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.

Spatial Upscaling of Long-term In Situ LAI Measurements from Global Network Sites for Validation of Remotely Sensed Products

NASA Astrophysics Data System (ADS)

Xu, B.; Jing, L.; Qinhuo, L.; Zeng, Y.; Yin, G.; Fan, W.; Zhao, J.

2015-12-01

and 0.99 in July, and for GEOV1 are 0.61 in March and 1.23 in August, respectively. (iii) The overall uncertainty for MODIS, GLASS and GEOV1 is 1.36, 0.90 and 0.99, respectively. According to this study, the long-term LAI measurements can be used to validate time series remote sensing products by spatial upscaling from point-scale to pixel-scale.

[Simulating of carbon fluxes in bamboo forest ecosystem using BEPS model based on the LAI assimilated with Dual Ensemble Kalman Filter].

PubMed

Li, Xue Jian; Mao, Fang Jie; Du, Hua Qiang; Zhou, Guo Mo; Xu, Xiao Jun; Li, Ping Heng; Liu, Yu Li; Cui, Lu

2016-12-01

LAI is one of the most important observation data in the research of carbon cycle of forest ecosystem, and it is also an important parameter to drive process-based ecosystem model. The Moso bamboo forest (MBF) and Lei bamboo forest (LBF) were selected as the study targets. Firstly, the MODIS LAI time series data during 2014-2015 was assimilated with Dual Ensemble Kalman Filter method. Secondly, the high quality assimilated MBF LAI and LBF LAI were used as input dataset to drive BEPS model for simulating the gross primary productivity (GPP), net ecosystem exchange (NEE) and total ecosystem respiration (TER) of the two types of bamboo forest ecosystem, respectively. The modeled carbon fluxes were evaluated by the observed carbon fluxes data, and the effects of different quality LAI inputs on carbon cycle simulation were also studied. The LAI assimilated using Dual Ensemble Kalman Filter of MBF and LBF were significantly correlated with the observed LAI, with high R 2 of 0.81 and 0.91 respectively, and lower RMSE and absolute bias, which represented the great improvement of the accuracy of MODIS LAI products. With the driving of assimilated LAI, the modeled GPP, NEE, and TER were also highly correlated with the flux observation data, with the R 2 of 0.66, 0.47, and 0.64 for MBF, respectively, and 0.66, 0.45, and 0.73 for LBF, respectively. The accuracy of carbon fluxes modeled with assimilated LAI was higher than that acquired by the locally adjusted cubic-spline capping method, in which, the accuracy of mo-deled NEE for MBF and LBF increased by 11.2% and 11.8% at the most degrees, respectively.

LAI inversion algorithm based on directional reflectance kernels.

PubMed

Tang, S; Chen, J M; Zhu, Q; Li, X; Chen, M; Sun, R; Zhou, Y; Deng, F; Xie, D

2007-11-01

Leaf area index (LAI) is an important ecological and environmental parameter. A new LAI algorithm is developed using the principles of ground LAI measurements based on canopy gap fraction. First, the relationship between LAI and gap fraction at various zenith angles is derived from the definition of LAI. Then, the directional gap fraction is acquired from a remote sensing bidirectional reflectance distribution function (BRDF) product. This acquisition is obtained by using a kernel driven model and a large-scale directional gap fraction algorithm. The algorithm has been applied to estimate a LAI distribution in China in mid-July 2002. The ground data acquired from two field experiments in Changbai Mountain and Qilian Mountain were used to validate the algorithm. To resolve the scale discrepancy between high resolution ground observations and low resolution remote sensing data, two TM images with a resolution approaching the size of ground plots were used to relate the coarse resolution LAI map to ground measurements. First, an empirical relationship between the measured LAI and a vegetation index was established. Next, a high resolution LAI map was generated using the relationship. The LAI value of a low resolution pixel was calculated from the area-weighted sum of high resolution LAIs composing the low resolution pixel. The results of this comparison showed that the inversion algorithm has an accuracy of 82%. Factors that may influence the accuracy are also discussed in this paper.

Modeling the effect of photosynthetic vegetation properties on the NDVI--LAI relationship.

PubMed

Steltzer, Heidi; Welker, Jeffrey M

2006-11-01

Developing a relationship between the normalized difference vegetation index (NDVI) and the leaf area index (LAI) is essential to describe the pattern of spatial or temporal variation in LAI that controls carbon, water, and energy exchange in many ecosystem process models. Photosynthetic vegetation (PV) properties can affect the estimation of LAI, but no models integrate the effects of multiple species. We developed four alternative NDVI-LAI models, three of which integrate PV effects: no PV effects, leaf-level effects, canopy-level effects, and effects at both levels. The models were fit to data across the natural range of variation in NDVI for a widespread High Arctic ecosystem. The weight of evidence supported the canopy-level model (Akaike weight, wr = 0.98), which includes species-specific canopy coefficients that primarily scale fractional PV cover to LAI by accounting for the area of unexposed PV. Modeling the canopy-level effects improved prediction of LAI (R2 = 0.82) over the model with no PV effect (R2 = 0.71) across the natural range of variation in NDVI but did not affect the site-level estimate of LAI. Satellite-based methods to estimate species composition, a variable in the model, will need to be developed. We expect that including the effects of PV properties in NDVI-LAI models will improve prediction of LAI where species composition varies across space or changes over time.

Uncertainty Analysis in the Creation of a Fine-Resolution Leaf Area Index (LAI) Reference Map for Validation of Moderate Resolution LAI Products

EPA Science Inventory

The validation process for a moderate resolution leaf area index (LAI) product (i.e., MODIS) involves the creation of a high spatial resolution LAI reference map (Lai-RM), which when scaled to the moderate LAI resolution (i.e., >1 km) allows for comparison and analysis with this ...

Evaluation of the MODIS LAI product using independent lidar-derived LAI: A case study in mixed conifer forest

Treesearch

Jennifer L. R. Jensen; Karen S. Humes; Andrew T. Hudak; Lee A. Vierling; Eric Delmelle

2011-01-01

This study presents an alternative assessment of the MODIS LAI product for a 58,000 ha evergreen needleleaf forest located in the western Rocky Mountain range in northern Idaho by using lidar data to model (R2=0.86, RMSE=0.76) and map LAI at higher resolution across a large number of MODIS pixels in their entirety. Moderate resolution (30 m) lidar-based LAI estimates...

Patient and prescriber perspectives on long-acting injectable (LAI) antipsychotics and analysis of in-office discussion regarding LAI treatment for schizophrenia

PubMed Central

2013-01-01

Background The research goal is to better understand prescriber, patient, and caregiver perspectives about long-acting injectable (LAI) antipsychotic therapy and how these perspectives affect LAI use. Addressing these perspectives in the clinic may lead to greater success in achieving therapeutic goals for the patient with schizophrenia. Methods Ethnographic information was collected from a non-random sample of 69 prescriber-patient conversations (60 with community mental health center [CMHC] psychiatrists; 9 with nurse-practitioners) recorded during treatment visits from August 2011 to February 2012, transcribed and analyzed. Discussions were categorized according to 11 predetermined CMHC topics. In-person observations were also conducted at 4 CMHCs, including home visits by researchers (n = 15 patients) prior to the CMHC visit and observations of patients receiving injections and interacting with staff. Telephone in-depth interviews with psychiatrists, patients, and caregivers to gather additional information on LAI discussion, prescription, or use were conducted. Results Antipsychotic treatment decisions were made without patient or caregiver input in 40 of 60 (67%) of psychiatrist-patient conversations. Involvement of patients or caregivers in treatment decisions was greater when discussing LAI (15 of 60 [25%]) vs oral antipsychotic treatment (5 of 60 [8%]). LAIs were not discussed by psychiatrists in 11 of 22 (50%) patients taking oral antipsychotics. When offered, more LAI-naïve patients expressed neutral (9 of 19 [47%]) rather than favorable (3 of 19 [16%]) or unfavorable (7 of 19 [37%]) responses. Prescribers were most concerned about potentially damaging the therapeutic relationship and side-effects when discussing LAIs while patient resistance was often related to negative feelings about injections. Psychiatrists had some success in overcoming patient objections to LAIs by addressing and decomposing initial resistance. More than half (11 of 19 [58

Seasonal LAI in slash pine estimated with LANDSAT TM

NASA Technical Reports Server (NTRS)

Curran, Paul J.; Dungan, Jennifer L.; Gholz, Henry L.

1990-01-01

The leaf area index (LAI, total area of leaves per unit area of ground) of most forest canopies varies throughout the year, yet for logistical reasons it is difficult to estimate anything more detailed than a seasonal maximum LAI. To determine if remotely sensed data can be used to estimate LAI seasonally, field measurements of LAI were compared to normalized difference vegetation index (NDVI) values derived using LANDSAT Thematic Mapper (TM) data, for 16 fertilized and control slash pine plots on 3 dates. Linear relationships existed between NDVI and LAI with R(sup 2) values of 0.35, 0.75, and 0.86 for February 1988, September 1988, and March, 1989, respectively. This is the first reported study in which NDVI is related to forest LAI recorded during the month of sensor overpass. Predictive relationships based on data from eight of the plots were used to estimate the LAI of the other eight plots with a root-mean-square error of 0.74 LAI, which is 15.6 percent of the mean LAI. This demonstrates the potential use of LANDSAT TM data for studying seasonal dynamics in forest canopies.

Linking in situ LAI and fine resolution remote sensing data to map reference LAI over cropland and grassland using geostatistical regression method

NASA Astrophysics Data System (ADS)

He, Yaqian; Bo, Yanchen; Chai, Leilei; Liu, Xiaolong; Li, Aihua

2016-08-01

Leaf Area Index (LAI) is an important parameter of vegetation structure. A number of moderate resolution LAI products have been produced in urgent need of large scale vegetation monitoring. High resolution LAI reference maps are necessary to validate these LAI products. This study used a geostatistical regression (GR) method to estimate LAI reference maps by linking in situ LAI and Landsat TM/ETM+ and SPOT-HRV data over two cropland and two grassland sites. To explore the discrepancies of employing different vegetation indices (VIs) on estimating LAI reference maps, this study established the GR models for different VIs, including difference vegetation index (DVI), normalized difference vegetation index (NDVI), and ratio vegetation index (RVI). To further assess the performance of the GR model, the results from the GR and Reduced Major Axis (RMA) models were compared. The results show that the performance of the GR model varies between the cropland and grassland sites. At the cropland sites, the GR model based on DVI provides the best estimation, while at the grassland sites, the GR model based on DVI performs poorly. Compared to the RMA model, the GR model improves the accuracy of reference LAI maps in terms of root mean square errors (RMSE) and bias.

Retrieving Leaf Area Index (LAI) Using Remote Sensing: Theories, Methods and Sensors

PubMed Central

Zheng, Guang; Moskal, L. Monika

2009-01-01

The ability to accurately and rapidly acquire leaf area index (LAI) is an indispensable component of process-based ecological research facilitating the understanding of gas-vegetation exchange phenomenon at an array of spatial scales from the leaf to the landscape. However, LAI is difficult to directly acquire for large spatial extents due to its time consuming and work intensive nature. Such efforts have been significantly improved by the emergence of optical and active remote sensing techniques. This paper reviews the definitions and theories of LAI measurement with respect to direct and indirect methods. Then, the methodologies for LAI retrieval with regard to the characteristics of a range of remotely sensed datasets are discussed. Remote sensing indirect methods are subdivided into two categories of passive and active remote sensing, which are further categorized as terrestrial, aerial and satellite-born platforms. Due to a wide variety in spatial resolution of remotely sensed data and the requirements of ecological modeling, the scaling issue of LAI is discussed and special consideration is given to extrapolation of measurement to landscape and regional levels. PMID:22574042

Retrieving Leaf Area Index (LAI) Using Remote Sensing: Theories, Methods and Sensors.

PubMed

Zheng, Guang; Moskal, L Monika

2009-01-01

The ability to accurately and rapidly acquire leaf area index (LAI) is an indispensable component of process-based ecological research facilitating the understanding of gas-vegetation exchange phenomenon at an array of spatial scales from the leaf to the landscape. However, LAI is difficult to directly acquire for large spatial extents due to its time consuming and work intensive nature. Such efforts have been significantly improved by the emergence of optical and active remote sensing techniques. This paper reviews the definitions and theories of LAI measurement with respect to direct and indirect methods. Then, the methodologies for LAI retrieval with regard to the characteristics of a range of remotely sensed datasets are discussed. Remote sensing indirect methods are subdivided into two categories of passive and active remote sensing, which are further categorized as terrestrial, aerial and satellite-born platforms. Due to a wide variety in spatial resolution of remotely sensed data and the requirements of ecological modeling, the scaling issue of LAI is discussed and special consideration is given to extrapolation of measurement to landscape and regional levels.

EPIC-Simulated and MODIS-Derived Leaf Area Index (LAI) ...

EPA Pesticide Factsheets

Leaf Area Index (LAI) is an important parameter in assessing vegetation structure for characterizing forest canopies over large areas at broad spatial scales using satellite remote sensing data. However, satellite-derived LAI products can be limited by obstructed atmospheric conditions yielding sub-optimal values, or complete non-returns. The United States Environmental Protection Agency’s Exposure Methods and Measurements and Computational Exposure Divisions are investigating the viability of supplemental modelled LAI inputs into satellite-derived data streams to support various regional and local scale air quality models for retrospective and future climate assessments. In this present study, one-year (2002) of plot level stand characteristics at four study sites located in Virginia and North Carolina are used to calibrate species-specific plant parameters in a semi-empirical biogeochemical model. The Environmental Policy Integrated Climate (EPIC) model was designed primarily for managed agricultural field crop ecosystems, but also includes managed woody species that span both xeric and mesic sites (e.g., mesquite, pine, oak, etc.). LAI was simulated using EPIC at a 4 km2 and 12 km2 grid coincident with the regional Community Multiscale Air Quality Model (CMAQ) grid. LAI comparisons were made between model-simulated and MODIS-derived LAI. Field/satellite-upscaled LAI was also compared to the corresponding MODIS LAI value. Preliminary results show field/satel

A sensitivity analysis of a surface energy balance model to LAI (Leaf Area Index)

NASA Astrophysics Data System (ADS)

Maltese, A.; Cannarozzo, M.; Capodici, F.; La Loggia, G.; Santangelo, T.

2008-10-01

The LAI is a key parameter in hydrological processes, especially in the physically based distribution models. It is a critical ecosystem attribute since physiological processes such as photosynthesis, transpiration and evaporation depend on it. The diffusion of water vapor, momentum, heat and light through the canopy is regulated by the distribution and density of the leaves, branches, twigs and stems. The LAI influences the sensible heat flux H in the surface energy balance single source models through the calculation of the roughness length and of the displacement height. The aerodynamic resistance between the soil and within-canopy source height is a function of the LAI through the roughness length. This research carried out a sensitivity analysis of some of the most important parameters of surface energy balance models to the LAI time variation, in order to take into account the effects of the LAI variation with the phenological period. Finally empirical retrieved relationships between field spectroradiometric data and the field LAI measured via a light-sensitive instrument are presented for a cereal field.

Three Different Methods of Estimating LAI in a Small Watershed

NASA Astrophysics Data System (ADS)

Speckman, H. N.; Ewers, B. E.; Beverly, D.

2015-12-01

Leaf area index (LAI) is a critical input of models that improve predictive understanding of ecology, hydrology, and climate change. Multiple techniques exist to quantify LAI, most of which are labor intensive, and all often fail to converge on similar estimates. . Recent large-scale bark beetle induced mortality greatly altered LAI, which is now dominated by younger and more metabolically active trees compared to the pre-beetle forest. Tree mortality increases error in optical LAI estimates due to the lack of differentiation between live and dead branches in dense canopy. Our study aims to quantify LAI using three different LAI methods, and then to compare the techniques to each other and topographic drivers to develop an effective predictive model of LAI. This study focuses on quantifying LAI within a small (~120 ha) beetle infested watershed in Wyoming's Snowy Range Mountains. The first technique estimated LAI using in-situ hemispherical canopy photographs that were then analyzed with Hemisfer software. The second LAI estimation technique was use of the Kaufmann 1982 allometrerics from forest inventories conducted throughout the watershed, accounting for stand basal area, species composition, and the extent of bark beetle driven mortality. The final technique used airborne light detection and ranging (LIDAR) first DMS returns, which were used to estimating canopy heights and crown area. LIDAR final returns provided topographical information and were then ground-truthed during forest inventories. Once data was collected, a fractural analysis was conducted comparing the three methods. Species composition was driven by slope position and elevation Ultimately the three different techniques provided very different estimations of LAI, but each had their advantage: estimates from hemisphere photos were well correlated with SWE and snow depth measurements, forest inventories provided insight into stand health and composition, and LIDAR were able to quickly and

Assimilating leaf area index of three typical types of subtropical forest in China from MODIS time series data based on the integrated ensemble Kalman filter and PROSAIL model

NASA Astrophysics Data System (ADS)

Li, Xuejian; Mao, Fangjie; Du, Huaqiang; Zhou, Guomo; Xu, Xiaojun; Han, Ning; Sun, Shaobo; Gao, Guolong; Chen, Liang

2017-04-01

Subtropical forest ecosystems play essential roles in the global carbon cycle and in carbon sequestration functions, which challenge the traditional understanding of the main functional areas of carbon sequestration in the temperate forests of Europe and America. The leaf area index (LAI) is an important biological parameter in the spatiotemporal simulation of the carbon cycle, and it has considerable significance in carbon cycle research. Dynamic retrieval based on remote sensing data is an important method with which to obtain large-scale high-accuracy assessments of LAI. This study developed an algorithm for assimilating LAI dynamics based on an integrated ensemble Kalman filter using MODIS LAI data, MODIS reflectance data, and canopy reflectance data modeled by PROSAIL, for three typical types of subtropical forest (Moso bamboo forest, Lei bamboo forest, and evergreen and deciduous broadleaf forest) in China during 2014-2015. There were some errors of assimilation in winter, because of the bad data quality of the MODIS product. Overall, the assimilated LAI well matched the observed LAI, with R2 of 0.82, 0.93, and 0.87, RMSE of 0.73, 0.49, and 0.42, and aBIAS of 0.50, 0.23, and 0.03 for Moso bamboo forest, Lei bamboo forest, and evergreen and deciduous broadleaf forest, respectively. The algorithm greatly decreased the uncertainty of the MODIS LAI in the growing season and it improved the accuracy of the MODIS LAI. The advantage of the algorithm is its use of biophysical parameters (e.g., measured LAI) in the LAI assimilation, which makes it possible to assimilate long-term MODIS LAI time series data, and to provide high-accuracy LAI data for the study of carbon cycle characteristics in subtropical forest ecosystems.

Model-simulated and Satellite-derived Leaf Area Index (LAI) Comparisons Across Multiple Spatial Scales

NASA Astrophysics Data System (ADS)

Iiames, J. S., Jr.; Cooter, E. J.

2016-12-01

Leaf Area Index (LAI) is an important parameter in assessing vegetation structure for characterizing forest canopies over large areas at broad spatial scales using satellite remote sensing data. However, satellite-derived LAI products can be limited by obstructed atmospheric conditions yielding sub-optimal values, or complete non-returns. The United States Environmental Protection Agency's Exposure Methods and Measurements and Computational Exposure Divisions are investigating the viability of supplemental modelled LAI inputs into satellite-derived data streams to support various regional and local scale air quality models for retrospective and future climate assessments. In this present study, one-year (2002) of plot level stand characteristics at four study sites located in Virginia and North Carolina (USA) are used to calibrate species-specific plant parameters in a semi-empirical biogeochemical model. The Environmental Policy Integrated Climate (EPIC) model was designed primarily for managed agricultural field crop ecosystems, but also includes managed woody species that span both xeric and mesic sites (e.g., mesquite, pine, oak, etc.). LAI was simulated using EPIC at a 4 km2 and 12 km2 grid coincident with the regional Community Multiscale Air Quality Model (CMAQ) grid. LAI comparisons were made between model-simulated and MODIS-derived LAI. Field/satellite-upscaled LAI was also compared to the corresponding MODIS LAI value. Preliminary results show field/satellite-upscaled LAI (1 km2) was 1.5 to 3 times smaller than that with the corresponding 1 km2 MODIS LAI for all four sites across all dates, with the largest discrepancies occurring at leaf-out and leaf senescence periods. Simulated LAI/MODIS LAI comparison results will be presented at the conference. Disclaimer: This work is done in support of EPA's Sustainable Healthy Communities Research Program. The U.S. Environmental Protection Agency funded and conducted the research described in this paper. Although

BOREAS RSS-7 LAI, Gap Fraction, and FPAR Data

NASA Technical Reports Server (NTRS)

Hall, Forrest G. (Editor); Nickeson, Jaime (Editor); Chen, Jing

2000-01-01

The BOREAS RSS-7 team collected various data sets to develop and validate an algorithm to allow the retrieval of the spatial distribution of Leaf Area Index (LAI) from remotely sensed images. Ground measurements of LAI and Fraction of Photosynthetically Active Radiation (FPAR) absorbed by the plant canopy were made using the LAI-2000 and TRAC optical instruments during focused periods from 09-Aug-1993 to 19-Sep-1994. The measurements were intensive at the NSA and SSA tower sites, but were made just once or twice at auxiliary sites. The final processed LAI and FPAR data set is contained in tabular ASCII files. The data files are available on a CD-ROM (see document number 20010000884).

An evaluation of MODIS 250-m data for green LAI estimation in crops

NASA Astrophysics Data System (ADS)

Gitelson, Anatoly A.; Wardlow, Brian D.; Keydan, Galina P.; Leavitt, Bryan

2007-10-01

Green leaf area index (LAI) is an important variable for climate modeling, estimates of primary production, agricultural yield forecasting, and many other diverse applications. Remotely sensed data provide considerable potential for estimating LAI at local, regional, and global scales. The goal of this study was to retrieve green LAI from MODIS 250-m vegetation index (VI) data for irrigated and rainfed maize and soybeans. The performance of both MODIS-derived NDVI and Wide Dynamic Range Vegetation Index (WDRVI) were evaluated across three growing seasons (2002 through 2004) over a wide range of LAI and also compared to the performance of NDVI and WDRVI derived from reflectance data collected at close-range across the same field locations. The NDVI vs. LAI relationship showed asymptotic behavior with a sharp decrease in the sensitivity of the NDVI to LAI exceeding 2 m2/m2 for both crops. WDRVI vs. LAI relation was linear across the entire range of LAI variation with determination coefficients above 0.93. Importantly, the coefficients of the close-range WDRVI vs. LAI equation and the MODIS-retrieved WDRVI vs. LAI equation were very close. The WDRVI was found to be capable of accurately estimating LAI across a much greater LAI range than the NDVI and can be used for assessing even slight variations in LAI, which are indicative of the early stages of plant stress. These results demonstrate the new possibilities for analyzing the spatio-temporal variation of the LAI of crops using multi-temporal MODIS 250-m imagery.

Deriving Leaf Area Index (LAI) from multiple lidar remote sensing systems

NASA Astrophysics Data System (ADS)

Tang, H.; Dubayah, R.; Zhao, F.

2012-12-01

LAI is an important biophysical variable linking biogeochemical cycles of earth systems. Observations with passive optical remote sensing are plagued by saturation and results from different passive and active sensors are often inconsistent. Recently lidar remote sensing has been applied to derive vertical canopy structure including LAI and its vertical profile. In this research we compare LAI retrievals from three different types of lidar sensors. The study areas include the La Selva Biological Station in Costa Rica and Sierra Nevada Forest in California. We first obtain independent LAI estimates from different lidar systems including airborne lidar (LVIS), spaceborne lidar (GLAS) and ground lidar (Echidna). LAI retrievals are then evaluated between sensors as a function of scale, land cover type and sensor characteristics. We also assess the accuracy of these LAI products against ground measurements. By providing a link between ground observations, ground lidar, aircraft and space-based lidar we hope to demonstrate a path for deriving more accurate estimates of LAI on a global basis, and to provide a more robust means of validating passive optical estimates of this important variable.

Analysis of MODIS 250 m Time Series Product for LULC Classification and Retrieval of Crop Biophysical Parameter

NASA Astrophysics Data System (ADS)

Verma, A. K.; Garg, P. K.; Prasad, K. S. H.; Dadhwal, V. K.

2016-12-01

Agriculture is a backbone of Indian economy, providing livelihood to about 70% of the population. The primary objective of this research is to investigate the general applicability of time-series MODIS 250m Normalized difference vegetation index (NDVI) and Enhanced vegetation index (EVI) data for various Land use/Land cover (LULC) classification. The other objective is the retrieval of crop biophysical parameter using MODIS 250m resolution data. The Uttar Pradesh state of India is selected for this research work. A field study of 38 farms was conducted during entire crop season of the year 2015 to evaluate the applicability of MODIS 8-day, 250m resolution composite images for assessment of crop condition. The spectroradiometer is used for ground reflectance and the AccuPAR LP-80 Ceptometer is used to measure the agricultural crops Leaf Area Index (LAI). The AccuPAR measures Photosynthetically Active Radiation (PAR) and can invert these readings to give LAI for plant canopy. Ground-based canopy reflectance and LAI were used to calibrate a radiative transfer model to create look-up table (LUT) that was used to simulate LAI. The seasonal trend of MODIS-derived LAI was used to find crop parameter by adjusting the LAI simulated from climate-based crop yield model. Cloud free MODIS images of 250m resolution (16 day composite period) were downloaded using LP-DAAC website over a period of 12 months (Jan to Dec 2015). MODIS both the VI products were found to have sufficient spectral, spatial and temporal resolution to detect unique signatures for each class (water, fallow land, urban, dense vegetation, orchard, sugarcane and other crops). Ground truth data were collected using JUNO GPS. Multi-temporal VI signatures for vegetation classes were consistent with its general phenological characteristic and were spectrally separable at some point during the growing season. The MODIS NDVI and EVI multi-temporal images tracked similar seasonal responses for all croplands and were

Digital cover photography for estimating leaf area index (LAI) in apple trees using a variable light extinction coefficient.

PubMed

Poblete-Echeverría, Carlos; Fuentes, Sigfredo; Ortega-Farias, Samuel; Gonzalez-Talice, Jaime; Yuri, Jose Antonio

2015-01-28

Leaf area index (LAI) is one of the key biophysical variables required for crop modeling. Direct LAI measurements are time consuming and difficult to obtain for experimental and commercial fruit orchards. Devices used to estimate LAI have shown considerable errors when compared to ground-truth or destructive measurements, requiring tedious site-specific calibrations. The objective of this study was to test the performance of a modified digital cover photography method to estimate LAI in apple trees using conventional digital photography and instantaneous measurements of incident radiation (Io) and transmitted radiation (I) through the canopy. Leaf area of 40 single apple trees were measured destructively to obtain real leaf area index (LAI(D)), which was compared with LAI estimated by the proposed digital photography method (LAI(M)). Results showed that the LAI(M) was able to estimate LAI(D) with an error of 25% using a constant light extinction coefficient (k = 0.68). However, when k was estimated using an exponential function based on the fraction of foliage cover (f(f)) derived from images, the error was reduced to 18%. Furthermore, when measurements of light intercepted by the canopy (Ic) were used as a proxy value for k, the method presented an error of only 9%. These results have shown that by using a proxy k value, estimated by Ic, helped to increase accuracy of LAI estimates using digital cover images for apple trees with different canopy sizes and under field conditions.

Simulated and Inferred LAI, NPP, and Biomes in North America Since the Last Glacial Maximum.

NASA Astrophysics Data System (ADS)

Zajac, L. M.; Williams, J. W.; Kaplan, J.

2004-12-01

Vegetation structure and productivity are sensitive to climate change and are an important source of feedbacks to the climate system. Here we employ multiple lines of evidence to reconstruct variations in leaf area index (LAI), net primary productivity (NPP), and biomes. LAI determines the total canopy surface area available for light interception, gas exchange, and water loss, and NPP, the increase in plant carbon per unit area, measures the flux of carbon into the terrestrial biosphere. BIOME4, an equilibrium biogeography and biogeochemistry vegetation model, is used to simulate LAI, NPP, and biome distributions in North America for the past 21,000 years at 1,000-year time-steps. BIOME4 was coupled asynchronously to the Hadley Center Unified Model with a mixed-layer ocean model forced by variations in orbital boundary conditions, physiography, and atmospheric CO2 concentration (Kaplan et al. 2002). BIOME4 models LAI as a trade-off between maximizing light interception and minimizing water loss and assigns the LAI that maximizes NPP. Past LAI's and biomes, independently estimated from fossil pollen assemblages using the modern analogue technique, are compared to model results. In unglaciated eastern North America, canopy closure of the full-glacial conifer forests and woodlands in response to ameliorating climatic conditions resulted in a 80% increase in LAI's between 21 ka and 11 ka. After 8 ka, large areas of tundra and forest-tundra developed in deglaciated regions. The BIOME4 simulations show good agreement with the LAI's and biome distribution inferred from fossil pollen records. Sensitivity analyses with BIOME4 indicate that both climate and CO2 played important roles in regulating vegetation structure and productivity.

Modeling variability and scale integration of LAI measurements

Treesearch

Kris Nackaerts; Pol Coppin

2000-01-01

Rapid and reliable estimation of leaf area at various scales is important for research on chance detection of leaf area index (LAI) as an indicator of ecosystem condition. It is of utmost importance to know to what extent boundary and illumination conditions, data aggregation method, and sampling scheme influence the relative accuracy of stand-level LAI measurements....

Spatial and Temporal Distribution of Multiple Cropping Indices in the North China Plain Using a Long Remote Sensing Data Time Series.

PubMed

Zhao, Yan; Bai, Linyan; Feng, Jianzhong; Lin, Xiaosong; Wang, Li; Xu, Lijun; Ran, Qiyun; Wang, Kui

2016-04-19

Multiple cropping provides China with a very important system of intensive cultivation, and can effectively enhance the efficiency of farmland use while improving regional food production and security. A multiple cropping index (MCI), which represents the intensity of multiple cropping and reflects the effects of climate change on agricultural production and cropping systems, often serves as a useful parameter. Therefore, monitoring the dynamic changes in the MCI of farmland over a large area using remote sensing data is essential. For this purpose, nearly 30 years of MCIs related to dry land in the North China Plain (NCP) were efficiently extracted from remotely sensed leaf area index (LAI) data from the Global LAnd Surface Satellite (GLASS). Next, the characteristics of the spatial-temporal change in MCI were analyzed. First, 2162 typical arable sample sites were selected based on a gridded spatial sampling strategy, and then the LAI information was extracted from the samples. Second, the Savizky-Golay filter was used to smooth the LAI time-series data of the samples, and then the MCIs of the samples were obtained using a second-order difference algorithm. Finally, the geo-statistical Kriging method was employed to map the spatial distribution of the MCIs and to obtain a time-series dataset of the MCIs of dry land over the NCP. The results showed that all of the MCIs in the NCP showed an increasing trend over the entire study period and increased most rapidly from 1982 to 2002. Spatially, MCIs decreased from south to north; also, high MCIs were mainly concentrated in the relatively flat areas. In addition, the partial spatial changes of MCIs had clear geographical characteristics, with the largest change in Henan Province.

Spatial and Temporal Distribution of Multiple Cropping Indices in the North China Plain Using a Long Remote Sensing Data Time Series

PubMed Central

Zhao, Yan; Bai, Linyan; Feng, Jianzhong; Lin, Xiaosong; Wang, Li; Xu, Lijun; Ran, Qiyun; Wang, Kui

2016-01-01

Multiple cropping provides China with a very important system of intensive cultivation, and can effectively enhance the efficiency of farmland use while improving regional food production and security. A multiple cropping index (MCI), which represents the intensity of multiple cropping and reflects the effects of climate change on agricultural production and cropping systems, often serves as a useful parameter. Therefore, monitoring the dynamic changes in the MCI of farmland over a large area using remote sensing data is essential. For this purpose, nearly 30 years of MCIs related to dry land in the North China Plain (NCP) were efficiently extracted from remotely sensed leaf area index (LAI) data from the Global LAnd Surface Satellite (GLASS). Next, the characteristics of the spatial-temporal change in MCI were analyzed. First, 2162 typical arable sample sites were selected based on a gridded spatial sampling strategy, and then the LAI information was extracted from the samples. Second, the Savizky-Golay filter was used to smooth the LAI time-series data of the samples, and then the MCIs of the samples were obtained using a second-order difference algorithm. Finally, the geo-statistical Kriging method was employed to map the spatial distribution of the MCIs and to obtain a time-series dataset of the MCIs of dry land over the NCP. The results showed that all of the MCIs in the NCP showed an increasing trend over the entire study period and increased most rapidly from 1982 to 2002. Spatially, MCIs decreased from south to north; also, high MCIs were mainly concentrated in the relatively flat areas. In addition, the partial spatial changes of MCIs had clear geographical characteristics, with the largest change in Henan Province. PMID:27104536

Towards an improved LAI collection protocol via simulated field-based PAR sensing

DOE PAGES

Yao, Wei; Van Leeuwen, Martin; Romanczyk, Paul; ...

2016-07-14

In support of NASA’s next-generation spectrometer—the Hyperspectral Infrared Imager (HyspIRI)—we are working towards assessing sub-pixel vegetation structure from imaging spectroscopy data. Of particular interest is Leaf Area Index (LAI), which is an informative, yet notoriously challenging parameter to efficiently measure in situ. While photosynthetically-active radiation (PAR) sensors have been validated for measuring crop LAI, there is limited literature on the efficacy of PAR-based LAI measurement in the forest environment. This study (i) validates PAR-based LAI measurement in forest environments, and (ii) proposes a suitable collection protocol, which balances efficiency with measurement variation, e.g., due to sun flecks and various-sized canopymore » gaps. A synthetic PAR sensor model was developed in the Digital Imaging and Remote Sensing Image Generation (DIRSIG) model and used to validate LAI measurement based on first-principles and explicitly-known leaf geometry. Simulated collection parameters were adjusted to empirically identify optimal collection protocols. Furthermore, these collection protocols were then validated in the field by correlating PAR-based LAI measurement to the normalized difference vegetation index (NDVI) extracted from the “classic” Airborne Visible Infrared Imaging Spectrometer (AVIRIS-C) data (R 2 was 0.61). The results indicate that our proposed collecting protocol is suitable for measuring the LAI of sparse forest (LAI < 3–5 ( m 2/m 2)).« less

Aboveground biomass and leaf area index (LAI) mapping for Niassa Reserve, northern Mozambique

NASA Astrophysics Data System (ADS)

Ribeiro, Natasha S.; Saatchi, Sassan S.; Shugart, Herman H.; Washington-Allen, Robert A.

2008-09-01

Estimations of biomass are critical in miombo woodlands because they represent the primary source of goods and services for over 80% of the population in southern Africa. This study was carried out in Niassa Reserve, northern Mozambique. The main objectives were first to estimate woody biomass and Leaf Area Index (LAI) using remotely sensed data [RADARSAT (C-band, λ = 5.7-cm)] and Landsat ETM+ derived Normalized Difference Vegetation Index (NDVI) and Simple Ratio (SR) calibrated by field measurements and, second to determine, at both landscape and plot scales, the environmental controls (precipitation, woody cover density, fire and elephants) of biomass and LAI. A land-cover map (72% overall accuracy) was derived from the June 2004 ETM+ mosaic. Field biomass and LAI were correlated with RADARSAT backscatter (rbiomass = 0.65, rLAI = 0.57, p < 0.0001) from July 2004, NDVI (rbiomass = 0.30, rLAI = 0.35; p < 0.0001) and SR (rbiomass = 0.36, rLAI = 0.40, p < 0.0001). A jackknife stepwise regression technique was used to develop the best predictive models for biomass (biomass = -5.19 + 0.074 * radarsat + 1.56 * SR, r2 = 0.55) and LAI (LAI = -0.66 + 0.01 * radarsat + 0.22 * SR, r2 = 0.45). Biomass and LAI maps were produced with an estimated peak of 18 kg m-2 and 2.80 m2 m-2, respectively. On the landscape-scale, both biomass and LAI were strongly determined by mean annual precipitation (F = 13.91, p = 0.0002). On the plot spatial scale, woody biomass was significantly determined by fire frequency, and LAI by vegetation type.

New Features of the Collection 4 MODIS LAI and FPAR Product

NASA Astrophysics Data System (ADS)

Bin, T.; Yang, W.; Dong, H.; Shabanov, N.; Knyazikhin, Y.; Myneni, R.

2003-12-01

An algorithm based on physics of radiative transfer in vegetation canopies for the retrieval of vegetation green leaf area index (LAI) and fraction of absorbed photosynthetically active radiation (FPAR) from MODIS surface reflectance data was developed, prototyped and is in operational production at NASA computing facilities since June 2000. This poster highlights recent changes in the operational MODIS LAI and FPAR algorithm introduced for collection 4 data reprocessing. The changes to the algorithm are targeted to improve agreement of retrieved LAI and FPAR with corresponding field measurements, improve consistency of Quality Control (QC) definitions and miscellaneous bug fixes as summarized below. * Improvement of LUTs for the main and back-up algorithms for biomes 1 and 3. Benefits: a) increase in quality of retrievals; b) non-physical peaks in the global LAI distribution have been removed; c) improved agreement with field measurements * Improved QA scheme. Benefits: a) consistency between MODLAND and SCF quality flags has been achieved; b)ambiguity in QA has been resolved * New 8-day compositing scheme. Benefits: a) compositing over best quality retrievals, instead of all retrievals; b) lowers LAI values, decreases saturation and number of pixels generated by the back-up * At-launch static IGBP land cover, input to the LAI/FPAR algorithm, was replaced with the MODIS land cover map. Benefits: a) crosswalking of 17 classes IGBP scheme to 6-biome LC has been eliminated; b) uncertainties in the MODIS LAI/FPAR product due to uncertainties in land cover map have been reduced

Collection of LAI and FPAR Data Over The Terra Core Sites

NASA Technical Reports Server (NTRS)

Myneni, Ranga B.; Knjazihhin, J.; Tian, Y.; Wang, Y.

2001-01-01

The objective of our effort was to collect and archive data on LAI (leaf area index) and FPAR (Fraction of Photosynthetically active Radiation absorbed by vegetation) at the EOS Core validation sites as well as to validate and evaluate global fields of LAI and FPAR derived from atmospherically corrected MODIS (Moderate Resolution Imaging Spectrometer) surface reflectance data by comparing these fields with the EOS Core validation data set. The above has been accomplished by: (a) the participation in selected field campaigns within the EOS Validation Program; (b) the processing of the collected data so that suitable comparison between field measurements and the MODIS LAI/FPAR fields can be made; (c) the comparison of the MODAS LAI/FRAM fields with the EOS Terra Core validation data set.

Remote Sensing of Miombo Woodland's Aboveground Biomass and LAI using RADARSAT and Landsat ETM+ Data

NASA Astrophysics Data System (ADS)

Ribeiro, N. S.; Saatchi, S. S.; Shugart, H. H.; Wshington-Allen, R. A.

2007-05-01

Estimations of biomass are critical in Miombo Woodlands because they represent a primary source of food, fiber, and fuel for 340 million rural peoples and another 15 million urban dwellers in southern Africa. The purpose of this study is to estimate woody aboveground biomass and Leaf Area Index (LAI) in Niassa Reserve, northern Mozambique. The objective of this study is to use optical and microwave satellite data with contemporaneous field data to estimate biomass and LAI. Fifty field plots were surveyed across the Niassa Reserve for biomass and LAI in July and December 2004, respectively. Remote sensing data consisting of RADARSAT backscatter (C- band, ë=5.6 cm) and a June 2004 Landsat ETM+ were acquired. Normalized Difference Vegetation Index (NDVI), Simple Ratio (SR), and a land-cover map (72% total accuracy) were derived from the Landsat scene. Field measurements of biomass and LAI correlated with Radarsat backscatter (Rsqbiomass=0.45, RsqLAI = 0.35, P<0.0001 ), NDVI (Rsqbiomass =0.15, RsqLAI=0.14-, p <0.0001 ) and SR (Rsqbiomass=-0.14, RsqLAI= 0.17, p <0.0001). A jackknife stepwise regression technique was used to develop the best predictive models for biomass (biomass = -5.19 +0.074*radarsat+1.56*SR, Rsq=0.53) and LAI (LAI= -0.66+0.01*radarsat+0.22*SR, Rsq=0.45). The addition of NDVI did not improve the model. Forest biomass and LAI maps were then produced for Niassa Reserve with an estimated peak total biomass of 18 kg/hm2 and a mean LAI of 2.8 m2/m2. In the east both biomass and LAI are lower than the western Niassa Reserve.

Constructing seasonal LAI trajectory by data-model fusion for global evergreen needle-leaf forests

NASA Astrophysics Data System (ADS)

Wang, R.; Chen, J.; Mo, G.

2010-12-01

For decades, advancements in optical remote sensors made it possible to produce maps of a biophysical parameter--the Leaf Area Index (LAI), which is critically necessary in regional and global modeling of exchanges of carbon, water, energy and other substances, across large areas in a fast way. Quite a few global LAI products have been generated since 2000, e.g. GLOBCARBON (Deng et al., 2006), MODIS Collection 5 (Shabanov et al., 2007), CYCLOPES (Baret et al., 2007), etc. Albeit these progresses, the basic physics behind the technology restrains it from accurate estimation of LAI in winter, especially for northern high-latitude evergreen needle-leaf forests. Underestimation of winter LAI in these regions has been reported in literature (Yang et al., 2000; Cohen et al., 2003; Tian et al., 2004; Weiss et al., 2007; Pisek et al., 2007), and the distortion is usually attributed to the variations of canopy reflectance caused by understory change (Weiss et al., 2007) as well as by the presence of ice and snow on leaves and ground (Cohen, 2003; Tian et al., 2004). Seasonal changes in leaf pigments can also be another reason for low LAI retrieved in winter. Low conifer LAI values in winter retrieved from remote sensing make them unusable for surface energy budget calculations. To avoid these drawbacks of remote sensing approaches, we attempt to reconstruct the seasonal LAI trajectory through model-data fusion. A 1-degree LAI map of global evergreen needle-leaf forests at 10-day interval is produced based on the carbon allocation principle in trees. With net primary productivity (NPP) calculated by the Boreal Ecosystems Productivity Simulator (BEPS) (Chen et al., 1999), carbon allocated to needles is quantitatively evaluated and then can be further transformed into LAI using the specific leaf area (SLA). A leaf-fall scheme is developed to mimic the carbon loss caused by falling needles throughout the year. The seasonally maximum LAI from remote sensing data for each pixel

Intercomparison and validation of MODIS and GLASS leaf area index (LAI) products over mountain areas: A case study in southwestern China

NASA Astrophysics Data System (ADS)

Jin, Huaan; Li, Ainong; Bian, Jinhu; Nan, Xi; Zhao, Wei; Zhang, Zhengjian; Yin, Gaofei

2017-03-01

The validation study of leaf area index (LAI) products over rugged surfaces not only gives additional insights into data quality of LAI products, but deepens understanding of uncertainties regarding land surface process models depended on LAI data over complex terrain. This study evaluated the performance of MODIS and GLASS LAI products using the intercomparison and direct validation methods over southwestern China. The spatio-temporal consistencies, such as the spatial distributions of LAI products and their statistical relationship as a function of topographic indices, time, and vegetation types, respectively, were investigated through intercomparison between MODIS and GLASS products during the period 2011-2013. The accuracies and change ranges of these two products were evaluated against available LAI reference maps over 10 sampling regions which standed for typical vegetation types and topographic gradients in southwestern China. The results show that GLASS LAI exhibits higher percentage of good quality data (i.e. successful retrievals) and smoother temporal profiles than MODIS LAI. The percentage of successful retrievals for MODIS and GLASS is vulnerable to topographic indices, especially to relief amplitude. Besides, the two products do not capture seasonal dynamics of crop, especially in spring over heterogeneously hilly regions. The yearly mean LAI differences between MODIS and GLASS are within ±0.5 for 64.70% of the total retrieval pixels over southwestern China. The spatial distribution of mean differences and temporal profiles of these two products are inclined to be dominated by vegetation types other than topographic indices. The spatial and temporal consistency of these two products is good over most area of grasses/cereal crops; however, it is poor for evergreen broadleaf forest. MODIS presents more reliable change range of LAI than GLASS through comparison with fine resolution reference maps over most of sampling regions. The accuracies of direct

Digital Cover Photography for Estimating Leaf Area Index (LAI) in Apple Trees Using a Variable Light Extinction Coefficient

PubMed Central

Poblete-Echeverría, Carlos; Fuentes, Sigfredo; Ortega-Farias, Samuel; Gonzalez-Talice, Jaime; Yuri, Jose Antonio

2015-01-01

Leaf area index (LAI) is one of the key biophysical variables required for crop modeling. Direct LAI measurements are time consuming and difficult to obtain for experimental and commercial fruit orchards. Devices used to estimate LAI have shown considerable errors when compared to ground-truth or destructive measurements, requiring tedious site-specific calibrations. The objective of this study was to test the performance of a modified digital cover photography method to estimate LAI in apple trees using conventional digital photography and instantaneous measurements of incident radiation (Io) and transmitted radiation (I) through the canopy. Leaf area of 40 single apple trees were measured destructively to obtain real leaf area index (LAID), which was compared with LAI estimated by the proposed digital photography method (LAIM). Results showed that the LAIM was able to estimate LAID with an error of 25% using a constant light extinction coefficient (k = 0.68). However, when k was estimated using an exponential function based on the fraction of foliage cover (ff) derived from images, the error was reduced to 18%. Furthermore, when measurements of light intercepted by the canopy (Ic) were used as a proxy value for k, the method presented an error of only 9%. These results have shown that by using a proxy k value, estimated by Ic, helped to increase accuracy of LAI estimates using digital cover images for apple trees with different canopy sizes and under field conditions. PMID:25635411

[Tasseled cap triangle (TCT)-leaf area index (LAI)model of rice fields based on PROSAIL model and its application].

PubMed

Li, Ya Ni; Lu, Lei; Liu, Yong

2017-12-01

The tasseled cap triangle (TCT)-leaf area index (LAI) isoline is a model that reflects the distribution of LAI isoline in the spectral space constituted by reflectance of red and near-infrared (NIR) bands, and the LAI retrieval model developed on the basis of this is more accurate than the commonly used statistical relationship models. This study used ground-based measurements of the rice field, validated the applicability of PROSAIL model in simulating canopy reflectance of rice field, and calibrated the input parameters of the model. The ranges of values of PROSAIL input parameters for simulating rice canopy reflectance were determined. Based on this, the TCT-LAI isoline model of rice field was established, and a look-up table (LUT) required in remote sensing retrieval of LAI was developed. Then, the LUT was used for Landsat 8 and WorldView 3 data to retrieve LAI of rice field, respectively. The results showed that the LAI retrieved using the LUT developed from TCT-LAI isoline model had a good linear relationship with the measured LAI R 2 =0.76, RMSE=0.47. Compared with the LAI retrieved from Landsat 8, LAI values retrieved from WorldView 3 va-ried with wider range, and data distribution was more scattered. Resampling the Landsat 8 and WorldView 3 reflectance data to 1 km to retrieve LAI, the result of MODIS LAI product was significantly underestimated compared to that of retrieved LAI.

Retrieval of Vertical LAI Profiles Over Tropical Rain Forests using Waveform Lidar at La Selva, Costa Rica

NASA Technical Reports Server (NTRS)

Tang, Hao; Dubayah, Ralph; Swatantra, Anu; Hofton, Michelle; Sheldon, Sage; Clark, David B.; Blair, Bryan

2012-01-01

This study explores the potential of waveform lidar in mapping the vertical and spatial distributions of leaf area index (LAI) over the tropical rain forest of La Selva Biological Station in Costa Rica. Vertical profiles of LAI were derived at 0.3 m height intervals from the Laser Vegetation Imaging Sensor (LVIS) data using the Geometric Optical and Radiative Transfer (GORT) model. Cumulative LAI profiles obtained from LVIS were validated with data from 55 ground to canopy vertical transects using a modular field tower to destructively sample all vegetation. Our results showed moderate agreement between lidar and field derived LAI (r2=0.42, RMSE=1.91, bias=-0.32), which further improved when differences between lidar and tower footprint scales (r2=0.50, RMSE=1.79, bias=0.27) and distance of field tower from lidar footprint center (r2=0.63, RMSE=1.36, bias=0.0) were accounted for. Next, we mapped the spatial distribution of total LAI across the landscape and analyzed LAI variations over different land cover types. Mean values of total LAI were 1.74, 5.20, 5.41 and 5.62 over open pasture, secondary forests, regeneration forests after selective-logging and old-growth forests respectively. Lastly, we evaluated the sensitivities of our LAI retrieval model to variations in canopy/ground reflectance ratio and to waveform noise such as induced by topographic slopes. We found for both, that the effects were not significant for moderate LAI values (about 4). However model derivations of LAI might be inaccurate in areas of high-slope and high LAI (about 8) if ground return energies are low. This research suggests that large footprint waveform lidar can provide accurate vertical LAI profile estimates that do not saturate even at the high LAI levels in tropical rain forests and may be a useful tool for understanding the light transmittance within these canopies.

Golden Girl: Mary Lai Reflects as She Marks Her 50th Anniversary.

ERIC Educational Resources Information Center

Iwanowski, Jay

1996-01-01

The career and administrative style of Mary M. Lai, who celebrates her 50th year as chief financial officer at Long Island University (New York), are discussed. Her perspectives on change in higher education and in the institution during that time, the administrator's role, current challenges for financial officers, and the college environment as…

Directional effects on NDVI and LAI retrievals from MODIS: A case study in Brazil with soybean

NASA Astrophysics Data System (ADS)

Breunig, Fábio Marcelo; Galvão, Lênio Soares; Formaggio, Antônio Roberto; Epiphanio, José Carlos Neves

2011-02-01

The Moderate Resolution Imaging Spectroradiometer (MODIS) is largely used to estimate Leaf Area Index (LAI) using radiative transfer modeling (the "main" algorithm). When this algorithm fails for a pixel, which frequently occurs over Brazilian soybean areas, an empirical model (the "backup" algorithm) based on the relationship between the Normalized Difference Vegetation Index (NDVI) and LAI is utilized. The objective of this study is to evaluate directional effects on NDVI and subsequent LAI estimates using global (biome 3) and local empirical models, as a function of the soybean development in two growing seasons (2004-2005 and 2005-2006). The local model was derived from the pixels that had LAI values retrieved from the main algorithm. In order to keep the reproductive stage for a given cultivar as a constant factor while varying the viewing geometry, pairs of MODIS images acquired in close dates from opposite directions (backscattering and forward scattering) were selected. Linear regression relationships between the NDVI values calculated from these two directions were evaluated for different view angles (0-25°; 25-45°; 45-60°) and development stages (<45; 45-90; >90 days after planting). Impacts on LAI retrievals were analyzed. Results showed higher reflectance values in backscattering direction due to the predominance of sunlit soybean canopy components towards the sensor and higher NDVI values in forward scattering direction due to stronger shadow effects in the red waveband. NDVI differences between the two directions were statistically significant for view angles larger than 25°. The main algorithm for LAI estimation failed in the two growing seasons with gradual crop development. As a result, up to 94% of the pixels had LAI values calculated from the backup algorithm at the peak of canopy closure. Most of the pixels selected to compose the 8-day MODIS LAI product came from the forward scattering view because it displayed larger LAI values than the

GPS Position Time Series @ JPL

NASA Technical Reports Server (NTRS)

Owen, Susan; Moore, Angelyn; Kedar, Sharon; Liu, Zhen; Webb, Frank; Heflin, Mike; Desai, Shailen

2013-01-01

Different flavors of GPS time series analysis at JPL - Use same GPS Precise Point Positioning Analysis raw time series - Variations in time series analysis/post-processing driven by different users. center dot JPL Global Time Series/Velocities - researchers studying reference frame, combining with VLBI/SLR/DORIS center dot JPL/SOPAC Combined Time Series/Velocities - crustal deformation for tectonic, volcanic, ground water studies center dot ARIA Time Series/Coseismic Data Products - Hazard monitoring and response focused center dot ARIA data system designed to integrate GPS and InSAR - GPS tropospheric delay used for correcting InSAR - Caltech's GIANT time series analysis uses GPS to correct orbital errors in InSAR - Zhen Liu's talking tomorrow on InSAR Time Series analysis

[Hyperspectral Estimation of Apple Tree Canopy LAI Based on SVM and RF Regression].

PubMed

Han, Zhao-ying; Zhu, Xi-cun; Fang, Xian-yi; Wang, Zhuo-yuan; Wang, Ling; Zhao, Geng-Xing; Jiang, Yuan-mao

2016-03-01

Leaf area index (LAI) is the dynamic index of crop population size. Hyperspectral technology can be used to estimate apple canopy LAI rapidly and nondestructively. It can be provide a reference for monitoring the tree growing and yield estimation. The Red Fuji apple trees of full bearing fruit are the researching objects. Ninety apple trees canopies spectral reflectance and LAI values were measured by the ASD Fieldspec3 spectrometer and LAI-2200 in thirty orchards in constant two years in Qixia research area of Shandong Province. The optimal vegetation indices were selected by the method of correlation analysis of the original spectral reflectance and vegetation indices. The models of predicting the LAI were built with the multivariate regression analysis method of support vector machine (SVM) and random forest (RF). The new vegetation indices, GNDVI527, ND-VI676, RVI682, FD-NVI656 and GRVI517 and the previous two main vegetation indices, NDVI670 and NDVI705, are in accordance with LAI. In the RF regression model, the calibration set decision coefficient C-R2 of 0.920 and validation set decision coefficient V-R2 of 0.889 are higher than the SVM regression model by 0.045 and 0.033 respectively. The root mean square error of calibration set C-RMSE of 0.249, the root mean square error validation set V-RMSE of 0.236 are lower than that of the SVM regression model by 0.054 and 0.058 respectively. Relative analysis of calibrating error C-RPD and relative analysis of validation set V-RPD reached 3.363 and 2.520, 0.598 and 0.262, respectively, which were higher than the SVM regression model. The measured and predicted the scatterplot trend line slope of the calibration set and validation set C-S and V-S are close to 1. The estimation result of RF regression model is better than that of the SVM. RF regression model can be used to estimate the LAI of red Fuji apple trees in full fruit period.

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

LAI-2000 Accuracy, Precision, and Application to Visual Estimation of Leaf Area Index of Loblolly Pine

Treesearch

Jason A. Gatch; Timothy B. Harrington; James P. Castleberry

2002-01-01

Leaf area index (LAI) is an important parameter of forest stand productivity that has been used to diagnose stand vigor and potential fertilizer response of southern pines. The LAI-2000 was tested for its ability to provide accurate and precise estimates of LAI of loblolly pine (Pinus taeda L.). To test instrument accuracy, regression was used to...

Estimation of Spatial Trends in LAI in Heterogeneous Semi-arid Ecosystems using Full Waveform Lidar

NASA Astrophysics Data System (ADS)

Glenn, N. F.; Ilangakoon, N.; Spaete, L.; Dashti, H.

2017-12-01

Leaf area index (LAI) is a key structural trait that is defined by the plant functional type (PFT) and controlled by prevailing climate- and human-driven ecosystem stresses. Estimates of LAI using remote sensing techniques are limited by the uncertainties of vegetation inter and intra-gap fraction estimates; this is especially the case in sparse, low stature vegetated ecosystems. Small footprint full waveform lidar digitizes the total amount of return energy with the direction information as a near continuous waveform at a high vertical resolution (1 ns). Thus waveform lidar provides additional data matrices to capture vegetation gaps as well as PFTs that can be used to constrain the uncertainties of LAI estimates. In this study, we calculated a radiometrically calibrated full waveform parameter called backscatter cross section, along with other data matrices from the waveform to estimate vegetation gaps across plots (10 m x 10 m) in a semi-arid ecosystem in the western US. The LAI was then estimated using empirical relationships with directional gap fraction. Full waveform-derived gap fraction based LAI showed a high correlation with field observed shrub LAI (R2 = 0.66, RMSE = 0.24) compared to discrete return lidar based LAI (R2 = 0.01, RMSE = 0.5). The data matrices derived from full waveform lidar classified a number of deciduous and evergreen tree species, shrub species, and bare ground with an overall accuracy of 89% at 10 m. A similar analysis was performed at 1m with overall accuracy of 80%. The next step is to use these relationships to map the PFTs LAI at 10 m spatial scale across the larger study regions. The results show the exciting potential of full waveform lidar to identify plant functional types and LAI in low-stature vegetation dominated semi-arid ecosystems, an ecosystem in which many other remote sensing techniques fail. These results can be used to assess ecosystem state, habitat suitability as well as to constrain model uncertainties in

[Estimation of rice LAI by using NDVI at different spectral bandwidths].

PubMed

Wang, Fu-min; Huang, Jing-feng; Tang, Yan-lin; Wang, Xiu-zhen

2007-11-01

The canopy hyperspectral reflectance data of rice at its different development stages were collected from field measurement, and the corresponding NDVIs as well as the correlation coefficients of NDVIs and LAI were computed at extending bandwidth of TM red and near-infrared (NIR) spectra. According to the variation characteristics of best fitted R2 with spectral bandwidth, the optimal bandwidth was determined. The results showed that the correlation coefficients of LAI and ND-VI and the maximum R2 of the best fitted functions at different spectral bandwidths had the same variation trend, i.e., decreased with increasing bandwidth when the bandwidth was less than 60 nm. However, when the bandwidth was beyond 60 nm, the maximum R2 somewhat fluctuated due to the effect of NIR. The analysis of R2 variation with bandwidth indicated that 15 nm was the optimal bandwidth for the estimation of rice LAI by using NDVI.

Evaluating the potential of vegetation indices for winter wheat LAI estimation under different fertilization and water conditions

NASA Astrophysics Data System (ADS)

Xie, Qiaoyun; Huang, Wenjiang; Dash, Jadunandan; Song, Xiaoyu; Huang, Linsheng; Zhao, Jinling; Wang, Renhong

2015-12-01

Leaf area index (LAI) is an important indicator for monitoring crop growth conditions and forecasting grain yield. Many algorithms have been developed for remote estimation of the leaf area index of vegetation, such as using spectral vegetation indices, inversion of radiative transfer models, and supervised learning techniques. Spectral vegetation indices, mathematical combination of reflectance bands, are widely used for LAI estimation due to their computational simplicity and their applications ranged from the leaf scale to the entire globe. However, in many cases, their applicability is limited to specific vegetation types or local conditions due to species specific nature of the relationship used to transfer the vegetation indices to LAI. The overall objective of this study is to investigate the most suitable vegetation index for estimating winter wheat LAI under eight different types of fertilizer and irrigation conditions. Regression models were used to estimate LAI using hyperspectral reflectance data from the Pushbroom Hyperspectral Imager (PHI) and in-situ measurements. Our results showed that, among six vegetation indices investigated, the modified soil-adjusted vegetation index (MSAVI) and the normalized difference vegetation index (NDVI) exhibited strong and significant relationships with LAI, and thus were sensitive across different nitrogen and water treatments. The modified triangular vegetation index (MTVI2) confirmed its potential on crop LAI estimation, although second to MSAVI and NDVI in our study. The enhanced vegetation index (EVI) showed moderate performance. However, the ratio vegetation index (RVI) and the modified simple ratio index (MSR) predicted the least accurate estimations of LAI, exposing the simple band ratio index's weakness under different treatment conditions. The results support the use of vegetation indices for a quick and effective LAI mapping procedure that is suitable for winter wheat under different management practices.

Assimilating a synthetic Kalman filter leaf area index series into the WOFOST model to improve regional winter wheat yield estimation

USDA-ARS?s Scientific Manuscript database

The scale mismatch between remotely sensed observations and crop growth models simulated state variables decreases the reliability of crop yield estimates. To overcome this problem, we used a two-step data assimilation phases: first we generated a complete leaf area index (LAI) time series by combin...

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.

Spatial and seasonal variations of leaf area index (LAI) in subtropical secondary forests related to floristic composition and stand characters

NASA Astrophysics Data System (ADS)

Zhu, Wenjuan; Xiang, Wenhua; Pan, Qiong; Zeng, Yelin; Ouyang, Shuai; Lei, Pifeng; Deng, Xiangwen; Fang, Xi; Peng, Changhui

2016-07-01

Leaf area index (LAI) is an important parameter related to carbon, water, and energy exchange between canopy and atmosphere and is widely applied in process models that simulate production and hydrological cycles in forest ecosystems. However, fine-scale spatial heterogeneity of LAI and its controlling factors have yet to be fully understood in Chinese subtropical forests. We used hemispherical photography to measure LAI values in three subtropical forests (Pinus massoniana-Lithocarpus glaber coniferous and evergreen broadleaved mixed forests, Choerospondias axillaris deciduous broadleaved forests, and L. glaber-Cyclobalanopsis glauca evergreen broadleaved forests) from April 2014 to January 2015. Spatial heterogeneity of LAI and its controlling factors were analysed using geostatistical methods and the generalised additive models (GAMs) respectively. Our results showed that LAI values differed greatly in the three forests and their seasonal variations were consistent with plant phenology. LAI values exhibited strong spatial autocorrelation for the three forests measured in January and for the L. glaber-C. glauca forest in April, July, and October. Obvious patch distribution pattern of LAI values occurred in three forests during the non-growing period and this pattern gradually dwindled in the growing season. Stem number, crown coverage, proportion of evergreen conifer species on basal area basis, proportion of deciduous species on basal area basis, and forest types affected the spatial variations in LAI values in January, while stem number and proportion of deciduous species on basal area basis affected the spatial variations in LAI values in July. Floristic composition, spatial heterogeneity, and seasonal variations should be considered for sampling strategy in indirect LAI measurement and application of LAI to simulate functional processes in subtropical forests.

From Networks to Time Series

NASA Astrophysics Data System (ADS)

Shimada, Yutaka; Ikeguchi, Tohru; Shigehara, Takaomi

2012-10-01

In this Letter, we propose a framework to transform a complex network to a time series. The transformation from complex networks to time series is realized by the classical multidimensional scaling. Applying the transformation method to a model proposed by Watts and Strogatz [Nature (London) 393, 440 (1998)], we show that ring lattices are transformed to periodic time series, small-world networks to noisy periodic time series, and random networks to random time series. We also show that these relationships are analytically held by using the circulant-matrix theory and the perturbation theory of linear operators. The results are generalized to several high-dimensional lattices.

Time series of GNSS-derived ionospheric maps to detect anomalies as possible precursors of high magnitude earthquakes

NASA Astrophysics Data System (ADS)

Barbarella, M.; De Giglio, M.; Galeandro, A.; Mancini, F.

2012-04-01

The modification of some atmospheric physical properties prior to a high magnitude earthquake has been recently debated within the Lithosphere-Atmosphere-Ionosphere (LAI) Coupling model. Among this variety of phenomena the ionization of air at the higher level of the atmosphere, called ionosphere, is investigated in this work. Such a ionization occurrences could be caused by possible leaking of gases from earth crust and their presence was detected around the time of high magnitude earthquakes by several authors. However, the spatial scale and temporal domain over which such a disturbances come into evidence is still a controversial item. Even thought the ionospheric activity could be investigated by different methodologies (satellite or terrestrial measurements), we selected the production of ionospheric maps by the analysis of GNSS (Global Navigation Satellite Data) data as possible way to detect anomalies prior of a seismic event over a wide area around the epicentre. It is well known that, in the GNSS sciences, the ionospheric activity could be probed by the analysis of refraction phenomena occurred on the dual frequency signals along the satellite to receiver path. The analysis of refraction phenomena affecting data acquired by the GNSS permanent trackers is able to produce daily to hourly maps representing the spatial distribution of the ionospheric Total Electron Content (TEC) as an index of the ionization degree in the upper atmosphere. The presence of large ionospheric anomalies could be therefore interpreted in the LAI Coupling model like a precursor signal of a strong earthquake, especially when the appearance of other different precursors (thermal anomalies and/or gas fluxes) could be detected. In this work, a six-month long series of ionospheric maps produced from GNSS data collected by a network of 49 GPS permanent stations distributed within an area around the city of L'Aquila (Abruzzi, Italy), where an earthquake (M = 6.3) occurred on April 6, 2009

75 FR 8081 - Patrick J. Lais: Debarment Order

Federal Register 2010, 2011, 2012, 2013, 2014

2010-02-23

..., among other things, subpotent burn spray, aspirin that had failed dissolution testing, and antacid... as ``Uncoated Aspirin.'' This drug failed its final dissolution testing. Neither Mr. Lais nor the... coated the failed aspirin and renumbered the lot. Part of this lot then was packaged as ``Coated Aspirin...

Development of a global LAI estimation algorithm for JAXA's new earth observation satellite sensor, GCOM-C/SGLI

NASA Astrophysics Data System (ADS)

Ono, Y.; Murakami, H.; Kobayashi, H.; Nasahara, K. N.; Kajiwara, K.; Honda, Y.

2014-12-01

Leaf Area Index (LAI) is defined as the one-side green leaf area per unit ground surface area. Global LAI products, such as MOD15 (Terra&Aqua/MODIS) and CYCLOPES (SPOT/VEGETATION) are used for many global terrestrial carbon models. Japan Aerospace eXploration Agency (JAXA) is planning to launch GCOM-C (Global Change Observation Mission-Climate) which carries SGLI (Second-generation GLobal Imager) in the Japanese Fiscal Year 2017. SGLI has the features, such as 17-channel from near ultraviolet to thermal infrared, 250-m spatial resolution, polarization, and multi-angle (nadir and ±45-deg. along-track slant) observation. In the GCOM-C/SGLI land science team, LAI is scheduled to be generated from GCOM-C/SGLI observation data as a standard product (daily 250-m). In extisting algorithms, LAI is estimated by the reverse analysis of vegetation radiative transfer models (RTMs) using multi-spectral and mono-angle observation data. Here, understory layer in vegetation RTMs is assumed by plane parallel (green leaves + soil) which set up arbitrary understroy LAI. However, actual understory consists of various elements, such as green leaves, dead leaves, branches, soil, and snow. Therefore, if understory in vegetation RTMs differs from reality, it will cause an error of LAI to estimate. This report describes an algorithm which estimates LAI in consideration of the influence of understory using GCOM-C/SGLI multi-spectral and multi-angle observation data.

Application and Evaluation of MODIS LAI, fPAR, and Albedo Products in the WRFCMAQ System

EPA Science Inventory

Leaf area index (LAI), vegetation fraction (VF), and surface albedo are important parameters in the land surface model (LSM) for meteorology and air quality modeling systems such as WRF/CMAQ. LAI and VF control not only leaf to canopy level evapotranspiration flux scaling but al...

The Importance of Measurement Errors for Deriving Accurate Reference Leaf Area Index Maps for Validation of Moderate-Resolution Satellite LAI Products

NASA Technical Reports Server (NTRS)

Huang, Dong; Yang, Wenze; Tan, Bin; Rautiainen, Miina; Zhang, Ping; Hu, Jiannan; Shabanov, Nikolay V.; Linder, Sune; Knyazikhin, Yuri; Myneni, Ranga B.

2006-01-01

The validation of moderate-resolution satellite leaf area index (LAI) products such as those operationally generated from the Moderate Resolution Imaging Spectroradiometer (MODIS) sensor data requires reference LAI maps developed from field LAI measurements and fine-resolution satellite data. Errors in field measurements and satellite data determine the accuracy of the reference LAI maps. This paper describes a method by which reference maps of known accuracy can be generated with knowledge of errors in fine-resolution satellite data. The method is demonstrated with data from an international field campaign in a boreal coniferous forest in northern Sweden, and Enhanced Thematic Mapper Plus images. The reference LAI map thus generated is used to assess modifications to the MODIS LAI/fPAR algorithm recently implemented to derive the next generation of the MODIS LAI/fPAR product for this important biome type.

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

Comparing LAI estimates of corn and soybean from vegetation indices of multi-resolution satellite images

USDA-ARS?s Scientific Manuscript database

Leaf area index (LAI) is important in explaining the ability of the crop to intercept solar energy for biomass production and in understanding the impact of crop management practices. This paper describes a procedure for estimating LAI as a function of image-derived vegetation indices from temporal ...

LAI inversion from optical reflectance using a neural network trained with a multiple scattering model

NASA Technical Reports Server (NTRS)

Smith, James A.

1992-01-01

The inversion of the leaf area index (LAI) canopy parameter from optical spectral reflectance measurements is obtained using a backpropagation artificial neural network trained using input-output pairs generated by a multiple scattering reflectance model. The problem of LAI estimation over sparse canopies (LAI < 1.0) with varying soil reflectance backgrounds is particularly difficult. Standard multiple regression methods applied to canopies within a single homogeneous soil type yield good results but perform unacceptably when applied across soil boundaries, resulting in absolute percentage errors of >1000 percent for low LAI. Minimization methods applied to merit functions constructed from differences between measured reflectances and predicted reflectances using multiple-scattering models are unacceptably sensitive to a good initial guess for the desired parameter. In contrast, the neural network reported generally yields absolute percentage errors of <30 percent when weighting coefficients trained on one soil type were applied to predicted canopy reflectance at a different soil background.

BOREAS RSS-7 Landsat TM LAI IMages of the SSA and NSA

NASA Technical Reports Server (NTRS)

Hall, Forrest G. (Editor); Nickeson, Jaime (Editor); Chen, Jing; Cihlar, Josef

2000-01-01

The BOReal Ecosystem-Atmosphere Study Remote Sensing Science (BOREAS RSS-7) team used Landsat Thematic Mapper (TM) images processed at CCRS to produce images of Leaf Area Index (LAI) for the BOREAS study areas. Two images acquired on 06-Jun and 09-Aug-1991 were used for the SSA, and one image acquired on 09-Jun-1994 was used for the NSA. The LAI images are based on ground measurements and Landsat TM Reduced Simple Ratio (RSR) images. The data are stored in binary image-format files.

A LAI inversion algorithm based on the unified model of canopy bidirectional reflectance distribution function for the Heihe River Basin

NASA Astrophysics Data System (ADS)

Ma, B.; Li, J.; Fan, W.; Ren, H.; Xu, X.

2017-12-01

Leaf area index (LAI) is one of the important parameters of vegetation canopy structure, which can represent the growth condition of vegetation effectively. The accuracy, availability and timeliness of LAI data can be improved greatly, which is of great importance to vegetation-related research, such as the study of atmospheric, land surface and hydrological processes to obtain LAI by remote sensing method. Heihe River Basin is the inland river basin in northwest China. There are various types of vegetation and all kinds of terrain conditions in the basin, so it is helpful for testing the accuracy of the model under the complex surface and evaluating the correctness of the model to study LAI in this area. On the other hand, located in west arid area of China, the ecological environment of Heihe Basin is fragile, LAI is an important parameter to represent the vegetation growth condition, and can help us understand the status of vegetation in the Heihe River Basin. Different from the previous LAI inversion models, the BRDF (bidirectional reflectance distribution function) unified model can be applied for both continuous vegetation and discrete vegetation, it is appropriate to the complex vegetation distribution. LAI is the key input parameter of the model. We establish the inversion algorithm that can exactly retrieve LAI using remote sensing image based on the unified model. First, we determine the vegetation type through the vegetation classification map to obtain the corresponding G function, leaf and surface reflectivity. Then, we need to determine the leaf area index (LAI), the aggregation index (ζ) and the sky scattered light ratio (β) range and the value of the interval, entering all the parameters into the model to calculate the corresponding reflectivity ρ and establish the lookup table of different vegetation. Finally, we can invert LAI on the basis of the established lookup table. The principle of inversion is least squares method. We have produced 1 km

Multiple Indicator Stationary Time Series Models.

ERIC Educational Resources Information Center

Sivo, Stephen A.

2001-01-01

Discusses the propriety and practical advantages of specifying multivariate time series models in the context of structural equation modeling for time series and longitudinal panel data. For time series data, the multiple indicator model specification improves on classical time series analysis. For panel data, the multiple indicator model…

A methodology to estimate representativeness of LAI station observation for validation: a case study with Chinese Ecosystem Research Network (CERN) in situ data

NASA Astrophysics Data System (ADS)

Xu, Baodong; Li, Jing; Liu, Qinhuo; Zeng, Yelu; Yin, Gaofei

2014-11-01

Leaf Area Index (LAI) is known as a key vegetation biophysical variable. To effectively use remote sensing LAI products in various disciplines, it is critical to understand the accuracy of them. The common method for the validation of LAI products is firstly establish the empirical relationship between the field data and high-resolution imagery, to derive LAI maps, then aggregate high-resolution LAI maps to match moderate-resolution LAI products. This method is just suited for the small region, and its frequencies of measurement are limited. Therefore, the continuous observing LAI datasets from ground station network are important for the validation of multi-temporal LAI products. However, due to the scale mismatch between the point observation in the ground station and the pixel observation, the direct comparison will bring the scale error. Thus it is needed to evaluate the representativeness of ground station measurement within pixel scale of products for the reasonable validation. In this paper, a case study with Chinese Ecosystem Research Network (CERN) in situ data was taken to introduce a methodology to estimate representativeness of LAI station observation for validating LAI products. We first analyzed the indicators to evaluate the observation representativeness, and then graded the station measurement data. Finally, the LAI measurement data which can represent the pixel scale was used to validate the MODIS, GLASS and GEOV1 LAI products. The result shows that the best agreement is reached between the GLASS and GEOV1, while the lowest uncertainty is achieved by GEOV1 followed by GLASS and MODIS. We conclude that the ground station measurement data can validate multi-temporal LAI products objectively based on the evaluation indicators of station observation representativeness, which can also improve the reliability for the validation of remote sensing products.

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

PubMed

Rodgers, Joseph Lee; Beasley, William Howard; Schuelke, Matthew

2014-01-01

Many data structures, particularly time series data, are naturally seasonal, cyclical, or otherwise circular. Past graphical methods for time series have focused on linear plots. In this article, we move graphical analysis onto the circle. We focus on 2 particular methods, one old and one new. Rose diagrams are circular histograms and can be produced in several different forms using the RRose software system. In addition, we propose, develop, illustrate, and provide software support for a new circular graphical method, called Wrap-Around Time Series Plots (WATS Plots), which is a graphical method useful to support time series analyses in general but in particular in relation to interrupted time series designs. We illustrate the use of WATS Plots with an interrupted time series design evaluating the effect of the Oklahoma City bombing on birthrates in Oklahoma County during the 10 years surrounding the bombing of the Murrah Building in Oklahoma City. We compare WATS Plots with linear time series representations and overlay them with smoothing and error bands. Each method is shown to have advantages in relation to the other; in our example, the WATS Plots more clearly show the existence and effect size of the fertility differential.

A Study toward the Evaluation of ALOS Images for LAI Estimation in Rice Fields

NASA Astrophysics Data System (ADS)

Sharifi Hashjin, Sh.; Darvishzadeh, R.; Khandan, R.

2013-10-01

For expanding and managing agricultural sources, satellite data have a key role in determining required information about different factors in plants Including Leaf Area Index (LAI).This paper has studied the potential of spectral indices in estimating rice canopy LAI in Amol city as one of the main sources of rice production in Iran. Due to its importance in provision of food and calorie of a major portion of population, rice product was chosen for study. A field campaign was conducted when rice was in the max growth stage (late of June). Also, two satellite images from ALOS-AVNIR-2 were used (simultaneous with conducted field works) to extract and determine vegetation indices. Then the Regression between measured data and vegetation indices, derived from combination of different bands, was evaluated and after that suitable vegetation indices were realized. Finally, statistics and calculations for introduction of a suitable model were presented. After examination of models, the results showed that RDVI and SAVI2, by determination coefficient and RMSE of 0.12-0.59 and 0.24-0.62, have more accuracy in LAI estimation. Results of present study demonstrated the potential of ALOS images, for LAI estimation and their significant role in monitoring and managing the rice plant.

Visibility Graph Based Time Series Analysis

PubMed Central

Stephen, Mutua; Gu, Changgui; Yang, Huijie

2015-01-01

Network based time series analysis has made considerable achievements in the recent years. By mapping mono/multivariate time series into networks, one can investigate both it’s microscopic and macroscopic behaviors. However, most proposed approaches lead to the construction of static networks consequently providing limited information on evolutionary behaviors. In the present paper we propose a method called visibility graph based time series analysis, in which series segments are mapped to visibility graphs as being descriptions of the corresponding states and the successively occurring states are linked. This procedure converts a time series to a temporal network and at the same time a network of networks. Findings from empirical records for stock markets in USA (S&P500 and Nasdaq) and artificial series generated by means of fractional Gaussian motions show that the method can provide us rich information benefiting short-term and long-term predictions. Theoretically, we propose a method to investigate time series from the viewpoint of network of networks. PMID:26571115

Visibility Graph Based Time Series Analysis.

PubMed

Stephen, Mutua; Gu, Changgui; Yang, Huijie

2015-01-01

Network based time series analysis has made considerable achievements in the recent years. By mapping mono/multivariate time series into networks, one can investigate both it's microscopic and macroscopic behaviors. However, most proposed approaches lead to the construction of static networks consequently providing limited information on evolutionary behaviors. In the present paper we propose a method called visibility graph based time series analysis, in which series segments are mapped to visibility graphs as being descriptions of the corresponding states and the successively occurring states are linked. This procedure converts a time series to a temporal network and at the same time a network of networks. Findings from empirical records for stock markets in USA (S&P500 and Nasdaq) and artificial series generated by means of fractional Gaussian motions show that the method can provide us rich information benefiting short-term and long-term predictions. Theoretically, we propose a method to investigate time series from the viewpoint of network of networks.

Volatility of linear and nonlinear time series

NASA Astrophysics Data System (ADS)

Kalisky, Tomer; Ashkenazy, Yosef; Havlin, Shlomo

2005-07-01

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

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.

Association mining of dependency between time series

NASA Astrophysics Data System (ADS)

Hafez, Alaaeldin

2001-03-01

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

Combined Use of Airborne Lidar and DBInSAR Data to Estimate LAI in Temperate Mixed Forests

NASA Technical Reports Server (NTRS)

Peduzzi, Alicia; Wynne, Randolph Hamilton; Thomas, Valerie A.; Nelson, Ross F.; Reis, James J.; Sanford, Mark

2012-01-01

The objective of this study was to determine whether leaf area index (LAI) in temperate mixed forests is best estimated using multiple-return airborne laser scanning (lidar) data or dual-band, single-pass interferometric synthetic aperture radar data (from GeoSAR) alone, or both in combination. In situ measurements of LAI were made using the LiCor LAI-2000 Plant Canopy Analyzer on 61 plots (21 hardwood, 36 pine, 4 mixed pine hardwood; stand age ranging from 12-164 years; mean height ranging from 0.4 to 41.2 m) in the Appomattox-Buckingham State Forest, Virginia, USA. Lidar distributional metrics were calculated for all returns and for ten one meter deep crown density slices (a new metric), five above and five below the mode of the vegetation returns for each plot. GeoSAR metrics were calculated from the X-band backscatter coefficients (four looks) as well as both X- and P-band interferometric heights and magnitudes for each plot. Lidar metrics alone explained 69% of the variability in LAI, while GeoSAR metrics alone explained 52%. However, combining the lidar and GeoSAR metrics increased the R2 to 0.77 with a CV-RMSE of 0.42. This study indicates the clear potential for X-band backscatter and interferometric height (both now available from spaceborne sensors), when combined with small-footprint lidar data, to improve LAI estimation in temperate mixed forests.

A Review of Subsequence Time Series Clustering

PubMed Central

Teh, Ying Wah

2014-01-01

Clustering of subsequence time series remains an open issue in time series clustering. Subsequence time series clustering is used in different fields, such as e-commerce, outlier detection, speech recognition, biological systems, DNA recognition, and text mining. One of the useful fields in the domain of subsequence time series clustering is pattern recognition. To improve this field, a sequence of time series data is used. This paper reviews some definitions and backgrounds related to subsequence time series clustering. The categorization of the literature reviews is divided into three groups: preproof, interproof, and postproof period. Moreover, various state-of-the-art approaches in performing subsequence time series clustering are discussed under each of the following categories. The strengths and weaknesses of the employed methods are evaluated as potential issues for future studies. PMID:25140332

A review of subsequence time series clustering.

PubMed

Zolhavarieh, Seyedjamal; Aghabozorgi, Saeed; Teh, Ying Wah

2014-01-01

Clustering of subsequence time series remains an open issue in time series clustering. Subsequence time series clustering is used in different fields, such as e-commerce, outlier detection, speech recognition, biological systems, DNA recognition, and text mining. One of the useful fields in the domain of subsequence time series clustering is pattern recognition. To improve this field, a sequence of time series data is used. This paper reviews some definitions and backgrounds related to subsequence time series clustering. The categorization of the literature reviews is divided into three groups: preproof, interproof, and postproof period. Moreover, various state-of-the-art approaches in performing subsequence time series clustering are discussed under each of the following categories. The strengths and weaknesses of the employed methods are evaluated as potential issues for future studies.

Smoothing of climate time series revisited

NASA Astrophysics Data System (ADS)

Mann, Michael E.

2008-08-01

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

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

PubMed

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

2010-12-01

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

[Professor LAI Xinsheng's experience of acupuncture combined with medication for epilepsy].

PubMed

Fang, Yajing; Wu, Peilong; Wang, Yumei; He, Kejie; Zhang, Sujuan; Lai, Xinsheng

2018-04-12

Professor LAI Xinsheng 's experience of acupuncture combined with medication for epilepsy is summarized, which is explained from epilepsy's etiology and pathogenesis, diagnosis and treatment of acupuncture and medication, respectively. Besides, the theoretical foundation and use instruction of acupuncture technique " tong - yuan " for epilepsy are introduced. Professor LAI highly values the adherence to etiology and pathogenesis, pays attention to syndrome differentiation and searches for the primary disease cause. He proposes the wind, phlegm, stasis and deficiency are the pathogenesis of epilepsy, and points out acupuncture could be applied during attack stage and remittent stage, but electroacupuncture should be used with caution. Regulating spirit is the key for treating epilepsy. The combination of acupuncture and medication could regulate the governor vessel and guide qi to the origin, which have significant curative effect.

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.

Clustering of financial time series

NASA Astrophysics Data System (ADS)

D'Urso, Pierpaolo; Cappelli, Carmela; Di Lallo, Dario; Massari, Riccardo

2013-05-01

This paper addresses the topic of classifying financial time series in a fuzzy framework proposing two fuzzy clustering models both based on GARCH models. In general clustering of financial time series, due to their peculiar features, needs the definition of suitable distance measures. At this aim, the first fuzzy clustering model exploits the autoregressive representation of GARCH models and employs, in the framework of a partitioning around medoids algorithm, the classical autoregressive metric. The second fuzzy clustering model, also based on partitioning around medoids algorithm, uses the Caiado distance, a Mahalanobis-like distance, based on estimated GARCH parameters and covariances that takes into account the information about the volatility structure of time series. In order to illustrate the merits of the proposed fuzzy approaches an application to the problem of classifying 29 time series of Euro exchange rates against international currencies is presented and discussed, also comparing the fuzzy models with their crisp version.

Suicide Prevention in Schizophrenia: Do Long-Acting Injectable Antipsychotics (LAIs) have a Role?

PubMed

Pompili, Maurizio; Orsolini, Laura; Lamis, Dorian A; Goldsmith, David R; Nardella, Adele; Falcone, Giulia; Corigliano, Valentina; Luciano, Mario; Fiorillo, Andrea

2017-01-01

Suicide risk is a major cause of death among patients with schizophrenia. Death by suicide has been reported in approximately 5% of schizophrenia patients although this figure appears to be an underestimate of the problem. A number of risk factors are routinely reported as associated with suicide risk among these patients, some of which are modifiable by targeted therapeutic strategies. Clozapine is the only compound that gathered evidence as an effective treatment for reducing suicide risk in schizophrenia. Long-Acting Injectable Antipsychotics (LAIs) have a range of advantages in terms of efficacy, safety and tolerability in the treatment of schizophrenia, and one area of interest is whether LAI-treatment may decrease suicidality by indirectly acting on a range of risk factors for suicide specific to schizophrenia patients. This background encouraged the present review of research pertaining to LAIs in relation to modifiable risk factors for suicide in schizophrenia. We viewed our task as gathering, speculating and critically appraising the available research relevant to the topic, with the aim of formulating a hypothesis to be tested with further research. Copyright© Bentham Science Publishers; For any queries, please email at epub@benthamscience.org.

Consistency across missions of long time series of global biophysical variables: challenges and lessons learnt

NASA Astrophysics Data System (ADS)

Lacaze, Roselyne; Smets, Bruno; Calvet, Jean-Christophe; Camacho, Fernando; Swinnen, Else; Verger, Aleixandre

2017-04-01

The Global component of the Copernicus Land Monitoring Service (CGLS) provides continuously a set of bio-geophysical variables describing the dynamics of vegetation, the energy budget at the continental surface, the water cycle and the cryosphere. Products are generated on a reliable and automatic basis from Earth Observation satellite data, at a frequency ranging from one hour to 10 days. They are accessible free of charge through the GCLS website (http://land.copernicus.eu/global/), associated with documentation describing the physical methodologies, the technical properties of products, and the quality of variables based on the results of validation exercises. The portfolio of the CGLS contains some Essential Climate Variables (ECV) like the Leaf Area Index (LAI), the Fraction of PAR absorbed by the vegetation (FAPAR), the surface albedo, and additional vegetation indices. These products were derived from SPOT/VEGETATION sensor data till December 2013, are currently derived from PROBA-V sensor data, and will be derived in the future from Sentinel-3 data. This talk will show how challenging is the transition between sensors to ensure the sustainability of the production while keeping the consistency of the time series. We will discuss the various sources of differences from input data, the impact of these differences on the biophysical variables and, in turn, on some final users' applications as such those based upon anomalies or assimilation of time series. We will present the mitigation measures taken to reduce as much as possible this impact. We will conclude with the lessons learnt and how this experience will be exploited to manage the transition towards Sentinel-3.

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.

Entropic Analysis of Electromyography Time Series

NASA Astrophysics Data System (ADS)

Kaufman, Miron; Sung, Paul

2005-03-01

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

Estimating gross primary productivity of a tropical forest ecosystem over north-east India using LAI and meteorological variables

NASA Astrophysics Data System (ADS)

Deb Burman, Pramit Kumar; Sarma, Dipankar; Williams, Mathew; Karipot, Anandakumar; Chakraborty, Supriyo

2017-10-01

Tropical forests act as a major sink of atmospheric carbon dioxide, and store large amounts of carbon in biomass. India is a tropical country with regions of dense vegetation and high biodiversity. However due to the paucity of observations, the carbon sequestration potential of these forests could not be assessed in detail so far. To address this gap, several flux towers were erected over different ecosystems in India by Indian Institute of Tropical Meteorology as part of the MetFlux India project funded by MoES (Ministry of Earth Sciences, Government of India). A 50 m tall tower was set up over a semi-evergreen moist deciduous forest named Kaziranga National Park in north-eastern part of India which houses a significant stretch of local forest cover. Climatically this region is identified to be humid sub-tropical. Here we report first generation of the in situ meteorological observations and leaf area index (LAI) measurements from this site. LAI obtained from NASA's Moderate Resolution Imaging Spectroradiometer (MODIS) is compared with the in situ measured LAI. We use these in situ measurements to calculate the total gross photosynthesis (or gross primary productivity, GPP) of the forest using a calibrated model. LAI and GPP show prominent seasonal variation. LAI ranges between 0.75 in winter to 3.25 in summer. Annual GPP is estimated to be 2.11 kg C m^{-2} year^{-1}.

Homogenising time series: Beliefs, dogmas and facts

NASA Astrophysics Data System (ADS)

Domonkos, P.

2010-09-01

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

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

Extracellular proteome analysis of Leptospira interrogans serovar Lai.

PubMed

Zeng, Lingbing; Zhang, Yunyi; Zhu, Yongzhang; Yin, Haidi; Zhuang, Xuran; Zhu, Weinan; Guo, Xiaokui; Qin, Jinhong

2013-10-01

Abstract Leptospirosis is one of the most important zoonoses. Leptospira interrogans serovar Lai is a pathogenic spirochete that is responsible for leptospirosis. Extracellular proteins play an important role in the pathogenicity of this bacterium. In this study, L. interrogans serovar Lai was grown in protein-free medium; the supernatant was collected and subsequently analyzed as the extracellular proteome. A total of 66 proteins with more than two unique peptides were detected by MS/MS, and 33 of these were predicted to be extracellular proteins by a combination of bioinformatics analyses, including Psortb, cello, SoSuiGramN and SignalP. Comparisons of the transcriptional levels of these 33 genes between in vivo and in vitro conditions revealed that 15 genes were upregulated and two genes were downregulated in vivo compared to in vitro. A BLAST search for the components of secretion system at the genomic and proteomic levels revealed the presence of the complete type I secretion system and type II secretion system in this strain. Moreover, this strain also exhibits complete Sec translocase and Tat translocase systems. The extracellular proteome analysis of L. interrogans will supplement the previously generated whole proteome data and provide more information for studying the functions of specific proteins in the infection process and for selecting candidate molecules for vaccines or diagnostic tools for leptospirosis.

Temporal Stability of the NDVI-LAI Relationship in a Napa Valley Vineyard

NASA Technical Reports Server (NTRS)

Johnson, L. F.

2003-01-01

Remotely sensed normalized difference vegetation index (NDVI) values, derived from high-resolution satellite images, were compared with ground measurements of vineyard leaf area index (LAI) periodically during the 2001 growing season. The two variables were strongly related at six ground calibration sites on each of four occasions (r squared = 0.91 to 0.98). Linear regression equations relating the two variables did not significantly differ by observation date, and a single equation accounted for 92 percent of the variance in the combined dataset. Temporal stability of the relationship opens the possibility of transforming NDVI maps to LAI in the absence of repeated ground calibration fieldwork. In order to take advantage of this circumstance, however, steps should be taken to assure temporal consistency in spectral data values comprising the NDVI.

Homogenising time series: beliefs, dogmas and facts

NASA Astrophysics Data System (ADS)

Domonkos, P.

2011-06-01

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

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

NASA Technical Reports Server (NTRS)

Michaels, Anthony F.; Knap, Anthony H.

1992-01-01

Bermuda is the site of two ocean time-series programs. At Hydrostation S, the ongoing biweekly profiles of temperature, salinity and oxygen now span 37 years. This is one of the longest open-ocean time-series data sets and provides a view of decadal scale variability in ocean processes. In 1988, the U.S. JGOFS Bermuda Atlantic Time-series Study began a wide range of measurements at a frequency of 14-18 cruises each year to understand temporal variability in ocean biogeochemistry. On each cruise, the data range from chemical analyses of discrete water samples to data from electronic packages of hydrographic and optics sensors. In addition, a range of biological and geochemical rate measurements are conducted that integrate over time-periods of minutes to days. This sampling strategy yields a reasonable resolution of the major seasonal patterns and of decadal scale variability. The Sargasso Sea also has a variety of episodic production events on scales of days to weeks and these are only poorly resolved. In addition, there is a substantial amount of mesoscale variability in this region and some of the perceived temporal patterns are caused by the intersection of the biweekly sampling with the natural spatial variability. In the Bermuda time-series programs, we have added a series of additional cruises to begin to assess these other sources of variation and their impacts on the interpretation of the main time-series record. However, the adequate resolution of higher frequency temporal patterns will probably require the introduction of new sampling strategies and some emerging technologies such as biogeochemical moorings and autonomous underwater vehicles.

EPIC-Simulated and MODIS-Derived Leaf Area Index (LAI) Comparisons Across mMltiple Spatial Scales RSAD Oral Poster based session

EPA Science Inventory

Leaf Area Index (LAI) is an important parameter in assessing vegetation structure for characterizing forest canopies over large areas at broad spatial scales using satellite remote sensing data. However, satellite-derived LAI products can be limited by obstructed atmospheric cond...

Daily mapping of Landsat-like LAI and correlation to grape yield

USDA-ARS?s Scientific Manuscript database

Wine grape quality and quantity are affected by vine growing condition during some critical growing stages. In this paper, MODIS and Landsat were used to map daily LAI in the two Grape Remote sensing Atmospheric Profiling and Evapotranspiration eXperiment (GRAPEX) experiment fields near Lodi, Califo...

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.

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.

Forecasting Enrollments with Fuzzy Time Series.

ERIC Educational Resources Information Center

Song, Qiang; Chissom, Brad S.

The concept of fuzzy time series is introduced and used to forecast the enrollment of a university. Fuzzy time series, an aspect of fuzzy set theory, forecasts enrollment using a first-order time-invariant model. To evaluate the model, the conventional linear regression technique is applied and the predicted values obtained are compared to the…

CHEMICAL TIME-SERIES SAMPLING

EPA Science Inventory

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

Leaf Area Index (LAI) in different type of agroforestry systems based on hemispherical photographs in Cidanau Watershed

NASA Astrophysics Data System (ADS)

Nur Khairiah, Rahmi; Setiawan, Yudi; Budi Prasetyo, Lilik; Ayu Permatasari, Prita

2017-01-01

Ecological functions of agroforestry systems have perceived benefit to people around Cidanau Watershed, especially in the protection of water quality. The main causes of the problems encountered in the Cidanau Watershed are associated with the human factors, especially encroachment and conversion of forest into farmland. The encroachment has made most forest in Cidanau Watershed become bare land. To preserve the ecological function of agroforestry systems in Cidanau Watershed, monitoring of the condition of the vegetation canopy in agroforestry systems is really needed. High intensity thinning of crown density due to deforestation can change stand leaf area index dramatically. By knowing LAI, we can assess the condition of the vegetation canopy in agroforestry systems. LAI in this research was obtained from Hemispherical Photographs analysis using the threshold method in HemiView Canopy Analysis Software. Our research results indicate that there are six types of agroforestry in Cidanau Watershed i.e. Sengon Agroforestry, Clove Agroforestry, Melinjo Agroforestry, Chocolate Agroforestry, Coffee Agroforestry, and Complex Agroforestry. Several factors potentially contribute to variations in the value of LAI in different types of agroforestry. The simple assumptions about differences ranges of LAI values on six types of agroforestry is closely related to leaf area and plant population density.

Learning time series for intelligent monitoring

NASA Technical Reports Server (NTRS)

Manganaris, Stefanos; Fisher, Doug

1994-01-01

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

Directionality volatility in electroencephalogram time series

NASA Astrophysics Data System (ADS)

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

2016-06-01

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

Clustering Financial Time Series by Network Community Analysis

NASA Astrophysics Data System (ADS)

Piccardi, Carlo; Calatroni, Lisa; Bertoni, Fabio

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

Time Series Model Identification by Estimating Information.

DTIC Science & Technology

1982-11-01

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

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).

An Energy-Based Similarity Measure for Time Series

NASA Astrophysics Data System (ADS)

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

2007-12-01

A new similarity measure, called SimilB, for time series analysis, based on the cross-[InlineEquation not available: see fulltext.]-energy operator (2004), is introduced. [InlineEquation not available: see fulltext.] is a nonlinear measure which quantifies the interaction between two time series. Compared to Euclidean distance (ED) or the Pearson correlation coefficient (CC), SimilB includes the temporal information and relative changes of the time series using the first and second derivatives of the time series. SimilB is well suited for both nonstationary and stationary time series and particularly those presenting discontinuities. Some new properties of [InlineEquation not available: see fulltext.] are presented. Particularly, we show that [InlineEquation not available: see fulltext.] as similarity measure is robust to both scale and time shift. SimilB is illustrated with synthetic time series and an artificial dataset and compared to the CC and the ED measures.

BOREAS RSS-7 Regional LAI and FPAR Images From 10-Day AVHRR-LAC Composites

NASA Technical Reports Server (NTRS)

Hall, Forrest G. (Editor); Nickeson, Jaime (Editor); Chen, Jing; Cihlar, Josef

2000-01-01

The BOReal Ecosystem-Atmosphere Study Remote Sensing Science (BOREAS RSS-7) team collected various data sets to develop and validate an algorithm to allow the retrieval of the spatial distribution of Leaf Area Index (LAI) from remotely sensed images. Advanced Very High Resolution Radiometer (AVHRR) level-4c 10-day composite Normalized Difference Vegetation Index (NDVI) images produced at CCRS were used to produce images of LAI and the Fraction of Photosynthetically Active Radiation (FPAR) absorbed by plant canopies for the three summer IFCs in 1994 across the BOREAS region. The algorithms were developed based on ground measurements and Landsat Thematic Mapper (TM) images. The data are stored in binary image format files.

Detecting chaos in irregularly sampled time series.

PubMed

Kulp, C W

2013-09-01

Recently, Wiebe and Virgin [Chaos 22, 013136 (2012)] developed an algorithm which detects chaos by analyzing a time series' power spectrum which is computed using the Discrete Fourier Transform (DFT). Their algorithm, like other time series characterization algorithms, requires that the time series be regularly sampled. Real-world data, however, are often irregularly sampled, thus, making the detection of chaotic behavior difficult or impossible with those methods. In this paper, a characterization algorithm is presented, which effectively detects chaos in irregularly sampled time series. The work presented here is a modification of Wiebe and Virgin's algorithm and uses the Lomb-Scargle Periodogram (LSP) to compute a series' power spectrum instead of the DFT. The DFT is not appropriate for irregularly sampled time series. However, the LSP is capable of computing the frequency content of irregularly sampled data. Furthermore, a new method of analyzing the power spectrum is developed, which can be useful for differentiating between chaotic and non-chaotic behavior. The new characterization algorithm is successfully applied to irregularly sampled data generated by a model as well as data consisting of observations of variable stars.

Phase walk analysis of leptokurtic time series.

PubMed

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

2018-06-01

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

FATS: Feature Analysis for Time Series

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

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.

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.

Spatial Heterogeneity of Leaf Area Index (LAI) and Its Temporal Course on Arable Land: Combining Field Measurements, Remote Sensing and Simulation in a Comprehensive Data Analysis Approach (CDAA).

PubMed

Reichenau, Tim G; Korres, Wolfgang; Montzka, Carsten; Fiener, Peter; Wilken, Florian; Stadler, Anja; Waldhoff, Guido; Schneider, Karl

2016-01-01

The ratio of leaf area to ground area (leaf area index, LAI) is an important state variable in ecosystem studies since it influences fluxes of matter and energy between the land surface and the atmosphere. As a basis for generating temporally continuous and spatially distributed datasets of LAI, the current study contributes an analysis of its spatial variability and spatial structure. Soil-vegetation-atmosphere fluxes of water, carbon and energy are nonlinearly related to LAI. Therefore, its spatial heterogeneity, i.e., the combination of spatial variability and structure, has an effect on simulations of these fluxes. To assess LAI spatial heterogeneity, we apply a Comprehensive Data Analysis Approach that combines data from remote sensing (5 m resolution) and simulation (150 m resolution) with field measurements and a detailed land use map. Test area is the arable land in the fertile loess plain of the Rur catchment on the Germany-Belgium-Netherlands border. LAI from remote sensing and simulation compares well with field measurements. Based on the simulation results, we describe characteristic crop-specific temporal patterns of LAI spatial variability. By means of these patterns, we explain the complex multimodal frequency distributions of LAI in the remote sensing data. In the test area, variability between agricultural fields is higher than within fields. Therefore, spatial resolutions less than the 5 m of the remote sensing scenes are sufficient to infer LAI spatial variability. Frequency distributions from the simulation agree better with the multimodal distributions from remote sensing than normal distributions do. The spatial structure of LAI in the test area is dominated by a short distance referring to field sizes. Longer distances that refer to soil and weather can only be derived from remote sensing data. Therefore, simulations alone are not sufficient to characterize LAI spatial structure. It can be concluded that a comprehensive picture of LAI spatial

Spatial Heterogeneity of Leaf Area Index (LAI) and Its Temporal Course on Arable Land: Combining Field Measurements, Remote Sensing and Simulation in a Comprehensive Data Analysis Approach (CDAA)

PubMed Central

Korres, Wolfgang; Montzka, Carsten; Fiener, Peter; Wilken, Florian; Stadler, Anja; Waldhoff, Guido; Schneider, Karl

2016-01-01

The ratio of leaf area to ground area (leaf area index, LAI) is an important state variable in ecosystem studies since it influences fluxes of matter and energy between the land surface and the atmosphere. As a basis for generating temporally continuous and spatially distributed datasets of LAI, the current study contributes an analysis of its spatial variability and spatial structure. Soil-vegetation-atmosphere fluxes of water, carbon and energy are nonlinearly related to LAI. Therefore, its spatial heterogeneity, i.e., the combination of spatial variability and structure, has an effect on simulations of these fluxes. To assess LAI spatial heterogeneity, we apply a Comprehensive Data Analysis Approach that combines data from remote sensing (5 m resolution) and simulation (150 m resolution) with field measurements and a detailed land use map. Test area is the arable land in the fertile loess plain of the Rur catchment on the Germany-Belgium-Netherlands border. LAI from remote sensing and simulation compares well with field measurements. Based on the simulation results, we describe characteristic crop-specific temporal patterns of LAI spatial variability. By means of these patterns, we explain the complex multimodal frequency distributions of LAI in the remote sensing data. In the test area, variability between agricultural fields is higher than within fields. Therefore, spatial resolutions less than the 5 m of the remote sensing scenes are sufficient to infer LAI spatial variability. Frequency distributions from the simulation agree better with the multimodal distributions from remote sensing than normal distributions do. The spatial structure of LAI in the test area is dominated by a short distance referring to field sizes. Longer distances that refer to soil and weather can only be derived from remote sensing data. Therefore, simulations alone are not sufficient to characterize LAI spatial structure. It can be concluded that a comprehensive picture of LAI spatial

Optimal interpolation analysis of leaf area index using MODIS data

USGS Publications Warehouse

Gu, Yingxin; Belair, Stephane; Mahfouf, Jean-Francois; Deblonde, Godelieve

2006-01-01

A simple data analysis technique for vegetation leaf area index (LAI) using Moderate Resolution Imaging Spectroradiometer (MODIS) data is presented. The objective is to generate LAI data that is appropriate for numerical weather prediction. A series of techniques and procedures which includes data quality control, time-series data smoothing, and simple data analysis is applied. The LAI analysis is an optimal combination of the MODIS observations and derived climatology, depending on their associated errors σo and σc. The “best estimate” LAI is derived from a simple three-point smoothing technique combined with a selection of maximum LAI (after data quality control) values to ensure a higher quality. The LAI climatology is a time smoothed mean value of the “best estimate” LAI during the years of 2002–2004. The observation error is obtained by comparing the MODIS observed LAI with the “best estimate” of the LAI, and the climatological error is obtained by comparing the “best estimate” of LAI with the climatological LAI value. The LAI analysis is the result of a weighting between these two errors. Demonstration of the method described in this paper is presented for the 15-km grid of Meteorological Service of Canada (MSC)'s regional version of the numerical weather prediction model. The final LAI analyses have a relatively smooth temporal evolution, which makes them more appropriate for environmental prediction than the original MODIS LAI observation data. They are also more realistic than the LAI data currently used operationally at the MSC which is based on land-cover databases.

Sensor-Generated Time Series Events: A Definition Language

PubMed Central

Anguera, Aurea; Lara, Juan A.; Lizcano, David; Martínez, Maria Aurora; Pazos, Juan

2012-01-01

There are now a great many domains where information is recorded by sensors over a limited time period or on a permanent basis. This data flow leads to sequences of data known as time series. In many domains, like seismography or medicine, time series analysis focuses on particular regions of interest, known as events, whereas the remainder of the time series contains hardly any useful information. In these domains, there is a need for mechanisms to identify and locate such events. In this paper, we propose an events definition language that is general enough to be used to easily and naturally define events in time series recorded by sensors in any domain. The proposed language has been applied to the definition of time series events generated within the branch of medicine dealing with balance-related functions in human beings. A device, called posturograph, is used to study balance-related functions. The platform has four sensors that record the pressure intensity being exerted on the platform, generating four interrelated time series. As opposed to the existing ad hoc proposals, the results confirm that the proposed language is valid, that is generally applicable and accurate, for identifying the events contained in the time series.

Remote Sensing Time Series Product Tool

NASA Technical Reports Server (NTRS)

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

2006-01-01

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

Extending nonlinear analysis to short ecological time series.

PubMed

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

2008-01-01

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

Financial Time-series Analysis: a Brief Overview

NASA Astrophysics Data System (ADS)

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

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

Estimation of coupling between time-delay systems from time series

NASA Astrophysics Data System (ADS)

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

2005-07-01

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

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

PubMed

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

2014-06-01

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

Time Series Model Identification and Prediction Variance Horizon.

DTIC Science & Technology

1980-06-01

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

Time series smoother for effect detection.

PubMed

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

2018-01-01

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

Time series smoother for effect detection

PubMed Central

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

2018-01-01

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

Time series modeling in traffic safety research.

PubMed

Lavrenz, Steven M; Vlahogianni, Eleni I; Gkritza, Konstantina; Ke, Yue

2018-08-01

The use of statistical models for analyzing traffic safety (crash) data has been well-established. However, time series techniques have traditionally been underrepresented in the corresponding literature, due to challenges in data collection, along with a limited knowledge of proper methodology. In recent years, new types of high-resolution traffic safety data, especially in measuring driver behavior, have made time series modeling techniques an increasingly salient topic of study. Yet there remains a dearth of information to guide analysts in their use. This paper provides an overview of the state of the art in using time series models in traffic safety research, and discusses some of the fundamental techniques and considerations in classic time series modeling. It also presents ongoing and future opportunities for expanding the use of time series models, and explores newer modeling techniques, including computational intelligence models, which hold promise in effectively handling ever-larger data sets. The information contained herein is meant to guide safety researchers in understanding this broad area of transportation data analysis, and provide a framework for understanding safety trends that can influence policy-making. Copyright © 2017 Elsevier Ltd. All rights reserved.

Time series of the northeast Pacific

NASA Astrophysics Data System (ADS)

Peña, M. Angelica; Bograd, Steven J.

2007-10-01

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

Measuring Gap Fraction, Element Clumping Index and LAI in Sierra Forest Stands Using a Full-Waveform Ground-Based Lidar

NASA Technical Reports Server (NTRS)

Zhao, Feng; Strahler, Alan H.; Crystal L. Schaaf; Yao, Tian; Yang, Xiaoyuan; Wang, Zhuosen; Schull, Mitchell A.; Roman, Miguel O.; Woodcock, Curtis E.; Olofsson, Pontus;

Nonlinear parametric model for Granger causality of time series

NASA Astrophysics Data System (ADS)

Marinazzo, Daniele; Pellicoro, Mario; Stramaglia, Sebastiano

2006-06-01

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

Scaling Sap Flow Results Over Wide Areas Using High-Resolution Aerial Multispectral Digital Imaging, Leaf Area Index (LAI) and MODIS Satellite Imagery in Saltcedar Stands on the Lower Colorado River

NASA Astrophysics Data System (ADS)

Murray, R.; Neale, C.; Nagler, P. L.; Glenn, E. P.

2008-12-01

Heat-balance sap flow sensors provide direct estimates of water movement through plant stems and can be used to accurately measure leaf-level transpiration (EL) and stomatal conductance (GS) over time scales ranging from 20-minutes to a month or longer in natural stands of plants. However, their use is limited to relatively small branches on shrubs or trees, as the gauged stem section needs to be uniformly heated by the heating coil to produce valid measurements. This presents a scaling problem in applying the results to whole plants, stands of plants, and larger landscape areas. We used high-resolution aerial multispectral digital imaging with green, red and NIR bands as a bridge between ground measurements of EL and GS, and MODIS satellite imagery of a flood plain on the Lower Colorado River dominated by saltcedar (Tamarix ramosissima). Saltcedar is considered to be a high-water-use plant, and saltcedar removal programs have been proposed to salvage water. Hence, knowledge of actual saltcedar ET rates is needed on western U.S. rivers. Scaling EL and GS to large landscape units requires knowledge of leaf area index (LAI) over large areas. We used a LAI model developed for riparian habitats on Bosque del Apache, New Mexico, to estimate LAI at our study site on the Colorado River. We compared the model estimates to ground measurements of LAI, determined with a Li-Cor LAI-2000 Plant Canopy Analyzer calibrated by leaf harvesting to determine Specific Leaf Area (SLA) (m2 leaf area per g dry weight leaves) of the different species on the floodplain. LAI could be adequately predicted from NDVI from aerial multispectral imagery and could be cross-calibrated with MODIS NDVI and EVI. Hence, we were able to project point measurements of sap flow and LAI over multiple years and over large areas of floodplain using aerial multispectral imagery as a bridge between ground and satellite data. The methods are applicable to riparian corridors throughout the western U.S.

Pearson correlation estimation for irregularly sampled time series

NASA Astrophysics Data System (ADS)

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

2012-04-01

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

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.

Analysis of Nonstationary Time Series for Biological Rhythms Research.

PubMed

Leise, Tanya L

2017-06-01

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

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.

Complex network approach to fractional time series

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

Manshour, Pouya

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

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.

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.

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.

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

Stochastic nature of series of waiting times.

PubMed

Anvari, Mehrnaz; Aghamohammadi, Cina; Dashti-Naserabadi, H; Salehi, E; Behjat, E; Qorbani, M; Nezhad, M Khazaei; Zirak, M; Hadjihosseini, Ali; Peinke, Joachim; Tabar, M Reza Rahimi

2013-06-01

Although fluctuations in the waiting time series have been studied for a long time, some important issues such as its long-range memory and its stochastic features in the presence of nonstationarity have so far remained unstudied. Here we find that the "waiting times" series for a given increment level have long-range correlations with Hurst exponents belonging to the interval 1/2time distribution. We find that the logarithmic difference of waiting times series has a short-range correlation, and then we study its stochastic nature using the Markovian method and determine the corresponding Kramers-Moyal coefficients. As an example, we analyze the velocity fluctuations in high Reynolds number turbulence and determine the level dependence of Markov time scales, as well as the drift and diffusion coefficients. We show that the waiting time distributions exhibit power law tails, and we were able to model the distribution with a continuous time random walk.

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.

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

GNSS Network time series analysis

NASA Astrophysics Data System (ADS)

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

2012-12-01

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

Stochastic nature of series of waiting times

NASA Astrophysics Data System (ADS)

Anvari, Mehrnaz; Aghamohammadi, Cina; Dashti-Naserabadi, H.; Salehi, E.; Behjat, E.; Qorbani, M.; Khazaei Nezhad, M.; Zirak, M.; Hadjihosseini, Ali; Peinke, Joachim; Tabar, M. Reza Rahimi

2013-06-01

Although fluctuations in the waiting time series have been studied for a long time, some important issues such as its long-range memory and its stochastic features in the presence of nonstationarity have so far remained unstudied. Here we find that the “waiting times” series for a given increment level have long-range correlations with Hurst exponents belonging to the interval 1/2time distribution. We find that the logarithmic difference of waiting times series has a short-range correlation, and then we study its stochastic nature using the Markovian method and determine the corresponding Kramers-Moyal coefficients. As an example, we analyze the velocity fluctuations in high Reynolds number turbulence and determine the level dependence of Markov time scales, as well as the drift and diffusion coefficients. We show that the waiting time distributions exhibit power law tails, and we were able to model the distribution with a continuous time random walk.

Retrieval of LAI and leaf chlorophyll content from remote sensing data by agronomy mechanism knowledge to solve the ill-posed inverse problem

NASA Astrophysics Data System (ADS)

Li, Zhenhai; Nie, Chenwei; Yang, Guijun; Xu, Xingang; Jin, Xiuliang; Gu, Xiaohe

2014-10-01

Leaf area index (LAI) and LCC, as the two most important crop growth variables, are major considerations in management decisions, agricultural planning and policy making. Estimation of canopy biophysical variables from remote sensing data was investigated using a radiative transfer model. However, the ill-posed problem is unavoidable for the unique solution of the inverse problem and the uncertainty of measurements and model assumptions. This study focused on the use of agronomy mechanism knowledge to restrict and remove the ill-posed inversion results. For this purpose, the inversion results obtained using the PROSAIL model alone (NAMK) and linked with agronomic mechanism knowledge (AMK) were compared. The results showed that AMK did not significantly improve the accuracy of LAI inversion. LAI was estimated with high accuracy, and there was no significant improvement after considering AMK. The validation results of the determination coefficient (R2) and the corresponding root mean square error (RMSE) between measured LAI and estimated LAI were 0.635 and 1.022 for NAMK, and 0.637 and 0.999 for AMK, respectively. LCC estimation was significantly improved with agronomy mechanism knowledge; the R2 and RMSE values were 0.377 and 14.495 μg cm-2 for NAMK, and 0.503 and 10.661 μg cm-2 for AMK, respectively. Results of the comparison demonstrated the need for agronomy mechanism knowledge in radiative transfer model inversion.

Characterizing artifacts in RR stress test time series.

PubMed

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

2016-08-01

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

Improving the prediction of African savanna vegetation variables using time series of MODIS products

NASA Astrophysics Data System (ADS)

Tsalyuk, Miriam; Kelly, Maggi; Getz, Wayne M.

2017-09-01

African savanna vegetation is subject to extensive degradation as a result of rapid climate and land use change. To better understand these changes detailed assessment of vegetation structure is needed across an extensive spatial scale and at a fine temporal resolution. Applying remote sensing techniques to savanna vegetation is challenging due to sparse cover, high background soil signal, and difficulty to differentiate between spectral signals of bare soil and dry vegetation. In this paper, we attempt to resolve these challenges by analyzing time series of four MODIS Vegetation Products (VPs): Normalized Difference Vegetation Index (NDVI), Enhanced Vegetation Index (EVI), Leaf Area Index (LAI), and Fraction of Photosynthetically Active Radiation (FPAR) for Etosha National Park, a semiarid savanna in north-central Namibia. We create models to predict the density, cover, and biomass of the main savanna vegetation forms: grass, shrubs, and trees. To calibrate remote sensing data we developed an extensive and relatively rapid field methodology and measured herbaceous and woody vegetation during both the dry and wet seasons. We compared the efficacy of the four MODIS-derived VPs in predicting vegetation field measured variables. We then compared the optimal time span of VP time series to predict ground-measured vegetation. We found that Multiyear Partial Least Square Regression (PLSR) models were superior to single year or single date models. Our results show that NDVI-based PLSR models yield robust prediction of tree density (R2 = 0.79, relative Root Mean Square Error, rRMSE = 1.9%) and tree cover (R2 = 0.78, rRMSE = 0.3%). EVI provided the best model for shrub density (R2 = 0.82) and shrub cover (R2 = 0.83), but was only marginally superior over models based on other VPs. FPAR was the best predictor of vegetation biomass of trees (R2 = 0.76), shrubs (R2 = 0.83), and grass (R2 = 0.91). Finally, we addressed an enduring challenge in the remote sensing of semiarid

A novel weight determination method for time series data aggregation

NASA Astrophysics Data System (ADS)

Xu, Paiheng; Zhang, Rong; Deng, Yong

2017-09-01

Aggregation in time series is of great importance in time series smoothing, predicting and other time series analysis process, which makes it crucial to address the weights in times series correctly and reasonably. In this paper, a novel method to obtain the weights in time series is proposed, in which we adopt induced ordered weighted aggregation (IOWA) operator and visibility graph averaging (VGA) operator and linearly combine the weights separately generated by the two operator. The IOWA operator is introduced to the weight determination of time series, through which the time decay factor is taken into consideration. The VGA operator is able to generate weights with respect to the degree distribution in the visibility graph constructed from the corresponding time series, which reflects the relative importance of vertices in time series. The proposed method is applied to two practical datasets to illustrate its merits. The aggregation of Construction Cost Index (CCI) demonstrates the ability of proposed method to smooth time series, while the aggregation of The Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) illustrate how proposed method maintain the variation tendency of original data.

Time series, periodograms, and significance

NASA Astrophysics Data System (ADS)

Hernandez, G.

1999-05-01

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

Entropy of electromyography time series

NASA Astrophysics Data System (ADS)

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

2007-12-01

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

Recurrent Neural Network Applications for Astronomical Time Series

NASA Astrophysics Data System (ADS)

Protopapas, Pavlos

2017-06-01

The benefits of good predictive models in astronomy lie in early event prediction systems and effective resource allocation. Current time series methods applicable to regular time series have not evolved to generalize for irregular time series. In this talk, I will describe two Recurrent Neural Network methods, Long Short-Term Memory (LSTM) and Echo State Networks (ESNs) for predicting irregular time series. Feature engineering along with a non-linear modeling proved to be an effective predictor. For noisy time series, the prediction is improved by training the network on error realizations using the error estimates from astronomical light curves. In addition to this, we propose a new neural network architecture to remove correlation from the residuals in order to improve prediction and compensate for the noisy data. Finally, I show how to set hyperparameters for a stable and performant solution correctly. In this work, we circumvent this obstacle by optimizing ESN hyperparameters using Bayesian optimization with Gaussian Process priors. This automates the tuning procedure, enabling users to employ the power of RNN without needing an in-depth understanding of the tuning procedure.

Visualizing frequent patterns in large multivariate time series

NASA Astrophysics Data System (ADS)

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

2011-01-01

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

Robust extrema features for time-series data analysis.

PubMed

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

2013-06-01

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

Analysis and generation of groundwater concentration time series

NASA Astrophysics Data System (ADS)

Crăciun, Maria; Vamoş, Călin; Suciu, Nicolae

2018-01-01

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

Transition Icons for Time-Series Visualization and Exploratory Analysis.

PubMed

Nickerson, Paul V; Baharloo, Raheleh; Wanigatunga, Amal A; Manini, Todd M; Tighe, Patrick J; Rashidi, Parisa

2018-03-01

The modern healthcare landscape has seen the rapid emergence of techniques and devices that temporally monitor and record physiological signals. The prevalence of time-series data within the healthcare field necessitates the development of methods that can analyze the data in order to draw meaningful conclusions. Time-series behavior is notoriously difficult to intuitively understand due to its intrinsic high-dimensionality, which is compounded in the case of analyzing groups of time series collected from different patients. Our framework, which we call transition icons, renders common patterns in a visual format useful for understanding the shared behavior within groups of time series. Transition icons are adept at detecting and displaying subtle differences and similarities, e.g., between measurements taken from patients receiving different treatment strategies or stratified by demographics. We introduce various methods that collectively allow for exploratory analysis of groups of time series, while being free of distribution assumptions and including simple heuristics for parameter determination. Our technique extracts discrete transition patterns from symbolic aggregate approXimation representations, and compiles transition frequencies into a bag of patterns constructed for each group. These transition frequencies are normalized and aligned in icon form to intuitively display the underlying patterns. We demonstrate the transition icon technique for two time-series datasets-postoperative pain scores, and hip-worn accelerometer activity counts. We believe transition icons can be an important tool for researchers approaching time-series data, as they give rich and intuitive information about collective time-series behaviors.

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.

LAI is the major cause of divergence in CO2 fertilization effect in land surface models

NASA Astrophysics Data System (ADS)

Li, Q.; Luo, Y.; Lu, X.; Wang, Y.; Huang, X.; Lin, G., Sr.

2017-12-01

Concentration-carbon feedback (β), also called CO2 fertilization effect, is an important feedback between terrestrial ecosystems and atmosphere to alleviate global climate change. However, models participating in C4MIP and CMIP5 predicted diverse CO2 fertilization effects under future CO2 inceasing scenarios. Hence identifing the key processes dominating the divergence of β in land surface models is of significance. We calculated CO2 fertilization effects from leaf level, canopy gross productivity level, net ecosystem productivity level and ecosystem carbon stock level in Community Atmosphere Biosphere Land Exchange (CABLE) model. Our results identified LAI is the key factor dominating the divergence of β among C3 plants in CABLE model. Saturation of the ecosystem productivity to increasing CO2 is not only regulated by leaf-level response, but also the response of LAI to increasing CO2. The greatest variation among C3 plants at ecosystem level suggests that other processes such as different allocation patterns and soil carbon dynamics of various vegetation types are also responsible for the divergence. Our results indicate that processes regarding to LAI need to be better calibrated according to experiments and observations in order to better represent the response of ecosystem productivity to increasing CO2.

The Sentinel-2 MSI Can Increase the Temporal Resolution of 30m Satellite-Derived LAI Estimates

NASA Astrophysics Data System (ADS)

Dungan, J. L.; Li, S.; Ganguly, S.; Wang, W.; Nemani, R. R.; Ju, J.; Claverie, M.; Masek, J. G.

2016-12-01

The successful launch of the European Space Agency (ESA) Sentinel-2A (S2-A) on 23 June 2015 with its MultiSpectral Instrument (MSI) provides an important means to augment Earth-observation capabilities following the legacy of Landsat. After the three-month satellite commissioning campaign, the MSI onboard S-2A is performing very well (ESA, 2015). By 3 December 2015, the sensor data records have achieved provisional maturity status and have been accessed in level-1C Top-Of-Atmosphere (TOA) reflectance by the remote sensing community worldwide. Near-nadir observations by the MSI onboard S-2A and the Operational Land Imager (OLI) onboard Landsat 8 were collected during Simultaneous Nadir Overpasses as well as nearly coincident overpasses. This paper presents a processing chain using harmonized S-2A MSI and Landsat 8 OLI sensors to obtain increased temporal resolution in Leaf Area Index (LAI) estimates using the red-edge band B8A of MSI to replace the NIR band B08. Results demonstrate that LAI estimates from the MSI and OLI are comparable, and, given sufficient preprocessing for atmospheric correction and geometric rectification, can be used interchangeably to improve the frequency with which low LAI canopies can be monitored.

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

PubMed

Czechowski, Zbigniew; Lovallo, Michele; Telesca, Luciano

2016-02-01

In this study, we investigate multifractal properties of connectivity time series resulting from the visibility graph applied to normally distributed time series generated by the Ito equations with multiplicative power-law noise. We show that multifractality of the connectivity time series (i.e., the series of numbers of links outgoing any node) increases with the exponent of the power-law noise. The multifractality of the connectivity time series could be due to the width of connectivity degree distribution that can be related to the exit time of the associated Ito time series. Furthermore, the connectivity time series are characterized by persistence, although the original Ito time series are random; this is due to the procedure of visibility graph that, connecting the values of the time series, generates persistence but destroys most of the nonlinear correlations. Moreover, the visibility graph is sensitive for detecting wide "depressions" in input time series.

Data imputation analysis for Cosmic Rays time series

NASA Astrophysics Data System (ADS)

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

2017-05-01

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

Algorithm for Compressing Time-Series Data

NASA Technical Reports Server (NTRS)

Hawkins, S. Edward, III; Darlington, Edward Hugo

2012-01-01

An algorithm based on Chebyshev polynomials effects lossy compression of time-series data or other one-dimensional data streams (e.g., spectral data) that are arranged in blocks for sequential transmission. The algorithm was developed for use in transmitting data from spacecraft scientific instruments to Earth stations. In spite of its lossy nature, the algorithm preserves the information needed for scientific analysis. The algorithm is computationally simple, yet compresses data streams by factors much greater than two. The algorithm is not restricted to spacecraft or scientific uses: it is applicable to time-series data in general. The algorithm can also be applied to general multidimensional data that have been converted to time-series data, a typical example being image data acquired by raster scanning. However, unlike most prior image-data-compression algorithms, this algorithm neither depends on nor exploits the two-dimensional spatial correlations that are generally present in images. In order to understand the essence of this compression algorithm, it is necessary to understand that the net effect of this algorithm and the associated decompression algorithm is to approximate the original stream of data as a sequence of finite series of Chebyshev polynomials. For the purpose of this algorithm, a block of data or interval of time for which a Chebyshev polynomial series is fitted to the original data is denoted a fitting interval. Chebyshev approximation has two properties that make it particularly effective for compressing serial data streams with minimal loss of scientific information: The errors associated with a Chebyshev approximation are nearly uniformly distributed over the fitting interval (this is known in the art as the "equal error property"); and the maximum deviations of the fitted Chebyshev polynomial from the original data have the smallest possible values (this is known in the art as the "min-max property").

Layered Ensemble Architecture for Time Series Forecasting.

PubMed

Rahman, Md Mustafizur; Islam, Md Monirul; Murase, Kazuyuki; Yao, Xin

2016-01-01

Time series forecasting (TSF) has been widely used in many application areas such as science, engineering, and finance. The phenomena generating time series are usually unknown and information available for forecasting is only limited to the past values of the series. It is, therefore, necessary to use an appropriate number of past values, termed lag, for forecasting. This paper proposes a layered ensemble architecture (LEA) for TSF problems. Our LEA consists of two layers, each of which uses an ensemble of multilayer perceptron (MLP) networks. While the first ensemble layer tries to find an appropriate lag, the second ensemble layer employs the obtained lag for forecasting. Unlike most previous work on TSF, the proposed architecture considers both accuracy and diversity of the individual networks in constructing an ensemble. LEA trains different networks in the ensemble by using different training sets with an aim of maintaining diversity among the networks. However, it uses the appropriate lag and combines the best trained networks to construct the ensemble. This indicates LEAs emphasis on accuracy of the networks. The proposed architecture has been tested extensively on time series data of neural network (NN)3 and NN5 competitions. It has also been tested on several standard benchmark time series data. In terms of forecasting accuracy, our experimental results have revealed clearly that LEA is better than other ensemble and nonensemble methods.

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 ...

Time series regression studies in environmental epidemiology.

PubMed

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

2013-08-01

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

Exploratory Causal Analysis in Bivariate Time Series Data

NASA Astrophysics Data System (ADS)

McCracken, James M.

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

A window-based time series feature extraction method.

PubMed

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

2017-10-01

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

Simulation of time series by distorted Gaussian processes

NASA Technical Reports Server (NTRS)

Greenhall, C. A.

1977-01-01

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

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

NASA Astrophysics Data System (ADS)

Barbieri, Davide; Vivoli, Alessandro

2005-09-01

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

Trend time-series modeling and forecasting with neural networks.

PubMed

Qi, Min; Zhang, G Peter

2008-05-01

Despite its great importance, there has been no general consensus on how to model the trends in time-series data. Compared to traditional approaches, neural networks (NNs) have shown some promise in time-series forecasting. This paper investigates how to best model trend time series using NNs. Four different strategies (raw data, raw data with time index, detrending, and differencing) are used to model various trend patterns (linear, nonlinear, deterministic, stochastic, and breaking trend). We find that with NNs differencing often gives meritorious results regardless of the underlying data generating processes (DGPs). This finding is also confirmed by the real gross national product (GNP) series.

Assessing ionospheric activity by long time series of GNSS signals: the search of possible connection with seismicity

NASA Astrophysics Data System (ADS)

Galeandro, Angelo; Mancini, Francesco; De Giglio, Michaela; Barbarella, Maurizio

2014-05-01

The modifications of some atmospheric physical properties prior to a high magnitude earthquake were recently debated in the frame of the Lithosphere-Atmosphere-Ionosphere (LAI) Coupling model. Among this variety of phenomena, the ionization of air at the ionospheric levels due to leaking of gases from earth crust through the analysis of long time series of GNSS (Global Navigation Satellite System) signals was investigated in this work. Several authors used the dispersive properties of the ionospheric strata towards the GNSS signals to detect possible ionospheric anomalies over areas affected by earthquakes and some evidences were encountered. However, the spatial scale and temporal domains over which such disturbances come into evidence is still a controversial item. Furthermore, the correspondence by chance between ionospheric disturbances and relevant seismic activity is even more difficult to model whenever the reference time period and spatial extent of investigation are confined. Problems could also arise from phenomena due to solar activity (now at culmination within the 11 years-long solar cycle) because such global effects could reduce the ability to detect disturbances at regional or local spatial scale. In this work, two case studies were investigated. The first one focuses on the M = 6.3 earthquake occurred on April 6, 2009, close to the city of L'Aquila (Abruzzo, Italy). The second concerns the M = 5.9 earthquake occurred on May 20, 2012, between the cities of Ferrara and Modena (Emilia Romagna, Italy). To investigate possible connections between the ionospheric activity and seismicity for such events, a five-year (2008-2012) long series of high resolution ionospheric maps was used. These maps were produced by authors from GNSS data collected by permanent stations uniformly distributed around the epicenters and allowed to assess the ionospheric activity through the analysis of the TEC (Total Electron Content). To avoid the influence of solar activity

Sources of Uncertainty in the Prediction of LAI / fPAR from MODIS

NASA Technical Reports Server (NTRS)

Dungan, Jennifer L.; Ganapol, Barry D.; Brass, James A. (Technical Monitor)

2002-01-01

To explicate the sources of uncertainty in the prediction of biophysical variables over space, consider the general equation: where z is a variable with values on some nominal, ordinal, interval or ratio scale; y is a vector of input variables; u is the spatial support of y and z ; x and u are the spatial locations of y and z , respectively; f is a model and B is the vector of the parameters of this model. Any y or z has a value and a spatial extent which is called its support. Viewed in this way, categories of uncertainty are from variable (e.g. measurement), parameter, positional. support and model (e.g. structural) sources. The prediction of Leaf Area Index (LAI) and the fraction of absorbed photosynthetically active radiation (fPAR) are examples of z variables predicted using model(s) as a function of y variables and spatially constant parameters. The MOD15 algorithm is an example of f, called f(sub 1), with parameters including those defined by one of six biome types and solar and view angles. The Leaf Canopy Model (LCM)2, a nested model that combines leaf radiative transfer with a full canopy reflectance model through the phase function, is a simpler though similar radiative transfer approach to f(sub 1). In a previous study, MOD15 and LCM2 gave similar results for the broadleaf forest biome. Differences between these two models can be used to consider the structural uncertainty in prediction results. In an effort to quantify each of the five sources of uncertainty and rank their relative importance for the LAI/fPAR prediction problem, we used recent data for an EOS Core Validation Site in the broadleaf biome with coincident surface reflectance, vegetation index, fPAR and LAI products from the Moderate Resolution Imaging Spectrometer (MODIS). Uncertainty due to support on the input reflectance variable was characterized using Landsat ETM+ data. Input uncertainties were propagated through the LCM2 model and compared with published uncertainties from the MOD15

Wavelet analysis and scaling properties of time series

NASA Astrophysics Data System (ADS)

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

2005-10-01

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

Non-parametric characterization of long-term rainfall time series

NASA Astrophysics Data System (ADS)

Tiwari, Harinarayan; Pandey, Brij Kishor

2018-03-01

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

ASSESSMENT OF MODIS LAI (W4) IN LOBLOLLY PINE (P. TAEDA) FOREST TYPE, APPOMATTOX, VIRGINIA

EPA Science Inventory

The United States Environmental Protection Agency initiated MODIS MODI5A2LAI validation research (2002) in the evergreen needle leaf biome, as defined in the MOD12 classification, in a regional study located in the southeastern United States.

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.

Deconvolution of mixing time series on a graph

PubMed Central

Blocker, Alexander W.; Airoldi, Edoardo M.

2013-01-01

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

RADON CONCENTRATION TIME SERIES MODELING AND APPLICATION DISCUSSION.

PubMed

Stránský, V; Thinová, L

2017-11-01

In the year 2010 a continual radon measurement was established at Mladeč Caves in the Czech Republic using a continual radon monitor RADIM3A. In order to model radon time series in the years 2010-15, the Box-Jenkins Methodology, often used in econometrics, was applied. Because of the behavior of radon concentrations (RCs), a seasonal integrated, autoregressive moving averages model with exogenous variables (SARIMAX) has been chosen to model the measured time series. This model uses the time series seasonality, previously acquired values and delayed atmospheric parameters, to forecast RC. The developed model for RC time series is called regARIMA(5,1,3). Model residuals could be retrospectively compared with seismic evidence of local or global earthquakes, which occurred during the RCs measurement. This technique enables us to asses if continuously measured RC could serve an earthquake precursor. © The Author 2017. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

LEAF AREA INDEX (LAI) CHANGE DETECTION ON LOBLOLLY PINE FOREST STANDS WITH COMPLETE UNDERSTORY REMOVAL

EPA Science Inventory

The confounding effect of understory vegetation contributions to satellite derived
estimates of leaf area index (LAI) was investigated on two loblolly pine (Pinus taeda) forest stands located in the southeastern United States. Previous studies have shown that understory can a...

LEAF AREA INDEX (LAI) CHANGE DETECTION ON LOBLOLLY PINE FOREST STANDS WITH COMPLETE UNDERSTORY REMOVAL

EPA Science Inventory

The confounding effect of understory vegetation contributions to satellite derived estimates of leaf area index (LAI) was investigated on two loblolly pine forest stands located in the southeastern United States. Previous studies have shown that understory can account from 0-40%...

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.

Time Series Econometrics for the 21st Century

ERIC Educational Resources Information Center

Hansen, Bruce E.

2017-01-01

The field of econometrics largely started with time series analysis because many early datasets were time-series macroeconomic data. As the field developed, more cross-sectional and longitudinal datasets were collected, which today dominate the majority of academic empirical research. In nonacademic (private sector, central bank, and governmental)…

Integration of ALS and TLS for calibration and validation of LAI profiles from large footprint lidar

NASA Astrophysics Data System (ADS)

Armston, J.; Tang, H.; Hancock, S.; Hofton, M. A.; Dubayah, R.; Duncanson, L.; Fatoyinbo, T. E.; Blair, J. B.; Disney, M.

2016-12-01

The Global Ecosystem Dynamics Investigation (GEDI) is designed to provide measurements of forest vertical structure and above-ground biomass density (AGBD) over tropical and temperate regions. The GEDI is a multi-beam waveform lidar that will acquire transects of forest canopy vertical profiles in conditions of up to 99% canopy cover. These are used to produce a number of canopy height and profile metrics to model habitat suitability and AGBD. These metrics include vertical leaf area index (LAI) profiles, which require some pre-launch refinement of large-footprint waveform processing methods for separating canopy and ground returns and estimation of their reflectance. Previous research developments in modelling canopy gap probability to derive canopy and ground reflectance from waveforms have primarily used data from small-footprint instruments, however development of a generalized spatial model with uncertainty will be useful for interpreting and modelling waveforms from large-footprint instruments such as the NASA Land Vegetation and Ice Sensor (LVIS) with a view to implementation for GEDI. Here we present an analysis of waveform lidar data from the NASA Land Vegetation and Ice Sensor (LVIS), which were acquired in Gabon in February 2016 to support the NASA/ESA AfriSAR campaign. AfriSAR presents a unique opportunity to test refined methods for retrieval of LAI profiles in high above-ground biomass rainforests (up to 600 Mg/ha) with dense canopies (>90% cover), where the greatest uncertainty exists. Airborne and Terrestrial Laser Scanning data (TLS) were also collected, enabling quantification of algorithm performance in plots of dense canopy cover. Refinement of canopy gap probability and LAI profile modelling from large-footprint lidar was based on solving for canopy and ground reflectance parameters spatially by penalized least-squares. The sensitivities of retrieved cover and LAI profiles to variation in canopy and ground reflectance showed improvement

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.

Semi-autonomous remote sensing time series generation tool

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

Time Series Analysis of Insar Data: Methods and Trends

NASA Technical Reports Server (NTRS)

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

2015-01-01

Time series analysis of InSAR data has emerged as an important tool for monitoring and measuring the displacement of the Earth's surface. Changes in the Earth's surface can result from a wide range of phenomena such as earthquakes, volcanoes, landslides, variations in ground water levels, and changes in wetland water levels. Time series analysis is applied to interferometric phase measurements, which wrap around when the observed motion is larger than one-half of the radar wavelength. Thus, the spatio-temporal ''unwrapping" of phase observations is necessary to obtain physically meaningful results. Several different algorithms have been developed for time series analysis of InSAR data to solve for this ambiguity. These algorithms may employ different models for time series analysis, but they all generate a first-order deformation rate, which can be compared to each other. However, there is no single algorithm that can provide optimal results in all cases. Since time series analyses of InSAR data are used in a variety of applications with different characteristics, each algorithm possesses inherently unique strengths and weaknesses. In this review article, following a brief overview of InSAR technology, we discuss several algorithms developed for time series analysis of InSAR data using an example set of results for measuring subsidence rates in Mexico City.

Interpretation of a compositional time series

NASA Astrophysics Data System (ADS)

Tolosana-Delgado, R.; van den Boogaart, K. G.

2012-04-01

Common methods for multivariate time series analysis use linear operations, from the definition of a time-lagged covariance/correlation to the prediction of new outcomes. However, when the time series response is a composition (a vector of positive components showing the relative importance of a set of parts in a total, like percentages and proportions), then linear operations are afflicted of several problems. For instance, it has been long recognised that (auto/cross-)correlations between raw percentages are spurious, more dependent on which other components are being considered than on any natural link between the components of interest. Also, a long-term forecast of a composition in models with a linear trend will ultimately predict negative components. In general terms, compositional data should not be treated in a raw scale, but after a log-ratio transformation (Aitchison, 1986: The statistical analysis of compositional data. Chapman and Hill). This is so because the information conveyed by a compositional data is relative, as stated in their definition. The principle of working in coordinates allows to apply any sort of multivariate analysis to a log-ratio transformed composition, as long as this transformation is invertible. This principle is of full application to time series analysis. We will discuss how results (both auto/cross-correlation functions and predictions) can be back-transformed, viewed and interpreted in a meaningful way. One view is to use the exhaustive set of all possible pairwise log-ratios, which allows to express the results into D(D - 1)/2 separate, interpretable sets of one-dimensional models showing the behaviour of each possible pairwise log-ratios. Another view is the interpretation of estimated coefficients or correlations back-transformed in terms of compositions. These two views are compatible and complementary. These issues are illustrated with time series of seasonal precipitation patterns at different rain gauges of the USA

Self-affinity in the dengue fever time series

NASA Astrophysics Data System (ADS)

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

2016-06-01

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

Developing consistent time series landsat data products

USDA-ARS?s Scientific Manuscript database

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

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

PubMed

Helander, Elina; Pavel, Misha; Jimison, Holly; Korhonen, Ilkka

2015-08-01

Long-term self-monitoring of weight is beneficial for weight maintenance, especially after weight loss. Connected weight scales accumulate time series information over long term and hence enable time series analysis of the data. The analysis can reveal individual patterns, provide more sensitive detection of significant weight trends, and enable more accurate and timely prediction of weight outcomes. However, long term self-weighing data has several challenges which complicate the analysis. Especially, irregular sampling, missing data, and existence of periodic (e.g. diurnal and weekly) patterns are common. In this study, we apply time series modeling approach on daily weight time series from two individuals and describe information that can be extracted from this kind of data. We study the properties of weight time series data, missing data and its link to individuals behavior, periodic patterns and weight series segmentation. Being able to understand behavior through weight data and give relevant feedback is desired to lead to positive intervention on health behaviors.

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.

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

Validating GEOV3 LAI, FAPAR and vegetation cover estimates derived from PROBA-V observations at 333m over Europe

NASA Astrophysics Data System (ADS)

Camacho, Fernando; Sánchez, Jorge; Lacaze, Roselyne; Weiss, Marie; Baret, Frédéric; Verger, Aleixandre; Smets, Bruno; Latorre, Consuelo

2016-04-01

The Copernicus Global Land Service (http://land.copernicus.eu/global/) is delivering surface biophysical products derived from satellite observations at global scale. Fifteen years of LAI, FAPAR, and vegetation cover (FCOVER) products among other indicators have been generated from SPOT/VGT observations at 1 km spatial resolution (named GEOV1, GEOV2). The continuity of the service since the end of SPOT/VGT mission (May, 2014) is achieved thanks to PROBA-V, which offers observations at a finer spatial resolution (1/3 km). In the context of the FP7 ImagineS project (http://fp7-imagines.eu/), a new algorithm (Weiss et al., this conference), adapted to PROBA-V spectral and spatial characteristics, was designed to provide vegetation products (named GEOV3) as consistent as possible with GEOV1 and GEOV2 whilst providing near real-time estimates required by some users. It is based on neural network techniques completed with a data filtering and smoothing process. The near real-time estimates are improved through a consolidation period of six dekads during which observations are accumulated every new dekad. The validation of these products is mandatory to provide associated uncertainties for efficient use of this source of information. This work presents an early validation over Europe of the GEOV3 LAI, FAPAR and vegetation cover (FCOVER) products derived from PROBA-V observation at 333 m and 10-days frequency during the year 2014. The validation has been conducted in agreement with the CEOS LPV best practices for global LAI products. Several performance criteria were investigated for the several GEOV3 modes (near real-time, and successive consolidated estimates) including completeness, spatial and temporal consistency, precision and accuracy. The spatial and temporal consistency was evaluated using as reference PROBA-V GEOV1 and MODC5 1 km similar products using a network of 153 validation sites over Europe (EUVAL). The accuracy was assessed with concomitant data collected

Characterization of time series via Rényi complexity-entropy curves

NASA Astrophysics Data System (ADS)

Jauregui, M.; Zunino, L.; Lenzi, E. K.; Mendes, R. S.; Ribeiro, H. V.

2018-05-01

One of the most useful tools for distinguishing between chaotic and stochastic time series is the so-called complexity-entropy causality plane. This diagram involves two complexity measures: the Shannon entropy and the statistical complexity. Recently, this idea has been generalized by considering the Tsallis monoparametric generalization of the Shannon entropy, yielding complexity-entropy curves. These curves have proven to enhance the discrimination among different time series related to stochastic and chaotic processes of numerical and experimental nature. Here we further explore these complexity-entropy curves in the context of the Rényi entropy, which is another monoparametric generalization of the Shannon entropy. By combining the Rényi entropy with the proper generalization of the statistical complexity, we associate a parametric curve (the Rényi complexity-entropy curve) with a given time series. We explore this approach in a series of numerical and experimental applications, demonstrating the usefulness of this new technique for time series analysis. We show that the Rényi complexity-entropy curves enable the differentiation among time series of chaotic, stochastic, and periodic nature. In particular, time series of stochastic nature are associated with curves displaying positive curvature in a neighborhood of their initial points, whereas curves related to chaotic phenomena have a negative curvature; finally, periodic time series are represented by vertical straight lines.

Characterizing Time Series Data Diversity for Wind Forecasting: Preprint

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

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

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

Quantifying Selection with Pool-Seq Time Series Data.

PubMed

Taus, Thomas; Futschik, Andreas; Schlötterer, Christian

2017-11-01

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

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

NASA Astrophysics Data System (ADS)

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

2015-06-01

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

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

PubMed

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

2015-06-01

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

Online Conditional Outlier Detection in Nonstationary Time Series.

PubMed

Liu, Siqi; Wright, Adam; Hauskrecht, Milos

2017-05-01

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

A multidisciplinary database for geophysical time series management

NASA Astrophysics Data System (ADS)

Montalto, P.; Aliotta, M.; Cassisi, C.; Prestifilippo, M.; Cannata, A.

2013-12-01

The variables collected by a sensor network constitute a heterogeneous data source that needs to be properly organized in order to be used in research and geophysical monitoring. With the time series term we refer to a set of observations of a given phenomenon acquired sequentially in time. When the time intervals are equally spaced one speaks of period or sampling frequency. Our work describes in detail a possible methodology for storage and management of time series using a specific data structure. We designed a framework, hereinafter called TSDSystem (Time Series Database System), in order to acquire time series from different data sources and standardize them within a relational database. The operation of standardization provides the ability to perform operations, such as query and visualization, of many measures synchronizing them using a common time scale. The proposed architecture follows a multiple layer paradigm (Loaders layer, Database layer and Business Logic layer). Each layer is specialized in performing particular operations for the reorganization and archiving of data from different sources such as ASCII, Excel, ODBC (Open DataBase Connectivity), file accessible from the Internet (web pages, XML). In particular, the loader layer performs a security check of the working status of each running software through an heartbeat system, in order to automate the discovery of acquisition issues and other warning conditions. Although our system has to manage huge amounts of data, performance is guaranteed by using a smart partitioning table strategy, that keeps balanced the percentage of data stored in each database table. TSDSystem also contains modules for the visualization of acquired data, that provide the possibility to query different time series on a specified time range, or follow the realtime signal acquisition, according to a data access policy from the users.

Noise analysis of GPS time series in Taiwan

NASA Astrophysics Data System (ADS)

Lee, You-Chia; Chang, Wu-Lung

2017-04-01

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

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.

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

ERIC Educational Resources Information Center

Glass, Gene V.; Maguire, Thomas O.

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

A Computer Evolution in Teaching Undergraduate Time Series

ERIC Educational Resources Information Center

Hodgess, Erin M.

2004-01-01

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

Modeling Time Series Data for Supervised Learning

ERIC Educational Resources Information Center

Baydogan, Mustafa Gokce

2012-01-01

Temporal data are increasingly prevalent and important in analytics. Time series (TS) data are chronological sequences of observations and an important class of temporal data. Fields such as medicine, finance, learning science and multimedia naturally generate TS data. Each series provide a high-dimensional data vector that challenges the learning…

Empirical method to measure stochasticity and multifractality in nonlinear time series

NASA Astrophysics Data System (ADS)

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

2013-12-01

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

GNSS Network Time Series Analysis

NASA Astrophysics Data System (ADS)

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

2012-04-01

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

Evaluation of Scaling Invariance Embedded in Short Time Series

PubMed Central

Pan, Xue; Hou, Lei; Stephen, Mutua; Yang, Huijie; Zhu, Chenping

2014-01-01

Scaling invariance of time series has been making great contributions in diverse research fields. But how to evaluate scaling exponent from a real-world series is still an open problem. Finite length of time series may induce unacceptable fluctuation and bias to statistical quantities and consequent invalidation of currently used standard methods. In this paper a new concept called correlation-dependent balanced estimation of diffusion entropy is developed to evaluate scale-invariance in very short time series with length . Calculations with specified Hurst exponent values of show that by using the standard central moving average de-trending procedure this method can evaluate the scaling exponents for short time series with ignorable bias () and sharp confidential interval (standard deviation ). Considering the stride series from ten volunteers along an approximate oval path of a specified length, we observe that though the averages and deviations of scaling exponents are close, their evolutionary behaviors display rich patterns. It has potential use in analyzing physiological signals, detecting early warning signals, and so on. As an emphasis, the our core contribution is that by means of the proposed method one can estimate precisely shannon entropy from limited records. PMID:25549356

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

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.

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.

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

PubMed

Xu, Yuesheng; Zhao, Liang

2013-08-01

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

A Model-Data Intercomparison of Carbon Fluxes, Pools, and LAI in the Community Land Model (CLM) and Alternative Carbon Allocation Schemes

NASA Astrophysics Data System (ADS)

Montane, F.; Fox, A. M.; Arellano, A. F.; Alexander, M. R.; Moore, D. J.

2016-12-01

Carbon (C) allocation to different plant tissues (leaves, stem and roots) remains a central challenge for understanding the global C cycle, as it determines C residence time. We used a diverse set of observations (AmeriFlux eddy covariance towers, biomass estimates from tree-ring data, and Leaf Area Index measurements) to compare C fluxes, pools, and Leaf Area Index (LAI) data with the Community Land Model (CLM). We ran CLM for seven temperate forests in North America (including evergreen and deciduous sites) between 1980 and 2013 using different C allocation schemes: i) standard C allocation scheme in CLM, which allocates C to the stem and leaves as a dynamic function of annual net primary productivity (NPP); ii) two fixed C allocation schemes, one representative of evergreen and the other one of deciduous forests, based on Luyssaert et al. 2007; iii) an alternative C allocation scheme, which allocated C to stem and leaves, and to stem and coarse roots, as a dynamic function of annual NPP, based on Litton et al. 2007. At our sites CLM usually overestimated gross primary production and ecosystem respiration, and underestimated net ecosystem exchange. Initial aboveground biomass in 1980 was largely overestimated for deciduous forests, whereas aboveground biomass accumulation between 1980 and 2011 was highly underestimated for both evergreen and deciduous sites due to the lower turnover rate in the sites than the one used in the model. CLM overestimated LAI in both evergreen and deciduous sites because the Leaf C-LAI relationship in the model did not match the observed Leaf C-LAI relationship in our sites. Although the different C allocation schemes gave similar results for aggregated C fluxes, they translated to important differences in long-term aboveground biomass accumulation and aboveground NPP. For deciduous forests, one of the alternative C allocation schemes used (iii) gave more realistic stem C/leaf C ratios, and highly reduced the overestimation of initial

Model of Management (Mo.Ma) for the patient with schizophrenia: crisis control, maintenance, relapse prevention, and recovery with long-acting injectable antipsychotics (LAIs).

PubMed

Brugnoli, Roberto; Rapinesi, Chiara; Kotzalidis, Georgios D; Marcellusi, Andrea; Mennini, Francesco S; De Filippis, Sergio; Carrus, Dario; Ballerini, Andrea; Francomano, Antonio; Ducci, Giuseppe; Del Casale, Antonio; Girardi, Paolo

2016-01-01

Schizophrenia is a severe mental disease that affects approximately 1% of the population with a relevant chronic impact on social and occupational functioning and daily activities. People with schizophrenia are 2-2.5 times more likely to die early than the general population. Non-adherence to antipsychotic medications, both in chronic and first episode schizophrenia, is one of the most important risk factors for relapse and hospitalization, that consequently contributes to increased costs due to psychiatric hospitalization. Atypical long-acting injectable (LAI) antipsychotics can improve treatment adherence and decrease re-hospitalization rates in patients with schizophrenia since its onset. The primary goals in the management of schizophrenia are directed not only at symptom reduction in the short and long term, but also at maintaining physical and mental functioning, improving quality of life, and promoting patient recovery. To propose a scientific evidence-based integrated model that provides an algorithm for recovery of patients with schizophrenia and to investigate the effectiveness and safety of antipsychotics LAI in the treatment, maintenance, relapse prevention, and recovery of schizophrenia. After an accurate literature review we identified, collected and analyzed the crucial points in taking care schizophrenia patients, through which we defined the steps described in the model of management and the choice of the better treatment option. Results. In the management model we propose, the choice of a second generation long acting antipsychotic, could allow from the earliest stages of illness better patient management, especially for young individuals with schizophrenia onset, a better recovery and significant reductions of relapse and health care costs. LAI formulations of antipsychotics are valuable, because they help patients to remain adherent to their medication through regular contact with healthcare professionals and to prevent covert non-adherence. The

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.

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

Neural network versus classical time series forecasting models

NASA Astrophysics Data System (ADS)

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

2017-05-01

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

Testing for nonlinearity in non-stationary physiological time series.

PubMed

Guarín, Diego; Delgado, Edilson; Orozco, Álvaro

2011-01-01

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

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

PubMed

Wang, Jin; Sun, Xiangping; Nahavandi, Saeid; Kouzani, Abbas; Wu, Yuchuan; She, Mary

2014-11-01

Biomedical time series clustering that automatically groups a collection of time series according to their internal similarity is of importance for medical record management and inspection such as bio-signals archiving and retrieval. In this paper, a novel framework that automatically groups a set of unlabelled multichannel biomedical time series according to their internal structural similarity is proposed. Specifically, we treat a multichannel biomedical time series as a document and extract local segments from the time series as words. We extend a topic model, i.e., the Hierarchical probabilistic Latent Semantic Analysis (H-pLSA), which was originally developed for visual motion analysis to cluster a set of unlabelled multichannel time series. The H-pLSA models each channel of the multichannel time series using a local pLSA in the first layer. The topics learned in the local pLSA are then fed to a global pLSA in the second layer to discover the categories of multichannel time series. Experiments on a dataset extracted from multichannel Electrocardiography (ECG) signals demonstrate that the proposed method performs better than previous state-of-the-art approaches and is relatively robust to the variations of parameters including length of local segments and dictionary size. Although the experimental evaluation used the multichannel ECG signals in a biometric scenario, the proposed algorithm is a universal framework for multichannel biomedical time series clustering according to their structural similarity, which has many applications in biomedical time series management. Copyright © 2014 Elsevier Ireland Ltd. All rights reserved.

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

PubMed

Little, Douglas J; Kane, Deb M

2016-08-01

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

Multiresolution analysis of Bursa Malaysia KLCI time series

NASA Astrophysics Data System (ADS)

Ismail, Mohd Tahir; Dghais, Amel Abdoullah Ahmed

2017-05-01

In general, a time series is simply a sequence of numbers collected at regular intervals over a period. Financial time series data processing is concerned with the theory and practice of processing asset price over time, such as currency, commodity data, and stock market data. The primary aim of this study is to understand the fundamental characteristics of selected financial time series by using the time as well as the frequency domain analysis. After that prediction can be executed for the desired system for in sample forecasting. In this study, multiresolution analysis which the assist of discrete wavelet transforms (DWT) and maximal overlap discrete wavelet transform (MODWT) will be used to pinpoint special characteristics of Bursa Malaysia KLCI (Kuala Lumpur Composite Index) daily closing prices and return values. In addition, further case study discussions include the modeling of Bursa Malaysia KLCI using linear ARIMA with wavelets to address how multiresolution approach improves fitting and forecasting results.

Time series momentum and contrarian effects in the Chinese stock market

NASA Astrophysics Data System (ADS)

Shi, Huai-Long; Zhou, Wei-Xing

2017-10-01

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

Time-Series Analysis: A Cautionary Tale

NASA Technical Reports Server (NTRS)

Damadeo, Robert

2015-01-01

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

LEAF AREA INDEX (LAI) CHANGE DETECTION ANALYSIS ON LOBLOLLY PINE (PINUS TAEDA) FOLLOWING COMPLETE UNDERSTORY REMOVAL

EPA Science Inventory

The confounding effect of understory vegetation contributions to satellite-derived estimates of leaf area index (LAI) was investigated on two loblolly pine (Pinus taeda) forest stands located in Virginia and North Carolina. In order to separate NDVI contributions of the dominantc...

Alternative predictors in chaotic time series

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

A dense camera network for cropland (CropInsight) - developing high spatiotemporal resolution crop Leaf Area Index (LAI) maps through network images and novel satellite data

NASA Astrophysics Data System (ADS)

Kimm, H.; Guan, K.; Luo, Y.; Peng, J.; Mascaro, J.; Peng, B.

2017-12-01

Monitoring crop growth conditions is of primary interest to crop yield forecasting, food production assessment, and risk management of individual farmers and agribusiness. Despite its importance, there are limited access to field level crop growth/condition information in the public domain. This scarcity of ground truth data also hampers the use of satellite remote sensing for crop monitoring due to the lack of validation. Here, we introduce a new camera network (CropInsight) to monitor crop phenology, growth, and conditions that are designed for the US Corn Belt landscape. Specifically, this network currently includes 40 sites (20 corn and 20 soybean fields) across southern half of the Champaign County, IL ( 800 km2). Its wide distribution and automatic operation enable the network to capture spatiotemporal variations of crop growth condition continuously at the regional scale. At each site, low-maintenance, and high-resolution RGB digital cameras are set up having a downward view from 4.5 m height to take continuous images. In this study, we will use these images and novel satellite data to construct daily LAI map of the Champaign County at 30 m spatial resolution. First, we will estimate LAI from the camera images and evaluate it using the LAI data collected from LAI-2200 (LI-COR, Lincoln, NE). Second, we will develop relationships between the camera-based LAI estimation and vegetation indices derived from a newly developed MODIS-Landsat fusion product (daily, 30 m resolution, RGB + NIR + SWIR bands) and the Planet Lab's high-resolution satellite data (daily, 5 meter, RGB). Finally, we will scale up the above relationships to generate high spatiotemporal resolution crop LAI map for the whole Champaign County. The proposed work has potentials to expand to other agro-ecosystems and to the broader US Corn Belt.

Online Conditional Outlier Detection in Nonstationary Time Series

PubMed Central

Liu, Siqi; Wright, Adam; Hauskrecht, Milos

2017-01-01

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

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

PubMed

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

2017-04-01

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

Drunk driving detection based on classification of multivariate time series.

PubMed

Li, Zhenlong; Jin, Xue; Zhao, Xiaohua

2015-09-01

This paper addresses the problem of detecting drunk driving based on classification of multivariate time series. First, driving performance measures were collected from a test in a driving simulator located in the Traffic Research Center, Beijing University of Technology. Lateral position and steering angle were used to detect drunk driving. Second, multivariate time series analysis was performed to extract the features. A piecewise linear representation was used to represent multivariate time series. A bottom-up algorithm was then employed to separate multivariate time series. The slope and time interval of each segment were extracted as the features for classification. Third, a support vector machine classifier was used to classify driver's state into two classes (normal or drunk) according to the extracted features. The proposed approach achieved an accuracy of 80.0%. Drunk driving detection based on the analysis of multivariate time series is feasible and effective. The approach has implications for drunk driving detection. Copyright © 2015 Elsevier Ltd and National Safety Council. All rights reserved.

Discerning spatial and temporal LAI and clear-sky FAPAR variability during summer at the Toolik Lake vegetation monitoring grid (North Slope, Alaska)

NASA Astrophysics Data System (ADS)

Heim, B.; Beamish, A. L.; Walker, D. A.; Epstein, H. E.; Sachs, T.; Chabrillat, S.; Buchhorn, M.; Prakash, A.

2016-12-01

Ground data for the validation of satellite-derived terrestrial Essential Climate Variables (ECVs) at high latitudes are sparse. Also for regional model evaluation (e.g. climate models, land surface models, permafrost models), we lack accurate ranges of terrestrial ground data and face the problem of a large mismatch in scale. Within the German research programs `Regional Climate Change' (REKLIM) and the Environmental Mapping and Analysis Program (EnMAP), we conducted a study on ground data representativeness for vegetation-related variables within a monitoring grid at the Toolik Lake Long-Term Ecological Research station; the Toolik Lake station lies in the Kuparuk River watershed on the North Slope of the Brooks Mountain Range in Alaska. The Toolik Lake grid covers an area of 1 km2 containing Eight five grid points spaced 100 meters apart. Moist acidic tussock tundra is the most dominant vegetation type within the grid. Eight five permanent 1 m2 plots were also established to be representative of the individual gridpoints. Researchers from the University of Alaska Fairbanks have undertaken assessments at these plots, including Leaf Area Index (LAI) and field spectrometry to derive the Normalized Difference Vegetation Index (NDVI). During summer 2016, we conducted field spectrometry and LAI measurements at selected plots during early, peak and late summer. We experimentally measured LAI on more spatially extensive Elementary Sampling Units (ESUs) to investigate the spatial representativeness of the permanent 1 m2 plots and to map ESUs for various tundra types. LAI measurements are potentially influenced by landscape-inherent microtopography, sparse vascular plant cover, and dead woody matter. From field spectrometer measurements, we derived a clear-sky mid-day Fraction of Absorbed Photosynthetically Active Radiation (FAPAR). We will present the first data analyses comparing FAPAR and LAI, and maps of biophysically-focused ESUs for evaluation of the use of remote

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.

Evaluation of scaling invariance embedded in short time series.

PubMed

Pan, Xue; Hou, Lei; Stephen, Mutua; Yang, Huijie; Zhu, Chenping

2014-01-01

Scaling invariance of time series has been making great contributions in diverse research fields. But how to evaluate scaling exponent from a real-world series is still an open problem. Finite length of time series may induce unacceptable fluctuation and bias to statistical quantities and consequent invalidation of currently used standard methods. In this paper a new concept called correlation-dependent balanced estimation of diffusion entropy is developed to evaluate scale-invariance in very short time series with length ~10(2). Calculations with specified Hurst exponent values of 0.2,0.3,...,0.9 show that by using the standard central moving average de-trending procedure this method can evaluate the scaling exponents for short time series with ignorable bias (≤0.03) and sharp confidential interval (standard deviation ≤0.05). Considering the stride series from ten volunteers along an approximate oval path of a specified length, we observe that though the averages and deviations of scaling exponents are close, their evolutionary behaviors display rich patterns. It has potential use in analyzing physiological signals, detecting early warning signals, and so on. As an emphasis, the our core contribution is that by means of the proposed method one can estimate precisely shannon entropy from limited records.

Using SAR satellite data time series for regional glacier mapping

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Non-linear forecasting in high-frequency financial time series

NASA Astrophysics Data System (ADS)

Strozzi, F.; Zaldívar, J. M.

2005-08-01

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

Pseudo-random bit generator based on lag time series

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

miniSEED: The Backbone Data Format for Seismological Time Series

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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

NASA Astrophysics Data System (ADS)

Rhodes, Carl; Morari, Manfred

1997-05-01

The false-nearest-neighbors (FNN) algorithm was originally developed to determine the embedding dimension for autonomous time series. For noise-free computer-generated time series, the algorithm does a good job in predicting the embedding dimension. However, the problem of predicting the embedding dimension when the time-series data are corrupted by noise was not fully examined in the original studies of the FNN algorithm. Here it is shown that with large data sets, even small amounts of noise can lead to incorrect prediction of the embedding dimension. Surprisingly, as the length of the time series analyzed by FNN grows larger, the cause of incorrect prediction becomes more pronounced. An analysis of the effect of noise on the FNN algorithm and a solution for dealing with the effects of noise are given here. Some results on the theoretically correct choice of the FNN threshold are also presented.

How Universal Is the Relationship Between Remotely Sensed Vegetation Indices (VI) and Crop Leaf Area Index (LAI)?

NASA Technical Reports Server (NTRS)

Kang, Yanghui; Ozdogan, Mutlu; Zipper, Samuel C.; Roman, Miguel

2016-01-01

Global LAI-VI relationships are statistically significant, crop-specific, and mostly non-linear. This research enables the operationalization of large-area crop modeling and, by extension, has relevance to both fundamental and applied agroecosystem research.

Scalable Prediction of Energy Consumption using Incremental Time Series Clustering

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

Simmhan, Yogesh; Noor, Muhammad Usman

2013-10-09

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

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.

Using Time-Series Regression to Predict Academic Library Circulations.

ERIC Educational Resources Information Center

Brooks, Terrence A.

1984-01-01

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

JWST NIRCam Time Series Observations

NASA Technical Reports Server (NTRS)

Greene, Tom; Schlawin, E.

2017-01-01

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

Time series analysis of InSAR data: Methods and trends

NASA Astrophysics Data System (ADS)

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

2016-05-01

Time series analysis of InSAR data has emerged as an important tool for monitoring and measuring the displacement of the Earth's surface. Changes in the Earth's surface can result from a wide range of phenomena such as earthquakes, volcanoes, landslides, variations in ground water levels, and changes in wetland water levels. Time series analysis is applied to interferometric phase measurements, which wrap around when the observed motion is larger than one-half of the radar wavelength. Thus, the spatio-temporal ;unwrapping; of phase observations is necessary to obtain physically meaningful results. Several different algorithms have been developed for time series analysis of InSAR data to solve for this ambiguity. These algorithms may employ different models for time series analysis, but they all generate a first-order deformation rate, which can be compared to each other. However, there is no single algorithm that can provide optimal results in all cases. Since time series analyses of InSAR data are used in a variety of applications with different characteristics, each algorithm possesses inherently unique strengths and weaknesses. In this review article, following a brief overview of InSAR technology, we discuss several algorithms developed for time series analysis of InSAR data using an example set of results for measuring subsidence rates in Mexico City.

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

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

NASA Astrophysics Data System (ADS)

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

2009-10-01

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

Providing web-based tools for time series access and analysis

NASA Astrophysics Data System (ADS)

Eberle, Jonas; Hüttich, Christian; Schmullius, Christiane

2014-05-01

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

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

PubMed Central

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

2013-01-01

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

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

PubMed

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

2013-01-01

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

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

NASA Astrophysics Data System (ADS)

Schäfer, Rudi; Guhr, Thomas

2010-09-01

The measurement of correlations between financial time series is of vital importance for risk management. In this paper we address an estimation error that stems from the non-stationarity of the time series. We put forward a method to rid the time series of local trends and variable volatility, while preserving cross-correlations. We test this method in a Monte Carlo simulation, and apply it to empirical data for the S&P 500 stocks.

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

NASA Astrophysics Data System (ADS)

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

2007-07-01

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

Analyses of Inhomogeneities in Radiosonde Temperature and Humidity Time Series.

NASA Astrophysics Data System (ADS)

Zhai, Panmao; Eskridge, Robert E.

1996-04-01

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

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.

Aggregated Indexing of Biomedical Time Series Data

PubMed Central

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

2016-01-01

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

Probabilistic landslide susceptibility mapping in the Lai Chau province of Vietnam: focus on the relationship between tectonic fractures and landslides

NASA Astrophysics Data System (ADS)

Lee, Saro; Dan, Nguyen Tu

2005-09-01

This study evaluates the susceptibility of landslides in the Lai Chau province of Vietnam using Geographic Information System (GIS) and remote sensing data to focus on the relationship between tectonic fractures and landslides. Landslide locations were identified from aerial photographs and field surveys. Topographic, geological data and satellite images were collected, processed, and constructed into a spatial database using GIS data and image-processing techniques. A scheme of the tectonic fracturing of crust in the Lai Chau region was established. Lai Chau was identified as a region with many crustal fractures, where the grade of tectonic fracture is closely related to landslide occurrence. The influencing factors of landslide occurrence were: distance from a tectonic fracture, slope, aspect, curvature, soil, and vegetative land cover. Landslide prone areas were analyzed and mapped using the landslide occurrence factors employing the probability-frequency ratio model. The results of the analysis were verified using landslide location data and showed 83.47% prediction accuracy. That emphasized a strong relationship between the susceptibility map and the existing landslide location data. The results of this study can form a basis stable development and land use planning for the region.

Space Object Classification Using Fused Features of Time Series Data

NASA Astrophysics Data System (ADS)

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

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

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

PubMed

Ragwitz, M; Kantz, H

2001-12-17

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

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

PubMed

Rodríguez, Miguel A

2017-06-01

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

Nonlinear time-series-based adaptive control applications

NASA Technical Reports Server (NTRS)

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

1991-01-01

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

The Prediction of Teacher Turnover Employing Time Series Analysis.

ERIC Educational Resources Information Center

Costa, Crist H.

The purpose of this study was to combine knowledge of teacher demographic data with time-series forecasting methods to predict teacher turnover. Moving averages and exponential smoothing were used to forecast discrete time series. The study used data collected from the 22 largest school districts in Iowa, designated as FACT schools. Predictions…

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.

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

PubMed Central

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

2015-01-01

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

Recurrent Neural Networks for Multivariate Time Series with Missing Values.

PubMed

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

2018-04-17

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

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

PubMed

Daisuke, Tominaga; Horton, Paul

2006-04-01

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

Characterising experimental time series using local intrinsic dimension

NASA Astrophysics Data System (ADS)

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

1995-02-01

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

Time series analysis of temporal networks

NASA Astrophysics Data System (ADS)

Sikdar, Sandipan; Ganguly, Niloy; Mukherjee, Animesh

2016-01-01

A common but an important feature of all real-world networks is that they are temporal in nature, i.e., the network structure changes over time. Due to this dynamic nature, it becomes difficult to propose suitable growth models that can explain the various important characteristic properties of these networks. In fact, in many application oriented studies only knowing these properties is sufficient. For instance, if one wishes to launch a targeted attack on a network, this can be done even without the knowledge of the full network structure; rather an estimate of some of the properties is sufficient enough to launch the attack. We, in this paper show that even if the network structure at a future time point is not available one can still manage to estimate its properties. We propose a novel method to map a temporal network to a set of time series instances, analyze them and using a standard forecast model of time series, try to predict the properties of a temporal network at a later time instance. To our aim, we consider eight properties such as number of active nodes, average degree, clustering coefficient etc. and apply our prediction framework on them. We mainly focus on the temporal network of human face-to-face contacts and observe that it represents a stochastic process with memory that can be modeled as Auto-Regressive-Integrated-Moving-Average (ARIMA). We use cross validation techniques to find the percentage accuracy of our predictions. An important observation is that the frequency domain properties of the time series obtained from spectrogram analysis could be used to refine the prediction framework by identifying beforehand the cases where the error in prediction is likely to be high. This leads to an improvement of 7.96% (for error level ≤20%) in prediction accuracy on an average across all datasets. As an application we show how such prediction scheme can be used to launch targeted attacks on temporal networks. Contribution to the Topical Issue

Visual analytics techniques for large multi-attribute time series data

NASA Astrophysics Data System (ADS)

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

2008-01-01

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

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.

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

NASA Astrophysics Data System (ADS)

Andronov, I. L.

The program is described, which contains a set of subroutines suitable for East viewing and interactive filtering and processing of regularly and irregularly spaced time series. Being a 32-bit DOS application, it may be used as a default fast viewer/editor of time series in any compute shell ("commander") or in Windows. It allows to view the data in the "time" or "phase" mode, to remove ("obscure") or filter outstanding bad points; to make scale transformations and smoothing using few methods (e.g. mean with phase binning, determination of the statistically opti- mal number of phase bins; "running parabola" (Andronov, 1997, As. Ap. Suppl, 125, 207) fit and to make time series analysis using some methods, e.g. correlation, autocorrelation and histogram analysis: determination of extrema etc. Some features have been developed specially for variable star observers, e.g. the barycentric correction, the creation and fast analysis of "OC" diagrams etc. The manual for "hot keys" is presented. The computer code was compiled with a 32-bit Free Pascal (www.freepascal.org).

Modelling road accidents: An approach using structural time series

NASA Astrophysics Data System (ADS)

Junus, Noor Wahida Md; Ismail, Mohd Tahir

2014-09-01

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

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.

Time series patterns and language support in DBMS

NASA Astrophysics Data System (ADS)

Telnarova, Zdenka

2017-07-01

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

Estimation of Parameters from Discrete Random Nonstationary Time Series

NASA Astrophysics Data System (ADS)

Takayasu, H.; Nakamura, T.

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

Community preparedness for lava flows from Mauna Loa and Hualālai volcanoes, Kona, Hawai'i

USGS Publications Warehouse

Gregg, Chris E.; Houghton, Bruce F.; Paton, Douglas; Swanson, Donald A.; Johnston, David M.

2004-01-01

Lava flows from Mauna Loa and Huala??lai volcanoes are a major volcanic hazard that could impact the western portion of the island of Hawai'i (e.g., Kona). The most recent eruptions of these two volcanoes to affect Kona occurred in A.D. 1950 and ca. 1800, respectively. In contrast, in eastern Hawai'i, eruptions of neighboring Ki??lauea volcano have occurred frequently since 1955, and therefore have been the focus for hazard mitigation. Official preparedness and response measures are therefore modeled on typical eruptions of Ki??lauea. The combinations of short-lived precursory activity (e.g., volcanic tremor) at Mauna Loa, the potential for fast-moving lava flows, and the proximity of Kona communities to potential vents represent significant emergency management concerns in Kona. Less is known about past eruptions of Huala??lai, but similar concerns exist. Future lava flows present an increased threat to personal safety because of the short times that may be available for responding. Mitigation must address not only the specific characteristics of volcanic hazards in Kona, but also the manner in which the hazards relate to the communities likely to be affected. This paper describes the first steps in developing effective mitigation plans: measuring the current state of people's knowledge of eruption parameters and the implications for their safety. We present results of a questionnaire survey administered to 462 high school students and adults in Kona. The rationale for this study was the long lapsed time since the last Kona eruption, and the high population growth and expansion of infrastructure over this time interval. Anticipated future growth in social and economic infrastructure in this area provides additional justification for this work. The residents of Kona have received little or no specific information about how to react to future volcanic eruptions or warnings, and short-term preparedness levels are low. Respondents appear uncertain about how to respond

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

USGS Publications Warehouse

Halford, Keith J.

2006-01-01

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

InSAR Deformation Time Series Processed On-Demand in the Cloud

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Time series, correlation matrices and random matrix models

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

Vinayak; Seligman, Thomas H.

2014-01-08

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

A univariate model of river water nitrate time series

NASA Astrophysics Data System (ADS)

Worrall, F.; Burt, T. P.

1999-01-01

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

Délais de prise en charge des syndromes coronariens aigus avec sus-décalage du segment ST à Ouagadougou et facteurs associés à un allongement de ces délais: étude transversale à propos de 43 cas colligés au CHU-Yalgado Ouédraogo

PubMed Central

Yameogo, Nobila Valentin; Samadoulougou, André; Millogo, Georges; Kologo, Koudougou Jonas; Kombassere, Karim; Toguyeni, Boubacar Jean Yves; Zabsonre, Patrice

2012-01-01

La prise en charge de l'infarctus du myocarde est une course contre la montre et les trois premières heures constituent les « golden hours ». Les objectifs de ce travail étaient de déterminer le délai de prise en charge des infarctus du myocarde du myocarde au Burkina Faso, les facteurs liés à un allongement du délai et le pronostic des patients. Il s'agit d'une étude transversale descriptive menée de Septembre 2010 à Août 2011. Le critère d'inclusion était l'infarctus du myocarde dont le diagnostic était basé sur des critères clinique (douleur angineuse), électrocardiographique (sus-décalage persistant du segment ST dans au moins deux dérivations contiguës du même territoire coronaire, onde Q de nécrose) et biologique (élévation de la troponine). Les informations relatives au délai de prise en charge ont été recueillies: début du premier symptôme, contact avec le premier agent de santé et le cardiologue, nombre de centre de santé consulté avant le transfert en cardiologie, situation géographique des patients, moyen de transport utilisé. Les données ont été analysées grâce au logiciel SPSS version 17. Durant la période d’étude, 43 patients d’âge moyen de 56,51 ± 12,91 ans ont été admis pour infarctus du myocarde. Plus de la moitié des patients (72,0%) habitait Ouagadougou et sa banlieue. Le délai moyen entre le début de la douleur et la consultation dans la première structure sanitaire était de 48 ± 20,8 heures; celui entre le début de la douleur et la réalisation du premier ECG était en moyenne de 8,6 ±4,5 jours. Le délai entre la réalisation de l'ECG et l'admission dans le service de cardiologie était de 4,35 ±4,0 jours [00 heure et 13 jours]. Le délai entre l'admission dans le service de cardiologie et la thrombolyse était de 34 minutes. Enfin le délai entre le début de la douleur et le contact avec le cardiologue était de 9,6±3,5 jours. Il n'y avait pas de différence statiquement

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

EPA Science Inventory

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

Symplectic geometry spectrum regression for prediction of noisy time series

NASA Astrophysics Data System (ADS)

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

2016-05-01

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

Spectral analysis for GNSS coordinate time series using chirp Fourier transform

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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

PubMed

Monserud, R A; Marshall, J D

2001-09-01

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

Ozone Time Series From GOMOS and SAGE II Measurements

NASA Astrophysics Data System (ADS)

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

2011-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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

NASA Astrophysics Data System (ADS)

Giorgio, M.; Greco, R.

2009-04-01

Occurrence of flowslides and floods in small catchments is uneasy to predict, since it is affected by a number of variables, such as mechanical and hydraulic soil properties, slope morphology, vegetation coverage, rainfall spatial and temporal variability. Consequently, landslide risk assessment procedures and early warning systems still rely on simple empirical models based on correlation between recorded rainfall data and observed landslides and/or river discharges. Effectiveness of such systems could be improved by reliable quantitative rainfall prediction, which can allow gaining larger lead-times. Analysis of on-site recorded rainfall height time series represents the most effective approach for a reliable prediction of local temporal evolution of rainfall. Hydrological time series analysis is a widely studied field in hydrology, often carried out by means of autoregressive models, such as AR, ARMA, ARX, ARMAX (e.g. Salas [1992]). Such models gave the best results when applied to the analysis of autocorrelated hydrological time series, like river flow or level time series. Conversely, they are not able to model the behaviour of intermittent time series, like point rainfall height series usually are, especially when recorded with short sampling time intervals. More useful for this issue are the so-called DRIP (Disaggregated Rectangular Intensity Pulse) and NSRP (Neymann-Scott Rectangular Pulse) model [Heneker et al., 2001; Cowpertwait et al., 2002], usually adopted to generate synthetic point rainfall series. In this paper, the DRIP model approach is adopted, in which the sequence of rain storms and dry intervals constituting the structure of rainfall time series is modeled as an alternating renewal process. Final aim of the study is to provide a useful tool to implement an early warning system for hydrogeological risk management. Model calibration has been carried out with hourly rainfall hieght data provided by the rain gauges of Campania Region civil

Generalized Riemann hypothesis and stochastic time series

NASA Astrophysics Data System (ADS)

Mussardo, Giuseppe; LeClair, André

2018-06-01

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

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.

Practical field methods of estimating canopy cover, PAR, and LAI in Michigan Oak and pine stands

Treesearch

David S. Buckley; J.G. Isebrands; Terry L. Sharik

1999-01-01

With the increased use of variables such as canopy cover photosynthetically active radiation (PAR) and overstory leaf area index (LAI) in forestry research, relationships between these variables and traditional forestry variables must be defined before recommended levels of these research variables can be achieved by forestry practitioners on the ground. We measured...

A simple and fast representation space for classifying complex time series

NASA Astrophysics Data System (ADS)

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

2017-03-01

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

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.

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...

Improvements to surrogate data methods for nonstationary time series.

PubMed

Lucio, J H; Valdés, R; Rodríguez, L R

2012-05-01

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

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

ERIC Educational Resources Information Center

Braden, Jeffery P.; And Others

1990-01-01

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

The perception of volcanic risk in Kona communities from Mauna Loa and Hualālai volcanoes, Hawai‵i

NASA Astrophysics Data System (ADS)

Gregg, C. E.; Houghton, B. F.; Johnston, D. M.; Paton, D.; Swanson, D. A.

2004-02-01

Volcanic hazards in Kona (i.e. the western side of the island of Hawai‵i) stem primarily from Mauna Loa and Hualālai volcanoes. The former has erupted 39 times since 1832. Lava flows were emplaced in Kona during seven of these eruptions and last impacted Kona in 1950. Hualālai last erupted in ca. 1800. Society's proximity to potential eruptive sources and the potential for relatively fast-moving lava flows, coupled with relatively long time intervals since the last eruptions in Kona, are the underlying stimuli for this study of risk perception. Target populations were high-school students and adults ( n=462). Using these data, we discuss threat knowledge as an influence on risk perception, and perception as a driving mechanism for preparedness. Threat knowledge and perception of risk were found to be low to moderate. On average, fewer than two-thirds of the residents were aware of the most recent eruptions that impacted Kona, and a minority felt that Mauna Loa and Hualālai could ever erupt again. Furthermore, only about one-third were aware that lava flows could reach the coast in Kona in less than 3 h. Lava flows and ash fall were perceived to be among the least likely hazards to affect the respondent's community within the next 10 years, whereas vog (volcanic smog) was ranked the most likely. Less than 18% identified volcanic hazards as amongst the most likely hazards to affect them at home, school, or work. Not surprisingly, individual preparedness measures were found on average to be limited to simple tasks of value in frequently occurring domestic emergencies, whereas measures specific to infrequent hazard events such as volcanic eruptions were seldom adopted. Furthermore, our data show that respondents exhibit an 'unrealistic optimism bias' and infer that responsibility for community preparedness for future eruptions primarily rests with officials. We infer that these respondents may be less likely to attend to hazard information, react to warnings as

The perception of volcanic risk in Kona communities from Mauna Loa and Hualālai volcanoes, Hawai'i

USGS Publications Warehouse

Gregg, Chris E.; Houghton, Bruce F.; Johnston, David M.; Paton, Douglas; Swanson, D.A.

2004-01-01

Volcanic hazards in Kona (i.e. the western side of the island of Hawai'i) stem primarily from Mauna Loa and Huala??lai volcanoes. The former has erupted 39 times since 1832. Lava flows were emplaced in Kona during seven of these eruptions and last impacted Kona in 1950. Huala??lai last erupted in ca. 1800. Society's proximity to potential eruptive sources and the potential for relatively fast-moving lava flows, coupled with relatively long time intervals since the last eruptions in Kona, are the underlying stimuli for this study of risk perception. Target populations were high-school students and adults ( n =462). Using these data, we discuss threat knowledge as an influence on risk perception, and perception as a driving mechanism for preparedness. Threat knowledge and perception of risk were found to be low to moderate. On average, fewer than two-thirds of the residents were aware of the most recent eruptions that impacted Kona, and a minority felt that Mauna Loa and Huala??lai could ever erupt again. Furthermore, only about one-third were aware that lava flows could reach the coast in Kona in less than 3 h. Lava flows and ash fall were perceived to be among the least likely hazards to affect the respondent's community within the next 10 years, whereas vog (volcanic smog) was ranked the most likely. Less than 18% identified volcanic hazards as amongst the most likely hazards to affect them at home, school, or work. Not surprisingly, individual preparedness measures were found on average to be limited to simple tasks of value in frequently occurring domestic emergencies, whereas measures specific to infrequent hazard events such as volcanic eruptions were seldom adopted. Furthermore, our data show that respondents exhibit an 'unrealistic optimism bias' and infer that responsibility for community preparedness for future eruptions primarily rests with officials. We infer that these respondents may be less likely to attend to hazard information, react to warnings as

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

NASA Astrophysics Data System (ADS)

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

2016-02-01

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

A hybrid-domain approach for modeling climate data time series

NASA Astrophysics Data System (ADS)

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

2011-09-01

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

Nonlinear Analysis of Surface EMG Time Series

NASA Astrophysics Data System (ADS)

Zurcher, Ulrich; Kaufman, Miron; Sung, Paul

2004-04-01

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

An algorithm of Saxena-Easo on fuzzy time series forecasting

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

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

Classification of time-series images using deep convolutional neural networks

NASA Astrophysics Data System (ADS)

Hatami, Nima; Gavet, Yann; Debayle, Johan

2018-04-01

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

MODIS land cover and LAI collection 4 product quality across nine states in the western hemisphere.

Treesearch

Warren B. Cohen; Thomas K. Maiersperger; David P. Turner; William D. Ritts; Dirk Pflugmacher; Robert E. Kennedy; Alan Kirschbaum; Steven W. Running; Marcos Costa; Stith T. Gower

2006-01-01

Global maps of land cover and leaf area index (LAI) derived from the Moderate Resolution Imaging Spectrometer (MODIS) reflectance data are an important resource in studies of global change, but errors in these must be characterized and well understood. Product validation requires careful scaling from ground and related measurements to a grain commensurate with MODIS...

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

Cloud masking and removal in remote sensing image time series

NASA Astrophysics Data System (ADS)

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

2017-01-01

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

Sensitivity analysis of machine-learning models of hydrologic time series

NASA Astrophysics Data System (ADS)

O'Reilly, A. M.

2017-12-01

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

Koopman Operator Framework for Time Series Modeling and Analysis

NASA Astrophysics Data System (ADS)

Surana, Amit

2018-01-01

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

Testing for intracycle determinism in pseudoperiodic time series.

PubMed

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

2008-06-01

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

Modelling Biophysical Parameters of Maize Using Landsat 8 Time Series

NASA Astrophysics Data System (ADS)

Dahms, Thorsten; Seissiger, Sylvia; Conrad, Christopher; Borg, Erik

2016-06-01

Open and free access to multi-frequent high-resolution data (e.g. Sentinel - 2) will fortify agricultural applications based on satellite data. The temporal and spatial resolution of these remote sensing datasets directly affects the applicability of remote sensing methods, for instance a robust retrieving of biophysical parameters over the entire growing season with very high geometric resolution. In this study we use machine learning methods to predict biophysical parameters, namely the fraction of absorbed photosynthetic radiation (FPAR), the leaf area index (LAI) and the chlorophyll content, from high resolution remote sensing. 30 Landsat 8 OLI scenes were available in our study region in Mecklenburg-Western Pomerania, Germany. In-situ data were weekly to bi-weekly collected on 18 maize plots throughout the summer season 2015. The study aims at an optimized prediction of biophysical parameters and the identification of the best explaining spectral bands and vegetation indices. For this purpose, we used the entire in-situ dataset from 24.03.2015 to 15.10.2015. Random forest and conditional inference forests were used because of their explicit strong exploratory and predictive character. Variable importance measures allowed for analysing the relation between the biophysical parameters with respect to the spectral response, and the performance of the two approaches over the plant stock evolvement. Classical random forest regression outreached the performance of conditional inference forests, in particular when modelling the biophysical parameters over the entire growing period. For example, modelling biophysical parameters of maize for the entire vegetation period using random forests yielded: FPAR: R² = 0.85; RMSE = 0.11; LAI: R² = 0.64; RMSE = 0.9 and chlorophyll content (SPAD): R² = 0.80; RMSE=4.9. Our results demonstrate the great potential in using machine-learning methods for the interpretation of long-term multi-frequent remote sensing datasets to model

Integrated method for chaotic time series analysis

DOEpatents

Hively, Lee M.; Ng, Esmond G.

1998-01-01

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

A KST framework for correlation network construction from time series signals

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

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

NASA Astrophysics Data System (ADS)

zhang, L.

2011-12-01

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

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.

Time Series Analysis of SOLSTICE Measurements

NASA Astrophysics Data System (ADS)

Wen, G.; Cahalan, R. F.

2003-12-01

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

Compounding approach for univariate time series with nonstationary variances

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

Compounding approach for univariate time series with nonstationary variances.

PubMed

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

2015-12-01

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

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

ERIC Educational Resources Information Center

Kratochwill, Thomas R.; Levin, Joel R.

1978-01-01

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

Challenges in Diagnosis and Management of Serotonin Syndrome in A Patient with Schizophrenia Treated with A LAI Antipsychotic

DTIC Science & Technology

2017-05-20

Syndrome in A Patient With Schizophrenia Treated with A LAJ Antipsychotic presented at/published to 2017 American Psychiatric Association Annual Meeting...OR PRESENTED: Challenges in Diagnosis and Management of Serotonin Syndrome in a Patient With Schizophrenia Treated With a LAI Antipsychotic 7

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

PubMed

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

2016-01-01

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

Comparison of satellite-derived LAI and precipitation anomalies over Brazil with a thermal infrared-based Evaporative Stress Index for 2003-2013

NASA Astrophysics Data System (ADS)

Anderson, Martha C.; Zolin, Cornelio A.; Hain, Christopher R.; Semmens, Kathryn; Tugrul Yilmaz, M.; Gao, Feng

2015-07-01

Shortwave vegetation index (VI) and leaf area index (LAI) remote sensing products yield inconsistent depictions of biophysical response to drought and pluvial events that have occurred in Brazil over the past decade. Conflicting reports of severity of drought impacts on vegetation health and functioning have been attributed to cloud and aerosol contamination of shortwave reflectance composites, particularly over the rainforested regions of the Amazon basin which are subject to prolonged periods of cloud cover and episodes of intense biomass burning. This study compares timeseries of satellite-derived maps of LAI from the Moderate Resolution Imaging Spectroradiometer (MODIS) and precipitation from the Tropical Rainfall Mapping Mission (TRMM) with a diagnostic Evaporative Stress Index (ESI) retrieved using thermal infrared remote sensing over South America for the period 2003-2013. This period includes several severe droughts and floods that occurred both over the Amazon and over unforested savanna and agricultural areas in Brazil. Cross-correlations between absolute values and standardized anomalies in monthly LAI and precipitation composites as well as the actual-to-reference evapotranspiration (ET) ratio used in the ESI were computed for representative forested and agricultural regions. The correlation analyses reveal strong apparent anticorrelation between MODIS LAI and TRMM precipitation anomalies over the Amazon, but better coupling over regions vegetated with shorter grass and crop canopies. The ESI was more consistently correlated with precipitation patterns over both landcover types. Temporal comparisons between ESI and TRMM anomalies suggest longer moisture buffering timescales in the deeper rooted rainforest systems. Diagnostic thermal-based retrievals of ET and ET anomalies, such as used in the ESI, provide independent information on the impacts of extreme hydrologic events on vegetation health in comparison with VI and precipitation-based drought

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.

Mobile Visualization and Analysis Tools for Spatial Time-Series Data

NASA Astrophysics Data System (ADS)

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

2013-12-01

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

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

PubMed

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

2011-01-01

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

Normalization methods in time series of platelet function assays

PubMed Central

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

2016-01-01

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

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.

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

PubMed

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

2011-06-24

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

Automated Bayesian model development for frequency detection in biological time series

PubMed Central

2011-01-01

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

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.

Small Sample Properties of Bayesian Multivariate Autoregressive Time Series Models

ERIC Educational Resources Information Center

Price, Larry R.

2012-01-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

2014-09-01

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

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

PubMed Central

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

2014-01-01

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

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

DTIC Science & Technology

1984-09-01

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

Refined composite multiscale weighted-permutation entropy of financial time series

NASA Astrophysics Data System (ADS)

Zhang, Yongping; Shang, Pengjian

2018-04-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

2000-09-01

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

Integrated method for chaotic time series analysis

DOEpatents

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

1998-09-29

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

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.

Inconsistencies of interannual variability and trends in long-term satellite leaf area index products.

PubMed

Jiang, Chongya; Ryu, Youngryel; Fang, Hongliang; Myneni, Ranga; Claverie, Martin; Zhu, Zaichun

2017-10-01

Understanding the long-term performance of global satellite leaf area index (LAI) products is important for global change research. However, few effort has been devoted to evaluating the long-term time-series consistencies of LAI products. This study compared four long-term LAI products (GLASS, GLOBMAP, LAI3g, and TCDR) in terms of trends, interannual variabilities, and uncertainty variations from 1982 through 2011. This study also used four ancillary LAI products (GEOV1, MERIS, MODIS C5, and MODIS C6) from 2003 through 2011 to help clarify the performances of the four long-term LAI products. In general, there were marked discrepancies between the four long-term LAI products. During the pre-MODIS period (1982-1999), both linear trends and interannual variabilities of global mean LAI followed the order GLASS>LAI3g>TCDR>GLOBMAP. The GLASS linear trend and interannual variability were almost 4.5 times those of GLOBMAP. During the overlap period (2003-2011), GLASS and GLOBMAP exhibited a decreasing trend, TCDR no trend, and LAI3g an increasing trend. GEOV1, MERIS, and MODIS C6 also exhibited an increasing trend, but to a much smaller extent than that from LAI3g. During both periods, the R 2 of detrended anomalies between the four long-term LAI products was smaller than 0.4 for most regions. Interannual variabilities of the four long-term LAI products were considerably different over the two periods, and the differences followed the order GLASS>LAI3g>TCDR>GLOBMAP. Uncertainty variations quantified by a collocation error model followed the same order. Our results indicate that the four long-term LAI products were neither intraconsistent over time nor interconsistent with each other. These inconsistencies may be due to NOAA satellite orbit changes and MODIS sensor degradation. Caution should be used in the interpretation of global changes derived from the four long-term LAI products. © 2017 John Wiley & Sons Ltd.

Cross-sample entropy of foreign exchange time series

NASA Astrophysics Data System (ADS)

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

2010-11-01

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

Clustering Multivariate Time Series Using Hidden Markov Models

PubMed Central

Ghassempour, Shima; Girosi, Federico; Maeder, Anthony

2014-01-01

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

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.

A study of stationarity in time series by using wavelet transform

NASA Astrophysics Data System (ADS)

Dghais, Amel Abdoullah Ahmed; Ismail, Mohd Tahir

2014-07-01

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

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

PubMed

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

2017-12-01

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

Causal strength induction from time series data.

PubMed

Soo, Kevin W; Rottman, Benjamin M

2018-04-01

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

Interpretable Categorization of Heterogeneous Time Series Data

NASA Technical Reports Server (NTRS)

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

2017-01-01

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

Minimum entropy density method for the time series analysis

NASA Astrophysics Data System (ADS)

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

2009-01-01

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

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

NASA Astrophysics Data System (ADS)

Zhuang, Enyu; Small, Michael; Feng, Gang

2014-09-01

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

Mount Etna InSAR Time Series Animation

NASA Image and Video Library

2012-02-06

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

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

PubMed

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

2014-09-01

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

Reconstructing multi-mode networks from multivariate time series

NASA Astrophysics Data System (ADS)