pair of nodes. These networks are converted into simpler trees using different schemes. In this context, Minimum Spanning Trees (MST) are the most favoured tree structures because of their ability to preserve all the nodes and thereby retain essential information imbued in the network. Although cross correlations underlying MSTs capture essential information, they do not faithfully capture dynamic behaviour embedded in the time series data of financial systems because cross correlation is a reliable measure only if the relationship between the time series is linear. To address the issue, this work investigates a new measure called phase synchronization (PS) for establishing correlations among different time series which relate to one another, linearly or nonlinearly. In this approach the strength of a link between a pair of time series (nodes) is determined by the level of phase synchronization between them. We compare the performance of phase synchronization based MST with cross correlation based MST along selected network measures across temporal frame that includes economically good and crisis periods. We observe agreement in the directionality of the results across these two methods. They show similar trends, upward or downward, when comparing selected network measures. Though both the methods give similar trends, the phase synchronization based MST is a more reliable representation of the dynamic behaviour of financial systems than the cross correlation based MST because of the former's ability to quantify nonlinear relationships among time series or relations among phase shifted time series.
Metric projection for dynamic multiplex networks.

PubMed

Jurman, Giuseppe

2016-08-01

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

Treesearch

Gretchen G. Moisen; Mary C. Meyer; Todd A. Schroeder; Xiyue Liao; Karen G. Schleeweis; Elizabeth A. Freeman; Chris Toney

2016-01-01

We present a new methodology for fitting nonparametric shape-restricted regression splines to time series of Landsat imagery for the purpose of modeling, mapping, and monitoring annual forest disturbance dynamics over nearly three decades. For each pixel and spectral band or index of choice in temporal Landsat data, our method delivers a smoothed rendition of...
Wavelet-based surrogate time series for multiscale simulation of heterogeneous catalysis

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

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

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

DOE PAGES

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

2016-01-28

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

NASA Astrophysics Data System (ADS)

Maslennikova, Yu S.; Bochkarev, V. V.; Belashova, I. A.

2015-01-01

This paper describes the analysis and modelling of word usage frequency time series. During one of previous studies, an assumption was put forward that all word usage frequencies have uniform dynamics approaching the shape of a Gaussian function. This assumption can be checked using the frequency dictionaries of the Google Books Ngram database. This database includes 5.2 million books published between 1500 and 2008. The corpus contains over 500 billion words in American English, British English, French, German, Spanish, Russian, Hebrew, and Chinese. We clustered time series of word usage frequencies using a Kohonen neural network. The similarity between input vectors was estimated using several algorithms. As a result of the neural network training procedure, more than ten different forms of time series were found. They describe the dynamics of word usage frequencies from birth to death of individual words. Different groups of word forms were found to have different dynamics of word usage frequency variations.
The mean-variance relationship reveals two possible strategies for dynamic brain connectivity analysis in fMRI.

PubMed

Thompson, William H; Fransson, Peter

2015-01-01

When studying brain connectivity using fMRI, signal intensity time-series are typically correlated with each other in time to compute estimates of the degree of interaction between different brain regions and/or networks. In the static connectivity case, the problem of defining which connections that should be considered significant in the analysis can be addressed in a rather straightforward manner by a statistical thresholding that is based on the magnitude of the correlation coefficients. More recently, interest has come to focus on the dynamical aspects of brain connectivity and the problem of deciding which brain connections that are to be considered relevant in the context of dynamical changes in connectivity provides further options. Since we, in the dynamical case, are interested in changes in connectivity over time, the variance of the correlation time-series becomes a relevant parameter. In this study, we discuss the relationship between the mean and variance of brain connectivity time-series and show that by studying the relation between them, two conceptually different strategies to analyze dynamic functional brain connectivity become available. Using resting-state fMRI data from a cohort of 46 subjects, we show that the mean of fMRI connectivity time-series scales negatively with its variance. This finding leads to the suggestion that magnitude- versus variance-based thresholding strategies will induce different results in studies of dynamic functional brain connectivity. Our assertion is exemplified by showing that the magnitude-based strategy is more sensitive to within-resting-state network (RSN) connectivity compared to between-RSN connectivity whereas the opposite holds true for a variance-based analysis strategy. The implications of our findings for dynamical functional brain connectivity studies are discussed.
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
Cyberpark 2000: Protected Areas Management Pilot Project. Satellite time series vegetation monitoring

NASA Astrophysics Data System (ADS)

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

2009-04-01

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

PubMed

Mächler, Lars; Brennwald, Matthias S; Kipfer, Rolf

2013-07-02

The oxygen dynamics in the hyporheic zone of a peri-alpine river (Thur, Switzerland), were studied through recording and analyzing the concentration time-series of dissolved argon, oxygen, carbon dioxide, and temperature during low flow conditions, for a period of one week. The argon concentration time-series was used to investigate the physical gas dynamics in the hyporheic zone. Differences in the transport behavior of heat and gas were determined by comparing the diel temperature evolution of groundwater to the measured concentration of dissolved argon. These differences were most likely caused by vertical heat transport which influenced the local groundwater temperature. The argon concentration time-series were also used to estimate travel times by cross correlating argon concentrations in the groundwater with argon concentrations in the river. The information gained from quantifying the physical gas transport was used to estimate the oxygen turnover in groundwater after water recharge. The resulting oxygen turnover showed strong diel variations, which correlated with the water temperature during groundwater recharge. Hence, the variation in the consumption rate was most likely caused by the temperature dependence of microbial activity.
Nonlinear techniques for forecasting solar activity directly from its time series

NASA Technical Reports Server (NTRS)

Ashrafi, S.; Roszman, L.; Cooley, J.

1992-01-01

Numerical techniques for constructing nonlinear predictive models to forecast solar flux directly from its time series are presented. This approach makes it possible to extract dynamical invariants of our system without reference to any underlying solar physics. We consider the dynamical evolution of solar activity in a reconstructed phase space that captures the attractor (strange), given a procedure for constructing a predictor of future solar activity, and discuss extraction of dynamical invariants such as Lyapunov exponents and attractor dimension.
Nonlinear techniques for forecasting solar activity directly from its time series

NASA Technical Reports Server (NTRS)

Ashrafi, S.; Roszman, L.; Cooley, J.

1993-01-01

This paper presents numerical techniques for constructing nonlinear predictive models to forecast solar flux directly from its time series. This approach makes it possible to extract dynamical in variants of our system without reference to any underlying solar physics. We consider the dynamical evolution of solar activity in a reconstructed phase space that captures the attractor (strange), give a procedure for constructing a predictor of future solar activity, and discuss extraction of dynamical invariants such as Lyapunov exponents and attractor dimension.
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.
A new data-driven model for post-transplant antibody dynamics in high risk kidney transplantation.

PubMed

Zhang, Yan; Briggs, David; Lowe, David; Mitchell, Daniel; Daga, Sunil; Krishnan, Nithya; Higgins, Robert; Khovanova, Natasha

2017-02-01

The dynamics of donor specific human leukocyte antigen antibodies during early stage after kidney transplantation are of great clinical interest as these antibodies are considered to be associated with short and long term clinical outcomes. The limited number of antibody time series and their diverse patterns have made the task of modelling difficult. Focusing on one typical post-transplant dynamic pattern with rapid falls and stable settling levels, a novel data-driven model has been developed for the first time. A variational Bayesian inference method has been applied to select the best model and learn its parameters for 39 time series from two groups of graft recipients, i.e. patients with and without acute antibody-mediated rejection (AMR) episodes. Linear and nonlinear dynamic models of different order were attempted to fit the time series, and the third order linear model provided the best description of the common features in both groups. Both deterministic and stochastic parameters are found to be significantly different in the AMR and no-AMR groups showing that the time series in the AMR group have significantly higher frequency of oscillations and faster dissipation rates. This research may potentially lead to better understanding of the immunological mechanisms involved in kidney transplantation. Copyright © 2016 The Authors. Published by Elsevier Inc. All rights reserved.
A Multitaper, Causal Decomposition for Stochastic, Multivariate Time Series: Application to High-Frequency Calcium Imaging Data.

PubMed

Sornborger, Andrew T; Lauderdale, James D

2016-11-01

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

[Approximation to the dynamics of meningococcal meningitis through dynamic systems and time series].

PubMed

Canals, M

1996-02-01

Meningococcal meningitis is subjected to epidemiological surveillance due to its severity and the occasional presentation of epidemic outbreaks. This work analyses previous disease models, generate new ones and analyses monthly cases using ARIMA time series models. The results show that disease dynamics for closed populations is epidemic and the epidemic size is related to the proportion of carriers and the transmissiveness of the agent. In open populations, disease dynamics depends on the admission rate of susceptible and the relative admission of infected individuals. Our model considers a logistic populational growth and carrier admission proportional to populational size, generating an endemic dynamics. Considering a non-instantaneous system response, a greater realism is obtained establishing that the endemic situation may present a dynamics highly sensitive to initial conditions, depending on the transmissiveness and proportion of susceptible individuals in the population. Time series model showed an adequate predictive capacity in terms no longer than 10 months. The lack of long term predictability was attributed to local changes in the proportion of carriers or on transmissiveness that lead to chaotic dynamics over a seasonal pattern. Predictions for 1995 and 1996 were obtained.
Evaluation of human dynamic balance in Grassmann manifold

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

NASA Technical Reports Server (NTRS)

Brown, Reggie; Bryant, Paul; Abarbanel, Henry D. I.

1991-01-01

The paper examines the problem of accurately determining, from an observed time series, the Liapunov exponents for the dynamical system generating the data. It is shown that, even with very large data sets, it is clearly advantageous to utilize local neighborhood-to-neighborhood mappings with higher-order Taylor series rather than just local linear maps. This procedure is demonstrated on the Henon and Ikeda maps of the plane itself, the Lorenz system of three ordinary differential equations, and the Mackey-Glass delay differential equation.
Structural connectome topology relates to regional BOLD signal dynamics in the mouse brain

NASA Astrophysics Data System (ADS)

Sethi, Sarab S.; Zerbi, Valerio; Wenderoth, Nicole; Fornito, Alex; Fulcher, Ben D.

2017-04-01

Brain dynamics are thought to unfold on a network determined by the pattern of axonal connections linking pairs of neuronal elements; the so-called connectome. Prior work has indicated that structural brain connectivity constrains pairwise correlations of brain dynamics ("functional connectivity"), but it is not known whether inter-regional axonal connectivity is related to the intrinsic dynamics of individual brain areas. Here we investigate this relationship using a weighted, directed mesoscale mouse connectome from the Allen Mouse Brain Connectivity Atlas and resting state functional MRI (rs-fMRI) time-series data measured in 184 brain regions in eighteen anesthetized mice. For each brain region, we measured degree, betweenness, and clustering coefficient from weighted and unweighted, and directed and undirected versions of the connectome. We then characterized the univariate rs-fMRI dynamics in each brain region by computing 6930 time-series properties using the time-series analysis toolbox, hctsa. After correcting for regional volume variations, strong and robust correlations between structural connectivity properties and rs-fMRI dynamics were found only when edge weights were accounted for, and were associated with variations in the autocorrelation properties of the rs-fMRI signal. The strongest relationships were found for weighted in-degree, which was positively correlated to the autocorrelation of fMRI time series at time lag τ = 34 s (partial Spearman correlation ρ = 0.58 ), as well as a range of related measures such as relative high frequency power (f > 0.4 Hz: ρ = - 0.43 ). Our results indicate that the topology of inter-regional axonal connections of the mouse brain is closely related to intrinsic, spontaneous dynamics such that regions with a greater aggregate strength of incoming projections display longer timescales of activity fluctuations.
Detection of bifurcations in noisy coupled systems from multiple time series

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

Williamson, Mark S., E-mail: m.s.williamson@exeter.ac.uk; Lenton, Timothy M.

We generalize a method of detecting an approaching bifurcation in a time series of a noisy system from the special case of one dynamical variable to multiple dynamical variables. For a system described by a stochastic differential equation consisting of an autonomous deterministic part with one dynamical variable and an additive white noise term, small perturbations away from the system's fixed point will decay slower the closer the system is to a bifurcation. This phenomenon is known as critical slowing down and all such systems exhibit this decay-type behaviour. However, when the deterministic part has multiple coupled dynamical variables, themore » possible dynamics can be much richer, exhibiting oscillatory and chaotic behaviour. In our generalization to the multi-variable case, we find additional indicators to decay rate, such as frequency of oscillation. In the case of approaching a homoclinic bifurcation, there is no change in decay rate but there is a decrease in frequency of oscillations. The expanded method therefore adds extra tools to help detect and classify approaching bifurcations given multiple time series, where the underlying dynamics are not fully known. Our generalisation also allows bifurcation detection to be applied spatially if one treats each spatial location as a new dynamical variable. One may then determine the unstable spatial mode(s). This is also something that has not been possible with the single variable method. The method is applicable to any set of time series regardless of its origin, but may be particularly useful when anticipating abrupt changes in the multi-dimensional climate system.« less
Detection of bifurcations in noisy coupled systems from multiple time series

NASA Astrophysics Data System (ADS)

Williamson, Mark S.; Lenton, Timothy M.

2015-03-01

We generalize a method of detecting an approaching bifurcation in a time series of a noisy system from the special case of one dynamical variable to multiple dynamical variables. For a system described by a stochastic differential equation consisting of an autonomous deterministic part with one dynamical variable and an additive white noise term, small perturbations away from the system's fixed point will decay slower the closer the system is to a bifurcation. This phenomenon is known as critical slowing down and all such systems exhibit this decay-type behaviour. However, when the deterministic part has multiple coupled dynamical variables, the possible dynamics can be much richer, exhibiting oscillatory and chaotic behaviour. In our generalization to the multi-variable case, we find additional indicators to decay rate, such as frequency of oscillation. In the case of approaching a homoclinic bifurcation, there is no change in decay rate but there is a decrease in frequency of oscillations. The expanded method therefore adds extra tools to help detect and classify approaching bifurcations given multiple time series, where the underlying dynamics are not fully known. Our generalisation also allows bifurcation detection to be applied spatially if one treats each spatial location as a new dynamical variable. One may then determine the unstable spatial mode(s). This is also something that has not been possible with the single variable method. The method is applicable to any set of time series regardless of its origin, but may be particularly useful when anticipating abrupt changes in the multi-dimensional climate system.
Biogeochemistry from Gliders at the Hawaii Ocean Times-Series

NASA Astrophysics Data System (ADS)

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

2016-02-01

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

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

USGS Publications Warehouse

Zhang, Xiayong; Friedl, Mark A.; Schaaf, Crystal B.; Strahler, Alan H.; Hodges, John C.F.; Gao, Feng; Reed, Bradley C.; Huete, Alfredo

2003-01-01

Accurate measurements of regional to global scale vegetation dynamics (phenology) are required to improve models and understanding of inter-annual variability in terrestrial ecosystem carbon exchange and climate–biosphere interactions. Since the mid-1980s, satellite data have been used to study these processes. In this paper, a new methodology to monitor global vegetation phenology from time series of satellite data is presented. The method uses series of piecewise logistic functions, which are fit to remotely sensed vegetation index (VI) data, to represent intra-annual vegetation dynamics. Using this approach, transition dates for vegetation activity within annual time series of VI data can be determined from satellite data. The method allows vegetation dynamics to be monitored at large scales in a fashion that it is ecologically meaningful and does not require pre-smoothing of data or the use of user-defined thresholds. Preliminary results based on an annual time series of Moderate Resolution Imaging Spectroradiometer (MODIS) data for the northeastern United States demonstrate that the method is able to monitor vegetation phenology with good success.
Refining Markov state models for conformational dynamics using ensemble-averaged data and time-series trajectories

NASA Astrophysics Data System (ADS)

Matsunaga, Y.; Sugita, Y.

2018-06-01

A data-driven modeling scheme is proposed for conformational dynamics of biomolecules based on molecular dynamics (MD) simulations and experimental measurements. In this scheme, an initial Markov State Model (MSM) is constructed from MD simulation trajectories, and then, the MSM parameters are refined using experimental measurements through machine learning techniques. The second step can reduce the bias of MD simulation results due to inaccurate force-field parameters. Either time-series trajectories or ensemble-averaged data are available as a training data set in the scheme. Using a coarse-grained model of a dye-labeled polyproline-20, we compare the performance of machine learning estimations from the two types of training data sets. Machine learning from time-series data could provide the equilibrium populations of conformational states as well as their transition probabilities. It estimates hidden conformational states in more robust ways compared to that from ensemble-averaged data although there are limitations in estimating the transition probabilities between minor states. We discuss how to use the machine learning scheme for various experimental measurements including single-molecule time-series trajectories.
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
Constructing the reduced dynamical models of interannual climate variability from spatial-distributed time series

NASA Astrophysics Data System (ADS)

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

2016-04-01

We suggest a method for empirical forecast of climate dynamics basing on the reconstruction of reduced dynamical models in a form of random dynamical systems [1,2] derived from observational time series. The construction of proper embedding - the set of variables determining the phase space the model works in - is no doubt the most important step in such a modeling, but this task is non-trivial due to huge dimension of time series of typical climatic fields. Actually, an appropriate expansion of observational time series is needed yielding the number of principal components considered as phase variables, which are to be efficient for the construction of low-dimensional evolution operator. We emphasize two main features the reduced models should have for capturing the main dynamical properties of the system: (i) taking into account time-lagged teleconnections in the atmosphere-ocean system and (ii) reflecting the nonlinear nature of these teleconnections. In accordance to these principles, in this report we present the methodology which includes the combination of a new way for the construction of an embedding by the spatio-temporal data expansion and nonlinear model construction on the basis of artificial neural networks. The methodology is aplied to NCEP/NCAR reanalysis data including fields of sea level pressure, geopotential height, and wind speed, covering Northern Hemisphere. Its efficiency for the interannual forecast of various climate phenomena including ENSO, PDO, NAO and strong blocking event condition over the mid latitudes, is demonstrated. Also, we investigate the ability of the models to reproduce and predict the evolution of qualitative features of the dynamics, such as spectral peaks, critical transitions and statistics of extremes. This research was supported by the Government of the Russian Federation (Agreement No. 14.Z50.31.0033 with the Institute of Applied Physics RAS) [1] Y. I. Molkov, E. M. Loskutov, D. N. Mukhin, and A. M. Feigin, "Random dynamical models from time series," Phys. Rev. E, vol. 85, no. 3, p. 036216, 2012. [2] D. Mukhin, D. Kondrashov, E. Loskutov, A. Gavrilov, A. Feigin, and M. Ghil, "Predicting Critical Transitions in ENSO models. Part II: Spatially Dependent Models," J. Clim., vol. 28, no. 5, pp. 1962-1976, 2015.
Comparison of time-series registration methods in breast dynamic infrared imaging

NASA Astrophysics Data System (ADS)

Riyahi-Alam, S.; Agostini, V.; Molinari, F.; Knaflitz, M.

2015-03-01

Automated motion reduction in dynamic infrared imaging is on demand in clinical applications, since movement disarranges time-temperature series of each pixel, thus originating thermal artifacts that might bias the clinical decision. All previously proposed registration methods are feature based algorithms requiring manual intervention. The aim of this work is to optimize the registration strategy specifically for Breast Dynamic Infrared Imaging and to make it user-independent. We implemented and evaluated 3 different 3D time-series registration methods: 1. Linear affine, 2. Non-linear Bspline, 3. Demons applied to 12 datasets of healthy breast thermal images. The results are evaluated through normalized mutual information with average values of 0.70 ±0.03, 0.74 ±0.03 and 0.81 ±0.09 (out of 1) for Affine, Bspline and Demons registration, respectively, as well as breast boundary overlap and Jacobian determinant of the deformation field. The statistical analysis of the results showed that symmetric diffeomorphic Demons' registration method outperforms also with the best breast alignment and non-negative Jacobian values which guarantee image similarity and anatomical consistency of the transformation, due to homologous forces enforcing the pixel geometric disparities to be shortened on all the frames. We propose Demons' registration as an effective technique for time-series dynamic infrared registration, to stabilize the local temperature oscillation.
EO-1 Hyperion reflectance time series at calibration and validation sites: stability and sensitivity to seasonal dynamics

Treesearch

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

2013-01-01

This study evaluated Earth Observing 1 (EO-1) Hyperion reflectance time series at established calibration sites to assess the instrument stability and suitability for monitoring vegetation functional parameters. Our analysis using three pseudo-invariant calibration sites in North America indicated that the reflectance time series are devoid of apparent spectral trends...
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.
A recurrence network approach for the analysis of skin blood flow dynamics in response to loading pressure.

PubMed

Liao, Fuyuan; Jan, Yih-Kuen

2012-06-01

This paper presents a recurrence network approach for the analysis of skin blood flow dynamics in response to loading pressure. Recurrence is a fundamental property of many dynamical systems, which can be explored in phase spaces constructed from observational time series. A visualization tool of recurrence analysis called recurrence plot (RP) has been proved to be highly effective to detect transitions in the dynamics of the system. However, it was found that delay embedding can produce spurious structures in RPs. Network-based concepts have been applied for the analysis of nonlinear time series recently. We demonstrate that time series with different types of dynamics exhibit distinct global clustering coefficients and distributions of local clustering coefficients and that the global clustering coefficient is robust to the embedding parameters. We applied the approach to study skin blood flow oscillations (BFO) response to loading pressure. The results showed that global clustering coefficients of BFO significantly decreased in response to loading pressure (p<0.01). Moreover, surrogate tests indicated that such a decrease was associated with a loss of nonlinearity of BFO. Our results suggest that the recurrence network approach can practically quantify the nonlinear dynamics of BFO.
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.
Multiscale Analysis of Time Irreversibility Based on Phase-Space Reconstruction and Horizontal Visibility Graph Approach

NASA Astrophysics Data System (ADS)

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

Time irreversibility is an important property of nonequilibrium dynamic systems. A visibility graph approach was recently proposed, and this approach is generally effective to measure time irreversibility of time series. However, its result may be unreliable when dealing with high-dimensional systems. In this work, we consider the joint concept of time irreversibility and adopt the phase-space reconstruction technique to improve this visibility graph approach. Compared with the previous approach, the improved approach gives a more accurate estimate for the irreversibility of time series, and is more effective to distinguish irreversible and reversible stochastic processes. We also use this approach to extract the multiscale irreversibility to account for the multiple inherent dynamics of time series. Finally, we apply the approach to detect the multiscale irreversibility of financial time series, and succeed to distinguish the time of financial crisis and the plateau. In addition, Asian stock indexes away from other indexes are clearly visible in higher time scales. Simulations and real data support the effectiveness of the improved approach when detecting time irreversibility.
Multiscale synchrony behaviors of paired financial time series by 3D multi-continuum percolation

NASA Astrophysics Data System (ADS)

Wang, M.; Wang, J.; Wang, B. T.

2018-02-01

Multiscale synchrony behaviors and nonlinear dynamics of paired financial time series are investigated, in an attempt to study the cross correlation relationships between two stock markets. A random stock price model is developed by a new system called three-dimensional (3D) multi-continuum percolation system, which is utilized to imitate the formation mechanism of price dynamics and explain the nonlinear behaviors found in financial time series. We assume that the price fluctuations are caused by the spread of investment information. The cluster of 3D multi-continuum percolation represents the cluster of investors who share the same investment attitude. In this paper, we focus on the paired return series, the paired volatility series, and the paired intrinsic mode functions which are decomposed by empirical mode decomposition. A new cross recurrence quantification analysis is put forward, combining with multiscale cross-sample entropy, to investigate the multiscale synchrony of these paired series from the proposed model. The corresponding research is also carried out for two China stock markets as comparison.
Fast Algorithms for Mining Co-evolving Time Series

DTIC Science & Technology

2011-09-01

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

Signatures of ecological processes in microbial community time series.

PubMed

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

2018-06-28

Growth rates, interactions between community members, stochasticity, and immigration are important drivers of microbial community dynamics. In sequencing data analysis, such as network construction and community model parameterization, we make implicit assumptions about the nature of these drivers and thereby restrict model outcome. Despite apparent risk of methodological bias, the validity of the assumptions is rarely tested, as comprehensive procedures are lacking. Here, we propose a classification scheme to determine the processes that gave rise to the observed time series and to enable better model selection. We implemented a three-step classification scheme in R that first determines whether dependence between successive time steps (temporal structure) is present in the time series and then assesses with a recently developed neutrality test whether interactions between species are required for the dynamics. If the first and second tests confirm the presence of temporal structure and interactions, then parameters for interaction models are estimated. To quantify the importance of temporal structure, we compute the noise-type profile of the community, which ranges from black in case of strong dependency to white in the absence of any dependency. We applied this scheme to simulated time series generated with the Dirichlet-multinomial (DM) distribution, Hubbell's neutral model, the generalized Lotka-Volterra model and its discrete variant (the Ricker model), and a self-organized instability model, as well as to human stool microbiota time series. The noise-type profiles for all but DM data clearly indicated distinctive structures. The neutrality test correctly classified all but DM and neutral time series as non-neutral. The procedure reliably identified time series for which interaction inference was suitable. Both tests were required, as we demonstrated that all structured time series, including those generated with the neutral model, achieved a moderate to high goodness of fit to the Ricker model. We present a fast and robust scheme to classify community structure and to assess the prevalence of interactions directly from microbial time series data. The procedure not only serves to determine ecological drivers of microbial dynamics, but also to guide selection of appropriate community models for prediction and follow-up analysis.
Chaos and Forecasting - Proceedings of the Royal Society Discussion Meeting

NASA Astrophysics Data System (ADS)

Tong, Howell

1995-04-01

The Table of Contents for the full book PDF is as follows: * Preface * Orthogonal Projection, Embedding Dimension and Sample Size in Chaotic Time Series from a Statistical Perspective * A Theory of Correlation Dimension for Stationary Time Series * On Prediction and Chaos in Stochastic Systems * Locally Optimized Prediction of Nonlinear Systems: Stochastic and Deterministic * A Poisson Distribution for the BDS Test Statistic for Independence in a Time Series * Chaos and Nonlinear Forecastability in Economics and Finance * Paradigm Change in Prediction * Predicting Nonuniform Chaotic Attractors in an Enzyme Reaction * Chaos in Geophysical Fluids * Chaotic Modulation of the Solar Cycle * Fractal Nature in Earthquake Phenomena and its Simple Models * Singular Vectors and the Predictability of Weather and Climate * Prediction as a Criterion for Classifying Natural Time Series * Measuring and Characterising Spatial Patterns, Dynamics and Chaos in Spatially-Extended Dynamical Systems and Ecologies * Non-Linear Forecasting and Chaos in Ecology and Epidemiology: Measles as a Case Study
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
Impact of Noise on a Dynamical System: Prediction and Uncertainties from a Swarm-Optimized Neural Network

PubMed Central

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

2015-01-01

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

PubMed

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

2015-01-01

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

NASA Astrophysics Data System (ADS)

Rosso, Osvaldo A.; Mairal, María. Liliana

2002-09-01

Since traditional electrical brain signal analysis is mostly qualitative, the development of new quantitative methods is crucial for restricting the subjectivity in the study of brain signals. These methods are particularly fruitful when they are strongly correlated with intuitive physical concepts that allow a better understanding of the brain dynamics. The processing of information by the brain is reflected in dynamical changes of the electrical activity in time, frequency, and space. Therefore, the concomitant studies require methods capable of describing the qualitative variation of the signal in both time and frequency. The entropy defined from the wavelet functions is a measure of the order/disorder degree present in a time series. In consequence, this entropy evaluates over EEG time series gives information about the underlying dynamical process in the brain, more specifically of the synchrony of the group cells involved in the different neural responses. The total wavelet entropy results independent of the signal energy and becomes a good tool for detecting dynamical changes in the system behavior. In addition the total wavelet entropy has advantages over the Lyapunov exponents, because it is parameter free and independent of the stationarity of the time series. In this work we compared the results of the time evolution of the chaoticity (Lyapunov exponent as a function of time) with the corresponding time evolution of the total wavelet entropy in two different EEG records, one provide by depth electrodes and other by scalp ones.
Time reversibility from visibility graphs of nonstationary processes

NASA Astrophysics Data System (ADS)

Lacasa, Lucas; Flanagan, Ryan

2015-08-01

Visibility algorithms are a family of methods to map time series into networks, with the aim of describing the structure of time series and their underlying dynamical properties in graph-theoretical terms. Here we explore some properties of both natural and horizontal visibility graphs associated to several nonstationary processes, and we pay particular attention to their capacity to assess time irreversibility. Nonstationary signals are (infinitely) irreversible by definition (independently of whether the process is Markovian or producing entropy at a positive rate), and thus the link between entropy production and time series irreversibility has only been explored in nonequilibrium stationary states. Here we show that the visibility formalism naturally induces a new working definition of time irreversibility, which allows us to quantify several degrees of irreversibility for stationary and nonstationary series, yielding finite values that can be used to efficiently assess the presence of memory and off-equilibrium dynamics in nonstationary processes without the need to differentiate or detrend them. We provide rigorous results complemented by extensive numerical simulations on several classes of stochastic processes.
Hierarchical structure of the energy landscape of proteins revisited by time series analysis. I. Mimicking protein dynamics in different time scales

NASA Astrophysics Data System (ADS)

Alakent, Burak; Camurdan, Mehmet C.; Doruker, Pemra

2005-10-01

Time series models, which are constructed from the projections of the molecular-dynamics (MD) runs on principal components (modes), are used to mimic the dynamics of two proteins: tendamistat and immunity protein of colicin E7 (ImmE7). Four independent MD runs of tendamistat and three independent runs of ImmE7 protein in vacuum are used to investigate the energy landscapes of these proteins. It is found that mean-square displacements of residues along the modes in different time scales can be mimicked by time series models, which are utilized in dividing protein dynamics into different regimes with respect to the dominating motion type. The first two regimes constitute the dominance of intraminimum motions during the first 5ps and the random walk motion in a hierarchically higher-level energy minimum, which comprise the initial time period of the trajectories up to 20-40ps for tendamistat and 80-120ps for ImmE7. These are also the time ranges within which the linear nonstationary time series are completely satisfactory in explaining protein dynamics. Encountering energy barriers enclosing higher-level energy minima constrains the random walk motion of the proteins, and pseudorelaxation processes at different levels of minima are detected in tendamistat, depending on the sampling window size. Correlation (relaxation) times of 30-40ps and 150-200ps are detected for two energy envelopes of successive levels for tendamistat, which gives an overall idea about the hierarchical structure of the energy landscape. However, it should be stressed that correlation times of the modes are highly variable with respect to conformational subspaces and sampling window sizes, indicating the absence of an actual relaxation. The random-walk step sizes and the time length of the second regime are used to illuminate an important difference between the dynamics of the two proteins, which cannot be clarified by the investigation of relaxation times alone: ImmE7 has lower-energy barriers enclosing the higher-level energy minimum, preventing the protein to relax and letting it move in a random-walk fashion for a longer period of time.
Analyzing Landsat time-series data across adjacent path/rows and across multiple cycles of FIA: Lessons learned in southern Missouri

Treesearch

Mark Nelson; Sean Healey; W. Keith Moser; Mark Hansen; Warren Cohen; Mark Hatfield; Nancy Thomas; Jeff Masek

2009-01-01

The North American Forest Dynamics (NAFD) Program is assessing disturbance and regrowth in the forests of the continent. These forest dynamics are interpreted from per-pixel estimates of forest biomass, which are produced for a time series of Landsat 5 Thematic Mapper (TM) and Landsat 7 Enhanced TM Plus images. Image data are combined with sample plot data from the...
Dimensionless embedding for nonlinear time series analysis

NASA Astrophysics Data System (ADS)

Hirata, Yoshito; Aihara, Kazuyuki

2017-09-01

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

DTIC Science & Technology

2017-07-01

60 Appendix A: Time Series of Wax Lake Hydrological Measurements...north-south wind stress (right). In each plot, the global wavelet spectrum is shown to the right of the wavelet plot, and and the original time series ...for Hs. The global wavelet spectrum is shown to the right of the wavelet plot, and and the original time series is shown below
Directed dynamical influence is more detectable with noise

PubMed Central

Jiang, Jun-Jie; Huang, Zi-Gang; Huang, Liang; Liu, Huan; Lai, Ying-Cheng

2016-01-01

Successful identification of directed dynamical influence in complex systems is relevant to significant problems of current interest. Traditional methods based on Granger causality and transfer entropy have issues such as difficulty with nonlinearity and large data requirement. Recently a framework based on nonlinear dynamical analysis was proposed to overcome these difficulties. We find, surprisingly, that noise can counterintuitively enhance the detectability of directed dynamical influence. In fact, intentionally injecting a proper amount of asymmetric noise into the available time series has the unexpected benefit of dramatically increasing confidence in ascertaining the directed dynamical influence in the underlying system. This result is established based on both real data and model time series from nonlinear ecosystems. We develop a physical understanding of the beneficial role of noise in enhancing detection of directed dynamical influence. PMID:27066763
Directed dynamical influence is more detectable with noise.

PubMed

Jiang, Jun-Jie; Huang, Zi-Gang; Huang, Liang; Liu, Huan; Lai, Ying-Cheng

2016-04-12

Successful identification of directed dynamical influence in complex systems is relevant to significant problems of current interest. Traditional methods based on Granger causality and transfer entropy have issues such as difficulty with nonlinearity and large data requirement. Recently a framework based on nonlinear dynamical analysis was proposed to overcome these difficulties. We find, surprisingly, that noise can counterintuitively enhance the detectability of directed dynamical influence. In fact, intentionally injecting a proper amount of asymmetric noise into the available time series has the unexpected benefit of dramatically increasing confidence in ascertaining the directed dynamical influence in the underlying system. This result is established based on both real data and model time series from nonlinear ecosystems. We develop a physical understanding of the beneficial role of noise in enhancing detection of directed dynamical influence.
Lyapunov exponents from CHUA's circuit time series using artificial neural networks

NASA Technical Reports Server (NTRS)

Gonzalez, J. Jesus; Espinosa, Ismael E.; Fuentes, Alberto M.

1995-01-01

In this paper we present the general problem of identifying if a nonlinear dynamic system has a chaotic behavior. If the answer is positive the system will be sensitive to small perturbations in the initial conditions which will imply that there is a chaotic attractor in its state space. A particular problem would be that of identifying a chaotic oscillator. We present an example of three well known different chaotic oscillators where we have knowledge of the equations that govern the dynamical systems and from there we can obtain the corresponding time series. In a similar example we assume that we only know the time series and, finally, in another example we have to take measurements in the Chua's circuit to obtain sample points of the time series. With the knowledge about the time series the phase plane portraits are plotted and from them, by visual inspection, it is concluded whether or not the system is chaotic. This method has the problem of uncertainty and subjectivity and for that reason a different approach is needed. A quantitative approach is the computation of the Lyapunov exponents. We describe several methods for obtaining them and apply a little known method of artificial neural networks to the different examples mentioned above. We end the paper discussing the importance of the Lyapunov exponents in the interpretation of the dynamic behavior of biological neurons and biological neural networks.
A synergic simulation-optimization approach for analyzing biomolecular dynamics in living organisms.

PubMed

Sadegh Zadeh, Kouroush

2011-01-01

A synergic duo simulation-optimization approach was developed and implemented to study protein-substrate dynamics and binding kinetics in living organisms. The forward problem is a system of several coupled nonlinear partial differential equations which, with a given set of kinetics and diffusion parameters, can provide not only the commonly used bleached area-averaged time series in fluorescence microscopy experiments but more informative full biomolecular/drug space-time series and can be successfully used to study dynamics of both Dirac and Gaussian fluorescence-labeled biomacromolecules in vivo. The incomplete Cholesky preconditioner was coupled with the finite difference discretization scheme and an adaptive time-stepping strategy to solve the forward problem. The proposed approach was validated with analytical as well as reference solutions and used to simulate dynamics of GFP-tagged glucocorticoid receptor (GFP-GR) in mouse cancer cell during a fluorescence recovery after photobleaching experiment. Model analysis indicates that the commonly practiced bleach spot-averaged time series is not an efficient approach to extract physiological information from the fluorescence microscopy protocols. It was recommended that experimental biophysicists should use full space-time series, resulting from experimental protocols, to study dynamics of biomacromolecules and drugs in living organisms. It was also concluded that in parameterization of biological mass transfer processes, setting the norm of the gradient of the penalty function at the solution to zero is not an efficient stopping rule to end the inverse algorithm. Theoreticians should use multi-criteria stopping rules to quantify model parameters by optimization. Copyright © 2010 Elsevier Ltd. All rights reserved.
Classification of biosensor time series using dynamic time warping: applications in screening cancer cells with characteristic biomarkers.

PubMed

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

2016-01-01

The development of biosensors that produce time series data will facilitate improvements in biomedical diagnostics and in personalized medicine. The time series produced by these devices often contains characteristic features arising from biochemical interactions between the sample and the sensor. To use such characteristic features for determining sample class, similarity-based classifiers can be utilized. However, the construction of such classifiers is complicated by the variability in the time domains of such series that renders the traditional distance metrics such as Euclidean distance ineffective in distinguishing between biological variance and time domain variance. The dynamic time warping (DTW) algorithm is a sequence alignment algorithm that can be used to align two or more series to facilitate quantifying similarity. In this article, we evaluated the performance of DTW distance-based similarity classifiers for classifying time series that mimics electrical signals produced by nanotube biosensors. Simulation studies demonstrated the positive performance of such classifiers in discriminating between time series containing characteristic features that are obscured by noise in the intensity and time domains. We then applied a DTW distance-based k -nearest neighbors classifier to distinguish the presence/absence of mesenchymal biomarker in cancer cells in buffy coats in a blinded test. Using a train-test approach, we find that the classifier had high sensitivity (90.9%) and specificity (81.8%) in differentiating between EpCAM-positive MCF7 cells spiked in buffy coats and those in plain buffy coats.
dynGENIE3: dynamical GENIE3 for the inference of gene networks from time series expression data.

PubMed

Huynh-Thu, Vân Anh; Geurts, Pierre

2018-02-21

The elucidation of gene regulatory networks is one of the major challenges of systems biology. Measurements about genes that are exploited by network inference methods are typically available either in the form of steady-state expression vectors or time series expression data. In our previous work, we proposed the GENIE3 method that exploits variable importance scores derived from Random forests to identify the regulators of each target gene. This method provided state-of-the-art performance on several benchmark datasets, but it could however not specifically be applied to time series expression data. We propose here an adaptation of the GENIE3 method, called dynamical GENIE3 (dynGENIE3), for handling both time series and steady-state expression data. The proposed method is evaluated extensively on the artificial DREAM4 benchmarks and on three real time series expression datasets. Although dynGENIE3 does not systematically yield the best performance on each and every network, it is competitive with diverse methods from the literature, while preserving the main advantages of GENIE3 in terms of scalability.
Does preprocessing change nonlinear measures of heart rate variability?

PubMed

Gomes, Murilo E D; Guimarães, Homero N; Ribeiro, Antônio L P; Aguirre, Luis A

2002-11-01

This work investigated if methods used to produce a uniformly sampled heart rate variability (HRV) time series significantly change the deterministic signature underlying the dynamics of such signals and some nonlinear measures of HRV. Two methods of preprocessing were used: the convolution of inverse interval function values with a rectangular window and the cubic polynomial interpolation. The HRV time series were obtained from 33 Wistar rats submitted to autonomic blockade protocols and from 17 healthy adults. The analysis of determinism was carried out by the method of surrogate data sets and nonlinear autoregressive moving average modelling and prediction. The scaling exponents alpha, alpha(1) and alpha(2) derived from the detrended fluctuation analysis were calculated from raw HRV time series and respective preprocessed signals. It was shown that the technique of cubic interpolation of HRV time series did not significantly change any nonlinear characteristic studied in this work, while the method of convolution only affected the alpha(1) index. The results suggested that preprocessed time series may be used to study HRV in the field of nonlinear dynamics.

Extracting Leading Nonlinear Modes of Changing Climate From Global SST Time Series

NASA Astrophysics Data System (ADS)

Mukhin, D.; Gavrilov, A.; Loskutov, E. M.; Feigin, A. M.; Kurths, J.

2017-12-01

Data-driven modeling of climate requires adequate principal variables extracted from observed high-dimensional data. For constructing such variables it is needed to find spatial-temporal patterns explaining a substantial part of the variability and comprising all dynamically related time series from the data. The difficulties of this task rise from the nonlinearity and non-stationarity of the climate dynamical system. The nonlinearity leads to insufficiency of linear methods of data decomposition for separating different processes entangled in the observed time series. On the other hand, various forcings, both anthropogenic and natural, make the dynamics non-stationary, and we should be able to describe the response of the system to such forcings in order to separate the modes explaining the internal variability. The method we present is aimed to overcome both these problems. The method is based on the Nonlinear Dynamical Mode (NDM) decomposition [1,2], but takes into account external forcing signals. An each mode depends on hidden, unknown a priori, time series which, together with external forcing time series, are mapped onto data space. Finding both the hidden signals and the mapping allows us to study the evolution of the modes' structure in changing external conditions and to compare the roles of the internal variability and forcing in the observed behavior. The method is used for extracting of the principal modes of SST variability on inter-annual and multidecadal time scales accounting the external forcings such as CO2, variations of the solar activity and volcanic activity. The structure of the revealed teleconnection patterns as well as their forecast under different CO2 emission scenarios are discussed.[1] Mukhin, D., Gavrilov, A., Feigin, A., Loskutov, E., & Kurths, J. (2015). Principal nonlinear dynamical modes of climate variability. Scientific Reports, 5, 15510. [2] Gavrilov, A., Mukhin, D., Loskutov, E., Volodin, E., Feigin, A., & Kurths, J. (2016). Method for reconstructing nonlinear modes with adaptive structure from multidimensional data. Chaos: An Interdisciplinary Journal of Nonlinear Science, 26(12), 123101.
Modeling Non-Gaussian Time Series with Nonparametric Bayesian Model.

PubMed

Xu, Zhiguang; MacEachern, Steven; Xu, Xinyi

2015-02-01

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

PubMed Central

Fontana, Fabio; Rixen, Christian; Jonas, Tobias; Aberegg, Gabriel; Wunderle, Stefan

2008-01-01

This study evaluates the ability to track grassland growth phenology in the Swiss Alps with NOAA-16 Advanced Very High Resolution Radiometer (AVHRR) Normalized Difference Vegetation Index (NDVI) time series. Three growth parameters from 15 alpine and subalpine grassland sites were investigated between 2001 and 2005: Melt-Out (MO), Start Of Growth (SOG), and End Of Growth (EOG). We tried to estimate these phenological dates from yearly NDVI time series by identifying dates, where certain fractions (thresholds) of the maximum annual NDVI amplitude were crossed for the first time. For this purpose, the NDVI time series were smoothed using two commonly used approaches (Fourier adjustment or alternatively Savitzky-Golay filtering). Moreover, AVHRR NDVI time series were compared against data from the newer generation sensors SPOT VEGETATION and TERRA MODIS. All remote sensing NDVI time series were highly correlated with single point ground measurements and therefore accurately represented growth dynamics of alpine grassland. The newer generation sensors VGT and MODIS performed better than AVHRR, however, differences were minor. Thresholds for the determination of MO, SOG, and EOG were similar across sensors and smoothing methods, which demonstrated the robustness of the results. For our purpose, the Fourier adjustment algorithm created better NDVI time series than the Savitzky-Golay filter, since latter appeared to be more sensitive to noisy NDVI time series. Findings show that the application of various thresholds to NDVI time series allows the observation of the temporal progression of vegetation growth at the selected sites with high consistency. Hence, we believe that our study helps to better understand large-scale vegetation growth dynamics above the tree line in the European Alps. PMID:27879852
Alpine Grassland Phenology as Seen in AVHRR, VEGETATION, and MODIS NDVI Time Series - a Comparison with In Situ Measurements.

PubMed

Fontana, Fabio; Rixen, Christian; Jonas, Tobias; Aberegg, Gabriel; Wunderle, Stefan

2008-04-23

This study evaluates the ability to track grassland growth phenology in the Swiss Alps with NOAA-16 Advanced Very High Resolution Radiometer (AVHRR) Normalized Difference Vegetation Index (NDVI) time series. Three growth parameters from 15 alpine and subalpine grassland sites were investigated between 2001 and 2005: Melt-Out (MO), Start Of Growth (SOG), and End Of Growth (EOG).We tried to estimate these phenological dates from yearly NDVI time series by identifying dates, where certain fractions (thresholds) of the maximum annual NDVI amplitude were crossed for the first time. For this purpose, the NDVI time series were smoothed using two commonly used approaches (Fourier adjustment or alternatively Savitzky-Golay filtering). Moreover, AVHRR NDVI time series were compared against data from the newer generation sensors SPOT VEGETATION and TERRA MODIS. All remote sensing NDVI time series were highly correlated with single point ground measurements and therefore accurately represented growth dynamics of alpine grassland. The newer generation sensors VGT and MODIS performed better than AVHRR, however, differences were minor. Thresholds for the determination of MO, SOG, and EOG were similar across sensors and smoothing methods, which demonstrated the robustness of the results. For our purpose, the Fourier adjustment algorithm created better NDVI time series than the Savitzky-Golay filter, since latter appeared to be more sensitive to noisy NDVI time series. Findings show that the application of various thresholds to NDVI time series allows the observation of the temporal progression of vegetation growth at the selected sites with high consistency. Hence, we believe that our study helps to better understand largescale vegetation growth dynamics above the tree line in the European Alps.
Predicting critical transitions in dynamical systems from time series using nonstationary probability density modeling.

PubMed

Kwasniok, Frank

2013-11-01

A time series analysis method for predicting the probability density of a dynamical system is proposed. A nonstationary parametric model of the probability density is estimated from data within a maximum likelihood framework and then extrapolated to forecast the future probability density and explore the system for critical transitions or tipping points. A full systematic account of parameter uncertainty is taken. The technique is generic, independent of the underlying dynamics of the system. The method is verified on simulated data and then applied to prediction of Arctic sea-ice extent.
A data mining framework for time series estimation.

PubMed

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

2010-04-01

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

PubMed

Gordonov, Simon; Hwang, Mun Kyung; Wells, Alan; Gertler, Frank B; Lauffenburger, Douglas A; Bathe, Mark

2016-01-01

Live-cell imaging can be used to capture spatio-temporal aspects of cellular responses that are not accessible to fixed-cell imaging. As the use of live-cell imaging continues to increase, new computational procedures are needed to characterize and classify the temporal dynamics of individual cells. For this purpose, here we present the general experimental-computational framework SAPHIRE (Stochastic Annotation of Phenotypic Individual-cell Responses) to characterize phenotypic cellular responses from time series imaging datasets. Hidden Markov modeling is used to infer and annotate morphological state and state-switching properties from image-derived cell shape measurements. Time series modeling is performed on each cell individually, making the approach broadly useful for analyzing asynchronous cell populations. Two-color fluorescent cells simultaneously expressing actin and nuclear reporters enabled us to profile temporal changes in cell shape following pharmacological inhibition of cytoskeleton-regulatory signaling pathways. Results are compared with existing approaches conventionally applied to fixed-cell imaging datasets, and indicate that time series modeling captures heterogeneous dynamic cellular responses that can improve drug classification and offer additional important insight into mechanisms of drug action. The software is available at http://saphire-hcs.org.
Characterizing time series via complexity-entropy curves

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

PubMed Central

Campanharo, Andriana S. L. O.; Sirer, M. Irmak; Malmgren, R. Dean; Ramos, Fernando M.; Amaral, Luís A. Nunes.

2011-01-01

Studying the interaction between a system's components and the temporal evolution of the system are two common ways to uncover and characterize its internal workings. Recently, several maps from a time series to a network have been proposed with the intent of using network metrics to characterize time series. Although these maps demonstrate that different time series result in networks with distinct topological properties, it remains unclear how these topological properties relate to the original time series. Here, we propose a map from a time series to a network with an approximate inverse operation, making it possible to use network statistics to characterize time series and time series statistics to characterize networks. As a proof of concept, we generate an ensemble of time series ranging from periodic to random and confirm that application of the proposed map retains much of the information encoded in the original time series (or networks) after application of the map (or its inverse). Our results suggest that network analysis can be used to distinguish different dynamic regimes in time series and, perhaps more importantly, time series analysis can provide a powerful set of tools that augment the traditional network analysis toolkit to quantify networks in new and useful ways. PMID:21858093
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.
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.
Coupling between populations of copepod taxa within an estuarine ecosystem and the adjacent offshore regions

NASA Astrophysics Data System (ADS)

McGinty, N.; Johnson, M. P.; Power, A. M.

2012-07-01

Population dynamics in open systems are complicated by the interactions of local demography and local environmental forcing with processes occurring at larger scales. A local system such as an estuary or bay may contain a zooplankton population that effectively becomes independent of regional dynamics or the local dynamics may be closely coupled to a broader scale pattern. As an alternative, the details of migration and advection may mean that dynamics in a local system are coupled to other specific areas rather than tracking the overall dynamics at a larger scale. We used a reconstructed time series (1973-1987) for copepod taxa to examine the extent to which zooplankton dynamics in Galway Bay reflect processes in broader areas of the NE Atlantic. Continuous Plankton Recorder (CPR) counts were used to establish time series for nine offshore ecoregions, with the regions themselves defined using underlying patterns of chlorophyll variability. The open nature of Galway Bay was reflected in strong associations between bay zooplankton counts and offshore CPR data in a majority of cases (7/10). For each zooplankton taxon, there were large differences among regions in the degree of association with Galway Bay time series. Akaike weights indicated that one ecoregion tended to be the dominant link for each taxon. This indicates that the zooplankton of the Bay reflect more than the local modification of a regional signal and that different zooplankton in the bay may have separate source regions. The data from Galway Bay also fall within a 'sampling shadow' of the CPR. Later years of the time series showed evidence for changes in phenology, with spring zooplankton peaks generally occurring earlier in the year for smaller species.
Inferring the relative resilience of alternative states

USGS Publications Warehouse

Angeler, David G.; Allen, Craig R.; Rojo, Carmen; Alvarez-Cobelas, Miguel; Rodrigo, Maria A.; Sanchez-Carrillo, Salvador

2013-01-01

Ecological systems may occur in alternative states that differ in ecological structures, functions and processes. Resilience is the measure of disturbance an ecological system can absorb before changing states. However, how the intrinsic structures and processes of systems that characterize their states affects their resilience remains unclear. We analyzed time series of phytoplankton communities at three sites in a floodplain in central Spain to assess the dominant frequencies or “temporal scales” in community dynamics and compared the patterns between a wet and a dry alternative state. The identified frequencies and cross-scale structures are expected to arise from positive feedbacks that are thought to reinforce processes in alternative states of ecological systems and regulate emergent phenomena such as resilience. Our analyses show a higher species richness and diversity but lower evenness in the dry state. Time series modeling revealed a decrease in the importance of short-term variability in the communities, suggesting that community dynamics slowed down in the dry relative to the wet state. The number of temporal scales at which community dynamics manifested, and the explanatory power of time series models, was lower in the dry state. The higher diversity, reduced number of temporal scales and the lower explanatory power of time series models suggest that species dynamics tended to be more stochastic in the dry state. From a resilience perspective our results highlight a paradox: increasing species richness may not necessarily enhance resilience. The loss of cross-scale structure (i.e. the lower number of temporal scales) in community dynamics across sites suggests that resilience erodes during drought. Phytoplankton communities in the dry state are therefore likely less resilient than in the wet state. Our case study demonstrates the potential of time series modeling to assess attributes that mediate resilience. The approach is useful for assessing resilience of alternative states across ecological and other complex systems.
Dynamic GSCA (Generalized Structured Component Analysis) with Applications to the Analysis of Effective Connectivity in Functional Neuroimaging Data

ERIC Educational Resources Information Center

Jung, Kwanghee; Takane, Yoshio; Hwang, Heungsun; Woodward, Todd S.

2012-01-01

We propose a new method of structural equation modeling (SEM) for longitudinal and time series data, named Dynamic GSCA (Generalized Structured Component Analysis). The proposed method extends the original GSCA by incorporating a multivariate autoregressive model to account for the dynamic nature of data taken over time. Dynamic GSCA also…
Nonstationary time series prediction combined with slow feature analysis

NASA Astrophysics Data System (ADS)

Wang, G.; Chen, X.

2015-07-01

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

NeuroRhythmics: software for analyzing time-series measurements of saltatory movements in neuronal processes.

PubMed

Kerlin, Aaron M; Lindsley, Tara A

2008-08-15

Time-lapse imaging of living neurons both in vivo and in vitro has revealed that the growth of axons and dendrites is highly dynamic and characterized by alternating periods of extension and retraction. These growth dynamics are associated with important features of neuronal development and are differentially affected by experimental treatments, but the underlying cellular mechanisms are poorly understood. NeuroRhythmics was developed to semi-automate specific quantitative tasks involved in analysis of two-dimensional time-series images of processes that exhibit saltatory elongation. This software provides detailed information on periods of growth and nongrowth that it identifies by transitions in elongation (i.e. initiation time, average rate, duration) and information regarding the overall pattern of saltatory growth (i.e. time of pattern onset, frequency of transitions, relative time spent in a state of growth vs. nongrowth). Plots and numeric output are readily imported into other applications. The user has the option to specify criteria for identifying transitions in growth behavior, which extends the potential application of the software to neurons of different types or developmental stage and to other time-series phenomena that exhibit saltatory dynamics. NeuroRhythmics will facilitate mechanistic studies of periodic axonal and dendritic growth in neurons.
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
Delay differential analysis of time series.

PubMed

Lainscsek, Claudia; Sejnowski, Terrence J

2015-03-01

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

NASA Technical Reports Server (NTRS)

Minnetyan, Levon

1987-01-01

The primary usefulness of the presented theory is in the ability to represent the effects of high frequency linear response with accuracy, without requiring very small time steps in the analysis of dynamic response. The matrix exponential contains a series approximation to the dynamic model. However, unlike the usual analysis procedure which truncates the high frequency response, the approximation in the exponential matrix solution is in the time domain. By truncating the series solution to the matrix exponential short, the solution is made inaccurate after a certain time. Yet, up to that time the solution is extremely accurate, including all high frequency effects. By taking finite time increments, the exponential matrix solution can compute the response very accurately. Use of the exponential matrix in structural dynamics is demonstrated by simulating the free vibration response of multi degree of freedom models of cantilever beams.
Algorithm for predicting the evolution of series of dynamics of complex systems in solving information problems

NASA Astrophysics Data System (ADS)

Kasatkina, T. I.; Dushkin, A. V.; Pavlov, V. A.; Shatovkin, R. R.

2018-03-01

In the development of information, systems and programming to predict the series of dynamics, neural network methods have recently been applied. They are more flexible, in comparison with existing analogues and are capable of taking into account the nonlinearities of the series. In this paper, we propose a modified algorithm for predicting the series of dynamics, which includes a method for training neural networks, an approach to describing and presenting input data, based on the prediction by the multilayer perceptron method. To construct a neural network, the values of a series of dynamics at the extremum points and time values corresponding to them, formed based on the sliding window method, are used as input data. The proposed algorithm can act as an independent approach to predicting the series of dynamics, and be one of the parts of the forecasting system. The efficiency of predicting the evolution of the dynamics series for a short-term one-step and long-term multi-step forecast by the classical multilayer perceptron method and a modified algorithm using synthetic and real data is compared. The result of this modification was the minimization of the magnitude of the iterative error that arises from the previously predicted inputs to the inputs to the neural network, as well as the increase in the accuracy of the iterative prediction of the neural network.
Estimating Dynamical Systems: Derivative Estimation Hints from Sir Ronald A. Fisher

ERIC Educational Resources Information Center

Deboeck, Pascal R.

2010-01-01

The fitting of dynamical systems to psychological data offers the promise of addressing new and innovative questions about how people change over time. One method of fitting dynamical systems is to estimate the derivatives of a time series and then examine the relationships between derivatives using a differential equation model. One common…
Estimating phase synchronization in dynamical systems using cellular nonlinear networks

NASA Astrophysics Data System (ADS)

Sowa, Robert; Chernihovskyi, Anton; Mormann, Florian; Lehnertz, Klaus

2005-06-01

We propose a method for estimating phase synchronization between time series using the parallel computing architecture of cellular nonlinear networks (CNN’s). Applying this method to time series of coupled nonlinear model systems and to electroencephalographic time series from epilepsy patients, we show that an accurate approximation of the mean phase coherence R —a bivariate measure for phase synchronization—can be achieved with CNN’s using polynomial-type templates.
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.
A hybrid symplectic principal component analysis and central tendency measure method for detection of determinism in noisy time series with application to mechanomyography

NASA Astrophysics Data System (ADS)

Xie, Hong-Bo; Dokos, Socrates

2013-06-01

We present a hybrid symplectic geometry and central tendency measure (CTM) method for detection of determinism in noisy time series. CTM is effective for detecting determinism in short time series and has been applied in many areas of nonlinear analysis. However, its performance significantly degrades in the presence of strong noise. In order to circumvent this difficulty, we propose to use symplectic principal component analysis (SPCA), a new chaotic signal de-noising method, as the first step to recover the system dynamics. CTM is then applied to determine whether the time series arises from a stochastic process or has a deterministic component. Results from numerical experiments, ranging from six benchmark deterministic models to 1/f noise, suggest that the hybrid method can significantly improve detection of determinism in noisy time series by about 20 dB when the data are contaminated by Gaussian noise. Furthermore, we apply our algorithm to study the mechanomyographic (MMG) signals arising from contraction of human skeletal muscle. Results obtained from the hybrid symplectic principal component analysis and central tendency measure demonstrate that the skeletal muscle motor unit dynamics can indeed be deterministic, in agreement with previous studies. However, the conventional CTM method was not able to definitely detect the underlying deterministic dynamics. This result on MMG signal analysis is helpful in understanding neuromuscular control mechanisms and developing MMG-based engineering control applications.
A hybrid symplectic principal component analysis and central tendency measure method for detection of determinism in noisy time series with application to mechanomyography.

PubMed

Xie, Hong-Bo; Dokos, Socrates

2013-06-01

We present a hybrid symplectic geometry and central tendency measure (CTM) method for detection of determinism in noisy time series. CTM is effective for detecting determinism in short time series and has been applied in many areas of nonlinear analysis. However, its performance significantly degrades in the presence of strong noise. In order to circumvent this difficulty, we propose to use symplectic principal component analysis (SPCA), a new chaotic signal de-noising method, as the first step to recover the system dynamics. CTM is then applied to determine whether the time series arises from a stochastic process or has a deterministic component. Results from numerical experiments, ranging from six benchmark deterministic models to 1/f noise, suggest that the hybrid method can significantly improve detection of determinism in noisy time series by about 20 dB when the data are contaminated by Gaussian noise. Furthermore, we apply our algorithm to study the mechanomyographic (MMG) signals arising from contraction of human skeletal muscle. Results obtained from the hybrid symplectic principal component analysis and central tendency measure demonstrate that the skeletal muscle motor unit dynamics can indeed be deterministic, in agreement with previous studies. However, the conventional CTM method was not able to definitely detect the underlying deterministic dynamics. This result on MMG signal analysis is helpful in understanding neuromuscular control mechanisms and developing MMG-based engineering control applications.
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.
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
GATE: software for the analysis and visualization of high-dimensional time series expression data.

PubMed

MacArthur, Ben D; Lachmann, Alexander; Lemischka, Ihor R; Ma'ayan, Avi

2010-01-01

We present Grid Analysis of Time series Expression (GATE), an integrated computational software platform for the analysis and visualization of high-dimensional biomolecular time series. GATE uses a correlation-based clustering algorithm to arrange molecular time series on a two-dimensional hexagonal array and dynamically colors individual hexagons according to the expression level of the molecular component to which they are assigned, to create animated movies of systems-level molecular regulatory dynamics. In order to infer potential regulatory control mechanisms from patterns of correlation, GATE also allows interactive interroga-tion of movies against a wide variety of prior knowledge datasets. GATE movies can be paused and are interactive, allowing users to reconstruct networks and perform functional enrichment analyses. Movies created with GATE can be saved in Flash format and can be inserted directly into PDF manuscript files as interactive figures. GATE is available for download and is free for academic use from http://amp.pharm.mssm.edu/maayan-lab/gate.htm
Time series with tailored nonlinearities

NASA Astrophysics Data System (ADS)

Räth, C.; Laut, I.

2015-10-01

It is demonstrated how to generate time series with tailored nonlinearities by inducing well-defined constraints on the Fourier phases. Correlations between the phase information of adjacent phases and (static and dynamic) measures of nonlinearities are established and their origin is explained. By applying a set of simple constraints on the phases of an originally linear and uncorrelated Gaussian time series, the observed scaling behavior of the intensity distribution of empirical time series can be reproduced. The power law character of the intensity distributions being typical for, e.g., turbulence and financial data can thus be explained in terms of phase correlations.
The computation of dynamic fractional difference parameter for S&P500 index

NASA Astrophysics Data System (ADS)

Pei, Tan Pei; Cheong, Chin Wen; Galagedera, Don U. A.

2015-10-01

This study evaluates the time-varying long memory behaviors of the S&P500 volatility index using dynamic fractional difference parameters. Time-varying fractional difference parameter shows the dynamic of long memory in volatility series for the pre and post subprime mortgage crisis triggered by U.S. The results find an increasing trend in the S&P500 long memory volatility for the pre-crisis period. However, the onset of Lehman Brothers event reduces the predictability of volatility series following by a slight fluctuation of the factional differencing parameters. After that, the U.S. financial market becomes more informationally efficient and follows a non-stationary random process.
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.
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.
Multiscale analysis of the intensity fluctuation in a time series of dynamic speckle patterns.

PubMed

Federico, Alejandro; Kaufmann, Guillermo H

2007-04-10

We propose the application of a method based on the discrete wavelet transform to detect, identify, and measure scaling behavior in dynamic speckle. The multiscale phenomena presented by a sample and displayed by its speckle activity are analyzed by processing the time series of dynamic speckle patterns. The scaling analysis is applied to the temporal fluctuation of the speckle intensity and also to the two derived data sets generated by its magnitude and sign. The application of the method is illustrated by analyzing paint-drying processes and bruising in apples. The results are discussed taking into account the different time organizations obtained for the scaling behavior of the magnitude and the sign of the intensity fluctuation.

Analysis of brain patterns using temporal measures

DOEpatents

Georgopoulos, Apostolos

2015-08-11

A set of brain data representing a time series of neurophysiologic activity acquired by spatially distributed sensors arranged to detect neural signaling of a brain (such as by the use of magnetoencephalography) is obtained. The set of brain data is processed to obtain a dynamic brain model based on a set of statistically-independent temporal measures, such as partial cross correlations, among groupings of different time series within the set of brain data. The dynamic brain model represents interactions between neural populations of the brain occurring close in time, such as with zero lag, for example. The dynamic brain model can be analyzed to obtain the neurophysiologic assessment of the brain. Data processing techniques may be used to assess structural or neurochemical brain pathologies.
Modeling of human operator dynamics in simple manual control utilizing time series analysis. [tracking (position)

NASA Technical Reports Server (NTRS)

Agarwal, G. C.; Osafo-Charles, F.; Oneill, W. D.; Gottlieb, G. L.

1982-01-01

Time series analysis is applied to model human operator dynamics in pursuit and compensatory tracking modes. The normalized residual criterion is used as a one-step analytical tool to encompass the processes of identification, estimation, and diagnostic checking. A parameter constraining technique is introduced to develop more reliable models of human operator dynamics. The human operator is adequately modeled by a second order dynamic system both in pursuit and compensatory tracking modes. In comparing the data sampling rates, 100 msec between samples is adequate and is shown to provide better results than 200 msec sampling. The residual power spectrum and eigenvalue analysis show that the human operator is not a generator of periodic characteristics.
Multifractal detrended fluctuation analysis of intensity time series of photons scattered by tracer particles within a polymeric gel

NASA Astrophysics Data System (ADS)

Telesca, Luciano; Haro-Pérez, Catalina; Moreno-Torres, L. Rebeca; Ramirez-Rojas, Alejandro

2018-01-01

Some properties of spatial confinement of tracer colloidal particles within polyacrylamide dispersions are studied by means of the well-known dynamic light scattering (DLS) technique. DLS allows obtaining sequences of elapsed times of scattered photons. In this work, the aqueous polyacrylamide dispersion has no crosslinking and the volume fraction occupied by the tracer particles is 0.02 %. Our experimental setup provides two sequences of photons scattered by the same scattering volume that corresponds to two simultaneous experiments (Channel A and Channel B). By integration of these sequences, the intensity time series are obtained. We find that both channels are antipersistent with Hurst exponent, H ∼0.43 and 0.36, respectively. The antipersistence of the intensity time series indicates a subdiffusive dynamics of the tracers in the polymeric network, which is in agreement with the time dependence of the tracer's mean square displacement.
Effect of noise and filtering on largest Lyapunov exponent of time series associated with human walking.

PubMed

Mehdizadeh, Sina; Sanjari, Mohammad Ali

2017-11-07

This study aimed to determine the effect of added noise, filtering and time series length on the largest Lyapunov exponent (LyE) value calculated for time series obtained from a passive dynamic walker. The simplest passive dynamic walker model comprising of two massless legs connected by a frictionless hinge joint at the hip was adopted to generate walking time series. The generated time series was used to construct a state space with the embedding dimension of 3 and time delay of 100 samples. The LyE was calculated as the exponential rate of divergence of neighboring trajectories of the state space using Rosenstein's algorithm. To determine the effect of noise on LyE values, seven levels of Gaussian white noise (SNR=55-25dB with 5dB steps) were added to the time series. In addition, the filtering was performed using a range of cutoff frequencies from 3Hz to 19Hz with 2Hz steps. The LyE was calculated for both noise-free and noisy time series with different lengths of 6, 50, 100 and 150 strides. Results demonstrated a high percent error in the presence of noise for LyE. Therefore, these observations suggest that Rosenstein's algorithm might not perform well in the presence of added experimental noise. Furthermore, findings indicated that at least 50 walking strides are required to calculate LyE to account for the effect of noise. Finally, observations support that a conservative filtering of the time series with a high cutoff frequency might be more appropriate prior to calculating LyE. Copyright © 2017 Elsevier Ltd. All rights reserved.
Ridge Polynomial Neural Network with Error Feedback for Time Series Forecasting

PubMed Central

Ghazali, Rozaida; Herawan, Tutut

2016-01-01

Time series forecasting has gained much attention due to its many practical applications. Higher-order neural network with recurrent feedback is a powerful technique that has been used successfully for time series forecasting. It maintains fast learning and the ability to learn the dynamics of the time series over time. Network output feedback is the most common recurrent feedback for many recurrent neural network models. However, not much attention has been paid to the use of network error feedback instead of network output feedback. In this study, we propose a novel model, called Ridge Polynomial Neural Network with Error Feedback (RPNN-EF) that incorporates higher order terms, recurrence and error feedback. To evaluate the performance of RPNN-EF, we used four univariate time series with different forecasting horizons, namely star brightness, monthly smoothed sunspot numbers, daily Euro/Dollar exchange rate, and Mackey-Glass time-delay differential equation. We compared the forecasting performance of RPNN-EF with the ordinary Ridge Polynomial Neural Network (RPNN) and the Dynamic Ridge Polynomial Neural Network (DRPNN). Simulation results showed an average 23.34% improvement in Root Mean Square Error (RMSE) with respect to RPNN and an average 10.74% improvement with respect to DRPNN. That means that using network errors during training helps enhance the overall forecasting performance for the network. PMID:27959927
Ridge Polynomial Neural Network with Error Feedback for Time Series Forecasting.

PubMed

Waheeb, Waddah; Ghazali, Rozaida; Herawan, Tutut

2016-01-01

Time series forecasting has gained much attention due to its many practical applications. Higher-order neural network with recurrent feedback is a powerful technique that has been used successfully for time series forecasting. It maintains fast learning and the ability to learn the dynamics of the time series over time. Network output feedback is the most common recurrent feedback for many recurrent neural network models. However, not much attention has been paid to the use of network error feedback instead of network output feedback. In this study, we propose a novel model, called Ridge Polynomial Neural Network with Error Feedback (RPNN-EF) that incorporates higher order terms, recurrence and error feedback. To evaluate the performance of RPNN-EF, we used four univariate time series with different forecasting horizons, namely star brightness, monthly smoothed sunspot numbers, daily Euro/Dollar exchange rate, and Mackey-Glass time-delay differential equation. We compared the forecasting performance of RPNN-EF with the ordinary Ridge Polynomial Neural Network (RPNN) and the Dynamic Ridge Polynomial Neural Network (DRPNN). Simulation results showed an average 23.34% improvement in Root Mean Square Error (RMSE) with respect to RPNN and an average 10.74% improvement with respect to DRPNN. That means that using network errors during training helps enhance the overall forecasting performance for the network.
West Africa land use and land cover time series

USGS Publications Warehouse

Cotillon, Suzanne E.

2017-02-16

Started in 1999, the West Africa Land Use Dynamics project represents an effort to map land use and land cover, characterize the trends in time and space, and understand their effects on the environment across West Africa. The outcome of the West Africa Land Use Dynamics project is the production of a three-time period (1975, 2000, and 2013) land use and land cover dataset for the Sub-Saharan region of West Africa, including the Cabo Verde archipelago. The West Africa Land Use Land Cover Time Series dataset offers a unique basis for characterizing and analyzing land changes across the region, systematically and at an unprecedented level of detail.
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
Application of time series analysis on molecular dynamics simulations of proteins: a study of different conformational spaces by principal component analysis.

PubMed

Alakent, Burak; Doruker, Pemra; Camurdan, Mehmet C

2004-09-08

Time series analysis is applied on the collective coordinates obtained from principal component analysis of independent molecular dynamics simulations of alpha-amylase inhibitor tendamistat and immunity protein of colicin E7 based on the Calpha coordinates history. Even though the principal component directions obtained for each run are considerably different, the dynamics information obtained from these runs are surprisingly similar in terms of time series models and parameters. There are two main differences in the dynamics of the two proteins: the higher density of low frequencies and the larger step sizes for the interminima motions of colicin E7 than those of alpha-amylase inhibitor, which may be attributed to the higher number of residues of colicin E7 and/or the structural differences of the two proteins. The cumulative density function of the low frequencies in each run conforms to the expectations from the normal mode analysis. When different runs of alpha-amylase inhibitor are projected on the same set of eigenvectors, it is found that principal components obtained from a certain conformational region of a protein has a moderate explanation power in other conformational regions and the local minima are similar to a certain extent, while the height of the energy barriers in between the minima significantly change. As a final remark, time series analysis tools are further exploited in this study with the motive of explaining the equilibrium fluctuations of proteins. Copyright 2004 American Institute of Physics
Application of time series analysis on molecular dynamics simulations of proteins: A study of different conformational spaces by principal component analysis

NASA Astrophysics Data System (ADS)

Alakent, Burak; Doruker, Pemra; Camurdan, Mehmet C.

2004-09-01

Time series analysis is applied on the collective coordinates obtained from principal component analysis of independent molecular dynamics simulations of α-amylase inhibitor tendamistat and immunity protein of colicin E7 based on the Cα coordinates history. Even though the principal component directions obtained for each run are considerably different, the dynamics information obtained from these runs are surprisingly similar in terms of time series models and parameters. There are two main differences in the dynamics of the two proteins: the higher density of low frequencies and the larger step sizes for the interminima motions of colicin E7 than those of α-amylase inhibitor, which may be attributed to the higher number of residues of colicin E7 and/or the structural differences of the two proteins. The cumulative density function of the low frequencies in each run conforms to the expectations from the normal mode analysis. When different runs of α-amylase inhibitor are projected on the same set of eigenvectors, it is found that principal components obtained from a certain conformational region of a protein has a moderate explanation power in other conformational regions and the local minima are similar to a certain extent, while the height of the energy barriers in between the minima significantly change. As a final remark, time series analysis tools are further exploited in this study with the motive of explaining the equilibrium fluctuations of proteins.
Scale-dependent intrinsic entropies of complex time series.

PubMed

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

2016-04-13

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

NASA Astrophysics Data System (ADS)

Wang, G.; Chen, X.

2015-01-01

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

NASA Astrophysics Data System (ADS)

Kaplan, D.; Muñoz-Carpena, R.

2011-02-01

SummaryRestoration of degraded floodplain forests requires a robust understanding of surface water, groundwater, and vadose zone hydrology. Soil moisture is of particular importance for seed germination and seedling survival, but is difficult to monitor and often overlooked in wetland restoration studies. This research hypothesizes that the complex effects of surface water and shallow groundwater on the soil moisture dynamics of floodplain wetlands are spatially complementary. To test this hypothesis, 31 long-term (4-year) hydrological time series were collected in the floodplain of the Loxahatchee River (Florida, USA), where watershed modifications have led to reduced freshwater flow, altered hydroperiod and salinity, and a degraded ecosystem. Dynamic factor analysis (DFA), a time series dimension reduction technique, was applied to model temporal and spatial variation in 12 soil moisture time series as linear combinations of common trends (representing shared, but unexplained, variability) and explanatory variables (selected from 19 additional candidate hydrological time series). The resulting dynamic factor models yielded good predictions of observed soil moisture series (overall coefficient of efficiency = 0.90) by identifying surface water elevation, groundwater elevation, and net recharge (cumulative rainfall-cumulative evapotranspiration) as important explanatory variables. Strong and complementary linear relationships were found between floodplain elevation and surface water effects (slope = 0.72, R2 = 0.86, p < 0.001), and between elevation and groundwater effects (slope = -0.71, R2 = 0.71, p = 0.001), while the effect of net recharge was homogenous across the experimental transect (slope = 0.03, R2 = 0.05, p = 0.242). This study provides a quantitative insight into the spatial structure of groundwater and surface water effects on soil moisture that will be useful for refining monitoring plans and developing ecosystem restoration and management scenarios in degraded coastal floodplains.
An effective chaos-geometric computational approach to analysis and prediction of evolutionary dynamics of the environmental systems: Atmospheric pollution dynamics

NASA Astrophysics Data System (ADS)

Buyadzhi, V. V.; Glushkov, A. V.; Khetselius, O. Yu; Bunyakova, Yu Ya; Florko, T. A.; Agayar, E. V.; Solyanikova, E. P.

2017-10-01

The present paper concerns the results of computational studying dynamics of the atmospheric pollutants (dioxide of nitrogen, sulphur etc) concentrations in an atmosphere of the industrial cities (Odessa) by using the dynamical systems and chaos theory methods. A chaotic behaviour in the nitrogen dioxide and sulphurous anhydride concentration time series at several sites of the Odessa city is numerically investigated. As usually, to reconstruct the corresponding attractor, the time delay and embedding dimension are needed. The former is determined by the methods of autocorrelation function and average mutual information, and the latter is calculated by means of a correlation dimension method and algorithm of false nearest neighbours. Further, the Lyapunov’s exponents spectrum, Kaplan-Yorke dimension and Kolmogorov entropy are computed. It has been found an existence of a low-D chaos in the time series of the atmospheric pollutants concentrations.
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.
LINKING IN SITU TIME SERIES FOREST CANOPY LAI AND PHENOLOGY METRICS WITH MODIS AND LANDSAT NDVI AND LAI PRODUCTS

EPA Science Inventory

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

PubMed

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

2016-02-01

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

NASA Astrophysics Data System (ADS)

Filippov, Sergey N.

We derive the theory of open quantum system dynamics intervened by a series of nonselective measurements. We analyze the cases of time-independent and time-dependent Hamiltonian dynamics between the measurements and find the approximate master equation in the stroboscopic limit. We also consider a situation, in which the measurement basis changes in time, and illustrate it by nonselective measurements in the basis of diabatic states of the Landau-Zener model.

Risk patterns and correlated brain activities. Multidimensional statistical analysis of FMRI data in economic decision making study.

PubMed

van Bömmel, Alena; Song, Song; Majer, Piotr; Mohr, Peter N C; Heekeren, Hauke R; Härdle, Wolfgang K

2014-07-01

Decision making usually involves uncertainty and risk. Understanding which parts of the human brain are activated during decisions under risk and which neural processes underly (risky) investment decisions are important goals in neuroeconomics. Here, we analyze functional magnetic resonance imaging (fMRI) data on 17 subjects who were exposed to an investment decision task from Mohr, Biele, Krugel, Li, and Heekeren (in NeuroImage 49, 2556-2563, 2010b). We obtain a time series of three-dimensional images of the blood-oxygen-level dependent (BOLD) fMRI signals. We apply a panel version of the dynamic semiparametric factor model (DSFM) presented in Park, Mammen, Wolfgang, and Borak (in Journal of the American Statistical Association 104(485), 284-298, 2009) and identify task-related activations in space and dynamics in time. With the panel DSFM (PDSFM) we can capture the dynamic behavior of the specific brain regions common for all subjects and represent the high-dimensional time-series data in easily interpretable low-dimensional dynamic factors without large loss of variability. Further, we classify the risk attitudes of all subjects based on the estimated low-dimensional time series. Our classification analysis successfully confirms the estimated risk attitudes derived directly from subjects' decision behavior.
Correlation and Stacking of Relative Paleointensity and Oxygen Isotope Data

NASA Astrophysics Data System (ADS)

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

2012-12-01

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

NASA Astrophysics Data System (ADS)

Coxon, G.; Freer, J. E.; Quinn, N.; Woods, R. A.; Wagener, T.; Howden, N. J. K.

2015-12-01

Hydrological models are essential tools for drought risk management, often providing input to water resource system models, aiding our understanding of low flow processes within catchments and providing low flow predictions. However, simulating low flows and droughts is challenging as hydrological systems often demonstrate threshold effects in connectivity, non-linear groundwater contributions and a greater influence of water resource system elements during low flow periods. These dynamic processes are typically not well represented in commonly used hydrological models due to data and model limitations. Furthermore, calibrated or behavioural models may not be effectively evaluated during more extreme drought periods. A better understanding of the processes that occur during low flows and how these are represented within models is thus required if we want to be able to provide robust and reliable predictions of future drought events. In this study, we assess the performance of dynamic TOPMODEL for low flow simulation. Dynamic TOPMODEL was applied to a number of UK catchments in the Thames region using time series of observed rainfall and potential evapotranspiration data that captured multiple historic droughts over a period of several years. The model performance was assessed against the observed discharge time series using a limits of acceptability framework, which included uncertainty in the discharge time series. We evaluate the models against multiple signatures of catchment low-flow behaviour and investigate differences in model performance between catchments, model diagnostics and for different low flow periods. We also considered the impact of surface water and groundwater abstractions and discharges on the observed discharge time series and how this affected the model evaluation. From analysing the model performance, we suggest future improvements to Dynamic TOPMODEL to improve the representation of low flow processes within the model structure.
Modeling multidecadal surface water inundation dynamics and key drivers on large river basin scale using multiple time series of Earth-observation and river flow data

NASA Astrophysics Data System (ADS)

Heimhuber, V.; Tulbure, M. G.; Broich, M.

2017-02-01

Periodically inundated floodplain areas are hot spots of biodiversity and provide a broad range of ecosystem services but have suffered alarming declines in recent history. Despite their importance, their long-term surface water (SW) dynamics and hydroclimatic drivers remain poorly quantified on continental scales. In this study, we used a 26 year time series of Landsat-derived SW maps in combination with river flow data from 68 gauges and spatial time series of rainfall, evapotranspiration and soil moisture to statistically model SW dynamics as a function of key drivers across Australia's Murray-Darling Basin (˜1 million km2). We fitted generalized additive models for 18,521 individual modeling units made up of 10 × 10 km grid cells, each split into floodplain, floodplain-lake, and nonfloodplain area. Average goodness of fit of models was high across floodplains and floodplain-lakes (r2 > 0.65), which were primarily driven by river flow, and was lower for nonfloodplain areas (r2 > 0.24), which were primarily driven by rainfall. Local climate conditions were more relevant for SW dynamics in the northern compared to the southern basin and had the highest influence in the least regulated and most extended floodplains. We further applied the models of two contrasting floodplain areas to predict SW extents of cloud-affected time steps in the Landsat series during the large 2010 floods with high validated accuracy (r2 > 0.97). Our framework is applicable to other complex river basins across the world and enables a more detailed quantification of large floods and drivers of SW dynamics compared to existing methods.
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
Multidimensional Recurrence Quantification Analysis (MdRQA) for the Analysis of Multidimensional Time-Series: A Software Implementation in MATLAB and Its Application to Group-Level Data in Joint Action

PubMed Central

Wallot, Sebastian; Roepstorff, Andreas; Mønster, Dan

2016-01-01

We introduce Multidimensional Recurrence Quantification Analysis (MdRQA) as a tool to analyze multidimensional time-series data. We show how MdRQA can be used to capture the dynamics of high-dimensional signals, and how MdRQA can be used to assess coupling between two or more variables. In particular, we describe applications of the method in research on joint and collective action, as it provides a coherent analysis framework to systematically investigate dynamics at different group levels—from individual dynamics, to dyadic dynamics, up to global group-level of arbitrary size. The Appendix in Supplementary Material contains a software implementation in MATLAB to calculate MdRQA measures. PMID:27920748
Multidimensional Recurrence Quantification Analysis (MdRQA) for the Analysis of Multidimensional Time-Series: A Software Implementation in MATLAB and Its Application to Group-Level Data in Joint Action.

PubMed

Wallot, Sebastian; Roepstorff, Andreas; Mønster, Dan

2016-01-01

We introduce Multidimensional Recurrence Quantification Analysis (MdRQA) as a tool to analyze multidimensional time-series data. We show how MdRQA can be used to capture the dynamics of high-dimensional signals, and how MdRQA can be used to assess coupling between two or more variables. In particular, we describe applications of the method in research on joint and collective action, as it provides a coherent analysis framework to systematically investigate dynamics at different group levels-from individual dynamics, to dyadic dynamics, up to global group-level of arbitrary size. The Appendix in Supplementary Material contains a software implementation in MATLAB to calculate MdRQA measures.
Forecasting daily meteorological time series using ARIMA and regression models

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

PubMed Central

Burroughs, N J; Pillay, D; Mutimer, D

1999-01-01

Bayesian analysis using a virus dynamics model is demonstrated to facilitate hypothesis testing of patterns in clinical time-series. Our Markov chain Monte Carlo implementation demonstrates that the viraemia time-series observed in two sets of hepatitis B patients on antiviral (lamivudine) therapy, chronic carriers and liver transplant patients, are significantly different, overcoming clinical trial design differences that question the validity of non-parametric tests. We show that lamivudine-resistant mutants grow faster in transplant patients than in chronic carriers, which probably explains the differences in emergence times and failure rates between these two sets of patients. Incorporation of dynamic models into Bayesian parameter analysis is of general applicability in medical statistics. PMID:10643081
The dynamic relation between activities in the Northern and Southern solar hemispheres

NASA Astrophysics Data System (ADS)

Volobuev, D. M.; Makarenko, N. G.

2016-12-01

The north-south (N/S) asymmetry of solar activity is the most pronounced phenomenon during 11-year cycle minimums. The goal of this work is to try to interpret the asymmetry as a result of the generalized synchronization of two dynamic systems. It is assumed that these systems are localized in two solar hemispheres. The evolution of these systems is considered in the topological embeddings of a sunspot area time series obtained with the use of the Takens algorithm. We determine the coupling measure and estimate it on the time series of daily sunspot areas. The measurement made it possible to interpret the asymmetry as an exchangeable dynamic equation, in which the roles of the driver-slave components change in time for two hemispheres.
Nonlinear stochastic exclusion financial dynamics modeling and time-dependent intrinsic detrended cross-correlation

NASA Astrophysics Data System (ADS)

Zhang, Wei; Wang, Jun

2017-09-01

In attempt to reproduce price dynamics of financial markets, a stochastic agent-based financial price model is proposed and investigated by stochastic exclusion process. The exclusion process, one of interacting particle systems, is usually thought of as modeling particle motion (with the conserved number of particles) in a continuous time Markov process. In this work, the process is utilized to imitate the trading interactions among the investing agents, in order to explain some stylized facts found in financial time series dynamics. To better understand the correlation behaviors of the proposed model, a new time-dependent intrinsic detrended cross-correlation (TDI-DCC) is introduced and performed, also, the autocorrelation analyses are applied in the empirical research. Furthermore, to verify the rationality of the financial price model, the actual return series are also considered to be comparatively studied with the simulation ones. The comparison results of return behaviors reveal that this financial price dynamics model can reproduce some correlation features of actual stock markets.
Application of cross recurrence plot for identification of temperature fluctuations synchronization in parallel minichannels

NASA Astrophysics Data System (ADS)

Grzybowski, H.; Mosdorf, R.

2016-09-01

The temperature fluctuations occurring in flow boiling in parallel minichannels with diameter of 1 mm have been experimentally investigated and analysed. The wall temperature was recorded at each minichannel outlet by thermocouple with 0.08 mm diameter probe. The time series where recorded during dynamic two-phase flow instabilities which are accompanied by chaotic temperature fluctuations. Time series were denoised using wavelet decomposition and were analysed using cross recurrence plots (CRP) which enables the study of two time series synchronization.
Faithfulness of Recurrence Plots: A Mathematical Proof

NASA Astrophysics Data System (ADS)

Hirata, Yoshito; Komuro, Motomasa; Horai, Shunsuke; Aihara, Kazuyuki

It is practically known that a recurrence plot, a two-dimensional visualization of time series data, can contain almost all information related to the underlying dynamics except for its spatial scale because we can recover a rough shape for the original time series from the recurrence plot even if the original time series is multivariate. We here provide a mathematical proof that the metric defined by a recurrence plot [Hirata et al., 2008] is equivalent to the Euclidean metric under mild conditions.
Multivariate Time Series Decomposition into Oscillation Components.

PubMed

Matsuda, Takeru; Komaki, Fumiyasu

2017-08-01

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

PubMed

Ostrowski, M; Paulevé, L; Schaub, T; Siegel, A; Guziolowski, C

2016-11-01

Boolean networks (and more general logic models) are useful frameworks to study signal transduction across multiple pathways. Logic models can be learned from a prior knowledge network structure and multiplex phosphoproteomics data. However, most efficient and scalable training methods focus on the comparison of two time-points and assume that the system has reached an early steady state. In this paper, we generalize such a learning procedure to take into account the time series traces of phosphoproteomics data in order to discriminate Boolean networks according to their transient dynamics. To that end, we identify a necessary condition that must be satisfied by the dynamics of a Boolean network to be consistent with a discretized time series trace. Based on this condition, we use Answer Set Programming to compute an over-approximation of the set of Boolean networks which fit best with experimental data and provide the corresponding encodings. Combined with model-checking approaches, we end up with a global learning algorithm. Our approach is able to learn logic models with a true positive rate higher than 78% in two case studies of mammalian signaling networks; for a larger case study, our method provides optimal answers after 7min of computation. We quantified the gain in our method predictions precision compared to learning approaches based on static data. Finally, as an application, our method proposes erroneous time-points in the time series data with respect to the optimal learned logic models. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.
Cameras on the NEPTUNE Canada seafloor observatory: Towards monitoring hydrothermal vent ecosystem dynamics

NASA Astrophysics Data System (ADS)

Robert, K.; Matabos, M.; Sarrazin, J.; Sarradin, P.; Lee, R. W.; Juniper, K.

2010-12-01

Hydrothermal vent environments are among the most dynamic benthic habitats in the ocean. The relative roles of physical and biological factors in shaping vent community structure remain unclear. Undersea cabled observatories offer the power and bandwidth required for high-resolution, time-series study of the dynamics of vent communities and the physico-chemical forces that influence them. The NEPTUNE Canada cabled instrument array at the Endeavour hydrothermal vents provides a unique laboratory for researchers to conduct long-term, integrated studies of hydrothermal vent ecosystem dynamics in relation to environmental variability. Beginning in September-October 2010, NEPTUNE Canada (NC) will be deploying a multi-disciplinary suite of instruments on the Endeavour Segment of the Juan de Fuca Ridge. Two camera and sensor systems will be used to study ecosystem dynamics in relation to hydrothermal discharge. These studies will make use of new experimental protocols for time-series observations that we have been developing since 2008 at other observatory sites connected to the VENUS and NC networks. These protocols include sampling design, camera calibration (i.e. structure, position, light, settings) and image analysis methodologies (see communication by Aron et al.). The camera systems to be deployed in the Main Endeavour vent field include a Sidus high definition video camera (2010) and the TEMPO-mini system (2011), designed by IFREMER (France). Real-time data from three sensors (O2, dissolved Fe, temperature) integrated with the TEMPO-mini system will enhance interpretation of imagery. For the first year of observations, a suite of internally recording temperature probes will be strategically placed in the field of view of the Sidus camera. These installations aim at monitoring variations in vent community structure and dynamics (species composition and abundances, interactions within and among species) in response to changes in environmental conditions at different temporal scales. High-resolution time-series studies also provide a mean of studying population dynamics, biological rhythms, organism growth and faunal succession. In addition to programmed time-series monitoring, the NC infrastructure will also permit manual and automated modification of observational protocols in response to natural events. This will enhance our ability to document potentially critical but short-lived environmental forces affecting vent communities.
Decoding Dynamic Brain Patterns from Evoked Responses: A Tutorial on Multivariate Pattern Analysis Applied to Time Series Neuroimaging Data.

PubMed

Grootswagers, Tijl; Wardle, Susan G; Carlson, Thomas A

2017-04-01

Multivariate pattern analysis (MVPA) or brain decoding methods have become standard practice in analyzing fMRI data. Although decoding methods have been extensively applied in brain-computer interfaces, these methods have only recently been applied to time series neuroimaging data such as MEG and EEG to address experimental questions in cognitive neuroscience. In a tutorial style review, we describe a broad set of options to inform future time series decoding studies from a cognitive neuroscience perspective. Using example MEG data, we illustrate the effects that different options in the decoding analysis pipeline can have on experimental results where the aim is to "decode" different perceptual stimuli or cognitive states over time from dynamic brain activation patterns. We show that decisions made at both preprocessing (e.g., dimensionality reduction, subsampling, trial averaging) and decoding (e.g., classifier selection, cross-validation design) stages of the analysis can significantly affect the results. In addition to standard decoding, we describe extensions to MVPA for time-varying neuroimaging data including representational similarity analysis, temporal generalization, and the interpretation of classifier weight maps. Finally, we outline important caveats in the design and interpretation of time series decoding experiments.
Time Series Modeling of Nano-Gold Immunochromatographic Assay via Expectation Maximization Algorithm.

PubMed

Zeng, Nianyin; Wang, Zidong; Li, Yurong; Du, Min; Cao, Jie; Liu, Xiaohui

2013-12-01

In this paper, the expectation maximization (EM) algorithm is applied to the modeling of the nano-gold immunochromatographic assay (nano-GICA) via available time series of the measured signal intensities of the test and control lines. The model for the nano-GICA is developed as the stochastic dynamic model that consists of a first-order autoregressive stochastic dynamic process and a noisy measurement. By using the EM algorithm, the model parameters, the actual signal intensities of the test and control lines, as well as the noise intensity can be identified simultaneously. Three different time series data sets concerning the target concentrations are employed to demonstrate the effectiveness of the introduced algorithm. Several indices are also proposed to evaluate the inferred models. It is shown that the model fits the data very well.
Quantification of cardiorespiratory interactions based on joint symbolic dynamics.

PubMed

Kabir, Muammar M; Saint, David A; Nalivaiko, Eugene; Abbott, Derek; Voss, Andreas; Baumert, Mathias

2011-10-01

Cardiac and respiratory rhythms are highly nonlinear and nonstationary. As a result traditional time-domain techniques are often inadequate to characterize their complex dynamics. In this article, we introduce a novel technique to investigate the interactions between R-R intervals and respiratory phases based on their joint symbolic dynamics. To evaluate the technique, electrocardiograms (ECG) and respiratory signals were recorded in 13 healthy subjects in different body postures during spontaneous and controlled breathing. Herein, the R-R time series were extracted from ECG and respiratory phases were obtained from abdomen impedance belts using the Hilbert transform. Both time series were transformed into ternary symbol vectors based on the changes between two successive R-R intervals or respiratory phases. Subsequently, words of different symbol lengths were formed and the correspondence between the two series of words was determined to quantify the interaction between cardiac and respiratory cycles. To validate our results, respiratory sinus arrhythmia (RSA) was further studied using the phase-averaged characterization of the RSA pattern. The percentage of similarity of the sequence of symbols, between the respective words of the two series determined by joint symbolic dynamics, was significantly reduced in the upright position compared to the supine position (26.4 ± 4.7 vs. 20.5 ± 5.4%, p < 0.01). Similarly, RSA was also reduced during upright posture, but the difference was less significant (0.11 ± 0.02 vs. 0.08 ± 0.01 s, p < 0.05). In conclusion, joint symbolic dynamics provides a new efficient technique for the analysis of cardiorespiratory interaction that is highly sensitive to the effects of orthostatic challenge.
Nonlinear analysis and dynamic structure in the energy market

NASA Astrophysics Data System (ADS)

Aghababa, Hajar

This research assesses the dynamic structure of the energy sector of the aggregate economy in the context of nonlinear mechanisms. Earlier studies have focused mainly on the price of the energy products when detecting nonlinearities in time series data of the energy market, and there is little mention of the production side of the market. Moreover, there is a lack of exploration about the implication of high dimensionality and time aggregation when analyzing the market's fundamentals. This research will address these gaps by including the quantity side of the market in addition to the price and by systematically incorporating various frequencies for sample sizes in three essays. The goal of this research is to provide an inclusive and exhaustive examination of the dynamics in the energy markets. The first essay begins with the application of statistical techniques, and it incorporates the most well-known univariate tests for nonlinearity with distinct power functions over alternatives and tests different null hypotheses. It utilizes the daily spot price observations on five major products in the energy market. The results suggest that the time series daily spot prices of the energy products are highly nonlinear in their nature. They demonstrate apparent evidence of general nonlinear serial dependence in each individual series, as well as nonlinearity in the first, second, and third moments of the series. The second essay examines the underlying mechanism of crude oil production and identifies the nonlinear structure of the production market by utilizing various monthly time series observations of crude oil production: the U.S. field, Organization of the Petroleum Exporting Countries (OPEC), non-OPEC, and the world production of crude oil. The finding implies that the time series data of the U.S. field, OPEC, and the world production of crude oil exhibit deep nonlinearity in their structure and are generated by nonlinear mechanisms. However, the dynamics of the non-OPEC production time series data does not reveal signs of nonlinearity. The third essay explores nonlinear structure in the case of high dimensionality of the observations, different frequencies of sample sizes, and division of the samples into sub-samples. It systematically examines the robustness of the inference methods at various levels of time aggregation by employing daily spot prices on crude oil for 26 years as well as monthly spot price index on crude oil for 41 years. The daily and monthly samples are divided into sub-samples as well. All the tests detect strong evidence of nonlinear structure in the daily spot price of crude oil; whereas in monthly observations the evidence of nonlinear dependence is less dramatic, indicating that the nonlinear serial dependence will not be as intense when the time aggregation increase in time series observations.

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.
Fractal dynamics of heartbeat time series of young persons with metabolic syndrome

NASA Astrophysics Data System (ADS)

Muñoz-Diosdado, A.; Alonso-Martínez, A.; Ramírez-Hernández, L.; Martínez-Hernández, G.

2012-10-01

Many physiological systems have been in recent years quantitatively characterized using fractal analysis. We applied it to study heart variability of young subjects with metabolic syndrome (MS); we examined the RR time series (time between two R waves in ECG) with the detrended fluctuation analysis (DFA) method, the Higuchi's fractal dimension method and the multifractal analysis to detect the possible presence of heart problems. The results show that although the young persons have MS, the majority do not present alterations in the heart dynamics. However, there were cases where the fractal parameter values differed significantly from the healthy people values.
Neuronal and network computation in the brain

NASA Astrophysics Data System (ADS)

Babloyantz, A.

1999-03-01

The concepts and methods of non-linear dynamics have been a powerful tool for studying some gamow aspects of brain dynamics. In this paper we show how, from time series analysis of electroencepholograms in sick and healthy subjects, chaotic nature of brain activity could be unveiled. This finding gave rise to the concept of spatiotemporal cortical chaotic networks which in turn was the foundation for a simple brain-like device which is able to become attentive, perform pattern recognition and motion detection. A new method of time series analysis is also proposed which demonstrates for the first time the existence of neuronal code in interspike intervals of coclear cells.
Patterns of variations in large pelagic fish: A comparative approach between the Indian and the Atlantic Oceans

NASA Astrophysics Data System (ADS)

Corbineau, A.; Rouyer, T.; Fromentin, J.-M.; Cazelles, B.; Fonteneau, A.; Ménard, F.

2010-07-01

Catch data of large pelagic fish such as tuna, swordfish and billfish are highly variable ranging from short to long term. Based on fisheries data, these time series are noisy and reflect mixed information on exploitation (targeting, strategy, fishing power), population dynamics (recruitment, growth, mortality, migration, etc.), and environmental forcing (local conditions or dominant climate patterns). In this work, we investigated patterns of variation of large pelagic fish (i.e. yellowfin tuna, bigeye tuna, swordfish and blue marlin) in Japanese longliners catch data from 1960 to 2004. We performed wavelet analyses on the yearly time series of each fish species in each biogeographic province of the tropical Indian and Atlantic Oceans. In addition, we carried out cross-wavelet analyses between these biological time series and a large-scale climatic index, i.e. the Southern Oscillation Index (SOI). Results showed that the biogeographic province was the most important factor structuring the patterns of variability of Japanese catch time series. Relationships between the SOI and the fish catches in the Indian and Atlantic Oceans also pointed out the role of climatic variability for structuring patterns of variation of catch time series. This work finally confirmed that Japanese longline CPUE data poorly reflect the underlying population dynamics of tunas.
Highly comparative time-series analysis: the empirical structure of time series and their methods.

PubMed

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

2013-06-06

The process of collecting and organizing sets of observations represents a common theme throughout the history of science. However, despite the ubiquity of scientists measuring, recording and analysing the dynamics of different processes, an extensive organization of scientific time-series data and analysis methods has never been performed. Addressing this, annotated collections of over 35 000 real-world and model-generated time series, and over 9000 time-series analysis algorithms are analysed in this work. We introduce reduced representations of both time series, in terms of their properties measured by diverse scientific methods, and of time-series analysis methods, in terms of their behaviour on empirical time series, and use them to organize these interdisciplinary resources. This new approach to comparing across diverse scientific data and methods allows us to organize time-series datasets automatically according to their properties, retrieve alternatives to particular analysis methods developed in other scientific disciplines and automate the selection of useful methods for time-series classification and regression tasks. The broad scientific utility of these tools is demonstrated on datasets of electroencephalograms, self-affine time series, heartbeat intervals, speech signals and others, in each case contributing novel analysis techniques to the existing literature. Highly comparative techniques that compare across an interdisciplinary literature can thus be used to guide more focused research in time-series analysis for applications across the scientific disciplines.
Highly comparative time-series analysis: the empirical structure of time series and their methods

PubMed Central

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

2013-01-01

The process of collecting and organizing sets of observations represents a common theme throughout the history of science. However, despite the ubiquity of scientists measuring, recording and analysing the dynamics of different processes, an extensive organization of scientific time-series data and analysis methods has never been performed. Addressing this, annotated collections of over 35 000 real-world and model-generated time series, and over 9000 time-series analysis algorithms are analysed in this work. We introduce reduced representations of both time series, in terms of their properties measured by diverse scientific methods, and of time-series analysis methods, in terms of their behaviour on empirical time series, and use them to organize these interdisciplinary resources. This new approach to comparing across diverse scientific data and methods allows us to organize time-series datasets automatically according to their properties, retrieve alternatives to particular analysis methods developed in other scientific disciplines and automate the selection of useful methods for time-series classification and regression tasks. The broad scientific utility of these tools is demonstrated on datasets of electroencephalograms, self-affine time series, heartbeat intervals, speech signals and others, in each case contributing novel analysis techniques to the existing literature. Highly comparative techniques that compare across an interdisciplinary literature can thus be used to guide more focused research in time-series analysis for applications across the scientific disciplines. PMID:23554344
Dynamic correlations at different time-scales with empirical mode decomposition

NASA Astrophysics Data System (ADS)

Nava, Noemi; Di Matteo, T.; Aste, Tomaso

2018-07-01

We introduce a simple approach which combines Empirical Mode Decomposition (EMD) and Pearson's cross-correlations over rolling windows to quantify dynamic dependency at different time scales. The EMD is a tool to separate time series into implicit components which oscillate at different time-scales. We apply this decomposition to intraday time series of the following three financial indices: the S&P 500 (USA), the IPC (Mexico) and the VIX (volatility index USA), obtaining time-varying multidimensional cross-correlations at different time-scales. The correlations computed over a rolling window are compared across the three indices, across the components at different time-scales and across different time lags. We uncover a rich heterogeneity of interactions, which depends on the time-scale and has important lead-lag relations that could have practical use for portfolio management, risk estimation and investment decisions.
United States forest disturbance trends observed with landsat time series

Treesearch

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

2013-01-01

Disturbance events strongly affect the composition, structure, and function of forest ecosystems; however, existing US land management inventories were not designed to monitor disturbance. To begin addressing this gap, the North American Forest Dynamics (NAFD) project has examined a geographic sample of 50 Landsat satellite image time series to assess trends in forest...
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 Locally Optimal Algorithm for Estimating a Generating Partition from an Observed Time Series and Its Application to Anomaly Detection.

PubMed

Ghalyan, Najah F; Miller, David J; Ray, Asok

2018-06-12

Estimation of a generating partition is critical for symbolization of measurements from discrete-time dynamical systems, where a sequence of symbols from a (finite-cardinality) alphabet may uniquely specify the underlying time series. Such symbolization is useful for computing measures (e.g., Kolmogorov-Sinai entropy) to identify or characterize the (possibly unknown) dynamical system. It is also useful for time series classification and anomaly detection. The seminal work of Hirata, Judd, and Kilminster (2004) derives a novel objective function, akin to a clustering objective, that measures the discrepancy between a set of reconstruction values and the points from the time series. They cast estimation of a generating partition via the minimization of their objective function. Unfortunately, their proposed algorithm is nonconvergent, with no guarantee of finding even locally optimal solutions with respect to their objective. The difficulty is a heuristic-nearest neighbor symbol assignment step. Alternatively, we develop a novel, locally optimal algorithm for their objective. We apply iterative nearest-neighbor symbol assignments with guaranteed discrepancy descent, by which joint, locally optimal symbolization of the entire time series is achieved. While most previous approaches frame generating partition estimation as a state-space partitioning problem, we recognize that minimizing the Hirata et al. (2004) objective function does not induce an explicit partitioning of the state space, but rather the space consisting of the entire time series (effectively, clustering in a (countably) infinite-dimensional space). Our approach also amounts to a novel type of sliding block lossy source coding. Improvement, with respect to several measures, is demonstrated over popular methods for symbolizing chaotic maps. We also apply our approach to time-series anomaly detection, considering both chaotic maps and failure application in a polycrystalline alloy material.
Multivariate time series clustering on geophysical data recorded at Mt. Etna from 1996 to 2003

NASA Astrophysics Data System (ADS)

Di Salvo, Roberto; Montalto, Placido; Nunnari, Giuseppe; Neri, Marco; Puglisi, Giuseppe

2013-02-01

Time series clustering is an important task in data analysis issues in order to extract implicit, previously unknown, and potentially useful information from a large collection of data. Finding useful similar trends in multivariate time series represents a challenge in several areas including geophysics environment research. While traditional time series analysis methods deal only with univariate time series, multivariate time series analysis is a more suitable approach in the field of research where different kinds of data are available. Moreover, the conventional time series clustering techniques do not provide desired results for geophysical datasets due to the huge amount of data whose sampling rate is different according to the nature of signal. In this paper, a novel approach concerning geophysical multivariate time series clustering is proposed using dynamic time series segmentation and Self Organizing Maps techniques. This method allows finding coupling among trends of different geophysical data recorded from monitoring networks at Mt. Etna spanning from 1996 to 2003, when the transition from summit eruptions to flank eruptions occurred. This information can be used to carry out a more careful evaluation of the state of volcano and to define potential hazard assessment at Mt. Etna.
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.
MIMO model of an interacting series process for Robust MPC via System Identification.

PubMed

Wibowo, Tri Chandra S; Saad, Nordin

2010-07-01

This paper discusses the empirical modeling using system identification technique with a focus on an interacting series process. The study is carried out experimentally using a gaseous pilot plant as the process, in which the dynamic of such a plant exhibits the typical dynamic of an interacting series process. Three practical approaches are investigated and their performances are evaluated. The models developed are also examined in real-time implementation of a linear model predictive control. The selected model is able to reproduce the main dynamic characteristics of the plant in open-loop and produces zero steady-state errors in closed-loop control system. Several issues concerning the identification process and the construction of a MIMO state space model for a series interacting process are deliberated. 2010 ISA. Published by Elsevier Ltd. All rights reserved.
Ecology of West Nile virus across four European countries: empirical modelling of the Culex pipiens abundance dynamics as a function of weather.

PubMed

Groen, Thomas A; L'Ambert, Gregory; Bellini, Romeo; Chaskopoulou, Alexandra; Petric, Dusan; Zgomba, Marija; Marrama, Laurence; Bicout, Dominique J

2017-10-26

Culex pipiens is the major vector of West Nile virus in Europe, and is causing frequent outbreaks throughout the southern part of the continent. Proper empirical modelling of the population dynamics of this species can help in understanding West Nile virus epidemiology, optimizing vector surveillance and mosquito control efforts. But modelling results may differ from place to place. In this study we look at which type of models and weather variables can be consistently used across different locations. Weekly mosquito trap collections from eight functional units located in France, Greece, Italy and Serbia for several years were combined. Additionally, rainfall, relative humidity and temperature were recorded. Correlations between lagged weather conditions and Cx. pipiens dynamics were analysed. Also seasonal autoregressive integrated moving-average (SARIMA) models were fitted to describe the temporal dynamics of Cx. pipiens and to check whether the weather variables could improve these models. Correlations were strongest between mean temperatures at short time lags, followed by relative humidity, most likely due to collinearity. Precipitation alone had weak correlations and inconsistent patterns across sites. SARIMA models could also make reasonable predictions, especially when longer time series of Cx. pipiens observations are available. Average temperature was a consistently good predictor across sites. When only short time series (~ < 4 years) of observations are available, average temperature can therefore be used to model Cx. pipiens dynamics. When longer time series (~ > 4 years) are available, SARIMAs can provide better statistical descriptions of Cx. pipiens dynamics, without the need for further weather variables. This suggests that density dependence is also an important determinant of Cx. pipiens dynamics.
Terrain Dynamics Analysis Using Space-Time Domain Hypersurfaces and Gradient Trajectories Derived From Time Series of 3D Point Clouds

DTIC Science & Technology

2015-08-01

optimized space-time interpolation method. Tangible geospatial modeling system was further developed to support the analysis of changing elevation surfaces...Evolution Mapped by Terrestrial Laser Scanning, talk, AGU Fall 2012 *Hardin E, Mitas L, Mitasova H., Simulation of Wind -Blown Sand for...Geomorphological Applications: A Smoothed Particle Hydrodynamics Approach, GSA 2012 *Russ, E. Mitasova, H., Time series and space-time cube analyses on
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 .
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 Â© 2016 Elsevier B.V. All rights reserved.
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.
deltaGseg: macrostate estimation via molecular dynamics simulations and multiscale time series analysis.

PubMed

Low, Diana H P; Motakis, Efthymios

2013-10-01

Binding free energy calculations obtained through molecular dynamics simulations reflect intermolecular interaction states through a series of independent snapshots. Typically, the free energies of multiple simulated series (each with slightly different starting conditions) need to be estimated. Previous approaches carry out this task by moving averages at certain decorrelation times, assuming that the system comes from a single conformation description of binding events. Here, we discuss a more general approach that uses statistical modeling, wavelets denoising and hierarchical clustering to estimate the significance of multiple statistically distinct subpopulations, reflecting potential macrostates of the system. We present the deltaGseg R package that performs macrostate estimation from multiple replicated series and allows molecular biologists/chemists to gain physical insight into the molecular details that are not easily accessible by experimental techniques. deltaGseg is a Bioconductor R package available at http://bioconductor.org/packages/release/bioc/html/deltaGseg.html.
Dynamic Granger causality based on Kalman filter for evaluation of functional network connectivity in fMRI data

PubMed Central

Havlicek, Martin; Jan, Jiri; Brazdil, Milan; Calhoun, Vince D.

2015-01-01

Increasing interest in understanding dynamic interactions of brain neural networks leads to formulation of sophisticated connectivity analysis methods. Recent studies have applied Granger causality based on standard multivariate autoregressive (MAR) modeling to assess the brain connectivity. Nevertheless, one important flaw of this commonly proposed method is that it requires the analyzed time series to be stationary, whereas such assumption is mostly violated due to the weakly nonstationary nature of functional magnetic resonance imaging (fMRI) time series. Therefore, we propose an approach to dynamic Granger causality in the frequency domain for evaluating functional network connectivity in fMRI data. The effectiveness and robustness of the dynamic approach was significantly improved by combining a forward and backward Kalman filter that improved estimates compared to the standard time-invariant MAR modeling. In our method, the functional networks were first detected by independent component analysis (ICA), a computational method for separating a multivariate signal into maximally independent components. Then the measure of Granger causality was evaluated using generalized partial directed coherence that is suitable for bivariate as well as multivariate data. Moreover, this metric provides identification of causal relation in frequency domain, which allows one to distinguish the frequency components related to the experimental paradigm. The procedure of evaluating Granger causality via dynamic MAR was demonstrated on simulated time series as well as on two sets of group fMRI data collected during an auditory sensorimotor (SM) or auditory oddball discrimination (AOD) tasks. Finally, a comparison with the results obtained from a standard time-invariant MAR model was provided. PMID:20561919

Variable diffusion in stock market fluctuations

NASA Astrophysics Data System (ADS)

Hua, Jia-Chen; Chen, Lijian; Falcon, Liberty; McCauley, Joseph L.; Gunaratne, Gemunu H.

2015-02-01

We analyze intraday fluctuations in several stock indices to investigate the underlying stochastic processes using techniques appropriate for processes with nonstationary increments. The five most actively traded stocks each contains two time intervals during the day where the variance of increments can be fit by power law scaling in time. The fluctuations in return within these intervals follow asymptotic bi-exponential distributions. The autocorrelation function for increments vanishes rapidly, but decays slowly for absolute and squared increments. Based on these results, we propose an intraday stochastic model with linear variable diffusion coefficient as a lowest order approximation to the real dynamics of financial markets, and to test the effects of time averaging techniques typically used for financial time series analysis. We find that our model replicates major stylized facts associated with empirical financial time series. We also find that ensemble averaging techniques can be used to identify the underlying dynamics correctly, whereas time averages fail in this task. Our work indicates that ensemble average approaches will yield new insight into the study of financial markets' dynamics. Our proposed model also provides new insight into the modeling of financial markets dynamics in microscopic time scales.
Item Anomaly Detection Based on Dynamic Partition for Time Series in Recommender Systems

PubMed Central

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

2015-01-01

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

PubMed

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

2015-01-01

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

PubMed

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

2009-01-01

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

ERIC Educational Resources Information Center

Song, Hairong; Ferrer, Emilio

2012-01-01

Dynamic factor models (DFMs) have typically been applied to multivariate time series data collected from a single unit of study, such as a single individual or dyad. The goal of DFMs application is to capture dynamics of multivariate systems. When multiple units are available, however, DFMs are not suited to capture variations in dynamics across…
Towards a study of synoptic-scale variability of the California current system

NASA Technical Reports Server (NTRS)

1985-01-01

A West Coast satellite time series advisory group was established to consider the scientific rationale for the development of complete west coast time series of imagery of sea surface temperature (as derived by the Advanced Very High Resolution Radiometer on the NOAA polar orbiter, and near-surface phytoplankton pigment concentrations (as derived by the Coastal Zone Color Scanner on Nimbus 7). The scientific and data processing requirements for such time series are also considered. It is determined that such time series are essential if a number of scientific questions regarding the synoptic-scale dynamics of the California Current System are to be addressed. These questions concern both biological and physical processes.
International and Domestic Business Cycles as Dynamics of a Network of Networks

NASA Astrophysics Data System (ADS)

Ikeda, Yuichi; Iyetomi, Hiroshi; Aoyama, Hideaki; Yoshikawa, Hiroshi

2014-03-01

Synchronization in business cycles has attracted economists and physicists as self-organization in the time domain. From a different point of view, international and domestic business cycles are also interesting as dynamics of a network of networks or a multi-level network. In this paper, we analyze the Indices of Industrial Production monthly time-series in Japan from January 1988 to December 2007 to develop a deeper understanding of domestic business cycles. The frequency entrainment and the partial phase locking were observed for the 16 sectors to be direct evidence of synchronization. We also showed that the information of the economic shock is carried by the phase time-series. The common shock and individual shocks are separated using phase time-series. The former dominates the economic recession in all of 1992, 1998 and 2001. In addition to the above analysis, we analyze the quarterly GDP time series for Australia, Canada, France, Italy, the United Kingdom, and the United States from Q2 1960 to Q1 2010 in order to clarify its origin. We find frequency entrainment and partial phase locking. Furthermore, a coupled limit-cycle oscillator model is developed to explain the mechanism of synchronization. In this model, the interaction due to international trade is interpreted as the origin of the synchronization. The obtained results suggest that the business cycle may be described as a dynamics of the multi-level coupled oscillators exposed to random individual shocks.
Self-organising mixture autoregressive model for non-stationary time series modelling.

PubMed

Ni, He; Yin, Hujun

2008-12-01

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

NASA Astrophysics Data System (ADS)

Faybishenko, Boris

2017-08-01

Identifying dynamic causal inference involved in flow and transport processes in complex fractured-porous media is generally a challenging task, because nonlinear and chaotic variables may be positively coupled or correlated for some periods of time, but can then become spontaneously decoupled or non-correlated. In his 2002 paper (Faybishenko, 2002), the author performed a nonlinear dynamical and chaotic analysis of time-series data obtained from the fracture flow experiment conducted by Persoff and Pruess (1995), and, based on the visual examination of time series data, hypothesized that the observed pressure oscillations at both inlet and outlet edges of the fracture result from a superposition of both forward and return waves of pressure propagation through the fracture. In the current paper, the author explores an application of a combination of methods for detecting nonlinear chaotic dynamics behavior along with the multivariate Granger Causality (G-causality) time series test. Based on the G-causality test, the author infers that his hypothesis is correct, and presents a causation loop diagram of the spatial-temporal distribution of gas, liquid, and capillary pressures measured at the inlet and outlet of the fracture. The causal modeling approach can be used for the analysis of other hydrological processes, for example, infiltration and pumping tests in heterogeneous subsurface media, and climatic processes, for example, to find correlations between various meteorological parameters, such as temperature, solar radiation, barometric pressure, etc.
Use of recurrence plot and recurrence quantification analysis in Taiwan unemployment rate time series

NASA Astrophysics Data System (ADS)

Chen, Wei-Shing

2011-04-01

The aim of the article is to answer the question if the Taiwan unemployment rate dynamics is generated by a non-linear deterministic dynamic process. This paper applies a recurrence plot and recurrence quantification approach based on the analysis of non-stationary hidden transition patterns of the unemployment rate of Taiwan. The case study uses the time series data of the Taiwan’s unemployment rate during the period from 1978/01 to 2010/06. The results show that recurrence techniques are able to identify various phases in the evolution of unemployment transition in Taiwan.
Microbial oceanography and the Hawaii Ocean Time-series programme.

PubMed

Karl, David M; Church, Matthew J

2014-10-01

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

NASA Astrophysics Data System (ADS)

Andreev, E. M.; Gamburtsev, A. G.

2010-12-01

This paper analyzes demographic data (the time series of the number of births and deaths for over 50 years in the 20th and 21st centuries). The properties of the time series are revealed, and some of them are explained. A comparison of data for men and women has resulted in the revelation that seasonal changes for women are more strongly evident than for men. The possible causes for the differences between the time series of the number of deceased men and women are discussed.
Nonlinear modeling of chaotic time series: Theory and applications

NASA Astrophysics Data System (ADS)

Casdagli, M.; Eubank, S.; Farmer, J. D.; Gibson, J.; Desjardins, D.; Hunter, N.; Theiler, J.

We review recent developments in the modeling and prediction of nonlinear time series. In some cases, apparent randomness in time series may be due to chaotic behavior of a nonlinear but deterministic system. In such cases, it is possible to exploit the determinism to make short term forecasts that are much more accurate than one could make from a linear stochastic model. This is done by first reconstructing a state space, and then using nonlinear function approximation methods to create a dynamical model. Nonlinear models are valuable not only as short term forecasters, but also as diagnostic tools for identifying and quantifying low-dimensional chaotic behavior. During the past few years, methods for nonlinear modeling have developed rapidly, and have already led to several applications where nonlinear models motivated by chaotic dynamics provide superior predictions to linear models. These applications include prediction of fluid flows, sunspots, mechanical vibrations, ice ages, measles epidemics, and human speech.
Hybrid grammar-based approach to nonlinear dynamical system identification from biological time series

NASA Astrophysics Data System (ADS)

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

2006-02-01

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

NASA Astrophysics Data System (ADS)

Loskutov, E. M.; Mukhin, D.; Gavrilov, A.; Feigin, A.

2016-12-01

In this work we apply a new empirical method for the analysis of complex spatially distributed systems to the analysis of paleoclimate data. The method consists of two general parts: (i) revealing the optimal phase-space variables and (ii) construction the empirical prognostic model by observed time series. The method of phase space variables construction based on the data decomposition into nonlinear dynamical modes which was successfully applied to global SST field and allowed clearly separate time scales and reveal climate shift in the observed data interval [1]. The second part, the Bayesian approach to optimal evolution operator reconstruction by time series is based on representation of evolution operator in the form of nonlinear stochastic function represented by artificial neural networks [2,3]. In this work we are focused on the investigation of critical transitions - the abrupt changes in climate dynamics - in match longer time scale process. It is well known that there were number of critical transitions on different time scales in the past. In this work, we demonstrate the first results of applying our empirical methods to analysis of paleoclimate variability. In particular, we discuss the possibility of detecting, identifying and prediction such critical transitions by means of nonlinear empirical modeling using the paleoclimate record time series. The study is supported by Government of Russian Federation (agreement #14.Z50.31.0033 with the Institute of Applied Physics of RAS). 1. Mukhin, D., Gavrilov, A., Feigin, A., Loskutov, E., & Kurths, J. (2015). Principal nonlinear dynamical modes of climate variability. Scientific Reports, 5, 15510. http://doi.org/10.1038/srep155102. Ya. I. Molkov, D. N. Mukhin, E. M. Loskutov, A.M. Feigin, (2012) : Random dynamical models from time series. Phys. Rev. E, Vol. 85, n.3.3. Mukhin, D., Kondrashov, D., Loskutov, E., Gavrilov, A., Feigin, A., & Ghil, M. (2015). Predicting Critical Transitions in ENSO models. Part II: Spatially Dependent Models. Journal of Climate, 28(5), 1962-1976. http://doi.org/10.1175/JCLI-D-14-00240.1
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.

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.
Theoretical research and experimental validation of elastic dynamic load spectra on bogie frame of high-speed train

NASA Astrophysics Data System (ADS)

Zhu, Ning; Sun, Shouguang; Li, Qiang; Zou, Hua

2016-05-01

When a train runs at high speeds, the external exciting frequencies approach the natural frequencies of bogie critical components, thereby inducing strong elastic vibrations. The present international reliability test evaluation standard and design criteria of bogie frames are all based on the quasi-static deformation hypothesis. Structural fatigue damage generated by structural elastic vibrations has not yet been included. In this paper, theoretical research and experimental validation are done on elastic dynamic load spectra on bogie frame of high-speed train. The construction of the load series that correspond to elastic dynamic deformation modes is studied. The simplified form of the load series is obtained. A theory of simplified dynamic load-time histories is then deduced. Measured data from the Beijing-Shanghai Dedicated Passenger Line are introduced to derive the simplified dynamic load-time histories. The simplified dynamic discrete load spectra of bogie frame are established. Based on the damage consistency criterion and a genetic algorithm, damage consistency calibration of the simplified dynamic load spectra is finally performed. The computed result proves that the simplified load series is reasonable. The calibrated damage that corresponds to the elastic dynamic discrete load spectra can cover the actual damage at the operating conditions. The calibrated damage satisfies the safety requirement of damage consistency criterion for bogie frame. This research is helpful for investigating the standardized load spectra of bogie frame of high-speed train.
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.
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.
Monitoring land surface albedo and vegetation dynamics using high spatial and temporal resolution synthetic time series from Landsat and the MODIS BRDF/NBAR/albedo product

NASA Astrophysics Data System (ADS)

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

2017-07-01

Seasonal vegetation phenology can significantly alter surface albedo which in turn affects the global energy balance and the albedo warming/cooling feedbacks that impact climate change. To monitor and quantify the surface dynamics of heterogeneous landscapes, high temporal and spatial resolution synthetic time series of albedo and the enhanced vegetation index (EVI) were generated from the 500 m Moderate Resolution Imaging Spectroradiometer (MODIS) operational Collection V006 daily BRDF/NBAR/albedo products and 30 m Landsat 5 albedo and near-nadir reflectance data through the use of the Spatial and Temporal Adaptive Reflectance Fusion Model (STARFM). The traditional Landsat Albedo (Shuai et al., 2011) makes use of the MODIS BRDF/Albedo products (MCD43) by assigning appropriate BRDFs from coincident MODIS products to each Landsat image to generate a 30 m Landsat albedo product for that acquisition date. The available cloud free Landsat 5 albedos (due to clouds, generated every 16 days at best) were used in conjunction with the daily MODIS albedos to determine the appropriate 30 m albedos for the intervening daily time steps in this study. These enhanced daily 30 m spatial resolution synthetic time series were then used to track albedo and vegetation phenology dynamics over three Ameriflux tower sites (Harvard Forest in 2007, Santa Rita in 2011 and Walker Branch in 2005). These Ameriflux sites were chosen as they are all quite nearby new towers coming on line for the National Ecological Observatory Network (NEON), and thus represent locations which will be served by spatially paired albedo measures in the near future. The availability of data from the NEON towers will greatly expand the sources of tower albedometer data available for evaluation of satellite products. At these three Ameriflux tower sites the synthetic time series of broadband shortwave albedos were evaluated using the tower albedo measurements with a Root Mean Square Error (RMSE) less than 0.013 and a bias within the range of ±0.006. These synthetic time series provide much greater spatial detail than the 500 m gridded MODIS data, especially over more heterogeneous surfaces, which improves the efforts to characterize and monitor the spatial variation across species and communities. The mean of the difference between maximum and minimum synthetic time series of albedo within the MODIS pixels over a subset of satellite data of Harvard Forest (16 km by 14 km) was as high as 0.2 during the snow-covered period and reduced to around 0.1 during the snow-free period. Similarly, we have used STARFM to also couple MODIS Nadir BRDF Adjusted Reflectances (NBAR) values with Landsat 5 reflectances to generate daily synthetic times series of NBAR and thus Enhanced Vegetation Index (NBAR-EVI) at a 30 m resolution. While normally STARFM is used with directional reflectances, the use of the view angle corrected daily MODIS NBAR values will provide more consistent time series. These synthetic times series of EVI are shown to capture seasonal vegetation dynamics with finer spatial and temporal details, especially over heterogeneous land surfaces.
Monitoring land surface albedo and vegetation dynamics using high spatial and temporal resolution synthetic time series from Landsat and the MODIS BRDF/NBAR/albedo product

USGS Publications Warehouse

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

2017-01-01

Seasonal vegetation phenology can significantly alter surface albedo which in turn affects the global energy balance and the albedo warming/cooling feedbacks that impact climate change. To monitor and quantify the surface dynamics of heterogeneous landscapes, high temporal and spatial resolution synthetic time series of albedo and the enhanced vegetation index (EVI) were generated from the 500 m Moderate Resolution Imaging Spectroradiometer (MODIS) operational Collection V006 daily BRDF/NBAR/albedo products and 30 m Landsat 5 albedo and near-nadir reflectance data through the use of the Spatial and Temporal Adaptive Reflectance Fusion Model (STARFM). The traditional Landsat Albedo (Shuai et al., 2011) makes use of the MODIS BRDF/Albedo products (MCD43) by assigning appropriate BRDFs from coincident MODIS products to each Landsat image to generate a 30 m Landsat albedo product for that acquisition date. The available cloud free Landsat 5 albedos (due to clouds, generated every 16 days at best) were used in conjunction with the daily MODIS albedos to determine the appropriate 30 m albedos for the intervening daily time steps in this study. These enhanced daily 30 m spatial resolution synthetic time series were then used to track albedo and vegetation phenology dynamics over three Ameriflux tower sites (Harvard Forest in 2007, Santa Rita in 2011 and Walker Branch in 2005). These Ameriflux sites were chosen as they are all quite nearby new towers coming on line for the National Ecological Observatory Network (NEON), and thus represent locations which will be served by spatially paired albedo measures in the near future. The availability of data from the NEON towers will greatly expand the sources of tower albedometer data available for evaluation of satellite products. At these three Ameriflux tower sites the synthetic time series of broadband shortwave albedos were evaluated using the tower albedo measurements with a Root Mean Square Error (RMSE) less than 0.013 and a bias within the range of ±0.006. These synthetic time series provide much greater spatial detail than the 500 m gridded MODIS data, especially over more heterogeneous surfaces, which improves the efforts to characterize and monitor the spatial variation across species and communities. The mean of the difference between maximum and minimum synthetic time series of albedo within the MODIS pixels over a subset of satellite data of Harvard Forest (16 km by 14 km) was as high as 0.2 during the snow-covered period and reduced to around 0.1 during the snow-free period. Similarly, we have used STARFM to also couple MODIS Nadir BRDF Adjusted Reflectances (NBAR) values with Landsat 5 reflectances to generate daily synthetic times series of NBAR and thus Enhanced Vegetation Index (NBAR-EVI) at a 30 m resolution. While normally STARFM is used with directional reflectances, the use of the view angle corrected daily MODIS NBAR values will provide more consistent time series. These synthetic times series of EVI are shown to capture seasonal vegetation dynamics with finer spatial and temporal details, especially over heterogeneous land surfaces.
Monitoring Land Surface Albedo and Vegetation Dynamics Using High Spatial and Temporal Resolution Synthetic Time Series from Landsat and the MODIS BRDF/NBAR/Albedo Product

NASA Technical Reports Server (NTRS)

Wang, Zhuosen; Schaaf, Crystal B.; Sun, Quingsong; Kim, Jihyun; Erb, Angela M.; Gao, Feng; Roman, Miguel O.; Yang, Yun; Petroy, Shelley; Taylor, Jeffrey R.;

2017-01-01

Seasonal vegetation phenology can significantly alter surface albedo which in turn affects the global energy balance and the albedo warmingcooling feedbacks that impact climate change. To monitor and quantify the surface dynamics of heterogeneous landscapes, high temporal and spatial resolution synthetic time series of albedo and the enhanced vegetation index (EVI) were generated from the 500-meter Moderate Resolution Imaging Spectroradiometer (MODIS) operational Collection V006 daily BRDF (Bidirectional Reflectance Distribution Function) / NBAR (Nadir BRDF-Adjusted Reflectance) / albedo products and 30-meter Landsat 5 albedo and near-nadir reflectance data through the use of the Spatial and Temporal Adaptive Reflectance Fusion Model (STARFM). The traditional Landsat Albedo (Shuai et al., 2011) makes use of the MODIS BRDFAlbedo products (MCD43) by assigning appropriate BRDFs from coincident MODIS products to each Landsat image to generate a 30-meter Landsat albedo product for that acquisition date. The available cloud free Landsat 5 albedos (due to clouds, generated every 16 days at best) were used in conjunction with the daily MODIS albedos to determine the appropriate 30-meter albedos for the intervening daily time steps in this study. These enhanced daily 30-meter spatial resolution synthetic time series were then used to track albedo and vegetation phenology dynamics over three Ameriflux tower sites (Harvard Forest in 2007, Santa Rita in 2011 and Walker Branch in 2005). These Ameriflux sites were chosen as they are all quite nearby new towers coming on line for the National Ecological Observatory Network (NEON), and thus represent locations which will be served by spatially paired albedo measures in the near future. The availability of data from the NEON towers will greatly expand the sources of tower albedometer data available for evaluation of satellite products. At these three Ameriflux tower sites the synthetic time series of broadband shortwave albedos were evaluated using the tower albedo measurements with a Root Mean Square Error (RMSE) less than 0.013 and a bias within the range of 0.006. These synthetic time series provide much greater spatial detail than the 500 meter gridded MODIS data, especially over more heterogeneous surfaces, which improves the efforts to characterize and monitor the spatial variation across species and communities. The mean of the difference between maximum and minimum synthetic time series of albedo within the MODIS pixels over a subset of satellite data of Harvard Forest (16 kilometers by 14 kilometers) was as high as 0.2 during the snow-covered period and reduced to around 0.1 during the snow-free period. Similarly, we have used STARFM to also couple MODIS Nadir BRDF-Adjusted Reflectances (NBAR) values with Landsat 5 reflectances to generate daily synthetic times series of NBAR and thus Enhanced Vegetation Index (NBAR-EVI) at a 30-meter resolution. While normally STARFM is used with directional reflectances, the use of the view angle corrected daily MODIS NBAR values will provide more consistent time series. These synthetic times series of EVI are shown to capture seasonal vegetation dynamics with finer spatial and temporal details, especially over heterogeneous land surfaces.

Automatic segmentation of invasive breast carcinomas from dynamic contrast-enhanced MRI using time series analysis.

PubMed

Jayender, Jagadaeesan; Chikarmane, Sona; Jolesz, Ferenc A; Gombos, Eva

2014-08-01

To accurately segment invasive ductal carcinomas (IDCs) from dynamic contrast-enhanced MRI (DCE-MRI) using time series analysis based on linear dynamic system (LDS) modeling. Quantitative segmentation methods based on black-box modeling and pharmacokinetic modeling are highly dependent on imaging pulse sequence, timing of bolus injection, arterial input function, imaging noise, and fitting algorithms. We modeled the underlying dynamics of the tumor by an LDS and used the system parameters to segment the carcinoma on the DCE-MRI. Twenty-four patients with biopsy-proven IDCs were analyzed. The lesions segmented by the algorithm were compared with an expert radiologist's segmentation and the output of a commercial software, CADstream. The results are quantified in terms of the accuracy and sensitivity of detecting the lesion and the amount of overlap, measured in terms of the Dice similarity coefficient (DSC). The segmentation algorithm detected the tumor with 90% accuracy and 100% sensitivity when compared with the radiologist's segmentation and 82.1% accuracy and 100% sensitivity when compared with the CADstream output. The overlap of the algorithm output with the radiologist's segmentation and CADstream output, computed in terms of the DSC was 0.77 and 0.72, respectively. The algorithm also shows robust stability to imaging noise. Simulated imaging noise with zero mean and standard deviation equal to 25% of the base signal intensity was added to the DCE-MRI series. The amount of overlap between the tumor maps generated by the LDS-based algorithm from the noisy and original DCE-MRI was DSC = 0.95. The time-series analysis based segmentation algorithm provides high accuracy and sensitivity in delineating the regions of enhanced perfusion corresponding to tumor from DCE-MRI. © 2013 Wiley Periodicals, Inc.
Efficient Algorithms for Segmentation of Item-Set Time Series

NASA Astrophysics Data System (ADS)

Chundi, Parvathi; Rosenkrantz, Daniel J.

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

NASA Technical Reports Server (NTRS)

Vautard, R.; Ghil, M.

1989-01-01

Two dimensions of a dynamical system given by experimental time series are distinguished. Statistical dimension gives a theoretical upper bound for the minimal number of degrees of freedom required to describe the attractor up to the accuracy of the data, taking into account sampling and noise problems. The dynamical dimension is the intrinsic dimension of the attractor and does not depend on the quality of the data. Singular Spectrum Analysis (SSA) provides estimates of the statistical dimension. SSA also describes the main physical phenomena reflected by the data. It gives adaptive spectral filters associated with the dominant oscillations of the system and clarifies the noise characteristics of the data. SSA is applied to four paleoclimatic records. The principal climatic oscillations and the regime changes in their amplitude are detected. About 10 degrees of freedom are statistically significant in the data. Large noise and insufficient sample length do not allow reliable estimates of the dynamical dimension.
Classification of cardiac rhythm using heart rate dynamical measures: validation in MIT-BIH databases.

PubMed

Carrara, Marta; Carozzi, Luca; Moss, Travis J; de Pasquale, Marco; Cerutti, Sergio; Lake, Douglas E; Moorman, J Randall; Ferrario, Manuela

2015-01-01

Identification of atrial fibrillation (AF) is a clinical imperative. Heartbeat interval time series are increasingly available from personal monitors, allowing new opportunity for AF diagnosis. Previously, we devised numerical algorithms for identification of normal sinus rhythm (NSR), AF, and SR with frequent ectopy using dynamical measures of heart rate. Here, we wished to validate them in the canonical MIT-BIH ECG databases. We tested algorithms on the NSR, AF and arrhythmia databases. When the databases were combined, the positive predictive value of the new algorithms exceeded 95% for NSR and AF, and was 40% for SR with ectopy. Further, dynamical measures did not distinguish atrial from ventricular ectopy. Inspection of individual 24hour records showed good correlation of observed and predicted rhythms. Heart rate dynamical measures are effective ingredients in numerical algorithms to classify cardiac rhythm from the heartbeat intervals time series alone. Copyright © 2015 Elsevier Inc. All rights reserved.
Experimental nonlinear dynamical studies in cesium magneto-optical trap using time-series analysis

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

Anwar, M., E-mail: mamalik2000@gmail.com; Islam, R.; Faisal, M.

2015-03-30

A magneto-optical trap of neutral atoms is essentially a dissipative quantum system. The fast thermal atoms continuously dissipate their energy to the environment via spontaneous emissions during the cooling. The atoms are, therefore, strongly coupled with the vacuum reservoir and the laser field. The vacuum fluctuations as well as the field fluctuations are imparted to the atoms as random photon recoils. Consequently, the external and internal dynamics of atoms becomes stochastic. In this paper, we have investigated the stochastic dynamics of the atoms in a magneto-optical trap during the loading process. The time series analysis of the fluorescence signal showsmore » that the dynamics of the atoms evolves, like all dissipative systems, from deterministic to the chaotic regime. The subsequent disappearance and revival of chaos was attributed to chaos synchronization between spatially different atoms in the magneto-optical trap.« less
Assessment of Walking Stability of Elderly by Means of Nonlinear Time-Series Analysis and Simple Accelerometry

NASA Astrophysics Data System (ADS)

Ohtaki, Yasuaki; Arif, Muhammad; Suzuki, Akihiro; Fujita, Kazuki; Inooka, Hikaru; Nagatomi, Ryoichi; Tsuji, Ichiro

This study presents an assessment of walking stability in elderly people, focusing on local dynamic stability of walking. Its main objectives were to propose a technique to quantify local dynamic stability using nonlinear time-series analyses and a portable instrument, and to investigate their reliability in revealing the efficacy of an exercise training intervention for elderly people for improvement of walking stability. The method measured three-dimensional acceleration of the upper body, and computation of Lyapunov exponents, thereby directly quantifying the local stability of the dynamic system. Straight level walking of young and elderly subjects was investigated in the experimental study. We compared Lyapunov exponents of young and the elderly subjects, and of groups before and after the exercise intervention. Experimental results demonstrated that the exercise intervention improved local dynamic stability of walking. The proposed method was useful in revealing effects and efficacies of the exercise intervention for elderly people.
On fractality and chaos in Moroccan family business stock returns and volatility

NASA Astrophysics Data System (ADS)

Lahmiri, Salim

2017-05-01

The purpose of this study is to examine existence of fractality and chaos in returns and volatilities of family business companies listed on the Casablanca Stock Exchange (CSE) in Morocco, and also in returns and volatility of the CSE market index. Detrended fluctuation analysis based Hurst exponent and fractionally integrated generalized autoregressive conditional heteroskedasticity (FIGARCH) model are used to quantify fractality in returns and volatility time series respectively. Besides, the largest Lyapunov exponent is employed to quantify chaos in both time series. The empirical results from sixteen family business companies follow. For return series, fractality analysis show that most of family business returns listed on CSE exhibit anti-persistent dynamics, whilst market returns have persistent dynamics. Besides, chaos tests show that business family stock returns are not chaotic while market returns exhibit evidence of chaotic behaviour. For volatility series, fractality analysis shows that most of family business stocks and market index exhibit long memory in volatility. Furthermore, results from chaos tests show that volatility of family business returns is not chaotic, whilst volatility of market index is chaotic. These results may help understanding irregularities patterns in Moroccan family business stock returns and volatility, and how they are different from market dynamics.
Monitoring vegetation dynamics with medium resolution MODIS-EVI time series at sub-regional scale in southern Africa

NASA Astrophysics Data System (ADS)

Dubovyk, Olena; Landmann, Tobias; Erasmus, Barend F. N.; Tewes, Andreas; Schellberg, Jürgen

2015-06-01

Currently there is a lack of knowledge on spatio-temporal patterns of land surface dynamics at medium spatial scale in southern Africa, even though this information is essential for better understanding of ecosystem response to climatic variability and human-induced land transformations. In this study, we analysed vegetation dynamics across a large area in southern Africa using the 14-years (2000-2013) of medium spatial resolution (250 m) MODIS-EVI time-series data. Specifically, we investigated temporal changes in the time series of key phenometrics including overall greenness, peak and timing of annual greenness over the monitoring period and study region. In order to specifically capture spatial and per pixel vegetation changes over time, we calculated trends in these phenometrics using a robust trend analysis method. The results showed that interannual vegetation dynamics followed precipitation patterns with clearly differentiated seasonality. The earliest peak greenness during 2000-2013 occurred at the end of January in the year 2000 and the latest peak greenness was observed at the mid of March in 2012. Specifically spatial patterns of long-term vegetation trends allowed mapping areas of (i) decrease or increase in overall greenness, (ii) decrease or increase of peak greenness, and (iii) shifts in timing of occurrence of peak greenness over the 14-year monitoring period. The observed vegetation decline in the study area was mainly attributed to human-induced factors. The obtained information is useful to guide selection of field sites for detailed vegetation studies and land rehabilitation interventions and serve as an input for a range of land surface models.
Non-linear dynamical classification of short time series of the rössler system in high noise regimes.

PubMed

Lainscsek, Claudia; Weyhenmeyer, Jonathan; Hernandez, Manuel E; Poizner, Howard; Sejnowski, Terrence J

2013-01-01

Time series analysis with delay differential equations (DDEs) reveals non-linear properties of the underlying dynamical system and can serve as a non-linear time-domain classification tool. Here global DDE models were used to analyze short segments of simulated time series from a known dynamical system, the Rössler system, in high noise regimes. In a companion paper, we apply the DDE model developed here to classify short segments of encephalographic (EEG) data recorded from patients with Parkinson's disease and healthy subjects. Nine simulated subjects in each of two distinct classes were generated by varying the bifurcation parameter b and keeping the other two parameters (a and c) of the Rössler system fixed. All choices of b were in the chaotic parameter range. We diluted the simulated data using white noise ranging from 10 to -30 dB signal-to-noise ratios (SNR). Structure selection was supervised by selecting the number of terms, delays, and order of non-linearity of the model DDE model that best linearly separated the two classes of data. The distances d from the linear dividing hyperplane was then used to assess the classification performance by computing the area A' under the ROC curve. The selected model was tested on untrained data using repeated random sub-sampling validation. DDEs were able to accurately distinguish the two dynamical conditions, and moreover, to quantify the changes in the dynamics. There was a significant correlation between the dynamical bifurcation parameter b of the simulated data and the classification parameter d from our analysis. This correlation still held for new simulated subjects with new dynamical parameters selected from each of the two dynamical regimes. Furthermore, the correlation was robust to added noise, being significant even when the noise was greater than the signal. We conclude that DDE models may be used as a generalizable and reliable classification tool for even small segments of noisy data.
Non-Linear Dynamical Classification of Short Time Series of the Rössler System in High Noise Regimes

PubMed Central

Lainscsek, Claudia; Weyhenmeyer, Jonathan; Hernandez, Manuel E.; Poizner, Howard; Sejnowski, Terrence J.

2013-01-01

Time series analysis with delay differential equations (DDEs) reveals non-linear properties of the underlying dynamical system and can serve as a non-linear time-domain classification tool. Here global DDE models were used to analyze short segments of simulated time series from a known dynamical system, the Rössler system, in high noise regimes. In a companion paper, we apply the DDE model developed here to classify short segments of encephalographic (EEG) data recorded from patients with Parkinson’s disease and healthy subjects. Nine simulated subjects in each of two distinct classes were generated by varying the bifurcation parameter b and keeping the other two parameters (a and c) of the Rössler system fixed. All choices of b were in the chaotic parameter range. We diluted the simulated data using white noise ranging from 10 to −30 dB signal-to-noise ratios (SNR). Structure selection was supervised by selecting the number of terms, delays, and order of non-linearity of the model DDE model that best linearly separated the two classes of data. The distances d from the linear dividing hyperplane was then used to assess the classification performance by computing the area A′ under the ROC curve. The selected model was tested on untrained data using repeated random sub-sampling validation. DDEs were able to accurately distinguish the two dynamical conditions, and moreover, to quantify the changes in the dynamics. There was a significant correlation between the dynamical bifurcation parameter b of the simulated data and the classification parameter d from our analysis. This correlation still held for new simulated subjects with new dynamical parameters selected from each of the two dynamical regimes. Furthermore, the correlation was robust to added noise, being significant even when the noise was greater than the signal. We conclude that DDE models may be used as a generalizable and reliable classification tool for even small segments of noisy data. PMID:24379798
Interpreting beta-diversity components over time to conserve metacommunities in highly dynamic ecosystems.

PubMed

Ruhí, Albert; Datry, Thibault; Sabo, John L

2017-12-01

The concept of metacommunity (i.e., a set of local communities linked by dispersal) has gained great popularity among community ecologists. However, metacommunity research mostly addresses questions on spatial patterns of biodiversity at the regional scale, whereas conservation planning requires quantifying temporal variation in those metacommunities and the contributions that individual (local) sites make to regional dynamics. We propose that recent advances in diversity-partitioning methods may allow for a better understanding of metacommunity dynamics and the identification of keystone sites. We used time series of the 2 components of beta diversity (richness and replacement) and the contributions of local sites to these components to examine which sites controlled source-sink dynamics in a highly dynamic model system (an intermittent river). The relative importance of the richness and replacement components of beta diversity fluctuated over time, and sample aggregation led to underestimation of beta diversity by up to 35%. Our literature review revealed that research on intermittent rivers would benefit greatly from examination of beta-diversity components over time. Adequately appraising spatiotemporal variability in community composition and identifying sites that are pivotal for maintaining biodiversity at the landscape scale are key needs for conservation prioritization and planning. Thus, our framework may be used to guide conservation actions in highly dynamic ecosystems when time-series data describing biodiversity across sites connected by dispersal are available. © 2017 Society for Conservation Biology.

Equivalent Dynamic Models.

PubMed

Molenaar, Peter C M

2017-01-01

Equivalences of two classes of dynamic models for weakly stationary multivariate time series are discussed: dynamic factor models and autoregressive models. It is shown that exploratory dynamic factor models can be rotated, yielding an infinite set of equivalent solutions for any observed series. It also is shown that dynamic factor models with lagged factor loadings are not equivalent to the currently popular state-space models, and that restriction of attention to the latter type of models may yield invalid results. The known equivalent vector autoregressive model types, standard and structural, are given a new interpretation in which they are conceived of as the extremes of an innovating type of hybrid vector autoregressive models. It is shown that consideration of hybrid models solves many problems, in particular with Granger causality testing.
On the characterization of vegetation recovery after fire disturbance using Fisher-Shannon analysis and SPOT/VEGETATION Normalized Difference Vegetation Index (NDVI) time series

NASA Astrophysics Data System (ADS)

Lasaponara, Rosa; Lanorte, Antonio; Lovallo, Michele; Telesca, Luciano

2015-04-01

Time series can fruitfully support fire monitoring and management from statistical analysis of fire occurrence (Tuia et al. 2008) to danger estimation (lasaponara 2005), damage evaluation (Lanorte et al 2014) and post fire recovery (Lanorte et al. 2014). In this paper, the time dynamics of SPOT-VEGETATION Normalized Difference Vegetation Index (NDVI) time series are analyzed by using the statistical approach of the Fisher-Shannon (FS) information plane to assess and monitor vegetation recovery after fire disturbance. Fisher-Shannon information plane analysis allows us to gain insight into the complex structure of a time series to quantify its degree of organization and order. The analysis was carried out using 10-day Maximum Value Composites of NDVI (MVC-NDVI) with a 1 km × 1 km spatial resolution. The investigation was performed on two test sites located in Galizia (North Spain) and Peloponnese (South Greece), selected for the vast fires which occurred during the summer of 2006 and 2007 and for their different vegetation covers made up mainly of low shrubland in Galizia test site and evergreen forest in Peloponnese. Time series of MVC-NDVI have been analyzed before and after the occurrence of the fire events. Results obtained for both the investigated areas clearly pointed out that the dynamics of the pixel time series before the occurrence of the fire is characterized by a larger degree of disorder and uncertainty; while the pixel time series after the occurrence of the fire are featured by a higher degree of organization and order. In particular, regarding the Peloponneso fire, such discrimination is more evident than in the Galizia fire. This suggests a clear possibility to discriminate the different post-fire behaviors and dynamics exhibited by the different vegetation covers. Reference Lanorte A, R Lasaponara, M Lovallo, L Telesca 2014 Fisher-Shannon information plane analysis of SPOT/VEGETATION Normalized Difference Vegetation Index (NDVI) time series to characterize vegetation recovery after fire disturbanceInternational Journal of Applied Earth Observation and Geoinformation 26 441-446 Lanorte A, M Danese, R Lasaponara, B Murgante 2014 Multiscale mapping of burn area and severity using multisensor satellite data and spatial autocorrelation analysis International Journal of Applied Earth Observation and Geoinformation 20, 42-51 Tuia D, F Ratle, R Lasaponara, L Telesca, M Kanevski 2008 Scan statistics analysis of forest fire clusters Communications in Nonlinear Science and Numerical Simulation 13 (8), 1689-1694 Telesca L, R Lasaponara 2006 Pre and post fire behavioral trends revealed in satellite NDVI time series Geophysical Research Letters 33 (14) Lasaponara R 2005 Intercomparison of AVHRR based fire susceptibility indicators for the Mediterranean ecosystems of southern Italy International Journal of Remote Sensing 26 (5), 853-870
Intermolecular dynamics of substitued benzene and cyclohexane liquids, studied by femtosecond nonlinear-optical polarization spectroscopy

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

Chang, Y.J.; Castner, E.W. Jr.

Femtosecond time-resolved optical-heterodyne detected Raman-induced Kerr effect spectroscopy (OHD-RIKES) is shown to be a powerful and comprehensive tool for studying the intermolecular dynamics occurring in liquids. The observed dynamics include both the underdamped or coherent inertial motions, and the longer time scale diffusive relaxation. The inertial dynamics include phonon-like intermolecular vibrations, intermolecular collisions, and librational caging motions. Data are presented and analyzed for a series of five liquids: cyclohexane, methylcyclohexane, toluene, benzyl alcohol, and benzonitrile, listed in order of increasing polarity. We explore the effects of aromaticity (e.g., methylcyclohexane vs toluene), symmetry reduction (cyclohexane vs methylcyclohexane), and substitution effects (e.g.,more » substituted benzene series) on the ultrafast intermolecular dynamics, for a group of molecular liquids of similar size and volume. We analyze the intermolecular dynamics in both the time and frequency domains by means of Fourier transformations. When Fourier-transformed into the frequency domain, the OHD-RIKES ultrafast transients of the intermolecular dynamics can be directly compared with the frequency domain spectra obtained from the far-infrared absorption and depolarized Raman techniques. This is done using the Gaussian librational caging model of Lynden-Bell and Steele, which results in a power-law scaling relation between dipole and polarizability time correlation functions. 122 refs., 7 figs., 7 tabs.« less
ShapeSelectForest: a new r package for modeling landsat time series

Treesearch

Mary Meyer; Xiyue Liao; Gretchen Moisen; Elizabeth Freeman

2015-01-01

We present a new R package called ShapeSelectForest recently posted to the Comprehensive R Archival Network. The package was developed to fit nonparametric shape-restricted regression splines to time series of Landsat imagery for the purpose of modeling, mapping, and monitoring annual forest disturbance dynamics over nearly three decades. For each pixel and spectral...
Investigation of prospects for forecasting non-linear time series by example of drilling oil and gas wells

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

PubMed

Michel, Lucie; Makowski, David

2013-01-01

The world's population is predicted to exceed nine billion by 2050 and there is increasing concern about the capability of agriculture to feed such a large population. Foresight studies on food security are frequently based on crop yield trends estimated from yield time series provided by national and regional statistical agencies. Various types of statistical models have been proposed for the analysis of yield time series, but the predictive performances of these models have not yet been evaluated in detail. In this study, we present eight statistical models for analyzing yield time series and compare their ability to predict wheat yield at the national and regional scales, using data provided by the Food and Agriculture Organization of the United Nations and by the French Ministry of Agriculture. The Holt-Winters and dynamic linear models performed equally well, giving the most accurate predictions of wheat yield. However, dynamic linear models have two advantages over Holt-Winters models: they can be used to reconstruct past yield trends retrospectively and to analyze uncertainty. The results obtained with dynamic linear models indicated a stagnation of wheat yields in many countries, but the estimated rate of increase of wheat yield remained above 0.06 t ha⁻¹ year⁻¹ in several countries in Europe, Asia, Africa and America, and the estimated values were highly uncertain for several major wheat producing countries. The rate of yield increase differed considerably between French regions, suggesting that efforts to identify the main causes of yield stagnation should focus on a subnational scale.
Linking time-series of single-molecule experiments with molecular dynamics simulations by machine learning

PubMed Central

Matsunaga, Yasuhiro

2018-01-01

Single-molecule experiments and molecular dynamics (MD) simulations are indispensable tools for investigating protein conformational dynamics. The former provide time-series data, such as donor-acceptor distances, whereas the latter give atomistic information, although this information is often biased by model parameters. Here, we devise a machine-learning method to combine the complementary information from the two approaches and construct a consistent model of conformational dynamics. It is applied to the folding dynamics of the formin-binding protein WW domain. MD simulations over 400 μs led to an initial Markov state model (MSM), which was then "refined" using single-molecule Förster resonance energy transfer (FRET) data through hidden Markov modeling. The refined or data-assimilated MSM reproduces the FRET data and features hairpin one in the transition-state ensemble, consistent with mutation experiments. The folding pathway in the data-assimilated MSM suggests interplay between hydrophobic contacts and turn formation. Our method provides a general framework for investigating conformational transitions in other proteins. PMID:29723137
Optimal estimation of recurrence structures from time series

NASA Astrophysics Data System (ADS)

beim Graben, Peter; Sellers, Kristin K.; Fröhlich, Flavio; Hutt, Axel

2016-05-01

Recurrent temporal dynamics is a phenomenon observed frequently in high-dimensional complex systems and its detection is a challenging task. Recurrence quantification analysis utilizing recurrence plots may extract such dynamics, however it still encounters an unsolved pertinent problem: the optimal selection of distance thresholds for estimating the recurrence structure of dynamical systems. The present work proposes a stochastic Markov model for the recurrent dynamics that allows for the analytical derivation of a criterion for the optimal distance threshold. The goodness of fit is assessed by a utility function which assumes a local maximum for that threshold reflecting the optimal estimate of the system's recurrence structure. We validate our approach by means of the nonlinear Lorenz system and its linearized stochastic surrogates. The final application to neurophysiological time series obtained from anesthetized animals illustrates the method and reveals novel dynamic features of the underlying system. We propose the number of optimal recurrence domains as a statistic for classifying an animals' state of consciousness.
Linking time-series of single-molecule experiments with molecular dynamics simulations by machine learning.

PubMed

Matsunaga, Yasuhiro; Sugita, Yuji

2018-05-03

Single-molecule experiments and molecular dynamics (MD) simulations are indispensable tools for investigating protein conformational dynamics. The former provide time-series data, such as donor-acceptor distances, whereas the latter give atomistic information, although this information is often biased by model parameters. Here, we devise a machine-learning method to combine the complementary information from the two approaches and construct a consistent model of conformational dynamics. It is applied to the folding dynamics of the formin-binding protein WW domain. MD simulations over 400 μs led to an initial Markov state model (MSM), which was then "refined" using single-molecule Förster resonance energy transfer (FRET) data through hidden Markov modeling. The refined or data-assimilated MSM reproduces the FRET data and features hairpin one in the transition-state ensemble, consistent with mutation experiments. The folding pathway in the data-assimilated MSM suggests interplay between hydrophobic contacts and turn formation. Our method provides a general framework for investigating conformational transitions in other proteins. © 2018, Matsunaga et al.
Time-series analysis of lung texture on bone-suppressed dynamic chest radiograph for the evaluation of pulmonary function: a preliminary study

NASA Astrophysics Data System (ADS)

Tanaka, Rie; Matsuda, Hiroaki; Sanada, Shigeru

2017-03-01

The density of lung tissue changes as demonstrated on imagery is dependent on the relative increases and decreases in the volume of air and lung vessels per unit volume of lung. Therefore, a time-series analysis of lung texture can be used to evaluate relative pulmonary function. This study was performed to assess a time-series analysis of lung texture on dynamic chest radiographs during respiration, and to demonstrate its usefulness in the diagnosis of pulmonary impairments. Sequential chest radiographs of 30 patients were obtained using a dynamic flat-panel detector (FPD; 100 kV, 0.2 mAs/pulse, 15 frames/s, SID = 2.0 m; Prototype, Konica Minolta). Imaging was performed during respiration, and 210 images were obtained over 14 seconds. Commercial bone suppression image-processing software (Clear Read Bone Suppression; Riverain Technologies, Miamisburg, Ohio, USA) was applied to the sequential chest radiographs to create corresponding bone suppression images. Average pixel values, standard deviation (SD), kurtosis, and skewness were calculated based on a density histogram analysis in lung regions. Regions of interest (ROIs) were manually located in the lungs, and the same ROIs were traced by the template matching technique during respiration. Average pixel value effectively differentiated regions with ventilatory defects and normal lung tissue. The average pixel values in normal areas changed dynamically in synchronization with the respiratory phase, whereas those in regions of ventilatory defects indicated reduced variations in pixel value. There were no significant differences between ventilatory defects and normal lung tissue in the other parameters. We confirmed that time-series analysis of lung texture was useful for the evaluation of pulmonary function in dynamic chest radiography during respiration. Pulmonary impairments were detected as reduced changes in pixel value. This technique is a simple, cost-effective diagnostic tool for the evaluation of regional pulmonary function.
Carbon transfer dynamics from bomb- 14C and δ 13C time series of a laminated stalagmite from SW France - modelling and comparison with other stalagmite records

NASA Astrophysics Data System (ADS)

Genty, Dominique; Massault, Marc

1999-05-01

Twenty-two AMS 14C measurements have been made on a modern stalagmite from SW France in order to reconstruct the 14C activity history of the calcite deposit. Annual growth laminae provides a chronology up to 1919 A.D. Results show that the stalagmite 14C activity time series is sensitive to modern atmosphere 14C activity changes such as those produced by the nuclear weapon tests. The comparison between the two 14C time series shows that the stalagmite time series is damped: its amplitude variation between pre-bomb and post-bomb values is 75% less and the time delay between the two time series peaks is 16 years ±3. A model is developed using atmosphere 14C and 13C data, fractionation processes and three soil organic matter components whose mean turnover rates are different. The linear correlation coefficient between modeled and measured activities is 0.99. These results, combined with two other stalagmite 14C time series already published and compared with local vegetation and climate, demonstrate that most of the carbon transfer dynamics are controlled in the soil by soil organic matter degradation rates. Where vegetation produces debris whose degradation is slow, the fraction of old carbon injected in the system increases, the observed 14C time series is much more damped and lag time longer than that observed under grassland sites. The same mixing model applied on the 13C shows a good agreement ( R2 = 0.78) between modeled and measured stalagmite δ 13C and demonstrates that the Suess Effect due to fossil fuel combustion in the atmosphere is recorded in the stalagmite but with a damped effect due to SOM degradation rate. The different sources of dead carbon in the seepage water are calculated and discussed.
Evaluating Dynamic Bivariate Correlations in Resting-state fMRI: A comparison study and a new approach

PubMed Central

Lindquist, Martin A.; Xu, Yuting; Nebel, Mary Beth; Caffo, Brain S.

2014-01-01

To date, most functional Magnetic Resonance Imaging (fMRI) studies have assumed that the functional connectivity (FC) between time series from distinct brain regions is constant across time. However, recently, there has been increased interest in quantifying possible dynamic changes in FC during fMRI experiments, as it is thought this may provide insight into the fundamental workings of brain networks. In this work we focus on the specific problem of estimating the dynamic behavior of pair-wise correlations between time courses extracted from two different regions of the brain. We critique the commonly used sliding-windows technique, and discuss some alternative methods used to model volatility in the finance literature that could also prove useful in the neuroimaging setting. In particular, we focus on the Dynamic Conditional Correlation (DCC) model, which provides a model-based approach towards estimating dynamic correlations. We investigate the properties of several techniques in a series of simulation studies and find that DCC achieves the best overall balance between sensitivity and specificity in detecting dynamic changes in correlations. We also investigate its scalability beyond the bivariate case to demonstrate its utility for studying dynamic correlations between more than two brain regions. Finally, we illustrate its performance in an application to test-retest resting state fMRI data. PMID:24993894
Time series of ground reaction forces following a single leg drop jump landing in elite youth soccer players consist of four distinct phases.

PubMed

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

2016-10-01

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

NASA Astrophysics Data System (ADS)

Peng, Hao; Yang, Yaoquan; Liu, Chunyu

2018-02-01

With the increasing numbers of hybrid electric vehicle (HEV), management for two energy sources, engine and battery, is more and more important to achieve the minimum fuel consumption. This paper introduces several working modes of series hybrid electric vehicle (SHEV) firstly and then describes the mathematical model of main relative components in SHEV. On the foundation of this model, dynamic programming is applied to distribute energy of engine and battery on the platform of matlab and acquires less fuel consumption compared with traditional control strategy. Besides, control rule recovering energy in brake profiles is added into dynamic programming, so shorter computing time is realized by improved dynamic programming and optimization on algorithm.
An introduction to chaotic and random time series analysis

NASA Technical Reports Server (NTRS)

Scargle, Jeffrey D.

1989-01-01

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

NASA Astrophysics Data System (ADS)

Brigatti, E.; Vieira, M. V.; Kajin, M.; Almeida, P. J. A. L.; de Menezes, M. A.; Cerqueira, R.

2016-02-01

We study the population size time series of a Neotropical small mammal with the intent of detecting and modelling population regulation processes generated by density-dependent factors and their possible delayed effects. The application of analysis tools based on principles of statistical generality are nowadays a common practice for describing these phenomena, but, in general, they are more capable of generating clear diagnosis rather than granting valuable modelling. For this reason, in our approach, we detect the principal temporal structures on the bases of different correlation measures, and from these results we build an ad-hoc minimalist autoregressive model that incorporates the main drivers of the dynamics. Surprisingly our model is capable of reproducing very well the time patterns of the empirical series and, for the first time, clearly outlines the importance of the time of attaining sexual maturity as a central temporal scale for the dynamics of this species. In fact, an important advantage of this analysis scheme is that all the model parameters are directly biologically interpretable and potentially measurable, allowing a consistency check between model outputs and independent measurements.
Fractal analysis of GPS time series for early detection of disastrous seismic events

NASA Astrophysics Data System (ADS)

Filatov, Denis M.; Lyubushin, Alexey A.

2017-03-01

A new method of fractal analysis of time series for estimating the chaoticity of behaviour of open stochastic dynamical systems is developed. The method is a modification of the conventional detrended fluctuation analysis (DFA) technique. We start from analysing both methods from the physical point of view and demonstrate the difference between them which results in a higher accuracy of the new method compared to the conventional DFA. Then, applying the developed method to estimate the measure of chaoticity of a real dynamical system - the Earth's crust, we reveal that the latter exhibits two distinct mechanisms of transition to a critical state: while the first mechanism has already been known due to numerous studies of other dynamical systems, the second one is new and has not previously been described. Using GPS time series, we demonstrate efficiency of the developed method in identification of critical states of the Earth's crust. Finally we employ the method to solve a practically important task: we show how the developed measure of chaoticity can be used for early detection of disastrous seismic events and provide a detailed discussion of the numerical results, which are shown to be consistent with outcomes of other researches on the topic.
Long-Range Correlations and Memory in the Dynamics of Internet Interdomain Routing

PubMed Central

Havlin, Shlomo; Krioukov, Dmitri

2015-01-01

Data transfer is one of the main functions of the Internet. The Internet consists of a large number of interconnected subnetworks or domains, known as Autonomous Systems (ASes). Due to privacy and other reasons the information about what route to use to reach devices within other ASes is not readily available to any given AS. The Border Gateway Protocol (BGP) is responsible for discovering and distributing this reachability information to all ASes. Since the topology of the Internet is highly dynamic, all ASes constantly exchange and update this reachability information in small chunks, known as routing control packets or BGP updates. In the view of the quick growth of the Internet there are significant concerns with the scalability of the BGP updates and the efficiency of the BGP routing in general. Motivated by these issues we conduct a systematic time series analysis of BGP update rates. We find that BGP update time series are extremely volatile, exhibit long-term correlations and memory effects, similar to seismic time series, or temperature and stock market price fluctuations. The presented statistical characterization of BGP update dynamics could serve as a basis for validation of existing and developing better models of Internet interdomain routing. PMID:26529312

Long-Range Correlations and Memory in the Dynamics of Internet Interdomain Routing.

PubMed

Kitsak, Maksim; Elmokashfi, Ahmed; Havlin, Shlomo; Krioukov, Dmitri

2015-01-01

Data transfer is one of the main functions of the Internet. The Internet consists of a large number of interconnected subnetworks or domains, known as Autonomous Systems (ASes). Due to privacy and other reasons the information about what route to use to reach devices within other ASes is not readily available to any given AS. The Border Gateway Protocol (BGP) is responsible for discovering and distributing this reachability information to all ASes. Since the topology of the Internet is highly dynamic, all ASes constantly exchange and update this reachability information in small chunks, known as routing control packets or BGP updates. In the view of the quick growth of the Internet there are significant concerns with the scalability of the BGP updates and the efficiency of the BGP routing in general. Motivated by these issues we conduct a systematic time series analysis of BGP update rates. We find that BGP update time series are extremely volatile, exhibit long-term correlations and memory effects, similar to seismic time series, or temperature and stock market price fluctuations. The presented statistical characterization of BGP update dynamics could serve as a basis for validation of existing and developing better models of Internet interdomain routing.
A time series analysis of multiple ambient pollutants to investigate the underlying air pollution dynamics and interactions.

PubMed

Yu, Hwa-Lung; Lin, Yuan-Chien; Kuo, Yi-Ming

2015-09-01

Understanding the temporal dynamics and interactions of particulate matter (PM) concentration and composition is important for air quality control. This paper applied a dynamic factor analysis method (DFA) to reveal the underlying mechanisms of nonstationary variations in twelve ambient concentrations of aerosols and gaseous pollutants, and the associations with meteorological factors. This approach can consider the uncertainties and temporal dependences of time series data. The common trends of the yearlong and three selected diurnal variations were obtained to characterize the dominant processes occurring in general and specific scenarios in Taipei during 2009 (i.e., during Asian dust storm (ADS) events, rainfall, and under normal conditions). The results revealed the two distinct yearlong NOx transformation processes, and demonstrated that traffic emissions and photochemical reactions both critically influence diurnal variation, depending upon meteorological conditions. During an ADS event, transboundary transport and distinct weather conditions both influenced the temporal pattern of identified common trends. This study shows the DFA method can effectively extract meaningful latent processes of time series data and provide insights of the dominant associations and interactions in the complex air pollution processes. Copyright © 2014 Elsevier Ltd. All rights reserved.
Tsallis statistics and neurodegenerative disorders

NASA Astrophysics Data System (ADS)

Iliopoulos, Aggelos C.; Tsolaki, Magdalini; Aifantis, Elias C.

2016-08-01

In this paper, we perform statistical analysis of time series deriving from four neurodegenerative disorders, namely epilepsy, amyotrophic lateral sclerosis (ALS), Parkinson's disease (PD), Huntington's disease (HD). The time series are concerned with electroencephalograms (EEGs) of healthy and epileptic states, as well as gait dynamics (in particular stride intervals) of the ALS, PD and HDs. We study data concerning one subject for each neurodegenerative disorder and one healthy control. The analysis is based on Tsallis non-extensive statistical mechanics and in particular on the estimation of Tsallis q-triplet, namely {qstat, qsen, qrel}. The deviation of Tsallis q-triplet from unity indicates non-Gaussian statistics and long-range dependencies for all time series considered. In addition, the results reveal the efficiency of Tsallis statistics in capturing differences in brain dynamics between healthy and epileptic states, as well as differences between ALS, PD, HDs from healthy control subjects. The results indicate that estimations of Tsallis q-indices could be used as possible biomarkers, along with others, for improving classification and prediction of epileptic seizures, as well as for studying the gait complex dynamics of various diseases providing new insights into severity, medications and fall risk, improving therapeutic interventions.
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.
Ecosystem functional assessment based on the "optical type" concept and self-similarity patterns: An application using MODIS-NDVI time series autocorrelation

NASA Astrophysics Data System (ADS)

Huesca, Margarita; Merino-de-Miguel, Silvia; Eklundh, Lars; Litago, Javier; Cicuéndez, Victor; Rodríguez-Rastrero, Manuel; Ustin, Susan L.; Palacios-Orueta, Alicia

2015-12-01

Remote sensing (RS) time series are an excellent operative source for information about the land surface across several scales and different levels of landscape heterogeneity. Ustin and Gamon (2010) proposed the new concept of "optical types" (OT), meaning "optically distinguishable functional types", as a way to better understand remote sensing signals related to the actual functional behavior of species that share common physiognomic forms but differ in functionality. Whereas the OT approach seems to be promising and consistent with ecological theory as a way to monitor vegetation derived from RS, it received little implementation. This work presents a method for implementing the OT concept for efficient monitoring of ecosystems based on RS time series. We propose relying on an ecosystem's repetitive pattern in the temporal domain (self-similarity) to assess its dynamics. Based on this approach, our main hypothesis is that distinct dynamics are intrinsic to a specific OT. Self-similarity level in the temporal domain within a broadleaf forest class was quantitatively assessed using the auto-correlation function (ACF), from statistical time series analysis. A vector comparison classification method, spectral angle mapper, and principal component analysis were used to identify general patterns related to forest dynamics. Phenological metrics derived from MODIS NDVI time series using the TIMESAT software, together with information from the National Forest Map were used to explain the different dynamics found. Results showed significant and highly stable self-similarity patterns in OTs that corresponded to forests under non-moisture-limited environments with an adaptation strategy based on a strong phenological synchrony with climate seasonality. These forests are characterized by dense closed canopy deciduous forests associated with high productivity and low biodiversity in terms of dominant species. Forests in transitional areas were associated with patterns of less temporal stability probably due to mixtures of different adaptation strategies (i.e., deciduous, marcescent and evergreen species) and higher functional diversity related to climate variability at long and short terms. A less distinct seasonality and even a double season appear in the OT of the broadleaf Mediterranean forest characterized by an open canopy dominated by evergreen-sclerophyllous formations. Within this forest, understory and overstory dynamics maximize functional diversity resulting in contrasting traits adapted to summer drought, winter frosts, and high precipitation variability.
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
Time Series Expression Analyses Using RNA-seq: A Statistical Approach

PubMed Central

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

2013-01-01

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

PubMed

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

2013-01-01

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

NASA Astrophysics Data System (ADS)

Klaus, Julian; Chun, Kwok P.; McGuire, Kevin J.; McDonnell, Jeffrey J.

2015-06-01

Time variant catchment transit time distributions are fundamental descriptors of catchment function but yet not fully understood, characterized, and modeled. Here we present a new approach for use with standard runoff and tracer data sets that is based on tracking of tracer and age information and time variant catchment mixing. Our new approach is able to deal with nonstationarity of flow paths and catchment mixing, and an irregular shape of the transit time distribution. The approach extracts information on catchment mixing from the stable isotope time series instead of prior assumptions of mixing or the shape of transit time distribution. We first demonstrate proof of concept of the approach with artificial data; the Nash-Sutcliffe efficiencies in tracer and instantaneous transit times were >0.9. The model provides very accurate estimates of time variant transit times when the boundary conditions and fluxes are fully known. We then tested the model with real rainfall-runoff flow and isotope tracer time series from the H.J. Andrews Watershed 10 (WS10) in Oregon. Model efficiencies were 0.37 for the 18O modeling for a 2 year time series; the efficiencies increased to 0.86 for the second year underlying the need of long time tracer time series with a long overlap of tracer input and output. The approach was able to determine time variant transit time of WS10 with field data and showed how it follows the storage dynamics and related changes in flow paths where wet periods with high flows resulted in clearly shorter transit times compared to dry low flow periods.
Quantifying complexity of financial short-term time series by composite multiscale entropy measure

NASA Astrophysics Data System (ADS)

Niu, Hongli; Wang, Jun

2015-05-01

It is significant to study the complexity of financial time series since the financial market is a complex evolved dynamic system. Multiscale entropy is a prevailing method used to quantify the complexity of a time series. Due to its less reliability of entropy estimation for short-term time series at large time scales, a modification method, the composite multiscale entropy, is applied to the financial market. To qualify its effectiveness, its applications in the synthetic white noise and 1 / f noise with different data lengths are reproduced first in the present paper. Then it is introduced for the first time to make a reliability test with two Chinese stock indices. After conducting on short-time return series, the CMSE method shows the advantages in reducing deviations of entropy estimation and demonstrates more stable and reliable results when compared with the conventional MSE algorithm. Finally, the composite multiscale entropy of six important stock indices from the world financial markets is investigated, and some useful and interesting empirical results are obtained.
A Space Affine Matching Approach to fMRI Time Series Analysis.

PubMed

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

2016-07-01

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

NASA Astrophysics Data System (ADS)

Tudino, T.; Bortoluzzi, G.; Aliani, S.

2014-03-01

Marine water dynamics in the near field of a massive gas eruption near Panarea (Aeolian Islands volcanic arc, SE Tyrrhenian Sea) is described. ADCP current-meters were deployed during the paroxysmal phase in 2002 and 2003 a few meters from the degassing vent, recording day-long time series. Datasets were sorted to remove errors and select good quality ensembles over the entire water column. Standard deviation of error velocity was considered a proxy for inhomogeneous velocity fields over beams. Time series intervals had been selected when the basic ADCP assumptions were fulfilled and random errors minimized. Backscatter data were also processed to identify bubbles in the water column with the aim of locating bubble-free ensembles. Reliable time series are selected combining these data. Two possible scenarios have been described: firstly, a highly dynamic situation with visible surface diverging rings of waves, entrainment on the lower part of the gas column, detrainment in the upper part and a stagnation line (SL) at mid depth where currents were close to zero and most of the gas bubbles spread laterally; secondly, a less dynamic situation with water entraining into the gas plume at all depths and no surface rings of diverging waves. Reasons for these different dynamics may be ascribed to changes in gas fluxes (one order of magnitude higher in 2002). Description of SL is important to quantify its position in the water column and timing for entrainment-detrainment, and it can be measured by ADCP and calculated from models.
Dissecting the Influences of Climate and Demography on the Dynamics of Leptospirosis in California Sea Lions

USDA-ARS?s Scientific Manuscript database

Leptospirosis is a zoonotic infection of global importance, yet its population dynamics remain poorly understood. We present the first empirically-motivated study of the dynamics of leptospirosis, drawing on a unique 24-year time series of disease in California sea lions (CSLs). Since the early 19...
Forest canopy growth dynamic modeling based on remote sensing prodcuts and meteorological data in Daxing'anling of Northeast China

NASA Astrophysics Data System (ADS)

Wu, Qiaoli; Song, Jinling; Wang, Jindi; Xiao, Zhiqiang

2014-11-01

Leaf Area Index (LAI) is an important biophysical variable for vegetation. Compared with vegetation indexes like NDVI and EVI, LAI is more capable of monitoring forest canopy growth quantitatively. GLASS LAI is a spatially complete and temporally continuous product derived from AVHRR and MODIS reflectance data. In this paper, we present the approach to build dynamic LAI growth models for young and mature Larix gmelinii forest in north Daxing'anling in Inner Mongolia of China using the Dynamic Harmonic Regression (DHR) model and Double Logistic (D-L) model respectively, based on the time series extracted from multi-temporal GLASS LAI data. Meanwhile we used the dynamic threshold method to attract the key phenological phases of Larix gmelinii forest from the simulated time series. Then, through the relationship analysis between phenological phases and the meteorological factors, we found that the annual peak LAI and the annual maximum temperature have a good correlation coefficient. The results indicate this forest canopy growth dynamic model to be very effective in predicting forest canopy LAI growth and extracting forest canopy LAI growth dynamic.
Dynamical Networks Characterization of Space Weather Events

NASA Astrophysics Data System (ADS)

Orr, L.; Chapman, S. C.; Dods, J.; Gjerloev, J. W.

2017-12-01

Space weather can cause disturbances to satellite systems, impacting navigation technology and telecommunications; it can cause power loss and aviation disruption. A central aspect of the earth's magnetospheric response to space weather events are large scale and rapid changes in ionospheric current patterns. Space weather is highly dynamic and there are still many controversies about how the current system evolves in time. The recent SuperMAG initiative, collates ground-based vector magnetic field time series from over 200 magnetometers with 1-minute temporal resolution. In principle this combined dataset is an ideal candidate for quantification using dynamical networks. Network properties and parameters allow us to characterize the time dynamics of the full spatiotemporal pattern of the ionospheric current system. However, applying network methodologies to physical data presents new challenges. We establish whether a given pair of magnetometers are connected in the network by calculating their canonical cross correlation. The magnetometers are connected if their cross correlation exceeds a threshold. In our physical time series this threshold needs to be both station specific, as it varies with (non-linear) individual station sensitivity and location, and able to vary with season, which affects ground conductivity. Additionally, the earth rotates and therefore the ground stations move significantly on the timescales of geomagnetic disturbances. The magnetometers are non-uniformly spatially distributed. We will present new methodology which addresses these problems and in particular achieves dynamic normalization of the physical time series in order to form the network. Correlated disturbances across the magnetometers capture transient currents. Once the dynamical network has been obtained [1][2] from the full magnetometer data set it can be used to directly identify detailed inferred transient ionospheric current patterns and track their dynamics. We will show our first results that use network properties such as cliques and clustering coefficients to map these highly dynamic changes in ionospheric current patterns.[l] Dods et al, J. Geophys. Res 120, doi:10.1002/2015JA02 (2015). [2] Dods et al, J. Geophys. Res. 122, doi:10.1002/2016JA02 (2017).
Phase space reconstruction and estimation of the largest Lyapunov exponent for gait kinematic data

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

Josiński, Henryk; Świtoński, Adam; Silesian University of Technology, Akademicka 16, 44-100 Gliwice

The authors describe an example of application of nonlinear time series analysis directed at identifying the presence of deterministic chaos in human motion data by means of the largest Lyapunov exponent. The method was previously verified on the basis of a time series constructed from the numerical solutions of both the Lorenz and the Rössler nonlinear dynamical systems.
Online analysis: Deeper insights into water quality dynamics in spring water.

PubMed

Page, Rebecca M; Besmer, Michael D; Epting, Jannis; Sigrist, Jürg A; Hammes, Frederik; Huggenberger, Peter

2017-12-01

We have studied the dynamics of water quality in three karst springs taking advantage of new technological developments that enable high-resolution measurements of bacterial load (total cell concentration: TCC) as well as online measurements of abiotic parameters. We developed a novel data analysis approach, using self-organizing maps and non-linear projection methods, to approximate the TCC dynamics using the multivariate data sets of abiotic parameter time-series, thus providing a method that could be implemented in an online water quality management system for water suppliers. The (TCC) data, obtained over several months, provided a good basis to study the microbiological dynamics in detail. Alongside the TCC measurements, online abiotic parameter time-series, including spring discharge, turbidity, spectral absorption coefficient at 254nm (SAC254) and electrical conductivity, were obtained. High-density sampling over an extended period of time, i.e. every 45min for 3months, allowed a detailed analysis of the dynamics in karst spring water quality. Substantial increases in both the TCC and the abiotic parameters followed precipitation events in the catchment area. Differences between the parameter fluctuations were only apparent when analyzed at a high temporal scale. Spring discharge was always the first to react to precipitation events in the catchment area. Lag times between the onset of precipitation and a change in discharge varied between 0.2 and 6.7h, depending on the spring and event. TCC mostly reacted second or approximately concurrent with turbidity and SAC254, whereby the fastest observed reaction in the TCC time series occurred after 2.3h. The methodological approach described here enables a better understanding of bacterial dynamics in karst springs, which can be used to estimate risks and management options to avoid contamination of the drinking water. Copyright © 2017 Elsevier B.V. All rights reserved.
Diffusive and subdiffusive dynamics of indoor microclimate: a time series modeling.

PubMed

Maciejewska, Monika; Szczurek, Andrzej; Sikora, Grzegorz; Wyłomańska, Agnieszka

2012-09-01

The indoor microclimate is an issue in modern society, where people spend about 90% of their time indoors. Temperature and relative humidity are commonly used for its evaluation. In this context, the two parameters are usually considered as behaving in the same manner, just inversely correlated. This opinion comes from observation of the deterministic components of temperature and humidity time series. We focus on the dynamics and the dependency structure of the time series of these parameters, without deterministic components. Here we apply the mean square displacement, the autoregressive integrated moving average (ARIMA), and the methodology for studying anomalous diffusion. The analyzed data originated from five monitoring locations inside a modern office building, covering a period of nearly one week. It was found that the temperature data exhibited a transition between diffusive and subdiffusive behavior, when the building occupancy pattern changed from the weekday to the weekend pattern. At the same time the relative humidity consistently showed diffusive character. Also the structures of the dependencies of the temperature and humidity data sets were different, as shown by the different structures of the ARIMA models which were found appropriate. In the space domain, the dynamics and dependency structure of the particular parameter were preserved. This work proposes an approach to describe the very complex conditions of indoor air and it contributes to the improvement of the representative character of microclimate monitoring.

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

PubMed

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

2016-12-07

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

PubMed Central

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

2016-01-01

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

PubMed

Talmon, Ronen; Coifman, Ronald R

2013-07-30

In this paper, we present a method for time series analysis based on empirical intrinsic geometry (EIG). EIG enables one to reveal the low-dimensional parametric manifold as well as to infer the underlying dynamics of high-dimensional time series. By incorporating concepts of information geometry, this method extends existing geometric analysis tools to support stochastic settings and parametrizes the geometry of empirical distributions. However, the statistical models are not required as priors; hence, EIG may be applied to a wide range of real signals without existing definitive models. We show that the inferred model is noise-resilient and invariant under different observation and instrumental modalities. In addition, we show that it can be extended efficiently to newly acquired measurements in a sequential manner. These two advantages enable us to revisit the Bayesian approach and incorporate empirical dynamics and intrinsic geometry into a nonlinear filtering framework. We show applications to nonlinear and non-Gaussian tracking problems as well as to acoustic signal localization.
Including trait-based early warning signals helps predict population collapse

PubMed Central

Clements, Christopher F.; Ozgul, Arpat

2016-01-01

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

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

Casdagli, M.; Eubank, S.; Farmer, J.D.

1990-01-01

We review recent developments in the modeling and prediction of nonlinear time series. In some cases apparent randomness in time series may be due to chaotic behavior of a nonlinear but deterministic system. In such cases it is possible to exploit the determinism to make short term forecasts that are much more accurate than one could make from a linear stochastic model. This is done by first reconstructing a state space, and then using nonlinear function approximation methods to create a dynamical model. Nonlinear models are valuable not only as short term forecasters, but also as diagnostic tools for identifyingmore » and quantifying low-dimensional chaotic behavior. During the past few years methods for nonlinear modeling have developed rapidly, and have already led to several applications where nonlinear models motivated by chaotic dynamics provide superior predictions to linear models. These applications include prediction of fluid flows, sunspots, mechanical vibrations, ice ages, measles epidemics and human speech. 162 refs., 13 figs.« less
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.
Discrete Dynamics Lab

NASA Astrophysics Data System (ADS)

Wuensche, Andrew

DDLab is interactive graphics software for creating, visualizing, and analyzing many aspects of Cellular Automata, Random Boolean Networks, and Discrete Dynamical Networks in general and studying their behavior, both from the time-series perspective — space-time patterns, and from the state-space perspective — attractor basins. DDLab is relevant to research, applications, and education in the fields of complexity, self-organization, emergent phenomena, chaos, collision-based computing, neural networks, content addressable memory, genetic regulatory networks, dynamical encryption, generative art and music, and the study of the abstract mathematical/physical/dynamical phenomena in their own right.
Thermal form-factor approach to dynamical correlation functions of integrable lattice models

NASA Astrophysics Data System (ADS)

Göhmann, Frank; Karbach, Michael; Klümper, Andreas; Kozlowski, Karol K.; Suzuki, Junji

2017-11-01

We propose a method for calculating dynamical correlation functions at finite temperature in integrable lattice models of Yang-Baxter type. The method is based on an expansion of the correlation functions as a series over matrix elements of a time-dependent quantum transfer matrix rather than the Hamiltonian. In the infinite Trotter-number limit the matrix elements become time independent and turn into the thermal form factors studied previously in the context of static correlation functions. We make this explicit with the example of the XXZ model. We show how the form factors can be summed utilizing certain auxiliary functions solving finite sets of nonlinear integral equations. The case of the XX model is worked out in more detail leading to a novel form-factor series representation of the dynamical transverse two-point function.
Toward Capturing Momentary Changes of Heart Rate Variability by a Dynamic Analysis Method

PubMed Central

Zhang, Haoshi; Zhu, Mingxing; Zheng, Yue; Li, Guanglin

2015-01-01

The analysis of heart rate variability (HRV) has been performed on long-term electrocardiography (ECG) recordings (12~24 hours) and short-term recordings (2~5 minutes), which may not capture momentary change of HRV. In this study, we present a new method to analyze the momentary HRV (mHRV). The ECG recordings were segmented into a series of overlapped HRV analysis windows with a window length of 5 minutes and different time increments. The performance of the proposed method in delineating the dynamics of momentary HRV measurement was evaluated with four commonly used time courses of HRV measures on both synthetic time series and real ECG recordings from human subjects and dogs. Our results showed that a smaller time increment could capture more dynamical information on transient changes. Considering a too short increment such as 10 s would cause the indented time courses of the four measures, a 1-min time increment (4-min overlapping) was suggested in the analysis of mHRV in the study. ECG recordings from human subjects and dogs were used to further assess the effectiveness of the proposed method. The pilot study demonstrated that the proposed analysis of mHRV could provide more accurate assessment of the dynamical changes in cardiac activity than the conventional measures of HRV (without time overlapping). The proposed method may provide an efficient means in delineating the dynamics of momentary HRV and it would be worthy performing more investigations. PMID:26172953
Dynamic phase differences based on quantitative phase imaging for the objective evaluation of cell behavior.

PubMed

Krizova, Aneta; Collakova, Jana; Dostal, Zbynek; Kvasnica, Lukas; Uhlirova, Hana; Zikmund, Tomas; Vesely, Pavel; Chmelik, Radim

2015-01-01

Quantitative phase imaging (QPI) brought innovation to noninvasive observation of live cell dynamics seen as cell behavior. Unlike the Zernike phase contrast or differential interference contrast, QPI provides quantitative information about cell dry mass distribution. We used such data for objective evaluation of live cell behavioral dynamics by the advanced method of dynamic phase differences (DPDs). The DPDs method is considered a rational instrument offered by QPI. By subtracting the antecedent from the subsequent image in a time-lapse series, only the changes in mass distribution in the cell are detected. The result is either visualized as a two dimensional color-coded projection of these two states of the cell or as a time dependence of changes quantified in picograms. Then in a series of time-lapse recordings, the chain of cell mass distribution changes that would otherwise escape attention is revealed. Consequently, new salient features of live cell behavior should emerge. Construction of the DPDs method and results exhibiting the approach are presented. Advantage of the DPDs application is demonstrated on cells exposed to an osmotic challenge. For time-lapse acquisition of quantitative phase images, the recently developed coherence-controlled holographic microscope was employed.
Dynamic phase differences based on quantitative phase imaging for the objective evaluation of cell behavior

NASA Astrophysics Data System (ADS)

Krizova, Aneta; Collakova, Jana; Dostal, Zbynek; Kvasnica, Lukas; Uhlirova, Hana; Zikmund, Tomas; Vesely, Pavel; Chmelik, Radim

2015-11-01

Quantitative phase imaging (QPI) brought innovation to noninvasive observation of live cell dynamics seen as cell behavior. Unlike the Zernike phase contrast or differential interference contrast, QPI provides quantitative information about cell dry mass distribution. We used such data for objective evaluation of live cell behavioral dynamics by the advanced method of dynamic phase differences (DPDs). The DPDs method is considered a rational instrument offered by QPI. By subtracting the antecedent from the subsequent image in a time-lapse series, only the changes in mass distribution in the cell are detected. The result is either visualized as a two-dimensional color-coded projection of these two states of the cell or as a time dependence of changes quantified in picograms. Then in a series of time-lapse recordings, the chain of cell mass distribution changes that would otherwise escape attention is revealed. Consequently, new salient features of live cell behavior should emerge. Construction of the DPDs method and results exhibiting the approach are presented. Advantage of the DPDs application is demonstrated on cells exposed to an osmotic challenge. For time-lapse acquisition of quantitative phase images, the recently developed coherence-controlled holographic microscope was employed.
Deterministic chaos in atmospheric radon dynamics

NASA Astrophysics Data System (ADS)

Cuculeanu, Vasile; Lupu, Alexandru

2001-08-01

The correlation dimension and Lyapunov exponents have been calculated for two time series of atmospheric radon daughter concentrations obtained from four daily measurements during the period 1993-1996. A number of about 6000 activity concentration values of 222Rn and 220Rn daughters have been used. The measuring method is based on aerosol collection on filters. In order to determine the filter activity, a low background gross beta measuring device with Geiger-Müller counter tubes in anticoincidence was used. The small noninteger value of the correlation dimension (≃2.2) and the existence of a positive Lyapunov exponent prove that deterministic chaos is present in the time series of atmospheric 220Rn daughters. This shows that a simple diffusion equation with a parameterized turbulent diffusion coefficient is insufficient for describing the dynamics in the near-ground layer where turbulence is not fully developed and coherent structures dominate. The analysis of 222Rn series confirms that the dynamics of the boundary layer cannot be described by a system of ordinary differential equations with a low number of independent variables.
Urban Land: Study of Surface Run-off Composition and Its Dynamics

NASA Astrophysics Data System (ADS)

Palagin, E. D.; Gridneva, M. A.; Bykova, P. G.

2017-11-01

The qualitative composition of urban land surface run-off is liable to significant variations. To study surface run-off dynamics, to examine its behaviour and to discover reasons of these variations, it is relevant to use the mathematical apparatus technique of time series analysis. A seasonal decomposition procedure was applied to a temporary series of monthly dynamics with the annual frequency of seasonal variations in connection with a multiplicative model. The results of the quantitative chemical analysis of surface wastewater of the 22nd Partsjezd outlet in Samara for the period of 2004-2016 were used as basic data. As a result of the analysis, a seasonal pattern of variations in the composition of surface run-off in Samara was identified. Seasonal indices upon 15 waste-water quality indicators were defined. BOD (full), suspended materials, mineralization, chlorides, sulphates, ammonium-ion, nitrite-anion, nitrate-anion, phosphates (phosphorus), iron general, copper, zinc, aluminium, petroleum products, synthetic surfactants (anion-active). Based on the seasonal decomposition of the time series data, the contribution of trends, seasonal and accidental components of the variability of the surface run-off indicators was estimated.
Comparison of Nomothetic versus Idiographic-Oriented Methods for Making Predictions about Distal Outcomes from Time Series Data

ERIC Educational Resources Information Center

Castro-Schilo, Laura; Ferrer, Emilio

2013-01-01

We illustrate the idiographic/nomothetic debate by comparing 3 approaches to using daily self-report data on affect for predicting relationship quality and breakup. The 3 approaches included (a) the first day in the series of daily data; (b) the mean and variability of the daily series; and (c) parameters from dynamic factor analysis, a…
Long-time predictions in nonlinear dynamics

NASA Technical Reports Server (NTRS)

Szebehely, V.

1980-01-01

It is known that nonintegrable dynamical systems do not allow precise predictions concerning their behavior for arbitrary long times. The available series solutions are not uniformly convergent according to Poincare's theorem and numerical integrations lose their meaningfulness after the elapse of arbitrary long times. Two approaches are the use of existing global integrals and statistical methods. This paper presents a generalized method along the first approach. As examples long-time predictions in the classical gravitational satellite and planetary problems are treated.

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

NASA Astrophysics Data System (ADS)

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

2011-01-01

Food security in East Africa region essentially depends on the stability of rain-fed crops farming, which renders its society vulnerable to climatic fluctuations. These ones in Africa are most widely and directly related to rainfall. In this study, the relation between recent spatial rainfall variability and vegetation dynamics has been investigated for East Africa territories. Satellite raster products SPOT-4 Vegetation 1 km resolution (Saint, 1995) and RFE (rainfall estimates) from Famine Early Warning Systems Network (FEWS NET) are used. The survey is carried out at administrative level scale using 10-day summaries extracted from raster data for each spatial area unit thanks to specific polygonal layers. Time series covers two different periods: 1996-2009 for rainfall estimates and 1999-2009 for NDVI. The first step of the analysis has been to build for each administrative unit a coherent set of data, along the time series, suitable to be processed with state-of-art statistical tools. The analysis is based on the assumption that every structural break in vegetation dynamics could be caused by two alternative/complementary causes, namely: (i) modifications in crop farming systems (adaptation strategy) related to eventual break-shift in rainfall regime and/or (ii) other socio-economic factors. BFAST (Verbesselt et al, 2010) R package are employed to lead a comprehensive breakpoint analysis on 10-day RFE (spatial mean and standard deviation) and 10-day NDVI ones (spatial mean, mode and standard deviation). The cross-viewing of the years where significant breaks have occurred, throughout opportune GIS layering, provides an explorative interpretation of spatial climate/vegetation dynamics in the whole area. Moreover, the spatial and temporal pattern of ecosystem dynamics in response to climatic variability has been investigated using wavelet coherency by SOWAS R package (Maraun, 2007). The wavelet coherency (WCOH) is a normalized time and scale resolved measure for the relationship between two time series (Maraun and Kurths, 2004). This kind of multi-scale temporal investigation provides an explanation of break detected in time series, confirming or not their climatic linkage; results of the analysis are shown. Finally, in order to support the dissemination and sharing of information, interactive vegetation maps have been implemented with Google Earth mash-up. The maturity of Web-based GIS enables the generation of thematic maps dynamically and efficiently, with a thin/thick client or hybrid architectures. This could be a great support for the understanding environmental phenomena.
Studying Climate Response to Forcing by the Nonlinear Dynamical Mode Decomposition

NASA Astrophysics Data System (ADS)

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

2017-04-01

An analysis of global climate response to external forcing, both anthropogenic (mainly, CO2 and aerosol) and natural (solar and volcanic), is needed for adequate predictions of global climate change. Being complex dynamical system, the climate reacts to external perturbations exciting feedbacks (both positive and negative) making the response non-trivial and poorly predictable. Thus an extraction of internal modes of climate system, investigation of their interaction with external forcings and further modeling and forecast of their dynamics, are all the problems providing the success of climate modeling. In the report the new method for principal mode extraction from climate data is presented. The method is based on the Nonlinear Dynamical Mode (NDM) expansion [1,2], but takes into account a number of external forcings applied to the system. Each NDM is represented by hidden time series governing the observed variability, which, together with external forcing time series, are mapped onto data space. While forcing time series are considered to be known, the hidden unknown signals underlying the internal climate dynamics are extracted from observed data by the suggested method. In particular, it gives us an opportunity to study the evolution of principal system's mode structure in changing external conditions and separate the internal climate variability from trends forced by external perturbations. Furthermore, the modes so obtained can be extrapolated beyond the observational time series, and long-term prognosis of modes' structure including characteristics of interconnections and responses to external perturbations, can be carried out. In this work the method is used for reconstructing and studying the principal modes of climate variability on inter-annual and decadal time scales accounting the external forcings such as anthropogenic emissions, variations of the solar activity and volcanic activity. The structure of the obtained modes as well as their response to external factors, e.g. forecast their change in 21 century under different CO2 emission scenarios, are discussed. [1] Mukhin, D., Gavrilov, A., Feigin, A., Loskutov, E., & Kurths, J. (2015). Principal nonlinear dynamical modes of climate variability. Scientific Reports, 5, 15510. http://doi.org/10.1038/srep15510 [2] Gavrilov, A., Mukhin, D., Loskutov, E., Volodin, E., Feigin, A., & Kurths, J. (2016). Method for reconstructing nonlinear modes with adaptive structure from multidimensional data. Chaos: An Interdisciplinary Journal of Nonlinear Science, 26(12), 123101. http://doi.org/10.1063/1.4968852
Kumaraswamy autoregressive moving average models for double bounded environmental data

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

PubMed

Lecca, Paola; Mura, Ivan; Re, Angela; Barker, Gary C; Ihekwaba, Adaoha E C

2016-01-01

Chaotic behavior refers to a behavior which, albeit irregular, is generated by an underlying deterministic process. Therefore, a chaotic behavior is potentially controllable. This possibility becomes practically amenable especially when chaos is shown to be low-dimensional, i.e., to be attributable to a small fraction of the total systems components. In this case, indeed, including the major drivers of chaos in a system into the modeling approach allows us to improve predictability of the systems dynamics. Here, we analyzed the numerical simulations of an accurate ordinary differential equation model of the gene network regulating sporulation initiation in Bacillus subtilis to explore whether the non-linearity underlying time series data is due to low-dimensional chaos. Low-dimensional chaos is expectedly common in systems with few degrees of freedom, but rare in systems with many degrees of freedom such as the B. subtilis sporulation network. The estimation of a number of indices, which reflect the chaotic nature of a system, indicates that the dynamics of this network is affected by deterministic chaos. The neat separation between the indices obtained from the time series simulated from the model and those obtained from time series generated by Gaussian white and colored noise confirmed that the B. subtilis sporulation network dynamics is affected by low dimensional chaos rather than by noise. Furthermore, our analysis identifies the principal driver of the networks chaotic dynamics to be sporulation initiation phosphotransferase B (Spo0B). We then analyzed the parameters and the phase space of the system to characterize the instability points of the network dynamics, and, in turn, to identify the ranges of values of Spo0B and of the other drivers of the chaotic dynamics, for which the whole system is highly sensitive to minimal perturbation. In summary, we described an unappreciated source of complexity in the B. subtilis sporulation network by gathering evidence for the chaotic behavior of the system, and by suggesting candidate molecules driving chaos in the system. The results of our chaos analysis can increase our understanding of the intricacies of the regulatory network under analysis, and suggest experimental work to refine our behavior of the mechanisms underlying B. subtilis sporulation initiation control.
Comparison of Statistical Models for Analyzing Wheat Yield Time Series

PubMed Central

Michel, Lucie; Makowski, David

2013-01-01

The world's population is predicted to exceed nine billion by 2050 and there is increasing concern about the capability of agriculture to feed such a large population. Foresight studies on food security are frequently based on crop yield trends estimated from yield time series provided by national and regional statistical agencies. Various types of statistical models have been proposed for the analysis of yield time series, but the predictive performances of these models have not yet been evaluated in detail. In this study, we present eight statistical models for analyzing yield time series and compare their ability to predict wheat yield at the national and regional scales, using data provided by the Food and Agriculture Organization of the United Nations and by the French Ministry of Agriculture. The Holt-Winters and dynamic linear models performed equally well, giving the most accurate predictions of wheat yield. However, dynamic linear models have two advantages over Holt-Winters models: they can be used to reconstruct past yield trends retrospectively and to analyze uncertainty. The results obtained with dynamic linear models indicated a stagnation of wheat yields in many countries, but the estimated rate of increase of wheat yield remained above 0.06 t ha−1 year−1 in several countries in Europe, Asia, Africa and America, and the estimated values were highly uncertain for several major wheat producing countries. The rate of yield increase differed considerably between French regions, suggesting that efforts to identify the main causes of yield stagnation should focus on a subnational scale. PMID:24205280
Stepwise inference of likely dynamic flux distributions from metabolic time series data.

PubMed

Faraji, Mojdeh; Voit, Eberhard O

2017-07-15

Most metabolic pathways contain more reactions than metabolites and therefore have a wide stoichiometric matrix that corresponds to infinitely many possible flux distributions that are perfectly compatible with the dynamics of the metabolites in a given dataset. This under-determinedness poses a challenge for the quantitative characterization of flux distributions from time series data and thus for the design of adequate, predictive models. Here we propose a method that reduces the degrees of freedom in a stepwise manner and leads to a dynamic flux distribution that is, in a statistical sense, likely to be close to the true distribution. We applied the proposed method to the lignin biosynthesis pathway in switchgrass. The system consists of 16 metabolites and 23 enzymatic reactions. It has seven degrees of freedom and therefore admits a large space of dynamic flux distributions that all fit a set of metabolic time series data equally well. The proposed method reduces this space in a systematic and biologically reasonable manner and converges to a likely dynamic flux distribution in just a few iterations. The estimated solution and the true flux distribution, which is known in this case, show excellent agreement and thereby lend support to the method. The computational model was implemented in MATLAB (version R2014a, The MathWorks, Natick, MA). The source code is available at https://github.gatech.edu/VoitLab/Stepwise-Inference-of-Likely-Dynamic-Flux-Distributions and www.bst.bme.gatech.edu/research.php . mojdeh@gatech.edu or eberhard.voit@bme.gatech.edu. Supplementary data are available at Bioinformatics online. © The Author (2017). Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com
Dynamical Resilience Indicators in Time Series of Self-Rated Health Correspond to Frailty Levels in Older Adults.

PubMed

Gijzel, Sanne M W; van de Leemput, Ingrid A; Scheffer, Marten; Roppolo, Mattia; Olde Rikkert, Marcel G M; Melis, René J F

2017-07-01

We currently still lack valid methods to dynamically measure resilience for stressors before the appearance of adverse health outcomes that hamper well-being. Quantifying an older adult's resilience in an early stage would aid complex decision-making in health care. Translating complex dynamical systems theory to humans, we hypothesized that three dynamical indicators of resilience (variance, temporal autocorrelation, and cross-correlation) in time series of self-rated physical, mental, and social health were associated with frailty levels in older adults. We monitored self-rated physical, mental, and social health during 100 days using daily visual analogue scale questions in 22 institutionalized older adults (mean age 84.0, SD: 5.9 years). Frailty was determined by the Survey of Health, Ageing and Retirement in Europe (SHARE) frailty index. The resilience indicators (variance, temporal autocorrelation, and cross-correlation) were calculated using multilevel models. The self-rated health time series of frail elderly exhibited significantly elevated variance in the physical, mental, and social domain, as well as significantly stronger cross-correlations between all three domains, as compared to the nonfrail group (all P < 0.001). Temporal autocorrelation was not significantly associated with frailty. We found supporting evidence for two out of three hypothesized resilience indicators to be related to frailty levels in older adults. By mirroring the dynamical resilience indicators to a frailty index, we delivered a first empirical base to validate and quantify the construct of systemic resilience in older adults in a dynamic way. © The Author 2017. Published by Oxford University Press on behalf of The Gerontological Society of America. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.
Evaluation of artificial time series microarray data for dynamic gene regulatory network inference.

PubMed

Xenitidis, P; Seimenis, I; Kakolyris, S; Adamopoulos, A

2017-08-07

High-throughput technology like microarrays is widely used in the inference of gene regulatory networks (GRNs). We focused on time series data since we are interested in the dynamics of GRNs and the identification of dynamic networks. We evaluated the amount of information that exists in artificial time series microarray data and the ability of an inference process to produce accurate models based on them. We used dynamic artificial gene regulatory networks in order to create artificial microarray data. Key features that characterize microarray data such as the time separation of directly triggered genes, the percentage of directly triggered genes and the triggering function type were altered in order to reveal the limits that are imposed by the nature of microarray data on the inference process. We examined the effect of various factors on the inference performance such as the network size, the presence of noise in microarray data, and the network sparseness. We used a system theory approach and examined the relationship between the pole placement of the inferred system and the inference performance. We examined the relationship between the inference performance in the time domain and the true system parameter identification. Simulation results indicated that time separation and the percentage of directly triggered genes are crucial factors. Also, network sparseness, the triggering function type and noise in input data affect the inference performance. When two factors were simultaneously varied, it was found that variation of one parameter significantly affects the dynamic response of the other. Crucial factors were also examined using a real GRN and acquired results confirmed simulation findings with artificial data. Different initial conditions were also used as an alternative triggering approach. Relevant results confirmed that the number of datasets constitutes the most significant parameter with regard to the inference performance. Copyright © 2017 Elsevier Ltd. All rights reserved.
Imaging Molecular Motion: Femtosecond X-Ray Scattering of an Electrocyclic Chemical Reaction

NASA Astrophysics Data System (ADS)

Minitti, M. P.; Budarz, J. M.; Kirrander, A.; Robinson, J. S.; Ratner, D.; Lane, T. J.; Zhu, D.; Glownia, J. M.; Kozina, M.; Lemke, H. T.; Sikorski, M.; Feng, Y.; Nelson, S.; Saita, K.; Stankus, B.; Northey, T.; Hastings, J. B.; Weber, P. M.

2015-06-01

Structural rearrangements within single molecules occur on ultrafast time scales. Many aspects of molecular dynamics, such as the energy flow through excited states, have been studied using spectroscopic techniques, yet the goal to watch molecules evolve their geometrical structure in real time remains challenging. By mapping nuclear motions using femtosecond x-ray pulses, we have created real-space representations of the evolving dynamics during a well-known chemical reaction and show a series of time-sorted structural snapshots produced by ultrafast time-resolved hard x-ray scattering. A computational analysis optimally matches the series of scattering patterns produced by the x rays to a multitude of potential reaction paths. In so doing, we have made a critical step toward the goal of viewing chemical reactions on femtosecond time scales, opening a new direction in studies of ultrafast chemical reactions in the gas phase.
Imaging Molecular Motion: Femtosecond X-Ray Scattering of an Electrocyclic Chemical Reaction.

PubMed

Minitti, M P; Budarz, J M; Kirrander, A; Robinson, J S; Ratner, D; Lane, T J; Zhu, D; Glownia, J M; Kozina, M; Lemke, H T; Sikorski, M; Feng, Y; Nelson, S; Saita, K; Stankus, B; Northey, T; Hastings, J B; Weber, P M

2015-06-26

Structural rearrangements within single molecules occur on ultrafast time scales. Many aspects of molecular dynamics, such as the energy flow through excited states, have been studied using spectroscopic techniques, yet the goal to watch molecules evolve their geometrical structure in real time remains challenging. By mapping nuclear motions using femtosecond x-ray pulses, we have created real-space representations of the evolving dynamics during a well-known chemical reaction and show a series of time-sorted structural snapshots produced by ultrafast time-resolved hard x-ray scattering. A computational analysis optimally matches the series of scattering patterns produced by the x rays to a multitude of potential reaction paths. In so doing, we have made a critical step toward the goal of viewing chemical reactions on femtosecond time scales, opening a new direction in studies of ultrafast chemical reactions in the gas phase.
Dynamic Black-Level Correction and Artifact Flagging for Kepler Pixel Time Series

NASA Technical Reports Server (NTRS)

Kolodziejczak, J. J.; Clarke, B. D.; Caldwell, D. A.

2011-01-01

Methods applied to the calibration stage of Kepler pipeline data processing [1] (CAL) do not currently use all of the information available to identify and correct several instrument-induced artifacts. These include time-varying crosstalk from the fine guidance sensor (FGS) clock signals, and manifestations of drifting moire pattern as locally correlated nonstationary noise, and rolling bands in the images which find their way into the time series [2], [3]. As the Kepler Mission continues to improve the fidelity of its science data products, we are evaluating the benefits of adding pipeline steps to more completely model and dynamically correct the FGS crosstalk, then use the residuals from these model fits to detect and flag spatial regions and time intervals of strong time-varying black-level which may complicate later processing or lead to misinterpretation of instrument behavior as stellar activity.
Identification of Boolean Network Models From Time Series Data Incorporating Prior Knowledge.

PubMed

Leifeld, Thomas; Zhang, Zhihua; Zhang, Ping

2018-01-01

Motivation: Mathematical models take an important place in science and engineering. A model can help scientists to explain dynamic behavior of a system and to understand the functionality of system components. Since length of a time series and number of replicates is limited by the cost of experiments, Boolean networks as a structurally simple and parameter-free logical model for gene regulatory networks have attracted interests of many scientists. In order to fit into the biological contexts and to lower the data requirements, biological prior knowledge is taken into consideration during the inference procedure. In the literature, the existing identification approaches can only deal with a subset of possible types of prior knowledge. Results: We propose a new approach to identify Boolean networks from time series data incorporating prior knowledge, such as partial network structure, canalizing property, positive and negative unateness. Using vector form of Boolean variables and applying a generalized matrix multiplication called the semi-tensor product (STP), each Boolean function can be equivalently converted into a matrix expression. Based on this, the identification problem is reformulated as an integer linear programming problem to reveal the system matrix of Boolean model in a computationally efficient way, whose dynamics are consistent with the important dynamics captured in the data. By using prior knowledge the number of candidate functions can be reduced during the inference. Hence, identification incorporating prior knowledge is especially suitable for the case of small size time series data and data without sufficient stimuli. The proposed approach is illustrated with the help of a biological model of the network of oxidative stress response. Conclusions: The combination of efficient reformulation of the identification problem with the possibility to incorporate various types of prior knowledge enables the application of computational model inference to systems with limited amount of time series data. The general applicability of this methodological approach makes it suitable for a variety of biological systems and of general interest for biological and medical research.
A Note on Verification of Computer Simulation Models

ERIC Educational Resources Information Center

Aigner, Dennis J.

1972-01-01

Establishes an argument that questions the validity of one test'' of goodness-of-fit (the extent to which a series of obtained measures agrees with a series of theoretical measures) for the simulated time path of a simple endogenous (internally developed) variable in a simultaneous, perhaps dynamic econometric model. (Author)
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.
Interannual Change Detection of Mediterranean Seagrasses Using RapidEye Image Time Series

PubMed Central

Traganos, Dimosthenis; Reinartz, Peter

2018-01-01

Recent research studies have highlighted the decrease in the coverage of Mediterranean seagrasses due to mainly anthropogenic activities. The lack of data on the distribution of these significant aquatic plants complicates the quantification of their decreasing tendency. While Mediterranean seagrasses are declining, satellite remote sensing technology is growing at an unprecedented pace, resulting in a wealth of spaceborne image time series. Here, we exploit recent advances in high spatial resolution sensors and machine learning to study Mediterranean seagrasses. We process a multispectral RapidEye time series between 2011 and 2016 to detect interannual seagrass dynamics in 888 submerged hectares of the Thermaikos Gulf, NW Aegean Sea, Greece (eastern Mediterranean Sea). We assess the extent change of two Mediterranean seagrass species, the dominant Posidonia oceanica and Cymodocea nodosa, following atmospheric and analytical water column correction, as well as machine learning classification, using Random Forests, of the RapidEye time series. Prior corrections are necessary to untangle the initially weak signal of the submerged seagrass habitats from satellite imagery. The central results of this study show that P. oceanica seagrass area has declined by 4.1%, with a trend of −11.2 ha/yr, while C. nodosa seagrass area has increased by 17.7% with a trend of +18 ha/yr throughout the 5-year study period. Trends of change in spatial distribution of seagrasses in the Thermaikos Gulf site are in line with reported trends in the Mediterranean. Our presented methodology could be a time- and cost-effective method toward the quantitative ecological assessment of seagrass dynamics elsewhere in the future. From small meadows to whole coastlines, knowledge of aquatic plant dynamics could resolve decline or growth trends and accurately highlight key units for future restoration, management, and conservation. PMID:29467777
Interannual Change Detection of Mediterranean Seagrasses Using RapidEye Image Time Series.

PubMed

Traganos, Dimosthenis; Reinartz, Peter

2018-01-01

Recent research studies have highlighted the decrease in the coverage of Mediterranean seagrasses due to mainly anthropogenic activities. The lack of data on the distribution of these significant aquatic plants complicates the quantification of their decreasing tendency. While Mediterranean seagrasses are declining, satellite remote sensing technology is growing at an unprecedented pace, resulting in a wealth of spaceborne image time series. Here, we exploit recent advances in high spatial resolution sensors and machine learning to study Mediterranean seagrasses. We process a multispectral RapidEye time series between 2011 and 2016 to detect interannual seagrass dynamics in 888 submerged hectares of the Thermaikos Gulf, NW Aegean Sea, Greece (eastern Mediterranean Sea). We assess the extent change of two Mediterranean seagrass species, the dominant Posidonia oceanica and Cymodocea nodosa , following atmospheric and analytical water column correction, as well as machine learning classification, using Random Forests, of the RapidEye time series. Prior corrections are necessary to untangle the initially weak signal of the submerged seagrass habitats from satellite imagery. The central results of this study show that P. oceanica seagrass area has declined by 4.1%, with a trend of -11.2 ha/yr, while C. nodosa seagrass area has increased by 17.7% with a trend of +18 ha/yr throughout the 5-year study period. Trends of change in spatial distribution of seagrasses in the Thermaikos Gulf site are in line with reported trends in the Mediterranean. Our presented methodology could be a time- and cost-effective method toward the quantitative ecological assessment of seagrass dynamics elsewhere in the future. From small meadows to whole coastlines, knowledge of aquatic plant dynamics could resolve decline or growth trends and accurately highlight key units for future restoration, management, and conservation.
Comparison of the performance of tracer kinetic model-driven registration for dynamic contrast enhanced MRI using different models of contrast enhancement.

PubMed

Buonaccorsi, Giovanni A; Roberts, Caleb; Cheung, Sue; Watson, Yvonne; O'Connor, James P B; Davies, Karen; Jackson, Alan; Jayson, Gordon C; Parker, Geoff J M

2006-09-01

The quantitative analysis of dynamic contrast-enhanced (DCE) magnetic resonance imaging (MRI) data is subject to model fitting errors caused by motion during the time-series data acquisition. However, the time-varying features that occur as a result of contrast enhancement can confound motion correction techniques based on conventional registration similarity measures. We have therefore developed a heuristic, locally controlled tracer kinetic model-driven registration procedure, in which the model accounts for contrast enhancement, and applied it to the registration of abdominal DCE-MRI data at high temporal resolution. Using severely motion-corrupted data sets that had been excluded from analysis in a clinical trial of an antiangiogenic agent, we compared the results obtained when using different models to drive the tracer kinetic model-driven registration with those obtained when using a conventional registration against the time series mean image volume. Using tracer kinetic model-driven registration, it was possible to improve model fitting by reducing the sum of squared errors but the improvement was only realized when using a model that adequately described the features of the time series data. The registration against the time series mean significantly distorted the time series data, as did tracer kinetic model-driven registration using a simpler model of contrast enhancement. When an appropriate model is used, tracer kinetic model-driven registration influences motion-corrupted model fit parameter estimates and provides significant improvements in localization in three-dimensional parameter maps. This has positive implications for the use of quantitative DCE-MRI for example in clinical trials of antiangiogenic or antivascular agents.
Multivariable nonlinear analysis of foreign exchange rates

NASA Astrophysics Data System (ADS)

Suzuki, Tomoya; Ikeguchi, Tohru; Suzuki, Masuo

2003-05-01

We analyze the multivariable time series of foreign exchange rates. These are price movements that have often been analyzed, and dealing time intervals and spreads between bid and ask prices. Considering dealing time intervals as event timing such as neurons’ firings, we use raster plots (RPs) and peri-stimulus time histograms (PSTHs) which are popular methods in the field of neurophysiology. Introducing special processings to obtaining RPs and PSTHs time histograms for analyzing exchange rates time series, we discover that there exists dynamical interaction among three variables. We also find that adopting multivariables leads to improvements of prediction accuracy.
Development and application of a modified dynamic time warping algorithm (DTW-S) to analyses of primate brain expression time series

PubMed Central

2011-01-01

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

PubMed

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

2011-08-18

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

Can we use Earth Observations to improve monthly water level forecasts?

NASA Astrophysics Data System (ADS)

Slater, L. J.; Villarini, G.

2017-12-01

Dynamical-statistical hydrologic forecasting approaches benefit from different strengths in comparison with traditional hydrologic forecasting systems: they are computationally efficient, can integrate and `learn' from a broad selection of input data (e.g., General Circulation Model (GCM) forecasts, Earth Observation time series, teleconnection patterns), and can take advantage of recent progress in machine learning (e.g. multi-model blending, post-processing and ensembling techniques). Recent efforts to develop a dynamical-statistical ensemble approach for forecasting seasonal streamflow using both GCM forecasts and changing land cover have shown promising results over the U.S. Midwest. Here, we use climate forecasts from several GCMs of the North American Multi Model Ensemble (NMME) alongside 15-minute stage time series from the National River Flow Archive (NRFA) and land cover classes extracted from the European Space Agency's Climate Change Initiative 300 m annual Global Land Cover time series. With these data, we conduct systematic long-range probabilistic forecasting of monthly water levels in UK catchments over timescales ranging from one to twelve months ahead. We evaluate the improvement in model fit and model forecasting skill that comes from using land cover classes as predictors in the models. This work opens up new possibilities for combining Earth Observation time series with GCM forecasts to predict a variety of hazards from space using data science techniques.
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.
A dynamic scheduling algorithm for singe-arm two-cluster tools with flexible processing times

NASA Astrophysics Data System (ADS)

Li, Xin; Fung, Richard Y. K.

2018-02-01

This article presents a dynamic algorithm for job scheduling in two-cluster tools producing multi-type wafers with flexible processing times. Flexible processing times mean that the actual times for processing wafers should be within given time intervals. The objective of the work is to minimize the completion time of the newly inserted wafer. To deal with this issue, a two-cluster tool is decomposed into three reduced single-cluster tools (RCTs) in a series based on a decomposition approach proposed in this article. For each single-cluster tool, a dynamic scheduling algorithm based on temporal constraints is developed to schedule the newly inserted wafer. Three experiments have been carried out to test the dynamic scheduling algorithm proposed, comparing with the results the 'earliest starting time' heuristic (EST) adopted in previous literature. The results show that the dynamic algorithm proposed in this article is effective and practical.
Adventures in Modern Time Series Analysis: From the Sun to the Crab Nebula and Beyond

NASA Technical Reports Server (NTRS)

Scargle, Jeffrey

2014-01-01

With the generation of long, precise, and finely sampled time series the Age of Digital Astronomy is uncovering and elucidating energetic dynamical processes throughout the Universe. Fulfilling these opportunities requires data effective analysis techniques rapidly and automatically implementing advanced concepts. The Time Series Explorer, under development in collaboration with Tom Loredo, provides tools ranging from simple but optimal histograms to time and frequency domain analysis for arbitrary data modes with any time sampling. Much of this development owes its existence to Joe Bredekamp and the encouragement he provided over several decades. Sample results for solar chromospheric activity, gamma-ray activity in the Crab Nebula, active galactic nuclei and gamma-ray bursts will be displayed.
Reconstruction of the dynamics of the climatic system from time-series data

PubMed Central

Nicolis, C.; Nicolis, G.

1986-01-01

The oxygen isotope record of the last million years, as provided by a deep sea core sediment, is analyzed by a method recently developed in the theory of dynamical systems. The analysis suggests that climatic variability is the manifestation of a chaotic dynamics described by an attractor of fractal dimensionality. A quantitative measure of the limited predictability of the climatic system is provided by the evaluation of the time-correlation function and the largest positive Lyapounov exponent of the system. PMID:16593650
A dynamic factor model of the evaluation of the financial crisis in Turkey.

PubMed

Sezgin, F; Kinay, B

2010-01-01

Factor analysis has been widely used in economics and finance in situations where a relatively large number of variables are believed to be driven by few common causes of variation. Dynamic factor analysis (DFA) which is a combination of factor and time series analysis, involves autocorrelation matrices calculated from multivariate time series. Dynamic factor models were traditionally used to construct economic indicators, macroeconomic analysis, business cycles and forecasting. In recent years, dynamic factor models have become more popular in empirical macroeconomics. They have more advantages than other methods in various respects. Factor models can for instance cope with many variables without running into scarce degrees of freedom problems often faced in regression-based analysis. In this study, a model which determines the effect of the global crisis on Turkey is proposed. The main aim of the paper is to analyze how several macroeconomic quantities show an alteration before the evolution of the crisis and to decide if a crisis can be forecasted or not.
Characterization of chaotic attractors under noise: A recurrence network perspective

NASA Astrophysics Data System (ADS)

Jacob, Rinku; Harikrishnan, K. P.; Misra, R.; Ambika, G.

2016-12-01

We undertake a detailed numerical investigation to understand how the addition of white and colored noise to a chaotic time series changes the topology and the structure of the underlying attractor reconstructed from the time series. We use the methods and measures of recurrence plot and recurrence network generated from the time series for this analysis. We explicitly show that the addition of noise obscures the property of recurrence of trajectory points in the phase space which is the hallmark of every dynamical system. However, the structure of the attractor is found to be robust even upto high noise levels of 50%. An advantage of recurrence network measures over the conventional nonlinear measures is that they can be applied on short and non stationary time series data. By using the results obtained from the above analysis, we go on to analyse the light curves from a dominant black hole system and show that the recurrence network measures are capable of identifying the nature of noise contamination in a 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.
Memory effects in stock price dynamics: evidences of technical trading

PubMed Central

Garzarelli, Federico; Cristelli, Matthieu; Pompa, Gabriele; Zaccaria, Andrea; Pietronero, Luciano

2014-01-01

Technical trading represents a class of investment strategies for Financial Markets based on the analysis of trends and recurrent patterns in price time series. According standard economical theories these strategies should not be used because they cannot be profitable. On the contrary, it is well-known that technical traders exist and operate on different time scales. In this paper we investigate if technical trading produces detectable signals in price time series and if some kind of memory effects are introduced in the price dynamics. In particular, we focus on a specific figure called supports and resistances. We first develop a criterion to detect the potential values of supports and resistances. Then we show that memory effects in the price dynamics are associated to these selected values. In fact we show that prices more likely re-bounce than cross these values. Such an effect is a quantitative evidence of the so-called self-fulfilling prophecy, that is the self-reinforcement of agents' belief and sentiment about future stock prices' behavior. PMID:24671011
Memory effects in stock price dynamics: evidences of technical trading

NASA Astrophysics Data System (ADS)

Garzarelli, Federico; Cristelli, Matthieu; Pompa, Gabriele; Zaccaria, Andrea; Pietronero, Luciano

2014-03-01

Technical trading represents a class of investment strategies for Financial Markets based on the analysis of trends and recurrent patterns in price time series. According standard economical theories these strategies should not be used because they cannot be profitable. On the contrary, it is well-known that technical traders exist and operate on different time scales. In this paper we investigate if technical trading produces detectable signals in price time series and if some kind of memory effects are introduced in the price dynamics. In particular, we focus on a specific figure called supports and resistances. We first develop a criterion to detect the potential values of supports and resistances. Then we show that memory effects in the price dynamics are associated to these selected values. In fact we show that prices more likely re-bounce than cross these values. Such an effect is a quantitative evidence of the so-called self-fulfilling prophecy, that is the self-reinforcement of agents' belief and sentiment about future stock prices' behavior.
Boolean dynamics of genetic regulatory networks inferred from microarray time series data

DOE PAGES

Martin, Shawn; Zhang, Zhaoduo; Martino, Anthony; ...

2007-01-31

Methods available for the inference of genetic regulatory networks strive to produce a single network, usually by optimizing some quantity to fit the experimental observations. In this paper we investigate the possibility that multiple networks can be inferred, all resulting in similar dynamics. This idea is motivated by theoretical work which suggests that biological networks are robust and adaptable to change, and that the overall behavior of a genetic regulatory network might be captured in terms of dynamical basins of attraction. We have developed and implemented a method for inferring genetic regulatory networks for time series microarray data. Our methodmore » first clusters and discretizes the gene expression data using k-means and support vector regression. We then enumerate Boolean activation–inhibition networks to match the discretized data. In conclusion, the dynamics of the Boolean networks are examined. We have tested our method on two immunology microarray datasets: an IL-2-stimulated T cell response dataset and a LPS-stimulated macrophage response dataset. In both cases, we discovered that many networks matched the data, and that most of these networks had similar dynamics.« less
Updating Landsat time series of surface-reflectance composites and forest change products with new observations

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

PubMed

Jia, Duo; Wang, Cang Jiao; Mu, Shou Guo; Zhao, Hua

2017-06-18

The spatiotemporal dynamic patterns of vegetation in mining area are still unclear. This study utilized time series trajectory segmentation algorithm to fit Landsat NDVI time series which generated from fusion images at the most prosperous period of growth based on ESTARFM algorithm. Combining with the shape features of the fitted trajectory, this paper extracted five vegetation dynamic patterns including pre-disturbance type, continuous disturbance type, stabilization after disturbance type, stabilization between disturbance and recovery type, and recovery after disturbance type. The result indicated that recovery after disturbance type was the dominant vegetation change pattern among the five types of vegetation dynamic pattern, which accounted for 55.2% of the total number of pixels. The follows were stabilization after disturbance type and continuous disturbance type, accounting for 25.6% and 11.0%, respectively. The pre-disturbance type and stabilization between disturbance and recovery type accounted for 3.5% and 4.7%, respectively. Vegetation disturbance mainly occurred from 2004 to 2009 in Shengli mining area. The onset time of stable state was 2008 and the spatial locations mainlydistributed in open-pit stope and waste dump. The reco-very state mainly started since the year of 2008 and 2010, while the areas were small and mainly distributed at the periphery of open-pit stope and waste dump. Duration of disturbance was mainly 1 year. The duration of stable period usually sustained 7 years. The duration of recovery state of the type of stabilization between disturbances continued 2 to 5 years, while the type of recovery after disturbance often sustained 8 years.
Scaling analysis of bilateral hand tremor movements in essential tremor patients.

PubMed

Blesic, S; Maric, J; Dragasevic, N; Milanovic, S; Kostic, V; Ljubisavljevic, Milos

2011-08-01

Recent evidence suggests that the dynamic-scaling behavior of the time-series of signals extracted from separate peaks of tremor spectra may reveal existence of multiple independent sources of tremor. Here, we have studied dynamic characteristics of the time-series of hand tremor movements in essential tremor (ET) patients using the detrended fluctuation analysis method. Hand accelerometry was recorded with (500 g) and without weight loading under postural conditions in 25 ET patients and 20 normal subjects. The time-series comprising peak-to-peak (PtP) intervals were extracted from regions around the first three main frequency components of power spectra (PwS) of the recorded tremors. The data were compared between the load and no-load condition on dominant (related to tremor severity) and non-dominant tremor side and with the normal (physiological) oscillations in healthy subjects. Our analysis shows that, in ET, the dynamic characteristics of the main frequency component of recorded tremors exhibit scaling behavior. Furthermore, they show that the two main components of ET tremor frequency spectra, otherwise indistinguishable without load, become significantly different after inertial loading and that they differ between the tremor sides (related to tremor severity). These results show that scaling, a time-domain analysis, helps revealing tremor features previously not revealed by frequency-domain analysis and suggest that distinct oscillatory central circuits may generate the tremor in ET patients.
Measurements of spatial population synchrony: influence of time series transformations.

PubMed

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

2015-09-01

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

NASA Astrophysics Data System (ADS)

Romatschke, Paul

2018-01-01

Fluid dynamics is traditionally thought to apply only to systems near local equilibrium. In this case, the effective theory of fluid dynamics can be constructed as a gradient series. Recent applications of resurgence suggest that this gradient series diverges, but can be Borel resummed, giving rise to a hydrodynamic attractor solution which is well defined even for large gradients. Arbitrary initial data quickly approaches this attractor via nonhydrodynamic mode decay. This suggests the existence of a new theory of far-from-equilibrium fluid dynamics. In this Letter, the framework of fluid dynamics far from local equilibrium for a conformal system is introduced, and the hydrodynamic attractor solutions for resummed Baier-Romatschke-Son-Starinets-Stephanov theory, kinetic theory in the relaxation time approximation, and strongly coupled N =4 super Yang-Mills theory are identified for a system undergoing Bjorken flow.
Dynamic linear models to explore time-varying suspended sediment-discharge rating curves

NASA Astrophysics Data System (ADS)

Ahn, Kuk-Hyun; Yellen, Brian; Steinschneider, Scott

2017-06-01

This study presents a new method to examine long-term dynamics in sediment yield using time-varying sediment-discharge rating curves. Dynamic linear models (DLMs) are introduced as a time series filter that can assess how the relationship between streamflow and sediment concentration or load changes over time in response to a wide variety of natural and anthropogenic watershed disturbances or long-term changes. The filter operates by updating parameter values using a recursive Bayesian design that responds to 1 day-ahead forecast errors while also accounting for observational noise. The estimated time series of rating curve parameters can then be used to diagnose multiscale (daily-decadal) variability in sediment yield after accounting for fluctuations in streamflow. The technique is applied in a case study examining changes in turbidity load, a proxy for sediment load, in the Esopus Creek watershed, part of the New York City drinking water supply system. The results show that turbidity load exhibits a complex array of variability across time scales. The DLM highlights flood event-driven positive hysteresis, where turbidity load remained elevated for months after large flood events, as a major component of dynamic behavior in the rating curve relationship. The DLM also produces more accurate 1 day-ahead loading forecasts compared to other static and time-varying rating curve methods. The results suggest that DLMs provide a useful tool for diagnosing changes in sediment-discharge relationships over time and may help identify variability in sediment concentrations and loads that can be used to inform dynamic water quality management.
Forecasting and analyzing high O3 time series in educational area through an improved chaotic approach

NASA Astrophysics Data System (ADS)

Hamid, Nor Zila Abd; Adenan, Nur Hamiza; Noorani, Mohd Salmi Md

2017-08-01

Forecasting and analyzing the ozone (O3) concentration time series is important because the pollutant is harmful to health. This study is a pilot study for forecasting and analyzing the O3 time series in one of Malaysian educational area namely Shah Alam using chaotic approach. Through this approach, the observed hourly scalar time series is reconstructed into a multi-dimensional phase space, which is then used to forecast the future time series through the local linear approximation method. The main purpose is to forecast the high O3 concentrations. The original method performed poorly but the improved method addressed the weakness thereby enabling the high concentrations to be successfully forecast. The correlation coefficient between the observed and forecasted time series through the improved method is 0.9159 and both the mean absolute error and root mean squared error are low. Thus, the improved method is advantageous. The time series analysis by means of the phase space plot and Cao method identified the presence of low-dimensional chaotic dynamics in the observed O3 time series. Results showed that at least seven factors affect the studied O3 time series, which is consistent with the listed factors from the diurnal variations investigation and the sensitivity analysis from past studies. In conclusion, chaotic approach has been successfully forecast and analyzes the O3 time series in educational area of Shah Alam. These findings are expected to help stakeholders such as Ministry of Education and Department of Environment in having a better air pollution management.
The long-term changes in total ozone, as derived from Dobson measurements at Arosa (1948-2001)

NASA Astrophysics Data System (ADS)

Krzyscin, J. W.

2003-04-01

The longest possible total ozone time series (Arosa, Switzerland) is examined for a detection of trends. Two-step procedure is proposed to estimate the long-term (decadal) variations in the ozone time series. The first step consists of a standard least-squares multiple regression applied to the total ozone monthly means to parameterize "natural" (related to the oscillations in the atmospheric dynamics) variations in the analyzed time series. The standard proxies for the dynamical ozone variations are used including; the 11-year solar activity cycle, and indices of QBO, ENSO and NAO. We use the detrended time series of temperature at 100 hPa and 500 hPa over Arosa to parameterize short-term variations (with time periods<1 year) in total ozone related to local changes in the meteorological conditions over the station. The second step consists of a smooth-curve fitting to the total ozone residuals (original minus modeled "natural" time series), the time derivation applied to this curve to obtain local trends, and bootstrapping of the residual time series to estimate the standard error of local trends. Locally weighted regression and the wavelet analysis methodology are used to extract the smooth component out of the residual time series. The time integral over the local trend values provides the cumulative long-term change since the data beginning. Examining the pattern of the cumulative change we see the periods with total ozone loss (the end of 50s up to early 60s - probably the effect of the nuclear bomb tests), recovery (mid 60s up to beginning of 70s), apparent decrease (beginning of 70s lasting to mid 90s - probably the effect of the atmosphere contamination by anthropogenic substances containing chlorine), and with a kind of stabilization or recovery (starting in the mid of 90s - probably the effect of the Montreal protocol to eliminate substances reducing the ozone layer). We can also estimate that a full ozone recovery (return to the undisturbed total ozone level from the beginning of 70s) is expected around 2050. We propose to calculate both time series of local trends and the cumulative long-term change instead single trend value derived as a slope of straight line fit to the data.
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.

Data mining on long-term barometric data within the ARISE2 project

NASA Astrophysics Data System (ADS)

Hupe, Patrick; Ceranna, Lars; Pilger, Christoph

2016-04-01

The Comprehensive nuclear-Test-Ban Treaty (CTBT) led to the implementation of an international infrasound array network. The International Monitoring System (IMS) network includes 48 certified stations, each providing data for up to 15 years. As part of work package 3 of the ARISE2 project (Atmospheric dynamics Research InfraStructure in Europe, phase 2) the data sets will be statistically evaluated with regard on atmospheric dynamics. The current study focusses on fluctuations of absolute air pressure. Time series have been analysed for 17 monitoring stations which are located all over the world between Greenland and Antarctica along the latitudes to represent different climate zones and characteristic atmospheric conditions. Hence this enables quantitative comparisons between those regions. Analyses are shown including wavelet power spectra, multi-annual time series of average variances with regard to long-wave scales, and spectral densities to derive characteristics and special events. Evaluations reveal periodicities in average variances on 2 to 20 day scale with a maximum in the winter months and a minimum in summer of the respective hemisphere. This basically applies to time series of IMS stations beyond the tropics where the dominance of cyclones and anticyclones changes with seasons. Furthermore, spectral density analyses illustrate striking signals for several dynamic activities within one day, e.g., the semidiurnal tide.
A Modularized Efficient Framework for Non-Markov Time Series Estimation

NASA Astrophysics Data System (ADS)

Schamberg, Gabriel; Ba, Demba; Coleman, Todd P.

2018-06-01

We present a compartmentalized approach to finding the maximum a-posteriori (MAP) estimate of a latent time series that obeys a dynamic stochastic model and is observed through noisy measurements. We specifically consider modern signal processing problems with non-Markov signal dynamics (e.g. group sparsity) and/or non-Gaussian measurement models (e.g. point process observation models used in neuroscience). Through the use of auxiliary variables in the MAP estimation problem, we show that a consensus formulation of the alternating direction method of multipliers (ADMM) enables iteratively computing separate estimates based on the likelihood and prior and subsequently "averaging" them in an appropriate sense using a Kalman smoother. As such, this can be applied to a broad class of problem settings and only requires modular adjustments when interchanging various aspects of the statistical model. Under broad log-concavity assumptions, we show that the separate estimation problems are convex optimization problems and that the iterative algorithm converges to the MAP estimate. As such, this framework can capture non-Markov latent time series models and non-Gaussian measurement models. We provide example applications involving (i) group-sparsity priors, within the context of electrophysiologic specrotemporal estimation, and (ii) non-Gaussian measurement models, within the context of dynamic analyses of learning with neural spiking and behavioral observations.
Application of the Karhunen-Loeve transform temporal image filter to reduce noise in real-time cardiac cine MRI

NASA Astrophysics Data System (ADS)

Ding, Yu; Chung, Yiu-Cho; Raman, Subha V.; Simonetti, Orlando P.

2009-06-01

Real-time dynamic magnetic resonance imaging (MRI) typically sacrifices the signal-to-noise ratio (SNR) to achieve higher spatial and temporal resolution. Spatial and/or temporal filtering (e.g., low-pass filtering or averaging) of dynamic images improves the SNR at the expense of edge sharpness. We describe the application of a temporal filter for dynamic MR image series based on the Karhunen-Loeve transform (KLT) to remove random noise without blurring stationary or moving edges and requiring no training data. In this paper, we present several properties of this filter and their effects on filter performance, and propose an automatic way to find the filter cutoff based on the autocorrelation of the eigenimages. Numerical simulation and in vivo real-time cardiac cine MR image series spanning multiple cardiac cycles acquired using multi-channel sensitivity-encoded MRI, i.e., parallel imaging, are used to validate and demonstrate these properties. We found that in this application, the noise standard deviation was reduced to 42% of the original with no apparent image blurring by using the proposed filter cutoff. Greater noise reduction can be achieved by increasing the length of the image series. This advantage of KLT filtering provides flexibility in the form of another scan parameter to trade for SNR.
Toward a comprehensive landscape vegetation monitoring framework

NASA Astrophysics Data System (ADS)

Kennedy, Robert; Hughes, Joseph; Neeti, Neeti; Larrue, Tara; Gregory, Matthew; Roberts, Heather; Ohmann, Janet; Kane, Van; Kane, Jonathan; Hooper, Sam; Nelson, Peder; Cohen, Warren; Yang, Zhiqiang

2016-04-01

Blossoming Earth observation resources provide great opportunity to better understand land vegetation dynamics, but also require new techniques and frameworks to exploit their potential. Here, I describe several parallel projects that leverage time-series Landsat imagery to describe vegetation dynamics at regional and continental scales. At the core of these projects are the LandTrendr algorithms, which distill time-series earth observation data into periods of consistent long or short-duration dynamics. In one approach, we built an integrated, empirical framework to blend these algorithmically-processed time-series data with field data and lidar data to ascribe yearly change in forest biomass across the US states of Washington, Oregon, and California. In a separate project, we expanded from forest-only monitoring to full landscape land cover monitoring over the same regional scale, including both categorical class labels and continuous-field estimates. In these and other projects, we apply machine-learning approaches to ascribe all changes in vegetation to driving processes such as harvest, fire, urbanization, etc., allowing full description of both disturbance and recovery processes and drivers. Finally, we are moving toward extension of these same techniques to continental and eventually global scales using Google Earth Engine. Taken together, these approaches provide one framework for describing and understanding processes of change in vegetation communities at broad scales.
The study on the parallel processing based time series correlation analysis of RBC membrane flickering in quantitative phase imaging

NASA Astrophysics Data System (ADS)

Lee, Minsuk; Won, Youngjae; Park, Byungjun; Lee, Seungrag

2017-02-01

Not only static characteristics but also dynamic characteristics of the red blood cell (RBC) contains useful information for the blood diagnosis. Quantitative phase imaging (QPI) can capture sample images with subnanometer scale depth resolution and millisecond scale temporal resolution. Various researches have been used QPI for the RBC diagnosis, and recently many researches has been developed to decrease the process time of RBC information extraction using QPI by the parallel computing algorithm, however previous studies are interested in the static parameters such as morphology of the cells or simple dynamic parameters such as root mean square (RMS) of the membrane fluctuations. Previously, we presented a practical blood test method using the time series correlation analysis of RBC membrane flickering with QPI. However, this method has shown that there is a limit to the clinical application because of the long computation time. In this study, we present an accelerated time series correlation analysis of RBC membrane flickering using the parallel computing algorithm. This method showed consistent fractal scaling exponent results of the surrounding medium and the normal RBC with our previous research.
Groundwater similarity across a watershed derived from time-warped and flow-corrected time series

NASA Astrophysics Data System (ADS)

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

2017-05-01

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

PubMed

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

2015-09-21

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

NASA Astrophysics Data System (ADS)

Reboredo, Juan C.; Rivera-Castro, Miguel A.; Miranda, José G. V.; García-Rubio, Raquel

2013-04-01

In this paper we analyse price fluctuations with the aim of measuring how long the market takes to adjust prices to weak-form efficiency, i.e., how long it takes for prices to adjust to a fractional Brownian motion with a Hurst exponent of 0.5. The Hurst exponent is estimated for different time horizons using detrended fluctuation analysis-a method suitable for non-stationary series with trends-in order to identify at which time scale the Hurst exponent is consistent with the efficient market hypothesis. Using high-frequency share price, exchange rate and stock data, we show how price dynamics exhibited important deviations from efficiency for time periods of up to 15 min; thereafter, price dynamics was consistent with a geometric Brownian motion. The intraday behaviour of the series also indicated that price dynamics at trade opening and close was hardly consistent with efficiency, which would enable investors to exploit price deviations from fundamental values. This result is consistent with intraday volume, volatility and transaction time duration patterns.
Global patterns of phytoplankton dynamics in coastal ecosystems

USGS Publications Warehouse

Paerl, H.; Yin, Kedong; Cloern, J.

2011-01-01

Scientific Committee on Ocean Research Working Group 137 Meeting; Hangzhou, China, 17-21 October 2010; Phytoplankton biomass and community structure have undergone dramatic changes in coastal ecosystems over the past several decades in response to climate variability and human disturbance. These changes have short- and long-term impacts on global carbon and nutrient cycling, food web structure and productivity, and coastal ecosystem services. There is a need to identify the underlying processes and measure the rates at which they alter coastal ecosystems on a global scale. Hence, the Scientific Committee on Ocean Research (SCOR) formed Working Group 137 (WG 137), "Global Patterns of Phytoplankton Dynamics in Coastal Ecosystems: A Comparative Analysis of Time Series Observations" (http://wg137.net/). This group evolved from a 2007 AGU-sponsored Chapman Conference entitled "Long Time-Series Observations in Coastal Ecosystems: Comparative Analyses of Phytoplankton Dynamics on Regional to Global Scales.".
Extended space expectation values in quantum dynamical system evolutions

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

Demiralp, Metin

2014-10-06

The time variant power series expansion for the expectation value of a given quantum dynamical operator is well-known and well-investigated issue in quantum dynamics. However, depending on the operator and Hamiltonian singularities this expansion either may not exist or may not converge for all time instances except the beginning of the evolution. This work focuses on this issue and seeks certain cures for the negativities. We work in the extended space obtained by adding all images of the initial wave function under the system Hamiltonian’s positive integer powers. This requires the introduction of certain appropriately defined weight operators. The resultingmore » better convergence in the temporal power series urges us to call the new defined entities “extended space expectation values” even though they are constructed over certain weight operators and are somehow pseudo expectation values.« less
Executive Functions and Prefrontal Cortex: A Matter of Persistence?

PubMed Central

Ball, Gareth; Stokes, Paul R.; Rhodes, Rebecca A.; Bose, Subrata K.; Rezek, Iead; Wink, Alle-Meije; Lord, Louis-David; Mehta, Mitul A.; Grasby, Paul M.; Turkheimer, Federico E.

2011-01-01

Executive function is thought to originates from the dynamics of frontal cortical networks. We examined the dynamic properties of the blood oxygen level dependent time-series measured with functional MRI (fMRI) within the prefrontal cortex (PFC) to test the hypothesis that temporally persistent neural activity underlies performance in three tasks of executive function. A numerical estimate of signal persistence, the Hurst exponent, postulated to represent the coherent firing of cortical networks, was determined and correlated with task performance. Increasing persistence in the lateral PFC was shown to correlate with improved performance during an n-back task. Conversely, we observed a correlation between persistence and increasing commission error – indicating a failure to inhibit a prepotent response – during a Go/No-Go task. We propose that persistence within the PFC reflects dynamic network formation and these findings underline the importance of frequency analysis of fMRI time-series in the study of executive functions. PMID:21286223
Machine Learning and Network Analysis of Molecular Dynamics Trajectories Reveal Two Chains of Red/Ox-specific Residue Interactions in Human Protein Disulfide Isomerase.

PubMed

Karamzadeh, Razieh; Karimi-Jafari, Mohammad Hossein; Sharifi-Zarchi, Ali; Chitsaz, Hamidreza; Salekdeh, Ghasem Hosseini; Moosavi-Movahedi, Ali Akbar

2017-06-16

The human protein disulfide isomerase (hPDI), is an essential four-domain multifunctional enzyme. As a result of disulfide shuffling in its terminal domains, hPDI exists in two oxidation states with different conformational preferences which are important for substrate binding and functional activities. Here, we address the redox-dependent conformational dynamics of hPDI through molecular dynamics (MD) simulations. Collective domain motions are identified by the principal component analysis of MD trajectories and redox-dependent opening-closing structure variations are highlighted on projected free energy landscapes. Then, important structural features that exhibit considerable differences in dynamics of redox states are extracted by statistical machine learning methods. Mapping the structural variations to time series of residue interaction networks also provides a holistic representation of the dynamical redox differences. With emphasizing on persistent long-lasting interactions, an approach is proposed that compiled these time series networks to a single dynamic residue interaction network (DRIN). Differential comparison of DRIN in oxidized and reduced states reveals chains of residue interactions that represent potential allosteric paths between catalytic and ligand binding sites of hPDI.
Non-invasive breast biopsy method using GD-DTPA contrast enhanced MRI series and F-18-FDG PET/CT dynamic image series

NASA Astrophysics Data System (ADS)

Magri, Alphonso William

This study was undertaken to develop a nonsurgical breast biopsy from Gd-DTPA Contrast Enhanced Magnetic Resonance (CE-MR) images and F-18-FDG PET/CT dynamic image series. A five-step process was developed to accomplish this. (1) Dynamic PET series were nonrigidly registered to the initial frame using a finite element method (FEM) based registration that requires fiducial skin markers to sample the displacement field between image frames. A commercial FEM package (ANSYS) was used for meshing and FEM calculations. Dynamic PET image series registrations were evaluated using similarity measurements SAVD and NCC. (2) Dynamic CE-MR series were nonrigidly registered to the initial frame using two registration methods: a multi-resolution free-form deformation (FFD) registration driven by normalized mutual information, and a FEM-based registration method. Dynamic CE-MR image series registrations were evaluated using similarity measurements, localization measurements, and qualitative comparison of motion artifacts. FFD registration was found to be superior to FEM-based registration. (3) Nonlinear curve fitting was performed for each voxel of the PET/CT volume of activity versus time, based on a realistic two-compartmental Patlak model. Three parameters for this model were fitted; two of them describe the activity levels in the blood and in the cellular compartment, while the third characterizes the washout rate of F-18-FDG from the cellular compartment. (4) Nonlinear curve fitting was performed for each voxel of the MR volume of signal intensity versus time, based on a realistic two-compartment Brix model. Three parameters for this model were fitted: rate of Gd exiting the compartment, representing the extracellular space of a lesion; rate of Gd exiting a blood compartment; and a parameter that characterizes the strength of signal intensities. Curve fitting used for PET/CT and MR series was accomplished by application of the Levenburg-Marquardt nonlinear regression algorithm. The best-fit parameters were used to create 3D parametric images. Compartmental modeling evaluation was based on the ability of parameter values to differentiate between tissue types. This evaluation was used on registered and unregistered image series and found that registration improved results. (5) PET and MR parametric images were registered through FEM- and FFD-based registration. Parametric image registration was evaluated using similarity measurements, target registration error, and qualitative comparison. Comparing FFD and FEM-based registration results showed that the FEM method is superior. This five-step process constitutes a novel multifaceted approach to a nonsurgical breast biopsy that successfully executes each step. Comparison of this method to biopsy still needs to be done with a larger set of subject data.
High-resolution (noble) gas time series for aquatic research

NASA Astrophysics Data System (ADS)

Popp, A. L.; Brennwald, M. S.; Weber, U.; Kipfer, R.

2017-12-01

We developed a portable mass spectrometer (miniRUEDI) for on-site quantification of gas concentrations (He, Ar, Kr, N2, O2, CO2, CH4, etc.) in terrestrial gases [1,2]. Using the gas-equilibrium membrane-inlet technique (GE-MIMS), the miniRUEDI for the first time also allows accurate on-site and long-term dissolved-gas analysis in water bodies. The miniRUEDI is designed for operation in the field and at remote locations, using battery power and ambient air as a calibration gas. In contrast to conventional sampling and subsequent lab analysis, the miniRUEDI provides real-time and continuous time series of gas concentrations with a time resolution of a few seconds.Such high-resolution time series and immediate data availability open up new opportunities for research in highly dynamic and heterogeneous environmental systems. In addition the combined analysis of inert and reactive gas species provides direct information on the linkages of physical and biogoechemical processes, such as the air/water gas exchange, excess air formation, O2 turnover, or N2 production by denitrification [1,3,4].We present the miniRUEDI instrument and discuss its use for environmental research based on recent applications of tracking gas dynamics related to rapid and short-term processes in aquatic systems. [1] Brennwald, M.S., Schmidt, M., Oser, J., and Kipfer, R. (2016). Environmental Science and Technology, 50(24):13455-13463, doi: 10.1021/acs.est.6b03669[2] Gasometrix GmbH, gasometrix.com[3] Mächler, L., Peter, S., Brennwald, M.S., and Kipfer, R. (2013). Excess air formation as a mechanism for delivering oxygen to groundwater. Water Resources Research, doi:10.1002/wrcr.20547[4] Mächler, L., Brennwald, M.S., and Kipfer, R. (2013). Argon Concentration Time-Series As a Tool to Study Gas Dynamics in the Hyporheic Zone. Environmental Science and Technology, doi: 10.1021/es305309b
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
Detecting recurrence domains of dynamical systems by symbolic dynamics.

PubMed

beim Graben, Peter; Hutt, Axel

2013-04-12

We propose an algorithm for the detection of recurrence domains of complex dynamical systems from time series. Our approach exploits the characteristic checkerboard texture of recurrence domains exhibited in recurrence plots. In phase space, recurrence plots yield intersecting balls around sampling points that could be merged into cells of a phase space partition. We construct this partition by a rewriting grammar applied to the symbolic dynamics of time indices. A maximum entropy principle defines the optimal size of intersecting balls. The final application to high-dimensional brain signals yields an optimal symbolic recurrence plot revealing functional components of the signal.
Why the null matters: statistical tests, random walks and evolution.

PubMed

Sheets, H D; Mitchell, C E

2001-01-01

A number of statistical tests have been developed to determine what type of dynamics underlie observed changes in morphology in evolutionary time series, based on the pattern of change within the time series. The theory of the 'scaled maximum', the 'log-rate-interval' (LRI) method, and the Hurst exponent all operate on the same principle of comparing the maximum change, or rate of change, in the observed dataset to the maximum change expected of a random walk. Less change in a dataset than expected of a random walk has been interpreted as indicating stabilizing selection, while more change implies directional selection. The 'runs test' in contrast, operates on the sequencing of steps, rather than on excursion. Applications of these tests to computer generated, simulated time series of known dynamical form and various levels of additive noise indicate that there is a fundamental asymmetry in the rate of type II errors of the tests based on excursion: they are all highly sensitive to noise in models of directional selection that result in a linear trend within a time series, but are largely noise immune in the case of a simple model of stabilizing selection. Additionally, the LRI method has a lower sensitivity than originally claimed, due to the large range of LRI rates produced by random walks. Examination of the published results of these tests show that they have seldom produced a conclusion that an observed evolutionary time series was due to directional selection, a result which needs closer examination in light of the asymmetric response of these tests.
Forbidden patterns in financial time series

NASA Astrophysics Data System (ADS)

Zanin, Massimiliano

2008-03-01

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

PubMed

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

2016-04-01

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

NASA Astrophysics Data System (ADS)

Kang, Yan-Mei

2016-09-01

For a physically realistic type of time-dependent time fractional Fokker-Planck (FP) equation, derived as the continuous limit of the continuous time random walk with time-modulated Boltzmann jumping weight, a semi-analytic iteration scheme based on the truncated (generalized) Fourier series is presented to simulate the resultant transient dynamics when the external time modulation is a piece-wise constant signal. At first, the iteration scheme is demonstrated with a simple time-dependent time fractional FP equation on finite interval with two absorbing boundaries, and then it is generalized to the more general time-dependent Smoluchowski-type time fractional Fokker-Planck equation. The numerical examples verify the efficiency and accuracy of the iteration method, and some novel dynamical phenomena including polarized motion orientations and periodic response death are discussed.

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
Nonlinear time series analysis of electrocardiograms

NASA Astrophysics Data System (ADS)

Bezerianos, A.; Bountis, T.; Papaioannou, G.; Polydoropoulos, P.

1995-03-01

In recent years there has been an increasing number of papers in the literature, applying the methods and techniques of Nonlinear Dynamics to the time series of electrical activity in normal electrocardiograms (ECGs) of various human subjects. Most of these studies are based primarily on correlation dimension estimates, and conclude that the dynamics of the ECG signal is deterministic and occurs on a chaotic attractor, whose dimension can distinguish between healthy and severely malfunctioning cases. In this paper, we first demonstrate that correlation dimension calculations must be used with care, as they do not always yield reliable estimates of the attractor's ``dimension.'' We then carry out a number of additional tests (time differencing, smoothing, principal component analysis, surrogate data analysis, etc.) on the ECGs of three ``normal'' subjects and three ``heavy smokers'' at rest and after mild exercising, whose cardiac rhythms look very similar. Our main conclusion is that no major dynamical differences are evident in these signals. A preliminary estimate of three to four basic variables governing the dynamics (based on correlation dimension calculations) is updated to five to six, when temporal correlations between points are removed. Finally, in almost all cases, the transition between resting and mild exercising seems to imply a small increase in the complexity of cardiac dynamics.
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.
49 CFR 563.5 - Definitions.

Code of Federal Regulations, 2014 CFR

2014-10-01

... function in a vehicle that records the vehicle's dynamic time-series data during the time period just prior... updated at regular time intervals. Delta-V, lateral means the cumulative change in velocity, as recorded by the EDR of the vehicle, along the lateral axis, starting from crash time zero and ending at 0.25...
49 CFR 563.5 - Definitions.

Code of Federal Regulations, 2012 CFR

2012-10-01

... function in a vehicle that records the vehicle's dynamic time-series data during the time period just prior... updated at regular time intervals. Delta-V, lateral means the cumulative change in velocity, as recorded by the EDR of the vehicle, along the lateral axis, starting from crash time zero and ending at 0.25...
49 CFR 563.5 - Definitions.

Code of Federal Regulations, 2013 CFR

2013-10-01

... function in a vehicle that records the vehicle's dynamic time-series data during the time period just prior... updated at regular time intervals. Delta-V, lateral means the cumulative change in velocity, as recorded by the EDR of the vehicle, along the lateral axis, starting from crash time zero and ending at 0.25...
Dynamical properties of maps fitted to data in the noise-free limit

PubMed Central

Lindström, Torsten

2013-01-01

We argue that any attempt to classify dynamical properties from nonlinear finite time-series data requires a mechanistic model fitting the data better than piecewise linear models according to standard model selection criteria. Such a procedure seems necessary but still not sufficient. PMID:23768079
Dynamic Displays of Data

ERIC Educational Resources Information Center

Angotti, Robin

2017-01-01

This article describes Gapminder, a dynamic time-series graph that can be found at http://www.gapminder.org. Gapminder was created by a team of developers (Rosling, Ronnlund, and Rosling 2005) to create beautiful, interactive graphs of otherwise lifeless numbers. Their goal is increased use and understanding of statistics and data that…
ANALYSIS OF YEAR 2002 SEASONAL FOREST DYNAMICS USING TIME SERIES IN SITU LAI MEASUREMENTS AND MODIS LAI SATELLITE PRODUCTS

EPA Science Inventory

Multitemporal satellite images are the standard basis for regional-scale land-cover (LC) change detection. However, embedded in the data are the confounding effects of vegetation dynamics (phenology). As photosynthetic vegetation progresses through its annual cycle, the spectral ...
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.
Insights into soil carbon dynamics across climatic and geologic gradients from time-series and fraction-specific radiocarbon analysis

NASA Astrophysics Data System (ADS)

van der Voort, Tessa Sophia; Hagedorn, Frank; Zell, Claudia; McIntyre, Cameron; Eglinton, Tim

2016-04-01

Understanding the interaction between soil organic matter (SOM) and climatic, geologic and ecological factors is essential for the understanding of potential susceptibility and vulnerability to climate and land use change. Radiocarbon constitutes a powerful tool for unraveling SOM dynamics and is increasingly used in studies of carbon turnover. The complex and inherently heterogeneous nature of SOM renders it challenging to assess the processes that govern SOM stability by solely looking at the bulk signature on a plot-scale level. This project combines bulk radiocarbon measurements on a regional-scale spanning wide climatic and geologic gradients with a more in-depth approach for a subset of locations. For this subset, time-series and carbon pool-specific radiocarbon data has been acquired for both topsoil and deeper soils. These well-studied sites are part of the Long-Term Forest Ecosystem Research (LWF) program of the Swiss Federal Institute for Forest, Snow and Landscape research (WSL). Statistical analysis was performed to examine relationships of radiocarbon signatures with variables such as temperature, precipitation and elevation. Bomb-curve modeling was applied determine carbon turnover using time-series data. Results indicate that (1) there is no significant correlation between Δ14C signature and environmental conditions except a weak positive correlation with mean annual temperature, (2) vertical gradients in Δ14C signatures in surface and deeper soils are highly similar despite covering disparate soil-types and climatic systems, and (3) radiocarbon signatures vary significantly between time-series samples and carbon pools. Overall, this study provides a uniquely comprehensive dataset that allows for a better understanding of links between carbon dynamics and environmental settings, as well as for pool-specific and long-term trends in carbon (de)stabilization.
Automatic Segmentation of Invasive Breast Carcinomas from DCE-MRI using Time Series Analysis

PubMed Central

Jayender, Jagadaeesan; Chikarmane, Sona; Jolesz, Ferenc A.; Gombos, Eva

2013-01-01

Purpose Quantitative segmentation methods based on black-box modeling and pharmacokinetic modeling are highly dependent on imaging pulse sequence, timing of bolus injection, arterial input function, imaging noise and fitting algorithms. To accurately segment invasive ductal carcinomas (IDCs) from dynamic contrast enhanced MRI (DCE-MRI) using time series analysis based on linear dynamic system (LDS) modeling. Methods We modeled the underlying dynamics of the tumor by a LDS and use the system parameters to segment the carcinoma on the DCE-MRI. Twenty-four patients with biopsy-proven IDCs were analyzed. The lesions segmented by the algorithm were compared with an expert radiologist’s segmentation and the output of a commercial software, CADstream. The results are quantified in terms of the accuracy and sensitivity of detecting the lesion and the amount of overlap, measured in terms of the Dice similarity coefficient (DSC). Results The segmentation algorithm detected the tumor with 90% accuracy and 100% sensitivity when compared to the radiologist’s segmentation and 82.1% accuracy and 100% sensitivity when compared to the CADstream output. The overlap of the algorithm output with the radiologist’s segmentation and CADstream output, computed in terms of the DSC was 0.77 and 0.72 respectively. The algorithm also shows robust stability to imaging noise. Simulated imaging noise with zero mean and standard deviation equal to 25% of the base signal intensity was added to the DCE-MRI series. The amount of overlap between the tumor maps generated by the LDS-based algorithm from the noisy and original DCE-MRI was DSC=0.95. Conclusion The time-series analysis based segmentation algorithm provides high accuracy and sensitivity in delineating the regions of enhanced perfusion corresponding to tumor from DCE-MRI. PMID:24115175
Modeling BAS Dysregulation in Bipolar Disorder.

PubMed

Hamaker, Ellen L; Grasman, Raoul P P P; Kamphuis, Jan Henk

2016-08-01

Time series analysis is a technique that can be used to analyze the data from a single subject and has great potential to investigate clinically relevant processes like affect regulation. This article uses time series models to investigate the assumed dysregulation of affect that is associated with bipolar disorder. By formulating a number of alternative models that capture different kinds of theoretically predicted dysregulation, and by comparing these in both bipolar patients and controls, we aim to illustrate the heuristic potential this method of analysis has for clinical psychology. We argue that, not only can time series analysis elucidate specific maladaptive dynamics associated with psychopathology, it may also be clinically applied in symptom monitoring and the evaluation of therapeutic interventions.
Characterizing the continuously acquired cardiovascular time series during hemodialysis, using median hybrid filter preprocessing noise reduction.

PubMed

Wilson, Scott; Bowyer, Andrea; Harrap, Stephen B

2015-01-01

The clinical characterization of cardiovascular dynamics during hemodialysis (HD) has important pathophysiological implications in terms of diagnostic, cardiovascular risk assessment, and treatment efficacy perspectives. Currently the diagnosis of significant intradialytic systolic blood pressure (SBP) changes among HD patients is imprecise and opportunistic, reliant upon the presence of hypotensive symptoms in conjunction with coincident but isolated noninvasive brachial cuff blood pressure (NIBP) readings. Considering hemodynamic variables as a time series makes a continuous recording approach more desirable than intermittent measures; however, in the clinical environment, the data signal is susceptible to corruption due to both impulsive and Gaussian-type noise. Signal preprocessing is an attractive solution to this problem. Prospectively collected continuous noninvasive SBP data over the short-break intradialytic period in ten patients was preprocessed using a novel median hybrid filter (MHF) algorithm and compared with 50 time-coincident pairs of intradialytic NIBP measures from routine HD practice. The median hybrid preprocessing technique for continuously acquired cardiovascular data yielded a dynamic regression without significant noise and artifact, suitable for high-level profiling of time-dependent SBP behavior. Signal accuracy is highly comparable with standard NIBP measurement, with the added clinical benefit of dynamic real-time hemodynamic information.
[Wave-type time series variation of the correlation between NDVI and climatic factors].

PubMed

Bi, Xiaoli; Wang, Hui; Ge, Jianping

2005-02-01

Based on the 1992-1996 data of 1 km monthly NDVI and those of the monthly precipitation and mean temperature collected by 400 standard meteorological stations in China, this paper analyzed the temporal and spatial dynamic changes of the correlation between NDVI and climatic factors in different climate districts of this country. The results showed that there was a significant correlation between monthly precipitations and NDVI. The wave-type time series model could simulate well the temporal dynamic changes of the correlation between NDVI and climatic factors, and the simulated results of the correlation between NDVI and precipitation was better than that between NDVI and temperature. The correlation coefficients (R2) were 0.91 and 0.86, respectively for the whole country.
Application of the Virtual Fields Method to a relaxation behaviour of rubbers

NASA Astrophysics Data System (ADS)

Yoon, Sung-ho; Siviour, Clive R.

2018-07-01

This paper presents the application of the Virtual Fields Method (VFM) for the characterization of viscoelastic behaviour of rubbers. The relaxation behaviour of the rubbers following a dynamic loading event is characterized using the dynamic VFM in which full-field (two dimensional) strain and acceleration data, obtained from high-speed imaging, are analysed by the principle of virtual work without traction force data, instead using the acceleration fields in the specimen to provide stress information. Two (silicone and nitrile) rubbers were tested in tension using a drop-weight apparatus. It is assumed that the dynamic behaviour is described by the combination of hyperelastic and Prony series models. A VFM based procedure is designed and used to produce the identification of the modulus term of a hyperelastic model and the Prony series parameters within a time scale determined by two experimental factors: imaging speed and loading duration. Then, the time range of the data is extended using experiments at different temperatures combined with the time-temperature superposition principle. Prior to these experimental analyses, finite element simulations were performed to validate the application of the proposed VFM analysis. Therefore, for the first time, it has been possible to identify relaxation behaviour of a material following dynamic loading, using a technique that can be applied to both small and large deformations.
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.
Detection of "noisy" chaos in a time series

NASA Technical Reports Server (NTRS)

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

1997-01-01

Time series from biological system often displays fluctuations in the measured variables. Much effort has been directed at determining whether this variability reflects deterministic chaos, or whether it is merely "noise". The output from most biological systems is probably the result of both the internal dynamics of the systems, and the input to the system from the surroundings. This implies that the system should be viewed as a mixed system with both stochastic and deterministic components. We present a method that appears to be useful in deciding whether determinism is present in a time series, and if this determinism has chaotic attributes. The method relies on fitting a nonlinear autoregressive model to the time series followed by an estimation of the characteristic exponents of the model over the observed probability distribution of states for the system. The method is tested by computer simulations, and applied to heart rate variability data.
49 CFR 563.5 - Definitions.

Code of Federal Regulations, 2011 CFR

2011-10-01

... dynamic time-series data during the time period just prior to a crash event (e.g., vehicle speed vs. time... EDR data in a temporary, volatile storage medium where it is continuously updated at regular time..., along the lateral axis, starting from crash time zero and ending at 0.25 seconds, recorded every 0.01...

Predicting Physical Time Series Using Dynamic Ridge Polynomial Neural Networks

PubMed Central

Al-Jumeily, Dhiya; Ghazali, Rozaida; Hussain, Abir

2014-01-01

Forecasting naturally occurring phenomena is a common problem in many domains of science, and this has been addressed and investigated by many scientists. The importance of time series prediction stems from the fact that it has wide range of applications, including control systems, engineering processes, environmental systems and economics. From the knowledge of some aspects of the previous behaviour of the system, the aim of the prediction process is to determine or predict its future behaviour. In this paper, we consider a novel application of a higher order polynomial neural network architecture called Dynamic Ridge Polynomial Neural Network that combines the properties of higher order and recurrent neural networks for the prediction of physical time series. In this study, four types of signals have been used, which are; The Lorenz attractor, mean value of the AE index, sunspot number, and heat wave temperature. The simulation results showed good improvements in terms of the signal to noise ratio in comparison to a number of higher order and feedforward neural networks in comparison to the benchmarked techniques. PMID:25157950
Predicting physical time series using dynamic ridge polynomial neural networks.

PubMed

Al-Jumeily, Dhiya; Ghazali, Rozaida; Hussain, Abir

2014-01-01

Forecasting naturally occurring phenomena is a common problem in many domains of science, and this has been addressed and investigated by many scientists. The importance of time series prediction stems from the fact that it has wide range of applications, including control systems, engineering processes, environmental systems and economics. From the knowledge of some aspects of the previous behaviour of the system, the aim of the prediction process is to determine or predict its future behaviour. In this paper, we consider a novel application of a higher order polynomial neural network architecture called Dynamic Ridge Polynomial Neural Network that combines the properties of higher order and recurrent neural networks for the prediction of physical time series. In this study, four types of signals have been used, which are; The Lorenz attractor, mean value of the AE index, sunspot number, and heat wave temperature. The simulation results showed good improvements in terms of the signal to noise ratio in comparison to a number of higher order and feedforward neural networks in comparison to the benchmarked techniques.
Shoreline Position Dynamics: Measurement and Analysis

NASA Astrophysics Data System (ADS)

Barton, C. C.; Rigling, B.; Hunter, N.; Tebbens, S. F.

2012-12-01

The dynamics of sandy shoreline position is a fundamental property of complex beach face processes and is characterized by the power scaling exponent. Spectral analysis was performed on the temporal position of four sandy shorelines extracted from four shore perpendicular profiles each resurveyed approximately seven times per year over twenty-seven years at the Field Research Facility (FRF) by the U.S. Army Corps of Engineers, located at Kitty Hawk, NC. The four shorelines we studied are mean-higher-high-water (MHHW), mean-high-water (MHW), and mean-low-water (MLW) and mean-lower-low-water (MLLW) with elevations of 0.75m, 0.65m, -0.33m, and -0.37m respectively, relative to the NGVD29 geodetic datum. Spectral analysis used to quantify scaling exponents requires data evenly spaced in time. Our previous studies of shoreline dynamics used the Lomb Periodogram method for spectral analysis, which we now show does not return the correct scaling exponent for unevenly spaced data. New to this study is the use of slotted resampling and a linear predictor to construct an evenly spaced data set from an unevenly spaced data set which has been shown with synthetic data to return correct values of the scaling exponents. A periodogram linear regression (PLR) estimate is used to determine the scaling exponent β of the constructed evenly spaced time series. This study shows that sandy shoreline position exhibits nonlinear self-affine dynamics through time. The times series of each of the four shorelines has scaling exponents ranging as follows: MHHW, β = 1.3-2.2; MHW, β = 1.3-2.1; MLW, β = 1.2-1.6; and MLLW, β = 1.2-1.6. Time series with β greater than 1 are non-stationary (mean and standard deviation are not constant through time) and are increasingly internally correlated with increasing β. The range of scaling exponents of the MLW and MLLW shorelines, near β = 1.5, is indicative of a diffusion process. The range of scaling exponents for the MHW and MHHW shorelines indicates spatially variable dynamics higher on the beach face.
A Personalized Predictive Framework for Multivariate Clinical Time Series via Adaptive Model Selection.

PubMed

Liu, Zitao; Hauskrecht, Milos

2017-11-01

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

PubMed

van Ditmarsch, Dave; Xavier, João B

2011-06-17

Online spectrophotometric measurements allow monitoring dynamic biological processes with high-time resolution. Contrastingly, numerous other methods require laborious treatment of samples and can only be carried out offline. Integrating both types of measurement would allow analyzing biological processes more comprehensively. A typical example of this problem is acquiring quantitative data on rhamnolipid secretion by the opportunistic pathogen Pseudomonas aeruginosa. P. aeruginosa cell growth can be measured by optical density (OD600) and gene expression can be measured using reporter fusions with a fluorescent protein, allowing high time resolution monitoring. However, measuring the secreted rhamnolipid biosurfactants requires laborious sample processing, which makes this an offline measurement. Here, we propose a method to integrate growth curve data with endpoint measurements of secreted metabolites that is inspired by a model of exponential cell growth. If serial diluting an inoculum gives reproducible time series shifted in time, then time series of endpoint measurements can be reconstructed using calculated time shifts between dilutions. We illustrate the method using measured rhamnolipid secretion by P. aeruginosa as endpoint measurements and we integrate these measurements with high-resolution growth curves measured by OD600 and expression of rhamnolipid synthesis genes monitored using a reporter fusion. Two-fold serial dilution allowed integrating rhamnolipid measurements at a ~0.4 h-1 frequency with high-time resolved data measured at a 6 h-1 frequency. We show how this simple method can be used in combination with mutants lacking specific genes in the rhamnolipid synthesis or quorum sensing regulation to acquire rich dynamic data on P. aeruginosa virulence regulation. Additionally, the linear relation between the ratio of inocula and the time-shift between curves produces high-precision measurements of maximum specific growth rates, which were determined with a precision of ~5.4%. Growth curve synchronization allows integration of rich time-resolved data with endpoint measurements to produce time-resolved quantitative measurements. Such data can be valuable to unveil the dynamic regulation of virulence in P. aeruginosa. More generally, growth curve synchronization can be applied to many biological systems thus helping to overcome a key obstacle in dynamic regulation: the scarceness of quantitative time-resolved data.
A Proposed Data Fusion Architecture for Micro-Zone Analysis and Data Mining

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

Kevin McCarthy; Milos Manic

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

NASA Astrophysics Data System (ADS)

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

2017-08-01

Enhancing the frequency of satellite acquisitions represents a key issue for Earth Observation community nowadays. Repeated observations are crucial for monitoring purposes, particularly when intra-annual process should be taken into account. Time series of images constitute a valuable source of information in these cases. The goal of this paper is to propose a new methodological framework to automatically detect and extract spatiotemporal information from satellite image time series (SITS). Existing methods dealing with such kind of data are usually classification-oriented and cannot provide information about evolutions and temporal behaviors. In this paper we propose a graph-based strategy that combines object-based image analysis (OBIA) with data mining techniques. Image objects computed at each individual timestamp are connected across the time series and generates a set of evolution graphs. Each evolution graph is associated to a particular area within the study site and stores information about its temporal evolution. Such information can be deeply explored at the evolution graph scale or used to compare the graphs and supply a general picture at the study site scale. We validated our framework on two study sites located in the South of France and involving different types of natural, semi-natural and agricultural areas. The results obtained from a Landsat SITS support the quality of the methodological approach and illustrate how the framework can be employed to extract and characterize spatiotemporal dynamics.
Spatiotemporal Visualization of Time-Series Satellite-Derived CO2 Flux Data Using Volume Rendering and Gpu-Based Interpolation on a Cloud-Driven Digital Earth

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

NASA Astrophysics Data System (ADS)

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

2013-05-01

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

NASA Astrophysics Data System (ADS)

Maigne, Vanessa; Evano, Pascal; Brockmann, Patrick; Peylin, Philippe; Ciais, Philippe

2014-05-01

State-of-the-art data visualization has nothing to do with plots and maps we used few years ago. Many opensource tools are now available to provide access to scientific data and implement accessible, interactive, and flexible web applications. Here we will present a web site opened November 2013 to create custom global and regional maps and time series from research models and datasets. For maps, we explore and get access to data sources from a THREDDS Data Server (TDS) with the OGC WMS protocol (using the ncWMS implementation) then create interactive maps with the OpenLayers javascript library and extra information layers from a GeoServer. Maps become dynamic, zoomable, synchroneaously connected to each other, and exportable to Google Earth. For time series, we extract data from a TDS with the Netcdf Subset Service (NCSS) then display interactive graphs with a custom library based on the Data Driven Documents javascript library (D3.js). This time series application provides dynamic functionalities such as interpolation, interactive zoom on different axes, display of point values, and export to different formats. These tools were implemented for the Global Carbon Atlas (http://www.globalcarbonatlas.org): a web portal to explore, visualize, and interpret global and regional carbon fluxes from various model simulations arising from both human activities and natural processes, a work led by the Global Carbon Project.
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.
Time Series Decomposition into Oscillation Components and Phase Estimation.

PubMed

Matsuda, Takeru; Komaki, Fumiyasu

2017-02-01

Many time series are naturally considered as a superposition of several oscillation components. For example, electroencephalogram (EEG) time series include oscillation components such as alpha, beta, and gamma. We propose a method for decomposing time series into such oscillation components using state-space models. Based on the concept of random frequency modulation, gaussian linear state-space models for oscillation components are developed. In this model, the frequency of an oscillator fluctuates by noise. Time series decomposition is accomplished by this model like the Bayesian seasonal adjustment method. Since the model parameters are estimated from data by the empirical Bayes' method, the amplitudes and the frequencies of oscillation components are determined in a data-driven manner. Also, the appropriate number of oscillation components is determined with the Akaike information criterion (AIC). In this way, the proposed method provides a natural decomposition of the given time series into oscillation components. In neuroscience, the phase of neural time series plays an important role in neural information processing. The proposed method can be used to estimate the phase of each oscillation component and has several advantages over a conventional method based on the Hilbert transform. Thus, the proposed method enables an investigation of the phase dynamics of time series. Numerical results show that the proposed method succeeds in extracting intermittent oscillations like ripples and detecting the phase reset phenomena. We apply the proposed method to real data from various fields such as astronomy, ecology, tidology, and neuroscience.
On the use of a Euclidean norm function for the estimation of local dynamic stability from 3D kinematics using time-delayed Lyapunov analyses.

PubMed

Beaudette, Shawn M; Howarth, Samuel J; Graham, Ryan B; Brown, Stephen H M

2016-10-01

Several different state-space reconstruction methods have been employed to assess the local dynamic stability (LDS) of a 3D kinematic system. One common method is to use a Euclidean norm (N) transformation of three orthogonal x, y, and z time-series' followed by the calculation of the maximum finite-time Lyapunov exponent (λmax) from the resultant N waveform (using a time-delayed state space reconstruction technique). By essentially acting as a weighted average, N has been suggested to account for simultaneous expansion and contraction along separate degrees of freedom within a 3D system (e.g. the coupling of dynamic movements between orthogonal planes). However, when estimating LDS using N, non-linear transformations inherent within the calculation of N should be accounted for. Results demonstrate that the use of N on 3D time-series data with arbitrary magnitudes of relative bias and zero-crossings cause the introduction of error in estimates of λmax obtained through N. To develop a standard for the analysis of 3D dynamic kinematic waveforms, we suggest that all dimensions of a 3D signal be independently shifted to avoid the incidence of zero-crossings prior to the calculation of N and subsequent estimation of LDS through the use of λmax. Copyright © 2016 IPEM. Published by Elsevier Ltd. All rights reserved.
Dynamics of scroll waves with time-delay propagation in excitable media

NASA Astrophysics Data System (ADS)

Chen, Jiang-Xing; Xiao, Jie; Qiao, Li-Yan; Xu, Jiang-Rong

2018-06-01

Information transmission delay can be widely observed in various systems. Here, we study the dynamics of scroll waves with time-delay propagation among slices in excitable media. Weak time delay induces scroll waves to meander. Through increasing the time delay, we find a series of dynamical transitions. Firstly, the straight filament of a scroll wave becomes twisted. Then, the scroll wave breaks and forms interesting patterns. With long time delay, loosed scroll waves are maintained while their period are greatly decreased. Also, cylinder waves appears. The influences of diffusively coupling strength on the time-delay-induced scroll waves are studied. It is found that the critical time delay characterizing those transitions decreases as the coupling strength is increased. A phase diagram in the diffusive coupling-time delay plane is presented.
Multivariate multiscale entropy of financial markets

NASA Astrophysics Data System (ADS)

Lu, Yunfan; Wang, Jun

2017-11-01

In current process of quantifying the dynamical properties of the complex phenomena in financial market system, the multivariate financial time series are widely concerned. In this work, considering the shortcomings and limitations of univariate multiscale entropy in analyzing the multivariate time series, the multivariate multiscale sample entropy (MMSE), which can evaluate the complexity in multiple data channels over different timescales, is applied to quantify the complexity of financial markets. Its effectiveness and advantages have been detected with numerical simulations with two well-known synthetic noise signals. For the first time, the complexity of four generated trivariate return series for each stock trading hour in China stock markets is quantified thanks to the interdisciplinary application of this method. We find that the complexity of trivariate return series in each hour show a significant decreasing trend with the stock trading time progressing. Further, the shuffled multivariate return series and the absolute multivariate return series are also analyzed. As another new attempt, quantifying the complexity of global stock markets (Asia, Europe and America) is carried out by analyzing the multivariate returns from them. Finally we utilize the multivariate multiscale entropy to assess the relative complexity of normalized multivariate return volatility series with different degrees.
Unveiling signatures of interdecadal climate changes by Hilbert analysis

NASA Astrophysics Data System (ADS)

Zappalà, Dario; Barreiro, Marcelo; Masoller, Cristina

2017-04-01

A recent study demonstrated that, in a class of networks of oscillators, the optimal network reconstruction from dynamics is obtained when the similarity analysis is performed not on the original dynamical time series, but on transformed series obtained by Hilbert transform. [1] That motivated us to use Hilbert transform to study another kind of (in a broad sense) "oscillating" series, such as the series of temperature. Actually, we found that Hilbert analysis of SAT (Surface Air Temperature) time series uncovers meaningful information about climate and is therefore a promising tool for the study of other climatological variables. [2] In this work we analysed a large dataset of SAT series, performing Hilbert transform and further analysis with the goal of finding signs of climate change during the analysed period. We used the publicly available ERA-Interim dataset, containing reanalysis data. [3] In particular, we worked on daily SAT time series, from year 1979 to 2015, in 16380 points arranged over a regular grid on the Earth surface. From each SAT time series we calculate the anomaly series and also, by using the Hilbert transform, we calculate the instantaneous amplitude and instantaneous frequency series. Our first approach is to calculate the relative variation: the difference between the average value on the last 10 years and the average value on the first 10 years, divided by the average value over all the analysed period. We did this calculations on our transformed series: frequency and amplitude, both with average values and standard deviation values. Furthermore, to have a comparison with an already known analysis methods, we did these same calculations on the anomaly series. We plotted these results as maps, where the colour of each site indicates the value of its relative variation. Finally, to gain insight in the interpretation of our results over real SAT data, we generated synthetic sinusoidal series with various levels of additive noise. By applying Hilbert analysis to the synthetic data, we uncovered a clear trend between mean amplitude and mean frequency: as the noise level grows, the amplitude increases while the frequency decreases. Research funded in part by AGAUR (Generalitat de Catalunya), EU LINC project (Grant No. 289447) and Spanish MINECO (FIS2015-66503-C3-2-P).
Lindeberg theorem for Gibbs-Markov dynamics

NASA Astrophysics Data System (ADS)

Denker, Manfred; Senti, Samuel; Zhang, Xuan

2017-12-01

A dynamical array consists of a family of functions \\{ fn, i: 1≤slant i≤slant k_n, n≥slant 1\\} and a family of initial times \\{τn, i: 1≤slant i≤slant k_n, n≥slant 1\\} . For a dynamical system (X, T) we identify distributional limits for sums of the form for suitable (non-random) constants s_n>0 and an, i\\in { R} . We derive a Lindeberg-type central limit theorem for dynamical arrays. Applications include new central limit theorems for functions which are not locally Lipschitz continuous and central limit theorems for statistical functions of time series obtained from Gibbs-Markov systems. Our results, which hold for more general dynamics, are stated in the context of Gibbs-Markov dynamical systems for convenience.
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.
Unified functional network and nonlinear time series analysis for complex systems science: The pyunicorn package

NASA Astrophysics Data System (ADS)

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

2015-11-01

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.
Detection of chaotic determinism in time series from randomly forced maps

NASA Technical Reports Server (NTRS)

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

1997-01-01

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

Fractal and Chaos Analysis for Dynamics of Radon Exhalation from Uranium Mill Tailings

NASA Astrophysics Data System (ADS)

Li, Yongmei; Tan, Wanyu; Tan, Kaixuan; Liu, Zehua; Xie, Yanshi

2016-08-01

Tailings from mining and milling of uranium ores potentially are large volumes of low-level radioactive materials. A typical environmental problem associated with uranium tailings is radon exhalation, which can significantly pose risks to environment and human health. In order to reduce these risks, it is essential to study the dynamical nature and underlying mechanism of radon exhalation from uranium mill tailings. This motivates the conduction of this study, which is based on the fractal and chaotic methods (e.g. calculating the Hurst exponent, Lyapunov exponent and correlation dimension) and laboratory experiments of the radon exhalation rates. The experimental results show that the radon exhalation rate from uranium mill tailings is highly oscillated. In addition, the nonlinear analyses of the time series of radon exhalation rate demonstrate the following points: (1) the value of Hurst exponent much larger than 0.5 indicates non-random behavior of the radon time series; (2) the positive Lyapunov exponent and non-integer correlation dimension of the time series imply that the radon exhalation from uranium tailings is a chaotic dynamical process; (3) the required minimum number of variables should be five to describe the time evolution of radon exhalation. Therefore, it can be concluded that the internal factors, including heterogeneous distribution of radium, and randomness of radium decay, as well as the fractal characteristics of the tailings, can result in the chaotic evolution of radon exhalation from the tailings.
Dynamical Bayesian inference of time-evolving interactions: from a pair of coupled oscillators to networks of oscillators.

PubMed

Duggento, Andrea; Stankovski, Tomislav; McClintock, Peter V E; Stefanovska, Aneta

2012-12-01

Living systems have time-evolving interactions that, until recently, could not be identified accurately from recorded time series in the presence of noise. Stankovski et al. [Phys. Rev. Lett. 109, 024101 (2012)] introduced a method based on dynamical Bayesian inference that facilitates the simultaneous detection of time-varying synchronization, directionality of influence, and coupling functions. It can distinguish unsynchronized dynamics from noise-induced phase slips. The method is based on phase dynamics, with Bayesian inference of the time-evolving parameters being achieved by shaping the prior densities to incorporate knowledge of previous samples. We now present the method in detail using numerically generated data, data from an analog electronic circuit, and cardiorespiratory data. We also generalize the method to encompass networks of interacting oscillators and thus demonstrate its applicability to small-scale networks.
Nonlinear dynamics in flow through unsaturated fractured-porous media: Status and perspectives

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

Faybishenko, Boris

2002-11-27

The need has long been recognized to improve predictions of flow and transport in partially saturated heterogeneous soils and fractured rock of the vadose zone for many practical applications, such as remediation of contaminated sites, nuclear waste disposal in geological formations, and climate predictions. Until recently, flow and transport processes in heterogeneous subsurface media with oscillating irregularities were assumed to be random and were not analyzed using methods of nonlinear dynamics. The goals of this paper are to review the theoretical concepts, present the results, and provide perspectives on investigations of flow and transport in unsaturated heterogeneous soils and fracturedmore » rock, using the methods of nonlinear dynamics and deterministic chaos. The results of laboratory and field investigations indicate that the nonlinear dynamics of flow and transport processes in unsaturated soils and fractured rocks arise from the dynamic feedback and competition between various nonlinear physical processes along with complex geometry of flow paths. Although direct measurements of variables characterizing the individual flow processes are not technically feasible, their cumulative effect can be characterized by analyzing time series data using the models and methods of nonlinear dynamics and chaos. Identifying flow through soil or rock as a nonlinear dynamical system is important for developing appropriate short- and long-time predictive models, evaluating prediction uncertainty, assessing the spatial distribution of flow characteristics from time series data, and improving chemical transport simulations. Inferring the nature of flow processes through the methods of nonlinear dynamics could become widely used in different areas of the earth sciences.« less
Dynamics of transit times and StorAge Selection functions in four forested catchments from stable isotope data

NASA Astrophysics Data System (ADS)

Rodriguez, Nicolas B.; McGuire, Kevin J.; Klaus, Julian

2017-04-01

Transit time distributions, residence time distributions and StorAge Selection functions are fundamental integrated descriptors of water storage, mixing, and release in catchments. In this contribution, we determined these time-variant functions in four neighboring forested catchments in H.J. Andrews Experimental Forest, Oregon, USA by employing a two year time series of 18O in precipitation and discharge. Previous studies in these catchments assumed stationary, exponentially distributed transit times, and complete mixing/random sampling to explore the influence of various catchment properties on the mean transit time. Here we relaxed such assumptions to relate transit time dynamics and the variability of StoreAge Selection functions to catchment characteristics, catchment storage, and meteorological forcing seasonality. Conceptual models of the catchments, consisting of two reservoirs combined in series-parallel, were calibrated to discharge and stable isotope tracer data. We assumed randomly sampled/fully mixed conditions for each reservoir, which resulted in an incompletely mixed system overall. Based on the results we solved the Master Equation, which describes the dynamics of water ages in storage and in catchment outflows Consistent between all catchments, we found that transit times were generally shorter during wet periods, indicating the contribution of shallow storage (soil, saprolite) to discharge. During extended dry periods, transit times increased significantly indicating the contribution of deeper storage (bedrock) to discharge. Our work indicated that the strong seasonality of precipitation impacted transit times by leading to a dynamic selection of stored water ages, whereas catchment size was not a control on transit times. In general this work showed the usefulness of using time-variant transit times with conceptual models and confirmed the existence of the catchment age mixing behaviors emerging from other similar studies.
Introduction to Magneto-Fluid-Dynamics for Aerospace Applications

DTIC Science & Technology

2004-07-08

exposure time down to 100 ns. The diagnostic systems were built and tested in the discharge chamber VKI Lecture Series - 5 - 27–30 October 2003 1...thermodynamics VKI Lecture Series - 7 - 27–30 October 2003 2 STOICHIOMETRIC ASPECTS (20; 21; 23; 35; 36; 37) based on the entropy -balance equation is...exploitation of the entropy production and of the VKI Lecture Series - 28 - 27–30 October 2003 9 LINEAR IRREVERSIBLE THERMODYNAMICS second law of
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.
49 CFR 563.5 - Definitions.

Code of Federal Regulations, 2010 CFR

2010-10-01

... vehicle's dynamic time-series data during the time period just prior to a crash event (e.g., vehicle speed... updated at regular time intervals. Delta-V, lateral means the cumulative change in velocity, as recorded by the EDR of the vehicle, along the lateral axis, starting from crash time zero and ending at 0.25...
Shape Distributions of Nonlinear Dynamical Systems for Video-Based Inference.

PubMed

Venkataraman, Vinay; Turaga, Pavan

2016-12-01

This paper presents a shape-theoretic framework for dynamical analysis of nonlinear dynamical systems which appear frequently in several video-based inference tasks. Traditional approaches to dynamical modeling have included linear and nonlinear methods with their respective drawbacks. A novel approach we propose is the use of descriptors of the shape of the dynamical attractor as a feature representation of nature of dynamics. The proposed framework has two main advantages over traditional approaches: a) representation of the dynamical system is derived directly from the observational data, without any inherent assumptions, and b) the proposed features show stability under different time-series lengths where traditional dynamical invariants fail. We illustrate our idea using nonlinear dynamical models such as Lorenz and Rossler systems, where our feature representations (shape distribution) support our hypothesis that the local shape of the reconstructed phase space can be used as a discriminative feature. Our experimental analyses on these models also indicate that the proposed framework show stability for different time-series lengths, which is useful when the available number of samples are small/variable. The specific applications of interest in this paper are: 1) activity recognition using motion capture and RGBD sensors, 2) activity quality assessment for applications in stroke rehabilitation, and 3) dynamical scene classification. We provide experimental validation through action and gesture recognition experiments on motion capture and Kinect datasets. In all these scenarios, we show experimental evidence of the favorable properties of the proposed representation.
Bootstrap Standard Error Estimates in Dynamic Factor Analysis

ERIC Educational Resources Information Center

Zhang, Guangjian; Browne, Michael W.

2010-01-01

Dynamic factor analysis summarizes changes in scores on a battery of manifest variables over repeated measurements in terms of a time series in a substantially smaller number of latent factors. Algebraic formulae for standard errors of parameter estimates are more difficult to obtain than in the usual intersubject factor analysis because of the…
PHYTOPLANKTON DYNAMICS IN A GULF OF MEXICO ESTUARY: TIME SERIES OF SIZE STRUCTURE, NUTRIENTS, VARIABLE FLUORESCENCE AND ALGAL PHOSPHATASE ACTIVITY

EPA Science Inventory

Relationships between phytoplankton dynamics and physiology, and environmental conditions were studied in Santa Rosa Sound, Florida, USA, at near-weekly intervals during 2001. Santa Rosa Sound is a component of the Pensacola Bay estuary in the northern Gulf of Mexico. Parameters ...
Scale-free avalanches in the multifractal random walk

NASA Astrophysics Data System (ADS)

Bartolozzi, M.

2007-06-01

Avalanches, or Avalanche-like, events are often observed in the dynamical behaviour of many complex systems which span from solar flaring to the Earth's crust dynamics and from traffic flows to financial markets. Self-organized criticality (SOC) is one of the most popular theories able to explain this intermittent charge/discharge behaviour. Despite a large amount of theoretical work, empirical tests for SOC are still in their infancy. In the present paper we address the common problem of revealing SOC from a simple time series without having much information about the underlying system. As a working example we use a modified version of the multifractal random walk originally proposed as a model for the stock market dynamics. The study reveals, despite the lack of the typical ingredients of SOC, an avalanche-like dynamics similar to that of many physical systems. While, on one hand, the results confirm the relevance of cascade models in representing turbulent-like phenomena, on the other, they also raise the question about the current state of reliability of SOC inference from time series analysis.
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
Seasonal dynamics of bacterial meningitis: a time-series analysis.

PubMed

Paireau, Juliette; Chen, Angelica; Broutin, Helene; Grenfell, Bryan; Basta, Nicole E

2016-06-01

Bacterial meningitis, which is caused mainly by Neisseria meningitidis, Haemophilus influenzae, and Streptococcus pneumoniae, inflicts a substantial burden of disease worldwide. Yet, the temporal dynamics of this disease are poorly characterised and many questions remain about the ecology of the disease. We aimed to comprehensively assess seasonal trends in bacterial meningitis on a global scale. We developed the first bacterial meningitis global database by compiling monthly incidence data as reported by country-level surveillance systems. Using country-level wavelet analysis, we identified whether a 12 month periodic component (annual seasonality) was detected in time-series that had at least 5 years of data with at least 40 cases reported per year. We estimated the mean timing of disease activity by computing the centre of gravity of the distribution of cases and investigated whether synchrony exists between the three pathogens responsible for most cases of bacterial meningitis. We used country-level data from 66 countries, including from 47 countries outside the meningitis belt in sub-Saharan Africa. A persistent seasonality was detected in 49 (96%) of the 51 time-series from 38 countries eligible for inclusion in the wavelet analyses. The mean timing of disease activity had a latitudinal trend, with bacterial meningitis seasons peaking during the winter months in countries in both the northern and southern hemispheres. The three pathogens shared similar seasonality, but time-shifts differed slightly by country. Our findings provide key insight into the seasonal dynamics of bacterial meningitis and add to knowledge about the global epidemiology of meningitis and the host, environment, and pathogen characteristics driving these patterns. Comprehensive understanding of global seasonal trends in meningitis could be used to design more effective prevention and control strategies. Princeton University Health Grand Challenge, US National Institutes of Health (NIH), NIH Fogarty International Center Research and Policy for Infectious Disease Dynamics programme (RAPIDD), Bill & Melinda Gates Foundation. Copyright © 2016 Paireau et al. Open Access article distributed under the terms of CC BY NC-ND. Published by Elsevier Ltd.. All rights reserved.
Seasonal dynamics of bacterial meningitis: a time-series analysis

PubMed Central

Paireau, Juliette; Chen, Angelica; Broutin, Helene; Grenfell, Bryan; Basta, Nicole E

2017-01-01

Summary Background Bacterial meningitis, which is caused mainly by Neisseria meningitidis, Haemophilus influenzae, and Streptococcus pneumoniae, inflicts a substantial burden of disease worldwide. Yet, the temporal dynamics of this disease are poorly characterised and many questions remain about the ecology of the disease. We aimed to comprehensively assess seasonal trends in bacterial meningitis on a global scale. Methods We developed the first bacterial meningitis global database by compiling monthly incidence data as reported by country-level surveillance systems. Using country-level wavelet analysis, we identified whether a 12 month periodic component (annual seasonality) was detected in time-series that had at least 5 years of data with at least 40 cases reported per year. We estimated the mean timing of disease activity by computing the centre of gravity of the distribution of cases and investigated whether synchrony exists between the three pathogens responsible for most cases of bacterial meningitis. Findings We used country-level data from 66 countries, including from 47 countries outside the meningitis belt in sub-Saharan Africa. A persistent seasonality was detected in 49 (96%) of the 51 time-series from 38 countries eligible for inclusion in the wavelet analyses. The mean timing of disease activity had a latitudinal trend, with bacterial meningitis seasons peaking during the winter months in countries in both the northern and southern hemispheres. The three pathogens shared similar seasonality, but time-shifts differed slightly by country. Interpretation Our findings provide key insight into the seasonal dynamics of bacterial meningitis and add to knowledge about the global epidemiology of meningitis and the host, environment, and pathogen characteristics driving these patterns. Comprehensive understanding of global seasonal trends in meningitis could be used to design more effective prevention and control strategies. Funding Princeton University Health Grand Challenge, US National Institutes of Health (NIH), NIH Fogarty International Center Research and Policy for Infectious Disease Dynamics programme (RAPIDD), Bill & Melinda Gates Foundation. PMID:27198841
A Regularized Linear Dynamical System Framework for Multivariate Time Series Analysis.

PubMed

Liu, Zitao; Hauskrecht, Milos

2015-01-01

Linear Dynamical System (LDS) is an elegant mathematical framework for modeling and learning Multivariate Time Series (MTS). However, in general, it is difficult to set the dimension of an LDS's hidden state space. A small number of hidden states may not be able to model the complexities of a MTS, while a large number of hidden states can lead to overfitting. In this paper, we study learning methods that impose various regularization penalties on the transition matrix of the LDS model and propose a regularized LDS learning framework (rLDS) which aims to (1) automatically shut down LDSs' spurious and unnecessary dimensions, and consequently, address the problem of choosing the optimal number of hidden states; (2) prevent the overfitting problem given a small amount of MTS data; and (3) support accurate MTS forecasting. To learn the regularized LDS from data we incorporate a second order cone program and a generalized gradient descent method into the Maximum a Posteriori framework and use Expectation Maximization to obtain a low-rank transition matrix of the LDS model. We propose two priors for modeling the matrix which lead to two instances of our rLDS. We show that our rLDS is able to recover well the intrinsic dimensionality of the time series dynamics and it improves the predictive performance when compared to baselines on both synthetic and real-world MTS datasets.
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.
Implementation of optimal trajectory control of series resonant converter

NASA Technical Reports Server (NTRS)

Oruganti, Ramesh; Yang, James J.; Lee, Fred C.

1987-01-01

Due to the presence of a high-frequency LC tank circuit, the dynamics of a resonant converter are unpredictable. There is often a large surge of tank energy during transients. Using state-plane analysis technique, an optimal trajectory control utilizing the desired solution trajectory as the control law was previously proposed for the series resonant converters. The method predicts the fastest response possible with minimum energy surge in the resonant tank. The principle of the control and its experimental implementation are described here. The dynamics of the converter are shown to be close to time-optimal.
Blast Mitigation Sea Analysis - Evaluation of Lumbar Compression Data Trends in 5th Percentile Female Anthropomorphic Test Device Performance Compared to 50th Percentile Male Anthropomorphic Test Device in Drop Tower Testing

DTIC Science & Technology

2016-08-21

less pronounced for pelvis velocity • Seat velocity and dynamic displacement not recorded for this test series – Would provide key information for...effectiveness of seat – Displacement /time history data should be recorded for all future test series UNCLASSIFIED UNCLASSIFIED Conclusions/Future...interfacing with seat manufacturers to broaden occupant protection range – Record dynamic stroke on all drop tower tests to evaluate correlation between displacement rate and lumbar compression UNCLASSIFIED UNCLASSIFIED 17
75 FR 8082 - Government-Owned Inventions; Availability for Licensing

Federal Register 2010, 2011, 2012, 2013, 2014

2010-02-23

... this invention, the colon registration problem is formulated as time series matching along the... on patients, less time-consuming, and more accurate. The effectiveness of the method was verified in...) compared to a traditional method based on dynamic time warping. Colon cancer is the second leading cause of...
Fluctuations and Noise in Stochastic Spread of Respiratory Infection Epidemics in Social Networks

NASA Astrophysics Data System (ADS)

Yulmetyev, Renat; Emelyanova, Natalya; Demin, Sergey; Gafarov, Fail; Hänggi, Peter; Yulmetyeva, Dinara

2003-05-01

For the analysis of epidemic and disease dynamics complexity, it is necessary to understand the basic principles and notions of its spreading in long-time memory media. Here we considering the problem from a theoretical and practical viewpoint, presenting the quantitative evidence confirming the existence of stochastic long-range memory and robust chaos in a real time series of respiratory infections of human upper respiratory track. In this work we present a new statistical method of analyzing the spread of grippe and acute respiratory track infections epidemic process of human upper respiratory track by means of the theory of discrete non-Markov stochastic processes. We use the results of our recent theory (Phys. Rev. E 65, 046107 (2002)) for the study of statistical effects of memory in real data series, describing the epidemic dynamics of human acute respiratory track infections and grippe. The obtained results testify to an opportunity of the strict quantitative description of the regular and stochastic components in epidemic dynamics of social networks with a view to time discreteness and effects of statistical memory.

Scaling Behavior in Mitochondrial Redox Fluctuations

PubMed Central

Ramanujan, V. Krishnan; Biener, Gabriel; Herman, Brian A.

2006-01-01

Scale-invariant long-range correlations have been reported in fluctuations of time-series signals originating from diverse processes such as heart beat dynamics, earthquakes, and stock market data. The common denominator of these apparently different processes is a highly nonlinear dynamics with competing forces and distinct feedback species. We report for the first time an experimental evidence for scaling behavior in NAD(P)H signal fluctuations in isolated mitochondria and intact cells isolated from the liver of a young (5-month-old) mouse. Time-series data were collected by two-photon imaging of mitochondrial NAD(P)H fluorescence and signal fluctuations were quantitatively analyzed for statistical correlations by detrended fluctuation analysis and spectral power analysis. Redox [NAD(P)H / NAD(P)+] fluctuations in isolated mitochondria and intact liver cells were found to display nonrandom, long-range correlations. These correlations are interpreted as arising due to the regulatory dynamics operative in Krebs' cycle enzyme network and electron transport chain in the mitochondria. This finding may provide a novel basis for understanding similar regulatory networks that govern the nonequilibrium properties of living cells. PMID:16565066
Streamflow variability and classification using false nearest neighbor method

NASA Astrophysics Data System (ADS)

Vignesh, R.; Jothiprakash, V.; Sivakumar, B.

2015-12-01

Understanding regional streamflow dynamics and patterns continues to be a challenging problem. The present study introduces the false nearest neighbor (FNN) algorithm, a nonlinear dynamic-based method, to examine the spatial variability of streamflow over a region. The FNN method is a dimensionality-based approach, where the dimension of the time series represents its variability. The method uses phase space reconstruction and nearest neighbor concepts, and identifies false neighbors in the reconstructed phase space. The FNN method is applied to monthly streamflow data monitored over a period of 53 years (1950-2002) in an extensive network of 639 stations in the contiguous United States (US). Since selection of delay time in phase space reconstruction may influence the FNN outcomes, analysis is carried out for five different delay time values: monthly, seasonal, and annual separation of data as well as delay time values obtained using autocorrelation function (ACF) and average mutual information (AMI) methods. The FNN dimensions for the 639 streamflow series are generally identified to range from 4 to 12 (with very few exceptional cases), indicating a wide range of variability in the dynamics of streamflow across the contiguous US. However, the FNN dimensions for a majority of the streamflow series are found to be low (less than or equal to 6), suggesting low level of complexity in streamflow dynamics in most of the individual stations and over many sub-regions. The FNN dimension estimates also reveal that streamflow dynamics in the western parts of the US (including far west, northwestern, and southwestern parts) generally exhibit much greater variability compared to that in the eastern parts of the US (including far east, northeastern, and southeastern parts), although there are also differences among 'pockets' within these regions. These results are useful for identification of appropriate model complexity at individual stations, patterns across regions and sub-regions, interpolation and extrapolation of data, and catchment classification. An attempt is also made to relate the FNN dimensions with catchment characteristics and streamflow statistical properties.
Hierarchical structure of the energy landscape of proteins revisited by time series analysis. II. Investigation of explicit solvent effects

NASA Astrophysics Data System (ADS)

Alakent, Burak; Camurdan, Mehmet C.; Doruker, Pemra

2005-10-01

Time series analysis tools are employed on the principal modes obtained from the Cα trajectories from two independent molecular-dynamics simulations of α-amylase inhibitor (tendamistat). Fluctuations inside an energy minimum (intraminimum motions), transitions between minima (interminimum motions), and relaxations in different hierarchical energy levels are investigated and compared with those encountered in vacuum by using different sampling window sizes and intervals. The low-frequency low-indexed mode relationship, established in vacuum, is also encountered in water, which shows the reliability of the important dynamics information offered by principal components analysis in water. It has been shown that examining a short data collection period (100ps) may result in a high population of overdamped modes, while some of the low-frequency oscillations (<10cm-1) can be captured in water by using a longer data collection period (1200ps). Simultaneous analysis of short and long sampling window sizes gives the following picture of the effect of water on protein dynamics. Water makes the protein lose its memory: future conformations are less dependent on previous conformations due to the lowering of energy barriers in hierarchical levels of the energy landscape. In short-time dynamics (<10ps), damping factors extracted from time series model parameters are lowered. For tendamistat, the friction coefficient in the Langevin equation is found to be around 40-60cm-1 for the low-indexed modes, compatible with literature. The fact that water has increased the friction and that on the other hand has lubrication effect at first sight contradicts. However, this comes about because water enhances the transitions between minima and forces the protein to reduce its already inherent inability to maintain oscillations observed in vacuum. Some of the frequencies lower than 10cm-1 are found to be overdamped, while those higher than 20cm-1 are slightly increased. As for the long-time dynamics in water, it is found that random-walk motion is maintained for approximately 200ps (about five times of that in vacuum) in the low-indexed modes, showing the lowering of energy barriers between the higher-level minima.
Nonlinear dynamics and intermittency in a turbulent reacting wake with density ratio as bifurcation parameter

NASA Astrophysics Data System (ADS)

Suresha, Suhas; Sujith, R. I.; Emerson, Benjamin; Lieuwen, Tim

2016-10-01

The flame or flow behavior of a turbulent reacting wake is known to be fundamentally different at high and low values of flame density ratio (ρu/ρb ), as the flow transitions from globally stable to unstable. This paper analyzes the nonlinear dynamics present in a bluff-body stabilized flame, and identifies the transition characteristics in the wake as ρu/ρb is varied over a Reynolds number (based on the bluff-body lip velocity) range of 1000-3300. Recurrence quantification analysis (RQA) of the experimentally obtained time series of the flame edge fluctuations reveals that the time series is highly aperiodic at high values of ρu/ρb and transitions to increasingly correlated or nearly periodic behavior at low values. From the RQA of the transverse velocity time series, we observe that periodicity in the flame oscillations are related to periodicity in the flow. Therefore, we hypothesize that this transition from aperiodic to nearly periodic behavior in the flame edge time series is a manifestation of the transition in the flow from globally stable, convective instability to global instability as ρu/ρb decreases. The recurrence analysis further reveals that the transition in periodicity is not a sudden shift; rather it occurs through an intermittent regime present at low and intermediate ρu/ρb . During intermittency, the flow behavior switches between aperiodic oscillations, reminiscent of a globally stable, convective instability, and periodic oscillations, reminiscent of a global instability. Analysis of the distribution of the lengths of the periodic regions in the intermittent time series and the first return map indicate the presence of type-II intermittency.
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.
Differentially Private Histogram Publication For Dynamic Datasets: An Adaptive Sampling Approach

PubMed Central

Li, Haoran; Jiang, Xiaoqian; Xiong, Li; Liu, Jinfei

2016-01-01

Differential privacy has recently become a de facto standard for private statistical data release. Many algorithms have been proposed to generate differentially private histograms or synthetic data. However, most of them focus on “one-time” release of a static dataset and do not adequately address the increasing need of releasing series of dynamic datasets in real time. A straightforward application of existing histogram methods on each snapshot of such dynamic datasets will incur high accumulated error due to the composibility of differential privacy and correlations or overlapping users between the snapshots. In this paper, we address the problem of releasing series of dynamic datasets in real time with differential privacy, using a novel adaptive distance-based sampling approach. Our first method, DSFT, uses a fixed distance threshold and releases a differentially private histogram only when the current snapshot is sufficiently different from the previous one, i.e., with a distance greater than a predefined threshold. Our second method, DSAT, further improves DSFT and uses a dynamic threshold adaptively adjusted by a feedback control mechanism to capture the data dynamics. Extensive experiments on real and synthetic datasets demonstrate that our approach achieves better utility than baseline methods and existing state-of-the-art methods. PMID:26973795
Chatter detection in turning using persistent homology

NASA Astrophysics Data System (ADS)

Khasawneh, Firas A.; Munch, Elizabeth

2016-03-01

This paper describes a new approach for ascertaining the stability of stochastic dynamical systems in their parameter space by examining their time series using topological data analysis (TDA). We illustrate the approach using a nonlinear delayed model that describes the tool oscillations due to self-excited vibrations in turning. Each time series is generated using the Euler-Maruyama method and a corresponding point cloud is obtained using the Takens embedding. The point cloud can then be analyzed using a tool from TDA known as persistent homology. The results of this study show that the described approach can be used for analyzing datasets of delay dynamical systems generated both from numerical simulation and experimental data. The contributions of this paper include presenting for the first time a topological approach for investigating the stability of a class of nonlinear stochastic delay equations, and introducing a new application of TDA to machining processes.
Detection of chaos: New approach to atmospheric pollen time-series analysis

NASA Astrophysics Data System (ADS)

Bianchi, M. M.; Arizmendi, C. M.; Sanchez, J. R.

1992-09-01

Pollen and spores are biological particles that are ubiquitous to the atmosphere and are pathologically significant, causing plant diseases and inhalant allergies. One of the main objectives of aerobiological surveys is forecasting. Prediction models are required in order to apply aerobiological knowledge to medical or agricultural practice; a necessary condition of these models is not to be chaotic. The existence of chaos is detected through the analysis of a time series. The time series comprises hourly counts of atmospheric pollen grains obtained using a Burkard spore trap from 1987 to 1989 at Mar del Plata. Abraham's method to obtain the correlation dimension was applied. A low and fractal dimension shows chaotic dynamics. The predictability of models for atomspheric pollen forecasting is discussed.
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.
Future mission studies: Forecasting solar flux directly from its chaotic time series

NASA Technical Reports Server (NTRS)

Ashrafi, S.

1991-01-01

The mathematical structure of the programs written to construct a nonlinear predictive model to forecast solar flux directly from its time series without reference to any underlying solar physics is presented. This method and the programs are written so that one could apply the same technique to forecast other chaotic time series, such as geomagnetic data, attitude and orbit data, and even financial indexes and stock market data. Perhaps the most important application of this technique to flight dynamics is to model Goddard Trajectory Determination System (GTDS) output of residues between observed position of spacecraft and calculated position with no drag (drag flag = off). This would result in a new model of drag working directly from observed data.
Hierarchical Regularity in Multi-Basin Dynamics on Protein Landscapes

NASA Astrophysics Data System (ADS)

Matsunaga, Yasuhiro; Kostov, Konstatin S.; Komatsuzaki, Tamiki

2004-04-01

We analyze time series of potential energy fluctuations and principal components at several temperatures for two kinds of off-lattice 46-bead models that have two distinctive energy landscapes. The less-frustrated "funnel" energy landscape brings about stronger nonstationary behavior of the potential energy fluctuations at the folding temperature than the other, rather frustrated energy landscape at the collapse temperature. By combining principal component analysis with an embedding nonlinear time-series analysis, it is shown that the fast fluctuations with small amplitudes of 70-80% of the principal components cause the time series to become almost "random" in only 100 simulation steps. However, the stochastic feature of the principal components tends to be suppressed through a wide range of degrees of freedom at the transition temperature.
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.
Diagnosing and Reconstructing Real-World Hydroclimatic Dynamics from Time Sequenced Data: The Case of Saltwater Intrusion into Coastal Wetlands in Everglades National Park

NASA Astrophysics Data System (ADS)

Huffaker, R.; Munoz-Carpena, R.

2016-12-01

There are increasing calls to audit decision-support models used for environmental policy to ensure that they correspond with the reality facing policy makers. Modelers can establish correspondence by providing empirical evidence of real-world dynamic behavior that their models skillfully simulate. We present a pre-modeling diagnostic framework—based on nonlinear dynamic analysis—for detecting and reconstructing real-world environmental dynamics from observed time-sequenced data. Phenomenological (data-driven) modeling—based on machine learning regression techniques—extracts a set of ordinary differential equations governing empirically-diagnosed system dynamics from a single time series, or from multiple time series on causally-interacting variables. We apply the framework to investigate saltwater intrusion into coastal wetlands in Everglades National Park, Florida, USA. We test the following hypotheses posed in the literature linking regional hydrologic variables with global climatic teleconnections: (1) Sea level in Florida Bay drives well level and well salinity in the coastal Everglades; (2) Atlantic Multidecadal Oscillation (AMO) drives sea level, well level and well salinity; and (3) AMO and (El Niño Southern Oscillation) ENSO bi-causally interact. The thinking is that salt water intrusion links ocean-surface salinity with salinity of inland water sources, and sea level with inland water; that AMO and ENSO share a teleconnective relationship (perhaps through the atmosphere); and that AMO and ENSO both influence inland precipitation and thus well levels. Our results support these hypotheses, and we successfully construct a parsimonious phenomenological model that reproduces diagnosed nonlinear dynamics and system interactions. We propose that reconstructed data dynamics be used, along with other expert information, as a rigorous benchmark to guide specification and testing of hydrologic decision support models corresponding with real-world behavior.
Application of fractal dimension method of functional MRI time-series to limbic dysregulation in anxiety study.

PubMed

Olejarczyk, Elzbieta

2007-01-01

Functional magnetic resonance imaging (fMRI) allows to investigate the amplitude of activation in neural networks of brain. In this work we present the results of fMRI time-series analysis performed to identify the process of dysregulation of dynamic interaction between different limbic system regions in healthy adults in state of increased anxiety. The results obtain for 65 healthy adults using nonlinear dynamics methods like fractal dimension confirm the key roles of the bilateral amygdala, bilateral hippocampus, BA9 (dorsolateral prefrontal cortex), and BA45 (ventromedial prefrontal cortex) in modulating emotional response in healthy adults. For different regions of interest (ROIs) significant correlations were found not only for the neutral respective rest but also for fear and angry contrasts.
Identifying stochastic oscillations in single-cell live imaging time series using Gaussian processes

PubMed Central

Manning, Cerys; Rattray, Magnus

2017-01-01

Multiple biological processes are driven by oscillatory gene expression at different time scales. Pulsatile dynamics are thought to be widespread, and single-cell live imaging of gene expression has lead to a surge of dynamic, possibly oscillatory, data for different gene networks. However, the regulation of gene expression at the level of an individual cell involves reactions between finite numbers of molecules, and this can result in inherent randomness in expression dynamics, which blurs the boundaries between aperiodic fluctuations and noisy oscillators. This underlies a new challenge to the experimentalist because neither intuition nor pre-existing methods work well for identifying oscillatory activity in noisy biological time series. Thus, there is an acute need for an objective statistical method for classifying whether an experimentally derived noisy time series is periodic. Here, we present a new data analysis method that combines mechanistic stochastic modelling with the powerful methods of non-parametric regression with Gaussian processes. Our method can distinguish oscillatory gene expression from random fluctuations of non-oscillatory expression in single-cell time series, despite peak-to-peak variability in period and amplitude of single-cell oscillations. We show that our method outperforms the Lomb-Scargle periodogram in successfully classifying cells as oscillatory or non-oscillatory in data simulated from a simple genetic oscillator model and in experimental data. Analysis of bioluminescent live-cell imaging shows a significantly greater number of oscillatory cells when luciferase is driven by a Hes1 promoter (10/19), which has previously been reported to oscillate, than the constitutive MoMuLV 5’ LTR (MMLV) promoter (0/25). The method can be applied to data from any gene network to both quantify the proportion of oscillating cells within a population and to measure the period and quality of oscillations. It is publicly available as a MATLAB package. PMID:28493880
Comparative Analysis of Volcanic Inflation—Deflation Cycles

NASA Astrophysics Data System (ADS)

Walwer, D.; Ghil, M.; Calais, E.

2016-12-01

GPS geodetic data together with INSAR images are often used to formulate kinematic models of the sources of volcanic deformations. The increasing amount of data now available allows one to produce time series that are several years long and thus capture continuously the history of volcanic deformations, in particular their nonlinear behavior. This information is highly valuable in helping understand the dynamics of volcanic systems.Nonlinear deformation signals are, however, difficult to extract from the background noise inherent in the GPS time series. It is also arduous to unravel the signal of interest from other nonlinear signals, such as the seasonal oscillations associated with mass variations in the atmosphere, the ocean, and the hydrological reservoirs. Here we use Multichannel Singular Spectrum Analysis (M-SSA) — an advanced, data-adaptive method for time series analysis that exploits simultaneously the temporal and spatial correlations of geophysical fields — to extract such deformation signals.We apply M-SSA to GPS data sets from four volcanoes: Akutan, Alaska; Okmok, Alaska; Westdahl, Alaska; and Piton de la Fournaise, La Reunion. Our analyses show that all four volcanoes share similar features in their deformation history, suggesting similarities in the dynamics that generate the inflation-deflation cycles. In particular, all four volcanic systems exhibit sawtooth-shaped oscillations with slow inflations followed by slower deflations, with time scales that vary from 6 months to 4 years. This relation of dynamical similarity is further highlighted by the phase portrait reconstruction of the four systems in the plane of deformation vs. rate-of-deformation, as obtained from the deformation signals extracted from the GPS time series using M-SSA.The inflating phase of these oscillations is followed by eruptions at Okmok volcano and at Piton de la Fournaise. These analysis results suggest that these volcanic inflation—deflation cycles are associated with the destabilization of a volcanic system and may lead to the identification of premonitory signals for an eruptive regime.
Dissolved organic nitrogen dynamics in the North Sea: A time series analysis (1995-2005)

NASA Astrophysics Data System (ADS)

Van Engeland, T.; Soetaert, K.; Knuijt, A.; Laane, R. W. P. M.; Middelburg, J. J.

2010-09-01

Dissolved organic nitrogen (DON) dynamics in the North Sea was explored by means of long-term time series of nitrogen parameters from the Dutch national monitoring program. Generally, the data quality was good with little missing data points. Different imputation methods were used to verify the robustness of the patterns against these missing data. No long-term trends in DON concentrations were found over the sampling period (1995-2005). Inter-annual variability in the different time series showed both common and station-specific behavior. The stations could be divided into two regions, based on absolute concentrations and the dominant times scales of variability. Average DON concentrations were 11 μmol l -1 in the coastal region and 5 μmol l -1 in the open sea. Organic fractions of total dissolved nitrogen (TDN) averaged 38 and 71% in the coastal zone and open sea, respectively, but increased over time due to decreasing dissolved inorganic nitrogen (DIN) concentrations. In both regions intra-annual variability dominated over inter-annual variability, but DON variation in the open sea was markedly shifted towards shorter time scales relative to coastal stations. In the coastal zone a consistent seasonal DON cycle existed with high values in spring-summer and low values in autumn-winter. In the open sea seasonality was weak. A marked shift in the seasonality was found at the Dogger Bank, with DON accumulation towards summer and low values in winter prior to 1999, and accumulation in spring and decline throughout summer after 1999. This study clearly shows that DON is a dynamic actor in the North Sea and should be monitored systematically to enable us to understand fully the functioning of this ecosystem.
Universal fractal scaling in stream chemistry and its implications for solute transport and water quality trend detection

PubMed Central

Kirchner, James W.; Neal, Colin

2013-01-01

The chemical dynamics of lakes and streams affect their suitability as aquatic habitats and as water supplies for human needs. Because water quality is typically monitored only weekly or monthly, however, the higher-frequency dynamics of stream chemistry have remained largely invisible. To illuminate a wider spectrum of water quality dynamics, rainfall and streamflow were sampled in two headwater catchments at Plynlimon, Wales, at 7-h intervals for 1–2 y and weekly for over two decades, and were analyzed for 45 solutes spanning the periodic table from H+ to U. Here we show that in streamflow, all 45 of these solutes, including nutrients, trace elements, and toxic metals, exhibit fractal 1/fα scaling on time scales from hours to decades (α = 1.05 ± 0.15, mean ± SD). We show that this fractal scaling can arise through dispersion of random chemical inputs distributed across a catchment. These 1/f time series are non–self-averaging: monthly, yearly, or decadal averages are approximately as variable, one from the next, as individual measurements taken hours or days apart, defying naive statistical expectations. (By contrast, stream discharge itself is nonfractal, and self-averaging on time scales of months and longer.) In the solute time series, statistically significant trends arise much more frequently, on all time scales, than one would expect from conventional t statistics. However, these same trends are poor predictors of future trends—much poorer than one would expect from their calculated uncertainties. Our results illustrate how 1/f time series pose fundamental challenges to trend analysis and change detection in environmental systems. PMID:23842090
Universal fractal scaling in stream chemistry and its implications for solute transport and water quality trend detection

NASA Astrophysics Data System (ADS)

Kirchner, James W.; Neal, Colin

2013-07-01

The chemical dynamics of lakes and streams affect their suitability as aquatic habitats and as water supplies for human needs. Because water quality is typically monitored only weekly or monthly, however, the higher-frequency dynamics of stream chemistry have remained largely invisible. To illuminate a wider spectrum of water quality dynamics, rainfall and streamflow were sampled in two headwater catchments at Plynlimon, Wales, at 7-h intervals for 1-2 y and weekly for over two decades, and were analyzed for 45 solutes spanning the periodic table from H+ to U. Here we show that in streamflow, all 45 of these solutes, including nutrients, trace elements, and toxic metals, exhibit fractal 1/fα scaling on time scales from hours to decades (α = 1.05 ± 0.15, mean ± SD). We show that this fractal scaling can arise through dispersion of random chemical inputs distributed across a catchment. These 1/f time series are non-self-averaging: monthly, yearly, or decadal averages are approximately as variable, one from the next, as individual measurements taken hours or days apart, defying naive statistical expectations. (By contrast, stream discharge itself is nonfractal, and self-averaging on time scales of months and longer.) In the solute time series, statistically significant trends arise much more frequently, on all time scales, than one would expect from conventional t statistics. However, these same trends are poor predictors of future trends-much poorer than one would expect from their calculated uncertainties. Our results illustrate how 1/f time series pose fundamental challenges to trend analysis and change detection in environmental systems.
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

Dynamic modeling of neuronal responses in fMRI using cubature Kalman filtering

PubMed Central

Havlicek, Martin; Friston, Karl J.; Jan, Jiri; Brazdil, Milan; Calhoun, Vince D.

2011-01-01

This paper presents a new approach to inverting (fitting) models of coupled dynamical systems based on state-of-the-art (cubature) Kalman filtering. Crucially, this inversion furnishes posterior estimates of both the hidden states and parameters of a system, including any unknown exogenous input. Because the underlying generative model is formulated in continuous time (with a discrete observation process) it can be applied to a wide variety of models specified with either ordinary or stochastic differential equations. These are an important class of models that are particularly appropriate for biological time-series, where the underlying system is specified in terms of kinetics or dynamics (i.e., dynamic causal models). We provide comparative evaluations with generalized Bayesian filtering (dynamic expectation maximization) and demonstrate marked improvements in accuracy and computational efficiency. We compare the schemes using a series of difficult (nonlinear) toy examples and conclude with a special focus on hemodynamic models of evoked brain responses in fMRI. Our scheme promises to provide a significant advance in characterizing the functional architectures of distributed neuronal systems, even in the absence of known exogenous (experimental) input; e.g., resting state fMRI studies and spontaneous fluctuations in electrophysiological studies. Importantly, unlike current Bayesian filters (e.g. DEM), our scheme provides estimates of time-varying parameters, which we will exploit in future work on the adaptation and enabling of connections in the brain. PMID:21396454
The CACAO Method for Smoothing, Gap Filling, and Characterizing Seasonal Anomalies in Satellite Time Series

NASA Technical Reports Server (NTRS)

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

2013-01-01

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

NASA Astrophysics Data System (ADS)

Livina, Valerie N.; Brouwer, Albert; Harris, Peter; Wang, Lian; Sotirakopoulos, Kostas; Robinson, Stephen

2018-02-01

We apply tipping point analysis to a large record of ocean acoustic data to identify the main components of the acoustic dynamical system and study possible bifurcations and transitions of the system. The analysis is based on a statistical physics framework with stochastic modelling, where we represent the observed data as a composition of deterministic and stochastic components estimated from the data using time-series techniques. We analyse long-term and seasonal trends, system states and acoustic fluctuations to reconstruct a one-dimensional stochastic equation to approximate the acoustic dynamical system. We apply potential analysis to acoustic fluctuations and detect several changes in the system states in the past 14 years. These are most likely caused by climatic phenomena. We analyse trends in sound pressure level within different frequency bands and hypothesize a possible anthropogenic impact on the acoustic environment. The tipping point analysis framework provides insight into the structure of the acoustic data and helps identify its dynamic phenomena, correctly reproducing the probability distribution and scaling properties (power-law correlations) of the time series.
Ecological change points: The strength of density dependence and the loss of history.

PubMed

Ponciano, José M; Taper, Mark L; Dennis, Brian

2018-05-01

Change points in the dynamics of animal abundances have extensively been recorded in historical time series records. Little attention has been paid to the theoretical dynamic consequences of such change-points. Here we propose a change-point model of stochastic population dynamics. This investigation embodies a shift of attention from the problem of detecting when a change will occur, to another non-trivial puzzle: using ecological theory to understand and predict the post-breakpoint behavior of the population dynamics. The proposed model and the explicit expressions derived here predict and quantify how density dependence modulates the influence of the pre-breakpoint parameters into the post-breakpoint dynamics. Time series transitioning from one stationary distribution to another contain information about where the process was before the change-point, where is it heading and how long it will take to transition, and here this information is explicitly stated. Importantly, our results provide a direct connection of the strength of density dependence with theoretical properties of dynamic systems, such as the concept of resilience. Finally, we illustrate how to harness such information through maximum likelihood estimation for state-space models, and test the model robustness to widely different forms of compensatory dynamics. The model can be used to estimate important quantities in the theory and practice of population recovery. Copyright © 2018 Elsevier Inc. All rights reserved.
Heart rate time series characteristics for early detection of infections in critically ill patients.

PubMed

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

2017-04-01

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

PubMed

Proskovec, Amy L; Heinrichs-Graham, Elizabeth; Wiesman, Alex I; McDermott, Timothy J; Wilson, Tony W

2018-05-01

The ability to reorient attention within the visual field is central to daily functioning, and numerous fMRI studies have shown that the dorsal and ventral attention networks (DAN, VAN) are critical to such processes. However, despite the instantaneous nature of attentional shifts, the dynamics of oscillatory activity serving attentional reorientation remain poorly characterized. In this study, we utilized magnetoencephalography (MEG) and a Posner task to probe the dynamics of attentional reorienting in 29 healthy adults. MEG data were transformed into the time-frequency domain and significant oscillatory responses were imaged using a beamformer. Voxel time series were then extracted from peak voxels in the functional beamformer images. These time series were used to quantify the dynamics of attentional reorienting, and to compute dynamic functional connectivity. Our results indicated strong increases in theta and decreases in alpha and beta activity across many nodes in the DAN and VAN. Interestingly, theta responses were generally stronger during trials that required attentional reorienting relative to those that did not, while alpha and beta oscillations were more dynamic, with many regions exhibiting significantly stronger responses during non-reorienting trials initially, and the opposite pattern during later processing. Finally, stronger functional connectivity was found following target presentation (575-700 ms) between bilateral superior parietal lobules during attentional reorienting. In sum, these data show that visual attention is served by multiple cortical regions within the DAN and VAN, and that attentional reorienting processes are often associated with spectrally-specific oscillations that have largely distinct spatiotemporal dynamics. © 2018 Wiley Periodicals, Inc.
The Superstatistical Nature and Interoccurrence Time of Atmospheric Mercury Concentration Fluctuations

EPA Science Inventory

The probability density function (PDF) of the time intervals between subsequent extreme events in atmospheric Hg0 concentration data series from different latitudes has been investigated. The Hg0 dynamic possesses a long-term memory autocorrelation function. Above a fixed thresh...
Neutron star dynamics under time-dependent external torques

NASA Astrophysics Data System (ADS)

Gügercinoǧlu, Erbil; Alpar, M. Ali

2017-11-01

The two-component model describes neutron star dynamics incorporating the response of the superfluid interior. Conventional solutions and applications involve constant external torques, as appropriate for radio pulsars on dynamical time-scales. We present the general solution of two-component dynamics under arbitrary time-dependent external torques, with internal torques that are linear in the rotation rates, or with the extremely non-linear internal torques due to vortex creep. The two-component model incorporating the response of linear or non-linear internal torques can now be applied not only to radio pulsars but also to magnetars and to neutron stars in binary systems, with strong observed variability and noise in the spin-down or spin-up rates. Our results allow the extraction of the time-dependent external torques from the observed spin-down (or spin-up) time series, \\dot{Ω }(t). Applications are discussed.
Dynamical Bayesian inference of time-evolving interactions: From a pair of coupled oscillators to networks of oscillators

NASA Astrophysics Data System (ADS)

Duggento, Andrea; Stankovski, Tomislav; McClintock, Peter V. E.; Stefanovska, Aneta

2012-12-01

Living systems have time-evolving interactions that, until recently, could not be identified accurately from recorded time series in the presence of noise. Stankovski [Phys. Rev. Lett.PRLTAO0031-900710.1103/PhysRevLett.109.024101 109, 024101 (2012)] introduced a method based on dynamical Bayesian inference that facilitates the simultaneous detection of time-varying synchronization, directionality of influence, and coupling functions. It can distinguish unsynchronized dynamics from noise-induced phase slips. The method is based on phase dynamics, with Bayesian inference of the time-evolving parameters being achieved by shaping the prior densities to incorporate knowledge of previous samples. We now present the method in detail using numerically generated data, data from an analog electronic circuit, and cardiorespiratory data. We also generalize the method to encompass networks of interacting oscillators and thus demonstrate its applicability to small-scale networks.
Modes and emergent time scales of embayed beach dynamics

NASA Astrophysics Data System (ADS)

Ratliff, Katherine M.; Murray, A. Brad

2014-10-01

In this study, we use a simple numerical model (the Coastline Evolution Model) to explore alongshore transport-driven shoreline dynamics within generalized embayed beaches (neglecting cross-shore effects). Using principal component analysis (PCA), we identify two primary orthogonal modes of shoreline behavior that describe shoreline variation about its unchanging mean position: the rotation mode, which has been previously identified and describes changes in the mean shoreline orientation, and a newly identified breathing mode, which represents changes in shoreline curvature. Wavelet analysis of the PCA mode time series reveals characteristic time scales of these modes (typically years to decades) that emerge within even a statistically constant white-noise wave climate (without changes in external forcing), suggesting that these time scales can arise from internal system dynamics. The time scales of both modes increase linearly with shoreface depth, suggesting that the embayed beach sediment transport dynamics exhibit a diffusive scaling.
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.
The potential energy landscape contribution to the dynamic heat capacity

NASA Astrophysics Data System (ADS)

Brown, Jonathan R.; McCoy, John D.

2011-05-01

The dynamic heat capacity of a simple polymeric, model glassformer was computed using molecular dynamics simulations by sinusoidally driving the temperature and recording the resultant energy. The underlying potential energy landscape of the system was probed by taking a time series of particle positions and quenching them. The resulting dynamic heat capacity demonstrates that the long time relaxation is the direct result of dynamics resulting from the potential energy landscape. Moreover, the equilibrium (low frequency) portion of the potential energy landscape contribution to the heat capacity is found to increase rapidly at low temperatures and at high packing fractions. This increase in the heat capacity is explained by a statistical mechanical model based on the distribution of minima in the potential energy landscape.
Dynamical inference: where phase synchronization and generalized synchronization meet.

PubMed

Stankovski, Tomislav; McClintock, Peter V E; Stefanovska, Aneta

2014-06-01

Synchronization is a widespread phenomenon that occurs among interacting oscillatory systems. It facilitates their temporal coordination and can lead to the emergence of spontaneous order. The detection of synchronization from the time series of such systems is of great importance for the understanding and prediction of their dynamics, and several methods for doing so have been introduced. However, the common case where the interacting systems have time-variable characteristic frequencies and coupling parameters, and may also be subject to continuous external perturbation and noise, still presents a major challenge. Here we apply recent developments in dynamical Bayesian inference to tackle these problems. In particular, we discuss how to detect phase slips and the existence of deterministic coupling from measured data, and we unify the concepts of phase synchronization and general synchronization. Starting from phase or state observables, we present methods for the detection of both phase and generalized synchronization. The consistency and equivalence of phase and generalized synchronization are further demonstrated, by the analysis of time series from analog electronic simulations of coupled nonautonomous van der Pol oscillators. We demonstrate that the detection methods work equally well on numerically simulated chaotic systems. In all the cases considered, we show that dynamical Bayesian inference can clearly identify noise-induced phase slips and distinguish coherence from intrinsic coupling-induced synchronization.
Dimensional analysis of acoustically propagated signals

NASA Technical Reports Server (NTRS)

Hansen, Scott D.; Thomson, Dennis W.

1993-01-01

Traditionally, long term measurements of atmospherically propagated sound signals have consisted of time series of multiminute averages. Only recently have continuous measurements with temporal resolution corresponding to turbulent time scales been available. With modern digital data acquisition systems we now have the capability to simultaneously record both acoustical and meteorological parameters with sufficient temporal resolution to allow us to examine in detail relationships between fluctuating sound and the meteorological variables, particularly wind and temperature, which locally determine the acoustic refractive index. The atmospheric acoustic propagation medium can be treated as a nonlinear dynamical system, a kind of signal processor whose innards depend on thermodynamic and turbulent processes in the atmosphere. The atmosphere is an inherently nonlinear dynamical system. In fact one simple model of atmospheric convection, the Lorenz system, may well be the most widely studied of all dynamical systems. In this paper we report some results of our having applied methods used to characterize nonlinear dynamical systems to study the characteristics of acoustical signals propagated through the atmosphere. For example, we investigate whether or not it is possible to parameterize signal fluctuations in terms of fractal dimensions. For time series one such parameter is the limit capacity dimension. Nicolis and Nicolis were among the first to use the kind of methods we have to study the properties of low dimension global attractors.
Dynamical role of predators in population cycles of a forest insect: an experimental test.

Treesearch

P. Turchin; A.D. Taylor; J.D. Reeve

1999-01-01

Population cycles occur frequently in forest insects.Time-series analysis of fluctuations in one such insect, the southern pine beetle (Dendroctonus frontalis), suggests that beetle dynamics are dominated by an ecological process acting in a delayed density-dependent manner.The hypothesis that delayed density-dependence in this insect results from its interaction with...
Monitoring the Effects of Forest Restoration Treatments on Post-Fire Vegetation Recovery with MODIS Multitemporal Data

PubMed Central

van Leeuwen, Willem J. D.

2008-01-01

This study examines how satellite based time-series vegetation greenness data and phenological measurements can be used to monitor and quantify vegetation recovery after wildfire disturbances and examine how pre-fire fuel reduction restoration treatments impact fire severity and impact vegetation recovery trajectories. Pairs of wildfire affected sites and a nearby unburned reference site were chosen to measure the post-disturbance recovery in relation to climate variation. All site pairs were chosen in forested uplands in Arizona and were restricted to the area of the Rodeo-Chediski fire that occurred in 2002. Fuel reduction treatments were performed in 1999 and 2001. The inter-annual and seasonal vegetation dynamics before, during, and after wildfire events can be monitored using a time series of biweekly composited MODIS NDVI (Moderate Resolution Imaging Spectroradiometer - Normalized Difference Vegetation Index) data. Time series analysis methods included difference metrics, smoothing filters, and fitting functions that were applied to extract seasonal and inter-annual change and phenological metrics from the NDVI time series data from 2000 to 2007. Pre- and post-fire Landsat data were used to compute the Normalized Burn Ratio (NBR) and examine burn severity at the selected sites. The phenological metrics (pheno-metrics) included the timing and greenness (i.e. NDVI) for the start, peak and end of the growing season as well as proxy measures for the rate of green-up and senescence and the annual vegetation productivity. Pre-fire fuel reduction treatments resulted in lower fire severity, which reduced annual productivity much less than untreated areas within the Rodeo-Chediski fire perimeter. The seasonal metrics were shown to be useful for estimating the rate of post-fire disturbance recovery and the timing of phenological greenness phases. The use of satellite time series NDVI data and derived pheno-metrics show potential for tracking vegetation cover dynamics and successional changes in response to drought, wildfire disturbances, and forest restoration treatments in fire-suppressed forests. PMID:27879809
Generating Dynamic Persistence in the Time Domain

NASA Astrophysics Data System (ADS)

Guerrero, A.; Smith, L. A.; Smith, L. A.; Kaplan, D. T.

2001-12-01

Many dynamical systems present long-range correlations. Physically, these systems vary from biological to economical, including geological or urban systems. Important geophysical candidates for this type of behaviour include weather (or climate) and earthquake sequences. Persistence is characterised by slowly decaying correlation function; that, in theory, never dies out. The Persistence exponent reflects the degree of memory in the system and much effort has been expended creating and analysing methods that successfully estimate this parameter and model data that exhibits persistence. The most widely used methods for generating long correlated time series are not dynamical systems in the time domain, but instead are derived from a given spectral density. Little attention has been drawn to modelling persistence in the time domain. The time domain approach has the advantage that an observation at certain time can be calculated using previous observations which is particularly suitable when investigating the predictability of a long memory process. We will describe two of these methods in the time domain. One is a traditional approach using fractional ARIMA (autoregressive and moving average) models; the second uses a novel approach to extending a given series using random Fourier basis functions. The statistical quality of the two methods is compared, and they are contrasted with weather data which shows, reportedly, persistence. The suitability of this approach both for estimating predictability and for making predictions is discussed.
Low-dimensional chaos in magnetospheric activity from AE time series

NASA Technical Reports Server (NTRS)

Vassiliadis, D. V.; Sharma, A. S.; Eastman, T. E.; Papadopoulos, K.

1990-01-01

The magnetospheric response to the solar-wind input, as represented by the time-series measurements of the auroral electrojet (AE) index, has been examined using phase-space reconstruction techniques. The system was found to behave as a low-dimensional chaotic system with a fractal dimension of 3.6 and has Kolmogorov entropy less than 0.2/min. These indicate that the dynamics of the system can be adequately described by four independent variables, and that the corresponding intrinsic time scale is of the order of 5 min. The relevance of the results to magnetospheric modeling is discussed.
Detecting population-environmental interactions with mismatched time series data.

PubMed

Ferguson, Jake M; Reichert, Brian E; Fletcher, Robert J; Jager, Henriëtte I

2017-11-01

Time series analysis is an essential method for decomposing the influences of density and exogenous factors such as weather and climate on population regulation. However, there has been little work focused on understanding how well commonly collected data can reconstruct the effects of environmental factors on population dynamics. We show that, analogous to similar scale issues in spatial data analysis, coarsely sampled temporal data can fail to detect covariate effects when interactions occur on timescales that are fast relative to the survey period. We propose a method for modeling mismatched time series data that couples high-resolution environmental data to low-resolution abundance data. We illustrate our approach with simulations and by applying it to Florida's southern Snail kite population. Our simulation results show that our method can reliably detect linear environmental effects and that detecting nonlinear effects requires high-resolution covariate data even when the population turnover rate is slow. In the Snail kite analysis, our approach performed among the best in a suite of previously used environmental covariates explaining Snail kite dynamics and was able to detect a potential phenological shift in the environmental dependence of Snail kites. Our work provides a statistical framework for reliably detecting population-environment interactions from coarsely surveyed time series. An important implication of this work is that the low predictability of animal population growth by weather variables found in previous studies may be due, in part, to how these data are utilized as covariates. © 2017 by the Ecological Society of America.
Detecting population–environmental interactions with mismatched time series data

PubMed Central

Ferguson, Jake M.; Reichert, Brian E.; Fletcher, Robert J.; Jager, Henriëtte I.

2017-01-01

Time series analysis is an essential method for decomposing the influences of density and exogenous factors such as weather and climate on population regulation. However, there has been little work focused on understanding how well commonly collected data can reconstruct the effects of environmental factors on population dynamics. We show that, analogous to similar scale issues in spatial data analysis, coarsely sampled temporal data can fail to detect covariate effects when interactions occur on timescales that are fast relative to the survey period. We propose a method for modeling mismatched time series data that couples high-resolution environmental data to low-resolution abundance data. We illustrate our approach with simulations and by applying it to Florida’s southern Snail kite population. Our simulation results show that our method can reliably detect linear environmental effects and that detecting nonlinear effects requires high-resolution covariate data even when the population turnover rate is slow. In the Snail kite analysis, our approach performed among the best in a suite of previously used environmental covariates explaining Snail kite dynamics and was able to detect a potential phenological shift in the environmental dependence of Snail kites. Our work provides a statistical framework for reliably detecting population–environment interactions from coarsely surveyed time series. An important implication of this work is that the low predictability of animal population growth by weather variables found in previous studies may be due, in part, to how these data are utilized as covariates. PMID:28759123

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