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

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…

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.

Introduction to Time Series Analysis

NASA Technical Reports Server (NTRS)

Hardin, J. C.

1986-01-01

The field of time series analysis is explored from its logical foundations to the most modern data analysis techniques. The presentation is developed, as far as possible, for continuous data, so that the inevitable use of discrete mathematics is postponed until the reader has gained some familiarity with the concepts. The monograph seeks to provide the reader with both the theoretical overview and the practical details necessary to correctly apply the full range of these powerful techniques. In addition, the last chapter introduces many specialized areas where research is currently in progress.

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

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.

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.

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.

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

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.

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.

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.

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

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.

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.

Multivariate time series analysis of neuroscience data: some challenges and opportunities.

PubMed

Pourahmadi, Mohsen; Noorbaloochi, Siamak

2016-04-01

Neuroimaging data may be viewed as high-dimensional multivariate time series, and analyzed using techniques from regression analysis, time series analysis and spatiotemporal analysis. We discuss issues related to data quality, model specification, estimation, interpretation, dimensionality and causality. Some recent research areas addressing aspects of some recurring challenges are introduced. Copyright © 2015 Elsevier Ltd. All rights reserved.

Time series analysis of ozone data in Isfahan

NASA Astrophysics Data System (ADS)

Omidvari, M.; Hassanzadeh, S.; Hosseinibalam, F.

2008-07-01

Time series analysis used to investigate the stratospheric ozone formation and decomposition processes. Different time series methods are applied to detect the reason for extreme high ozone concentrations for each season. Data was convert into seasonal component and frequency domain, the latter has been evaluated by using the Fast Fourier Transform (FFT), spectral analysis. The power density spectrum estimated from the ozone data showed peaks at cycle duration of 22, 20, 36, 186, 365 and 40 days. According to seasonal component analysis most fluctuation was in 1999 and 2000, but the least fluctuation was in 2003. The best correlation between ozone and sun radiation was found in 2000. Other variables which are not available cause to this fluctuation in the 1999 and 2001. The trend of ozone is increasing in 1999 and is decreasing in other years.

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.

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).

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

PubMed

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

2015-11-01

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

Radar/Sonar and Time Series Analysis

DTIC Science & Technology

1991-04-08

Fourier and Likelihood Analysis in NMR Spectroscopy .......... David Brillinger and Reinhold Kaiser Resampling Techniques for Stationary Time-series... Meyer The parabolic Fock theory foi a convex dielectric Georgia Tech. scatterer Abstract. This talk deals with a high frequency as) mptotic m~thod for...Malesky Inst. of Physics, Moscow Jun 11 - Jun 15 Victor P. Maslov MIEIM, USSR May 29 - Jun 15 Robert P. Meyer University of Wisconsin Jun 11 - Jun 15

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.

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.

Nonlinear Time Series Analysis via Neural Networks

NASA Astrophysics Data System (ADS)

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

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

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

PubMed

Deng, Weihui; Wang, Guoyin

2017-07-01

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

Spectral Unmixing Analysis of Time Series Landsat 8 Images

NASA Astrophysics Data System (ADS)

Zhuo, R.; Xu, L.; Peng, J.; Chen, Y.

2018-05-01

Temporal analysis of Landsat 8 images opens up new opportunities in the unmixing procedure. Although spectral analysis of time series Landsat imagery has its own advantage, it has rarely been studied. Nevertheless, using the temporal information can provide improved unmixing performance when compared to independent image analyses. Moreover, different land cover types may demonstrate different temporal patterns, which can aid the discrimination of different natures. Therefore, this letter presents time series K-P-Means, a new solution to the problem of unmixing time series Landsat imagery. The proposed approach is to obtain the "purified" pixels in order to achieve optimal unmixing performance. The vertex component analysis (VCA) is used to extract endmembers for endmember initialization. First, nonnegative least square (NNLS) is used to estimate abundance maps by using the endmember. Then, the estimated endmember is the mean value of "purified" pixels, which is the residual of the mixed pixel after excluding the contribution of all nondominant endmembers. Assembling two main steps (abundance estimation and endmember update) into the iterative optimization framework generates the complete algorithm. Experiments using both simulated and real Landsat 8 images show that the proposed "joint unmixing" approach provides more accurate endmember and abundance estimation results compared with "separate unmixing" approach.

Toward a transport-based analysis of nutrient spiraling and uptake in streams

USGS Publications Warehouse

Runkel, Robert L.

2007-01-01

Nutrient addition experiments are designed to study the cycling of nutrients in stream ecosystems where hydrologic and nonhydrologic processes determine nutrient fate. Because of the importance of hydrologic processes in stream ecosystems, a conceptual model known as nutrient spiraling is frequently employed. A central part of the nutrient spiraling approach is the determination of uptake length (SW), the average distance traveled by dissolved nutrients in the water column before uptake. Although the nutrient spiraling concept has been an invaluable tool in stream ecology, the current practice of estimating uptake length from steady-state nutrient data using linear regression (called here the "SW approach") presents a number of limitations. These limitations are identified by comparing the exponential SW equation with analytical solutions of a stream solute transport model. This comparison indicates that (1) SW, is an aggregate measure of uptake that does not distinguish between main channel and storage zone processes, (2) SW, is an integrated measure of numerous hydrologie and nonhydrologic processes-this process integration may lead to difficulties in interpretation when comparing estimates of SW, and (3) estimates of uptake velocity and areal uptake rate (Vf and U) based on S W, are not independent of system hydrology. Given these findings, a transport-based approach to nutrient spiraling is presented for steady-state and time-series data sets. The transport-based approach for time-series data sets is suggested for future research on nutrient uptake as it provides a number of benefits, including the ability to (1) separately quantify main channel and storage zone uptake, (2) quantify specific hydrologic and nonhydrologic processes using various model parameters (process separation), (3) estimate uptake velocities and areal uptake rates that are independent of hydrologic effects, and (4) use short-term, non-plateau nutrient additions such that the effects of

Topological data analysis of financial time series: Landscapes of crashes

NASA Astrophysics Data System (ADS)

Gidea, Marian; Katz, Yuri

2018-02-01

We explore the evolution of daily returns of four major US stock market indices during the technology crash of 2000, and the financial crisis of 2007-2009. Our methodology is based on topological data analysis (TDA). We use persistence homology to detect and quantify topological patterns that appear in multidimensional time series. Using a sliding window, we extract time-dependent point cloud data sets, to which we associate a topological space. We detect transient loops that appear in this space, and we measure their persistence. This is encoded in real-valued functions referred to as a 'persistence landscapes'. We quantify the temporal changes in persistence landscapes via their Lp-norms. We test this procedure on multidimensional time series generated by various non-linear and non-equilibrium models. We find that, in the vicinity of financial meltdowns, the Lp-norms exhibit strong growth prior to the primary peak, which ascends during a crash. Remarkably, the average spectral density at low frequencies of the time series of Lp-norms of the persistence landscapes demonstrates a strong rising trend for 250 trading days prior to either dotcom crash on 03/10/2000, or to the Lehman bankruptcy on 09/15/2008. Our study suggests that TDA provides a new type of econometric analysis, which complements the standard statistical measures. The method can be used to detect early warning signals of imminent market crashes. We believe that this approach can be used beyond the analysis of financial time series presented here.

Analysis of Site Position Time Series Derived From Space Geodetic Solutions

NASA Astrophysics Data System (ADS)

Angermann, D.; Meisel, B.; Kruegel, M.; Tesmer, V.; Miller, R.; Drewes, H.

2003-12-01

This presentation deals with the analysis of station coordinate time series obtained from VLBI, SLR, GPS and DORIS solutions. We also present time series for the origin and scale derived from these solutions and discuss their contribution to the realization of the terrestrial reference frame. For these investigations we used SLR and VLBI solutions computed at DGFI with the software systems DOGS (SLR) and OCCAM (VLBI). The GPS and DORIS time series were obtained from weekly station coordinates solutions provided by the IGS, and from the joint DORIS analysis center (IGN-JPL). We analysed the time series with respect to various aspects, such as non-linear motions, periodic signals and systematic differences (biases). A major focus is on a comparison of the results at co-location sites in order to identify technique- and/or solution related problems. This may also help to separate and quantify possible effects, and to understand the origin of still existing discrepancies. Technique-related systematic effects (biases) should be reduced to the highest possible extent, before using the space geodetic solutions for a geophysical interpretation of seasonal signals in site position time series.

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

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

PubMed

Kociuba, Mary C; Rowe, Daniel B

2016-07-01

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

Beyond linear methods of data analysis: time series analysis and its applications in renal research.

PubMed

Gupta, Ashwani K; Udrea, Andreea

2013-01-01

Analysis of temporal trends in medicine is needed to understand normal physiology and to study the evolution of disease processes. It is also useful for monitoring response to drugs and interventions, and for accountability and tracking of health care resources. In this review, we discuss what makes time series analysis unique for the purposes of renal research and its limitations. We also introduce nonlinear time series analysis methods and provide examples where these have advantages over linear methods. We review areas where these computational methods have found applications in nephrology ranging from basic physiology to health services research. Some examples include noninvasive assessment of autonomic function in patients with chronic kidney disease, dialysis-dependent renal failure and renal transplantation. Time series models and analysis methods have been utilized in the characterization of mechanisms of renal autoregulation and to identify the interaction between different rhythms of nephron pressure flow regulation. They have also been used in the study of trends in health care delivery. Time series are everywhere in nephrology and analyzing them can lead to valuable knowledge discovery. The study of time trends of vital signs, laboratory parameters and the health status of patients is inherent to our everyday clinical practice, yet formal models and methods for time series analysis are not fully utilized. With this review, we hope to familiarize the reader with these techniques in order to assist in their proper use where appropriate.

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.

Statistical Analysis of Time-Series from Monitoring of Active Volcanic Vents

NASA Astrophysics Data System (ADS)

Lachowycz, S.; Cosma, I.; Pyle, D. M.; Mather, T. A.; Rodgers, M.; Varley, N. R.

2016-12-01

Despite recent advances in the collection and analysis of time-series from volcano monitoring, and the resulting insights into volcanic processes, challenges remain in forecasting and interpreting activity from near real-time analysis of monitoring data. Statistical methods have potential to characterise the underlying structure and facilitate intercomparison of these time-series, and so inform interpretation of volcanic activity. We explore the utility of multiple statistical techniques that could be widely applicable to monitoring data, including Shannon entropy and detrended fluctuation analysis, by their application to various data streams from volcanic vents during periods of temporally variable activity. Each technique reveals changes through time in the structure of some of the data that were not apparent from conventional analysis. For example, we calculate the Shannon entropy (a measure of the randomness of a signal) of time-series from the recent dome-forming eruptions of Volcán de Colima (Mexico) and Soufrière Hills (Montserrat). The entropy of real-time seismic measurements and the count rate of certain volcano-seismic event types from both volcanoes is found to be temporally variable, with these data generally having higher entropy during periods of lava effusion and/or larger explosions. In some instances, the entropy shifts prior to or coincident with changes in seismic or eruptive activity, some of which were not clearly recognised by real-time monitoring. Comparison with other statistics demonstrates the sensitivity of the entropy to the data distribution, but that it is distinct from conventional statistical measures such as coefficient of variation. We conclude that each analysis technique examined could provide valuable insights for interpretation of diverse monitoring time-series.

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

Wavelet application to the time series analysis of DORIS station coordinates

NASA Astrophysics Data System (ADS)

Bessissi, Zahia; Terbeche, Mekki; Ghezali, Boualem

2009-06-01

The topic developed in this article relates to the residual time series analysis of DORIS station coordinates using the wavelet transform. Several analysis techniques, already developed in other disciplines, were employed in the statistical study of the geodetic time series of stations. The wavelet transform allows one, on the one hand, to provide temporal and frequential parameter residual signals, and on the other hand, to determine and quantify systematic signals such as periodicity and tendency. Tendency is the change in short or long term signals; it is an average curve which represents the general pace of the signal evolution. On the other hand, periodicity is a process which is repeated, identical to itself, after a time interval called the period. In this context, the topic of this article consists, on the one hand, in determining the systematic signals by wavelet analysis of time series of DORIS station coordinates, and on the other hand, in applying the denoising signal to the wavelet packet, which makes it possible to obtain a well-filtered signal, smoother than the original signal. The DORIS data used in the treatment are a set of weekly residual time series from 1993 to 2004 from eight stations: DIOA, COLA, FAIB, KRAB, SAKA, SODB, THUB and SYPB. It is the ign03wd01 solution expressed in stcd format, which is derived by the IGN/JPL analysis center. Although these data are not very recent, the goal of this study is to detect the contribution of the wavelet analysis method on the DORIS data, compared to the other analysis methods already studied.

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

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.

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.

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

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

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

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

Modelling short time series in metabolomics: a functional data analysis approach.

PubMed

Montana, Giovanni; Berk, Maurice; Ebbels, Tim

2011-01-01

Metabolomics is the study of the complement of small molecule metabolites in cells, biofluids and tissues. Many metabolomic experiments are designed to compare changes observed over time under two or more experimental conditions (e.g. a control and drug-treated group), thus producing time course data. Models from traditional time series analysis are often unsuitable because, by design, only very few time points are available and there are a high number of missing values. We propose a functional data analysis approach for modelling short time series arising in metabolomic studies which overcomes these obstacles. Our model assumes that each observed time series is a smooth random curve, and we propose a statistical approach for inferring this curve from repeated measurements taken on the experimental units. A test statistic for detecting differences between temporal profiles associated with two experimental conditions is then presented. The methodology has been applied to NMR spectroscopy data collected in a pre-clinical toxicology study.

Dimensionless embedding for nonlinear time series analysis

NASA Astrophysics Data System (ADS)

Hirata, Yoshito; Aihara, Kazuyuki

2017-09-01

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

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

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.

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.

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…

Single-Case Time Series with Bayesian Analysis: A Practitioner's Guide.

ERIC Educational Resources Information Center

Jones, W. Paul

2003-01-01

This article illustrates a simplified time series analysis for use by the counseling researcher practitioner in single-case baseline plus intervention studies with a Bayesian probability analysis to integrate findings from replications. The C statistic is recommended as a primary analysis tool with particular relevance in the context of actual…

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.

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

PubMed Central

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

2016-01-01

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

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

PubMed

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

2016-01-01

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

Time Series Data Analysis of Wireless Sensor Network Measurements of Temperature.

PubMed

Bhandari, Siddhartha; Bergmann, Neil; Jurdak, Raja; Kusy, Branislav

2017-05-26

Wireless sensor networks have gained significant traction in environmental signal monitoring and analysis. The cost or lifetime of the system typically depends on the frequency at which environmental phenomena are monitored. If sampling rates are reduced, energy is saved. Using empirical datasets collected from environmental monitoring sensor networks, this work performs time series analyses of measured temperature time series. Unlike previous works which have concentrated on suppressing the transmission of some data samples by time-series analysis but still maintaining high sampling rates, this work investigates reducing the sampling rate (and sensor wake up rate) and looks at the effects on accuracy. Results show that the sampling period of the sensor can be increased up to one hour while still allowing intermediate and future states to be estimated with interpolation RMSE less than 0.2 °C and forecasting RMSE less than 1 °C.

Feasibility of Estimating Relative Nutrient Contributions of Agriculture using MODIS Time Series

NASA Technical Reports Server (NTRS)

Ross, Kenton W.; Gasser, Gerald; Spiering, Bruce

2008-01-01

Around the Gulf of Mexico, high-input crops in several regions make a significant contribution to nutrient loading of small to medium estuaries and to the near-shore Gulf. Some crops cultivated near the coast include sorghum in Texas, rice in Texas and Louisiana, sugarcane in Florida and Louisiana, citrus orchards in Florida, pecan orchards in Mississippi and Alabama, and heavy sod and ornamental production around Mobile and Tampa Bay. In addition to crops, management of timberlands in proximity to the coasts also plays a role in nutrient loading. In the summer of 2008, a feasibility project is planned to explore the use of NASA data to enhance the spatial and temporal resolution of near-coast nutrient source information available to the coastal community. The purpose of this project is to demonstrate the viability of nutrient source information products applicable to small to medium watersheds surrounding the Gulf of Mexico. Conceptually, these products are intended to complement estuarine nutrient monitoring.

Conditional adaptive Bayesian spectral analysis of nonstationary biomedical time series.

PubMed

Bruce, Scott A; Hall, Martica H; Buysse, Daniel J; Krafty, Robert T

2018-03-01

Many studies of biomedical time series signals aim to measure the association between frequency-domain properties of time series and clinical and behavioral covariates. However, the time-varying dynamics of these associations are largely ignored due to a lack of methods that can assess the changing nature of the relationship through time. This article introduces a method for the simultaneous and automatic analysis of the association between the time-varying power spectrum and covariates, which we refer to as conditional adaptive Bayesian spectrum analysis (CABS). The procedure adaptively partitions the grid of time and covariate values into an unknown number of approximately stationary blocks and nonparametrically estimates local spectra within blocks through penalized splines. CABS is formulated in a fully Bayesian framework, in which the number and locations of partition points are random, and fit using reversible jump Markov chain Monte Carlo techniques. Estimation and inference averaged over the distribution of partitions allows for the accurate analysis of spectra with both smooth and abrupt changes. The proposed methodology is used to analyze the association between the time-varying spectrum of heart rate variability and self-reported sleep quality in a study of older adults serving as the primary caregiver for their ill spouse. © 2017, The International Biometric Society.

Time Series Analysis Based on Running Mann Whitney Z Statistics

USDA-ARS?s Scientific Manuscript database

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

A new methodological approach for worldwide beryllium-7 time series analysis

NASA Astrophysics Data System (ADS)

Bianchi, Stefano; Longo, Alessandro; Plastino, Wolfango

2018-07-01

Time series analyses of cosmogenic radionuclide 7Be and 22Na atmospheric activity concentrations and meteorological data observed at twenty-five International Monitoring System (IMS) stations of the Comprehensive Nuclear-Test-Ban Treaty Organisation (CTBTO) have shown great variability in terms of noise structures, harmonic content, cross-correlation patterns and local Hurst exponent behaviour. Noise content and its structure has been extracted and characterised for the two radionuclides time series. It has been found that the yearly component, which is present in most of the time series, is not stationary, but has a percentage weight that varies with time. Analysis of atmospheric activity concentrations of 7Be, measured at IMS stations, has shown them to be influenced by distinct meteorological patterns, mainly by atmospheric pressure and temperature.

Time series analysis of gold production in Malaysia

NASA Astrophysics Data System (ADS)

Muda, Nora; Hoon, Lee Yuen

2012-05-01

Gold is a soft, malleable, bright yellow metallic element and unaffected by air or most reagents. It is highly valued as an asset or investment commodity and is extensively used in jewellery, industrial application, dentistry and medical applications. In Malaysia, gold mining is limited in several areas such as Pahang, Kelantan, Terengganu, Johor and Sarawak. The main purpose of this case study is to obtain a suitable model for the production of gold in Malaysia. The model can also be used to predict the data of Malaysia's gold production in the future. Box-Jenkins time series method was used to perform time series analysis with the following steps: identification, estimation, diagnostic checking and forecasting. In addition, the accuracy of prediction is tested using mean absolute percentage error (MAPE). From the analysis, the ARIMA (3,1,1) model was found to be the best fitted model with MAPE equals to 3.704%, indicating the prediction is very accurate. Hence, this model can be used for forecasting. This study is expected to help the private and public sectors to understand the gold production scenario and later plan the gold mining activities in Malaysia.

Time Series Imputation via L1 Norm-Based Singular Spectrum Analysis

NASA Astrophysics Data System (ADS)

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

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

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.

Feature extraction for change analysis in SAR time series

NASA Astrophysics Data System (ADS)

Boldt, Markus; Thiele, Antje; Schulz, Karsten; Hinz, Stefan

2015-10-01

In remote sensing, the change detection topic represents a broad field of research. If time series data is available, change detection can be used for monitoring applications. These applications require regular image acquisitions at identical time of day along a defined period. Focusing on remote sensing sensors, radar is especially well-capable for applications requiring regularity, since it is independent from most weather and atmospheric influences. Furthermore, regarding the image acquisitions, the time of day plays no role due to the independence from daylight. Since 2007, the German SAR (Synthetic Aperture Radar) satellite TerraSAR-X (TSX) permits the acquisition of high resolution radar images capable for the analysis of dense built-up areas. In a former study, we presented the change analysis of the Stuttgart (Germany) airport. The aim of this study is the categorization of detected changes in the time series. This categorization is motivated by the fact that it is a poor statement only to describe where and when a specific area has changed. At least as important is the statement about what has caused the change. The focus is set on the analysis of so-called high activity areas (HAA) representing areas changing at least four times along the investigated period. As first step for categorizing these HAAs, the matching HAA changes (blobs) have to be identified. Afterwards, operating in this object-based blob level, several features are extracted which comprise shape-based, radiometric, statistic, morphological values and one context feature basing on a segmentation of the HAAs. This segmentation builds on the morphological differential attribute profiles (DAPs). Seven context classes are established: Urban, infrastructure, rural stable, rural unstable, natural, water and unclassified. A specific HA blob is assigned to one of these classes analyzing the CovAmCoh time series signature of the surrounding segments. In combination, also surrounding GIS information

Analysis of Vlbi, Slr and GPS Site Position Time Series

NASA Astrophysics Data System (ADS)

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

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

Discriminant Analysis of Time Series in the Presence of Within-Group Spectral Variability.

PubMed

Krafty, Robert T

2016-07-01

Many studies record replicated time series epochs from different groups with the goal of using frequency domain properties to discriminate between the groups. In many applications, there exists variation in cyclical patterns from time series in the same group. Although a number of frequency domain methods for the discriminant analysis of time series have been explored, there is a dearth of models and methods that account for within-group spectral variability. This article proposes a model for groups of time series in which transfer functions are modeled as stochastic variables that can account for both between-group and within-group differences in spectra that are identified from individual replicates. An ensuing discriminant analysis of stochastic cepstra under this model is developed to obtain parsimonious measures of relative power that optimally separate groups in the presence of within-group spectral variability. The approach possess favorable properties in classifying new observations and can be consistently estimated through a simple discriminant analysis of a finite number of estimated cepstral coefficients. Benefits in accounting for within-group spectral variability are empirically illustrated in a simulation study and through an analysis of gait variability.

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.

Analysis of Complex Intervention Effects in Time-Series Experiments.

ERIC Educational Resources Information Center

Bower, Cathleen

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

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

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

The method of trend analysis of parameters time series of gas-turbine engine state

NASA Astrophysics Data System (ADS)

Hvozdeva, I.; Myrhorod, V.; Derenh, Y.

2017-10-01

This research substantiates an approach to interval estimation of time series trend component. The well-known methods of spectral and trend analysis are used for multidimensional data arrays. The interval estimation of trend component is proposed for the time series whose autocorrelation matrix possesses a prevailing eigenvalue. The properties of time series autocorrelation matrix are identified.

Challenges to validity in single-group interrupted time series analysis.

PubMed

Linden, Ariel

2017-04-01

Single-group interrupted time series analysis (ITSA) is a popular evaluation methodology in which a single unit of observation is studied; the outcome variable is serially ordered as a time series, and the intervention is expected to "interrupt" the level and/or trend of the time series, subsequent to its introduction. The most common threat to validity is history-the possibility that some other event caused the observed effect in the time series. Although history limits the ability to draw causal inferences from single ITSA models, it can be controlled for by using a comparable control group to serve as the counterfactual. Time series data from 2 natural experiments (effect of Florida's 2000 repeal of its motorcycle helmet law on motorcycle fatalities and California's 1988 Proposition 99 to reduce cigarette sales) are used to illustrate how history biases results of single-group ITSA results-as opposed to when that group's results are contrasted to those of a comparable control group. In the first example, an external event occurring at the same time as the helmet repeal appeared to be the cause of a rise in motorcycle deaths, but was only revealed when Florida was contrasted with comparable control states. Conversely, in the second example, a decreasing trend in cigarette sales prior to the intervention raised question about a treatment effect attributed to Proposition 99, but was reinforced when California was contrasted with comparable control states. Results of single-group ITSA should be considered preliminary, and interpreted with caution, until a more robust study design can be implemented. © 2016 John Wiley & Sons, Ltd.

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

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

Time series clustering analysis of health-promoting behavior

NASA Astrophysics Data System (ADS)

Yang, Chi-Ta; Hung, Yu-Shiang; Deng, Guang-Feng

2013-10-01

Health promotion must be emphasized to achieve the World Health Organization goal of health for all. Since the global population is aging rapidly, ComCare elder health-promoting service was developed by the Taiwan Institute for Information Industry in 2011. Based on the Pender health promotion model, ComCare service offers five categories of health-promoting functions to address the everyday needs of seniors: nutrition management, social support, exercise management, health responsibility, stress management. To assess the overall ComCare service and to improve understanding of the health-promoting behavior of elders, this study analyzed health-promoting behavioral data automatically collected by the ComCare monitoring system. In the 30638 session records collected for 249 elders from January, 2012 to March, 2013, behavior patterns were identified by fuzzy c-mean time series clustering algorithm combined with autocorrelation-based representation schemes. The analysis showed that time series data for elder health-promoting behavior can be classified into four different clusters. Each type reveals different health-promoting needs, frequencies, function numbers and behaviors. The data analysis result can assist policymakers, health-care providers, and experts in medicine, public health, nursing and psychology and has been provided to Taiwan National Health Insurance Administration to assess the elder health-promoting behavior.

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Tissue classification using depth-dependent ultrasound time series analysis: in-vitro animal study

NASA Astrophysics Data System (ADS)

Imani, Farhad; Daoud, Mohammad; Moradi, Mehdi; Abolmaesumi, Purang; Mousavi, Parvin

2011-03-01

Time series analysis of ultrasound radio-frequency (RF) signals has been shown to be an effective tissue classification method. Previous studies of this method for tissue differentiation at high and clinical-frequencies have been reported. In this paper, analysis of RF time series is extended to improve tissue classification at the clinical frequencies by including novel features extracted from the time series spectrum. The primary feature examined is the Mean Central Frequency (MCF) computed for regions of interest (ROIs) in the tissue extending along the axial axis of the transducer. In addition, the intercept and slope of a line fitted to the MCF-values of the RF time series as a function of depth have been included. To evaluate the accuracy of the new features, an in vitro animal study is performed using three tissue types: bovine muscle, bovine liver, and chicken breast, where perfect two-way classification is achieved. The results show statistically significant improvements over the classification accuracies with previously reported features.

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.

Nonlinear Analysis of Surface EMG Time Series of Back Muscles

NASA Astrophysics Data System (ADS)

Dolton, Donald C.; Zurcher, Ulrich; Kaufman, Miron; Sung, Paul

2004-10-01

A nonlinear analysis of surface electromyography time series of subjects with and without low back pain is presented. The mean-square displacement and entropy shows anomalous diffusive behavior on intermediate time range 10 ms < t < 1 s. This behavior implies the presence of correlations in the signal. We discuss the shape of the power spectrum of the signal.

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

NASA Astrophysics Data System (ADS)

Muñoz-Diosdado, A.

2005-01-01

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

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

PubMed

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

2013-11-01

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

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.

Modified cross sample entropy and surrogate data analysis method for financial time series

NASA Astrophysics Data System (ADS)

Yin, Yi; Shang, Pengjian

2015-09-01

For researching multiscale behaviors from the angle of entropy, we propose a modified cross sample entropy (MCSE) and combine surrogate data analysis with it in order to compute entropy differences between original dynamics and surrogate series (MCSDiff). MCSDiff is applied to simulated signals to show accuracy and then employed to US and Chinese stock markets. We illustrate the presence of multiscale behavior in the MCSDiff results and reveal that there are synchrony containing in the original financial time series and they have some intrinsic relations, which are destroyed by surrogate data analysis. Furthermore, the multifractal behaviors of cross-correlations between these financial time series are investigated by multifractal detrended cross-correlation analysis (MF-DCCA) method, since multifractal analysis is a multiscale analysis. We explore the multifractal properties of cross-correlation between these US and Chinese markets and show the distinctiveness of NQCI and HSI among the markets in their own region. It can be concluded that the weaker cross-correlation between US markets gives the evidence for the better inner mechanism in the US stock markets than that of Chinese stock markets. To study the multiscale features and properties of financial time series can provide valuable information for understanding the inner mechanism of financial markets.

Nonlinear time series analysis of electrocardiograms

NASA Astrophysics Data System (ADS)

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

1995-03-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

2014-10-01

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

Automatising the analysis of stochastic biochemical time-series

PubMed Central

2015-01-01

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

Time series analysis for psychological research: examining and forecasting change

PubMed Central

Jebb, Andrew T.; Tay, Louis; Wang, Wei; Huang, Qiming

2015-01-01

Psychological research has increasingly recognized the importance of integrating temporal dynamics into its theories, and innovations in longitudinal designs and analyses have allowed such theories to be formalized and tested. However, psychological researchers may be relatively unequipped to analyze such data, given its many characteristics and the general complexities involved in longitudinal modeling. The current paper introduces time series analysis to psychological research, an analytic domain that has been essential for understanding and predicting the behavior of variables across many diverse fields. First, the characteristics of time series data are discussed. Second, different time series modeling techniques are surveyed that can address various topics of interest to psychological researchers, including describing the pattern of change in a variable, modeling seasonal effects, assessing the immediate and long-term impact of a salient event, and forecasting future values. To illustrate these methods, an illustrative example based on online job search behavior is used throughout the paper, and a software tutorial in R for these analyses is provided in the Supplementary Materials. PMID:26106341

Time series analysis for psychological research: examining and forecasting change.

PubMed

Jebb, Andrew T; Tay, Louis; Wang, Wei; Huang, Qiming

2015-01-01

Psychological research has increasingly recognized the importance of integrating temporal dynamics into its theories, and innovations in longitudinal designs and analyses have allowed such theories to be formalized and tested. However, psychological researchers may be relatively unequipped to analyze such data, given its many characteristics and the general complexities involved in longitudinal modeling. The current paper introduces time series analysis to psychological research, an analytic domain that has been essential for understanding and predicting the behavior of variables across many diverse fields. First, the characteristics of time series data are discussed. Second, different time series modeling techniques are surveyed that can address various topics of interest to psychological researchers, including describing the pattern of change in a variable, modeling seasonal effects, assessing the immediate and long-term impact of a salient event, and forecasting future values. To illustrate these methods, an illustrative example based on online job search behavior is used throughout the paper, and a software tutorial in R for these analyses is provided in the Supplementary Materials.

Reference manual for generation and analysis of Habitat Time Series: version II

USGS Publications Warehouse

Milhous, Robert T.; Bartholow, John M.; Updike, Marlys A.; Moos, Alan R.

1990-01-01

The selection of an instream flow requirement for water resource management often requires the review of how the physical habitat changes through time. This review is referred to as 'Time Series Analysis." The Tune Series Library (fSLIB) is a group of programs to enter, transform, analyze, and display time series data for use in stream habitat assessment. A time series may be defined as a sequence of data recorded or calculated over time. Examples might be historical monthly flow, predicted monthly weighted usable area, daily electrical power generation, annual irrigation diversion, and so forth. The time series can be analyzed, both descriptively and analytically, to understand the importance of the variation in the events over time. This is especially useful in the development of instream flow needs based on habitat availability. The TSLIB group of programs assumes that you have an adequate study plan to guide you in your analysis. You need to already have knowledge about such things as time period and time step, species and life stages to consider, and appropriate comparisons or statistics to be produced and displayed or tabulated. Knowing your destination, you must first evaluate whether TSLIB can get you there. Remember, data are not answers. This publication is a reference manual to TSLIB and is intended to be a guide to the process of using the various programs in TSLIB. This manual is essentially limited to the hands-on use of the various programs. a TSLIB use interface program (called RTSM) has been developed to provide an integrated working environment where the use has a brief on-line description of each TSLIB program with the capability to run the TSLIB program while in the user interface. For information on the RTSM program, refer to Appendix F. Before applying the computer models described herein, it is recommended that the user enroll in the short course "Problem Solving with the Instream Flow Incremental Methodology (IFIM)." This course is offered

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.

Time series analysis of monthly pulpwood use in the Northeast

Treesearch

James T. Bones

1980-01-01

Time series analysis was used to develop a model that depicts pulpwood use in the Northeast. The model is useful in forecasting future pulpwood requirements (short term) or monitoring pulpwood-use activity in relation to past use patterns. The model predicted a downturn in use during 1980.

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

PubMed

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

2017-03-01

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

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

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

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

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

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

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

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

2014-06-15

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

Phase correction and error estimation in InSAR time series analysis

NASA Astrophysics Data System (ADS)

Zhang, Y.; Fattahi, H.; Amelung, F.

2017-12-01

During the last decade several InSAR time series approaches have been developed in response to the non-idea acquisition strategy of SAR satellites, such as large spatial and temporal baseline with non-regular acquisitions. The small baseline tubes and regular acquisitions of new SAR satellites such as Sentinel-1 allows us to form fully connected networks of interferograms and simplifies the time series analysis into a weighted least square inversion of an over-determined system. Such robust inversion allows us to focus more on the understanding of different components in InSAR time-series and its uncertainties. We present an open-source python-based package for InSAR time series analysis, called PySAR (https://yunjunz.github.io/PySAR/), with unique functionalities for obtaining unbiased ground displacement time-series, geometrical and atmospheric correction of InSAR data and quantifying the InSAR uncertainty. Our implemented strategy contains several features including: 1) improved spatial coverage using coherence-based network of interferograms, 2) unwrapping error correction using phase closure or bridging, 3) tropospheric delay correction using weather models and empirical approaches, 4) DEM error correction, 5) optimal selection of reference date and automatic outlier detection, 6) InSAR uncertainty due to the residual tropospheric delay, decorrelation and residual DEM error, and 7) variance-covariance matrix of final products for geodetic inversion. We demonstrate the performance using SAR datasets acquired by Cosmo-Skymed and TerraSAR-X, Sentinel-1 and ALOS/ALOS-2, with application on the highly non-linear volcanic deformation in Japan and Ecuador (figure 1). Our result shows precursory deformation before the 2015 eruptions of Cotopaxi volcano, with a maximum uplift of 3.4 cm on the western flank (fig. 1b), with a standard deviation of 0.9 cm (fig. 1a), supporting the finding by Morales-Rivera et al. (2017, GRL); and a post-eruptive subsidence on the same

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

PubMed

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

2007-04-01

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

A Filtering of Incomplete GNSS Position Time Series with Probabilistic Principal Component Analysis

NASA Astrophysics Data System (ADS)

Gruszczynski, Maciej; Klos, Anna; Bogusz, Janusz

2018-04-01

For the first time, we introduced the probabilistic principal component analysis (pPCA) regarding the spatio-temporal filtering of Global Navigation Satellite System (GNSS) position time series to estimate and remove Common Mode Error (CME) without the interpolation of missing values. We used data from the International GNSS Service (IGS) stations which contributed to the latest International Terrestrial Reference Frame (ITRF2014). The efficiency of the proposed algorithm was tested on the simulated incomplete time series, then CME was estimated for a set of 25 stations located in Central Europe. The newly applied pPCA was compared with previously used algorithms, which showed that this method is capable of resolving the problem of proper spatio-temporal filtering of GNSS time series characterized by different observation time span. We showed, that filtering can be carried out with pPCA method when there exist two time series in the dataset having less than 100 common epoch of observations. The 1st Principal Component (PC) explained more than 36% of the total variance represented by time series residuals' (series with deterministic model removed), what compared to the other PCs variances (less than 8%) means that common signals are significant in GNSS residuals. A clear improvement in the spectral indices of the power-law noise was noticed for the Up component, which is reflected by an average shift towards white noise from - 0.98 to - 0.67 (30%). We observed a significant average reduction in the accuracy of stations' velocity estimated for filtered residuals by 35, 28 and 69% for the North, East, and Up components, respectively. CME series were also subjected to analysis in the context of environmental mass loading influences of the filtering results. Subtraction of the environmental loading models from GNSS residuals provides to reduction of the estimated CME variance by 20 and 65% for horizontal and vertical components, respectively.

Modern trends in Class III orthognathic treatment: A time series analysis.

PubMed

Lee, Chang-Hoon; Park, Hyun-Hee; Seo, Byoung-Moo; Lee, Shin-Jae

2017-03-01

To examine the current trends in surgical-orthodontic treatment for patients with Class III malocclusion using time-series analysis. The records of 2994 consecutive patients who underwent orthognathic surgery from January 1, 2004, through December 31, 2015, at Seoul National University Dental Hospital, Seoul, Korea, were reviewed. Clinical data from each surgical and orthodontic treatment record included patient's sex, age at the time of surgery, malocclusion classification, type of orthognathic surgical procedure, place where the orthodontic treatment was performed, orthodontic treatment modality, and time elapsed for pre- and postoperative orthodontic treatment. Out of the orthognathic surgery patients, 86% had Class III malocclusion. Among them, two-jaw surgeries have become by far the most common orthognathic surgical treatment these days. The age at the time of surgery and the number of new patients had seasonal variations, which demonstrated opposing patterns. There was neither positive nor negative correlation between pre- and postoperative orthodontic treatment time. Elapsed orthodontic treatment time for both before and after Class III orthognathic surgeries has been decreasing over the years. Results of the time series analysis might provide clinicians with some insights into current surgical and orthodontic management.

Recurrence Density Enhanced Complex Networks for Nonlinear Time Series Analysis

NASA Astrophysics Data System (ADS)

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

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

A Recurrent Probabilistic Neural Network with Dimensionality Reduction Based on Time-series Discriminant Component Analysis.

PubMed

Hayashi, Hideaki; Shibanoki, Taro; Shima, Keisuke; Kurita, Yuichi; Tsuji, Toshio

2015-12-01

This paper proposes a probabilistic neural network (NN) developed on the basis of time-series discriminant component analysis (TSDCA) that can be used to classify high-dimensional time-series patterns. TSDCA involves the compression of high-dimensional time series into a lower dimensional space using a set of orthogonal transformations and the calculation of posterior probabilities based on a continuous-density hidden Markov model with a Gaussian mixture model expressed in the reduced-dimensional space. The analysis can be incorporated into an NN, which is named a time-series discriminant component network (TSDCN), so that parameters of dimensionality reduction and classification can be obtained simultaneously as network coefficients according to a backpropagation through time-based learning algorithm with the Lagrange multiplier method. The TSDCN is considered to enable high-accuracy classification of high-dimensional time-series patterns and to reduce the computation time taken for network training. The validity of the TSDCN is demonstrated for high-dimensional artificial data and electroencephalogram signals in the experiments conducted during the study.

Analysis in natural time domain of geoelectric time series monitored prior two strong earthquakes occurred in Mexico

NASA Astrophysics Data System (ADS)

Ramírez-Rojas, A.; Flores-Marquez, L. E.

2009-12-01

The short-time prediction of seismic phenomena is currently an important problem in the scientific community. In particular, the electromagnetic processes associated with seismic events take in great interest since the VAN method was implemented. The most important features of this methodology are the seismic electrical signals (SES) observed prior to strong earthquakes. SES has been observed in the electromagnetic series linked to EQs in Greece, Japan and Mexico. By mean of the so-called natural time domain, introduced by Varotsos et al. (2001), they could characterize signals of dichotomic nature observed in different systems, like SES and ionic current fluctuations in membrane channels. In this work we analyze SES observed in geoelectric time series monitored in Guerrero, México. Our analysis concern with two strong earthquakes occurred, on October 24, 1993 (M=6.6) and September 14, 1995 (M=7.3). The time series of the first one displayed a seismic electric signal six days before the main shock and for the second case the time series displayed dichotomous-like fluctuations some months before the EQ. In this work we present the first results of the analysis in natural time domain for the two cases which seems to be agreeing with the results reported by Varotsos. P. Varotsos, N. Sarlis, and E. Skordas, Practica of the Athens Academy 76, 388 (2001).

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

NASA Astrophysics Data System (ADS)

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

2015-11-01

We introduce the pyunicorn (Pythonic unified complex network and recurrence analysis toolbox) open source software package for applying and combining modern methods of data analysis and modeling from complex network theory and nonlinear time series analysis. pyunicorn is a fully object-oriented and easily parallelizable package written in the language Python. It allows for the construction of functional networks such as climate networks in climatology or functional brain networks in neuroscience representing the structure of statistical interrelationships in large data sets of time series and, subsequently, investigating this structure using advanced methods of complex network theory such as measures and models for spatial networks, networks of interacting networks, node-weighted statistics, or network surrogates. Additionally, pyunicorn provides insights into the nonlinear dynamics of complex systems as recorded in uni- and multivariate time series from a non-traditional perspective by means of recurrence quantification analysis, recurrence networks, visibility graphs, and construction of surrogate time series. The range of possible applications of the library is outlined, drawing on several examples mainly from the field of climatology.

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

NASA Astrophysics Data System (ADS)

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

2017-01-01

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

Detection of traffic incidents using nonlinear time series analysis

NASA Astrophysics Data System (ADS)

Fragkou, A. D.; Karakasidis, T. E.; Nathanail, E.

2018-06-01

In this study, we present results of the application of nonlinear time series analysis on traffic data for incident detection. More specifically, we analyze daily volume records of Attica Tollway (Greece) collected from sensors located at various locations. The analysis was performed using the Recurrence Plot (RP) and Recurrence Quantification Analysis (RQA) method of the volume data of the lane closest to the median. The results show that it is possible to identify, through the abrupt change of the dynamics of the system revealed by RPs and RQA, the occurrence of incidents on the freeway and differentiate from recurrent traffic congestion. The proposed methodology could be of interest for big data traffic analysis.

Monitoring Phenology as Indicator for Timing of Nutrient Inputs in Northern Gulf Watersheds

DTIC Science & Technology

2010-06-01

region and compared to nutrient monitoring data. A. Image Data This project uses MODIS normalized difference vegetation index ( NDVI ) to create a time...series of land vegetation canopies. MODIS provides a near-daily repeat time for the elimination of cloud contamination, and NDVI has been widely adopted...steps and NDVI was calculated by the defined formula NDVI = (near-infrared reflectance - red reflectance) / (near-infrared reflectance + red

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.

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.

Analysis of Land Subsidence Monitoring in Mining Area with Time-Series Insar Technology

NASA Astrophysics Data System (ADS)

Sun, N.; Wang, Y. J.

2018-04-01

Time-series InSAR technology has become a popular land subsidence monitoring method in recent years, because of its advantages such as high accuracy, wide area, low expenditure, intensive monitoring points and free from accessibility restrictions. In this paper, we applied two kinds of satellite data, ALOS PALSAR and RADARSAT-2, to get the subsidence monitoring results of the study area in two time periods by time-series InSAR technology. By analyzing the deformation range, rate and amount, the time-series analysis of land subsidence in mining area was realized. The results show that InSAR technology could be used to monitor land subsidence in large area and meet the demand of subsidence monitoring in mining area.

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

NASA Astrophysics Data System (ADS)

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

2016-04-01

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

Time series models of decadal trends in the harmful algal species Karlodinium veneficum in Chesapeake Bay.

PubMed

Lin, Chih-Hsien Michelle; Lyubchich, Vyacheslav; Glibert, Patricia M

2018-03-01

The harmful dinoflagellate, Karlodnium veneficum, has been implicated in fish-kill and other toxic, harmful algal bloom (HAB) events in waters worldwide. Blooms of K. veneficum are known to be related to coastal nutrient enrichment but the relationship is complex because this HAB taxon relies not only on dissolved nutrients but also particulate prey, both of which have also changed over time. Here, applying cross-correlations of climate-related physical factors, nutrients and prey, with abundance of K. veneficum over a 10-year (2002-2011) period, a synthesis of the interactive effects of multiple factors on this species was developed for Chesapeake Bay, where blooms of the HAB have been increasing. Significant upward trends in the time series of K. veneficum were observed in the mesohaline stations of the Bay, but not in oligohaline tributary stations. For the mesohaline regions, riverine sources of nutrients with seasonal lags, together with particulate prey with zero lag, explained 15%-46% of the variation in the K. veneficum time series. For the oligohaline regions, nutrients and particulate prey generally showed significant decreasing trends with time, likely a reflection of nutrient reduction efforts. A conceptual model of mid-Bay blooms is presented, in which K. veneficum, derived from the oceanic end member of the Bay, may experience enhanced growth if it encounters prey originating from the tributaries with different patterns of nutrient loading and which are enriched in nitrogen. For all correlation models developed herein, prey abundance was a primary factor in predicting K. veneficum abundance. Copyright © 2018 Elsevier B.V. All rights reserved.

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

PubMed Central

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

2017-01-01

for many decades, there has been a general perception in the literature that Fourier methods are not suitable for the analysis of nonlinear and non-stationary data. In this paper, we propose a novel and adaptive Fourier decomposition method (FDM), based on the Fourier theory, and demonstrate its efficacy for the analysis of nonlinear and non-stationary time series. The proposed FDM decomposes any data into a small number of ‘Fourier intrinsic band functions’ (FIBFs). The FDM presents a generalized Fourier expansion with variable amplitudes and variable frequencies of a time series by the Fourier method itself. We propose an idea of zero-phase filter bank-based multivariate FDM (MFDM), for the analysis of multivariate nonlinear and non-stationary time series, using the FDM. We also present an algorithm to obtain cut-off frequencies for MFDM. The proposed MFDM generates a finite number of band-limited multivariate FIBFs (MFIBFs). The MFDM preserves some intrinsic physical properties of the multivariate data, such as scale alignment, trend and instantaneous frequency. The proposed methods provide a time–frequency–energy (TFE) distribution that reveals the intrinsic structure of a data. Numerical computations and simulations have been carried out and comparison is made with the empirical mode decomposition algorithms. PMID:28413352

Application of time series analysis for assessing reservoir trophic status

Treesearch

Paris Honglay Chen; Ka-Chu Leung

2000-01-01

This study is to develop and apply a practical procedure for the time series analysis of reservoir eutrophication conditions. A multiplicative decomposition method is used to determine the trophic variations including seasonal, circular, long-term and irregular changes. The results indicate that (1) there is a long high peak for seven months from April to October...

Extended local similarity analysis (eLSA) of microbial community and other time series data with replicates.

PubMed

Xia, Li C; Steele, Joshua A; Cram, Jacob A; Cardon, Zoe G; Simmons, Sheri L; Vallino, Joseph J; Fuhrman, Jed A; Sun, Fengzhu

2011-01-01

The increasing availability of time series microbial community data from metagenomics and other molecular biological studies has enabled the analysis of large-scale microbial co-occurrence and association networks. Among the many analytical techniques available, the Local Similarity Analysis (LSA) method is unique in that it captures local and potentially time-delayed co-occurrence and association patterns in time series data that cannot otherwise be identified by ordinary correlation analysis. However LSA, as originally developed, does not consider time series data with replicates, which hinders the full exploitation of available information. With replicates, it is possible to understand the variability of local similarity (LS) score and to obtain its confidence interval. We extended our LSA technique to time series data with replicates and termed it extended LSA, or eLSA. Simulations showed the capability of eLSA to capture subinterval and time-delayed associations. We implemented the eLSA technique into an easy-to-use analytic software package. The software pipeline integrates data normalization, statistical correlation calculation, statistical significance evaluation, and association network construction steps. We applied the eLSA technique to microbial community and gene expression datasets, where unique time-dependent associations were identified. The extended LSA analysis technique was demonstrated to reveal statistically significant local and potentially time-delayed association patterns in replicated time series data beyond that of ordinary correlation analysis. These statistically significant associations can provide insights to the real dynamics of biological systems. The newly designed eLSA software efficiently streamlines the analysis and is freely available from the eLSA homepage, which can be accessed at http://meta.usc.edu/softs/lsa.

Extended local similarity analysis (eLSA) of microbial community and other time series data with replicates

PubMed Central

2011-01-01

Background The increasing availability of time series microbial community data from metagenomics and other molecular biological studies has enabled the analysis of large-scale microbial co-occurrence and association networks. Among the many analytical techniques available, the Local Similarity Analysis (LSA) method is unique in that it captures local and potentially time-delayed co-occurrence and association patterns in time series data that cannot otherwise be identified by ordinary correlation analysis. However LSA, as originally developed, does not consider time series data with replicates, which hinders the full exploitation of available information. With replicates, it is possible to understand the variability of local similarity (LS) score and to obtain its confidence interval. Results We extended our LSA technique to time series data with replicates and termed it extended LSA, or eLSA. Simulations showed the capability of eLSA to capture subinterval and time-delayed associations. We implemented the eLSA technique into an easy-to-use analytic software package. The software pipeline integrates data normalization, statistical correlation calculation, statistical significance evaluation, and association network construction steps. We applied the eLSA technique to microbial community and gene expression datasets, where unique time-dependent associations were identified. Conclusions The extended LSA analysis technique was demonstrated to reveal statistically significant local and potentially time-delayed association patterns in replicated time series data beyond that of ordinary correlation analysis. These statistically significant associations can provide insights to the real dynamics of biological systems. The newly designed eLSA software efficiently streamlines the analysis and is freely available from the eLSA homepage, which can be accessed at http://meta.usc.edu/softs/lsa. PMID:22784572

Feasibility of Estimating Relative Nutrient Contributions of Agriculture and Forests Using MODIS Time Series

NASA Technical Reports Server (NTRS)

Ross, Kenton W.; Gasser, Gerald; Spiering, Bruce

2010-01-01

Around the Gulf of Mexico, high-input crops in several regions make a significant contribution to nutrient loading of small to medium estuaries and to the near-shore Gulf. Some crops cultivated near the coast include sorghum in Texas, rice in Texas and Louisiana, sugarcane in Florida and Louisiana, citrus orchards in Florida, pecan orchards in Mississippi and Alabama, and heavy sod and ornamental production around Mobile and Tampa Bay. In addition to crops, management of timberlands in proximity to the coasts also plays a role in nutrient loading. In the summer of 2008, a feasibility project is planned to explore the use of NASA data to enhance the spatial and temporal resolution of near-coast nutrient source information available to the coastal community. The purpose of this project is to demonstrate the viability of nutrient source information products applicable to small to medium watersheds surrounding the Gulf of Mexico. Conceptually, these products are intended to complement estuarine nutrient monitoring.

Time Series in Education: The Analysis of Daily Attendance in Two High Schools

ERIC Educational Resources Information Center

Koopmans, Matthijs

2011-01-01

This presentation discusses the use of a time series approach to the analysis of daily attendance in two urban high schools over the course of one school year (2009-10). After establishing that the series for both schools were stationary, they were examined for moving average processes, autoregression, seasonal dependencies (weekly cycles),…

Identification of human operator performance models utilizing time series analysis

NASA Technical Reports Server (NTRS)

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

1973-01-01

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

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.

Analysis of Multipsectral Time Series for supporting Forest Management Plans

NASA Astrophysics Data System (ADS)

Simoniello, T.; Carone, M. T.; Costantini, G.; Frattegiani, M.; Lanfredi, M.; Macchiato, M.

2010-05-01

Adequate forest management requires specific plans based on updated and detailed mapping. Multispectral satellite time series have been largely applied to forest monitoring and studies at different scales tanks to their capability of providing synoptic information on some basic parameters descriptive of vegetation distribution and status. As a low expensive tool for supporting forest management plans in operative context, we tested the use of Landsat-TM/ETM time series (1987-2006) in the high Agri Valley (Southern Italy) for planning field surveys as well as for the integration of existing cartography. As preliminary activity to make all scenes radiometrically consistent the no-change regression normalization was applied to the time series; then all the data concerning available forest maps, municipal boundaries, water basins, rivers, and roads were overlapped in a GIS environment. From the 2006 image we elaborated the NDVI map and analyzed the distribution for each land cover class. To separate the physiological variability and identify the anomalous areas, a threshold on the distributions was applied. To label the non homogenous areas, a multitemporal analysis was performed by separating heterogeneity due to cover changes from that linked to basilar unit mapping and classification labelling aggregations. Then a map of priority areas was produced to support the field survey plan. To analyze the territorial evolution, the historical land cover maps were elaborated by adopting a hybrid classification approach based on a preliminary segmentation, the identification of training areas, and a subsequent maximum likelihood categorization. Such an analysis was fundamental for the general assessment of the territorial dynamics and in particular for the evaluation of the efficacy of past intervention activities.

Studies in astronomical time series analysis. I - Modeling random processes in the time domain

NASA Technical Reports Server (NTRS)

Scargle, J. D.

1981-01-01

Several random process models in the time domain are defined and discussed. Attention is given to the moving average model, the autoregressive model, and relationships between and combinations of these models. Consideration is then given to methods for investigating pulse structure, procedures of model construction, computational methods, and numerical experiments. A FORTRAN algorithm of time series analysis has been developed which is relatively stable numerically. Results of test cases are given to study the effect of adding noise and of different distributions for the pulse amplitudes. A preliminary analysis of the light curve of the quasar 3C 272 is considered as an example.

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.

Spectral analysis of hydrological time series of a river basin in southern Spain

NASA Astrophysics Data System (ADS)

Luque-Espinar, Juan Antonio; Pulido-Velazquez, David; Pardo-Igúzquiza, Eulogio; Fernández-Chacón, Francisca; Jiménez-Sánchez, Jorge; Chica-Olmo, Mario

2016-04-01

Spectral analysis has been applied with the aim to determine the presence and statistical significance of climate cycles in data series from different rainfall, piezometric and gauging stations located in upper Genil River Basin. This river starts in Sierra Nevada Range at 3,480 m a.s.l. and is one of the most important rivers of this region. The study area has more than 2.500 km2, with large topographic differences. For this previous study, we have used more than 30 rain data series, 4 piezometric data series and 3 data series from gauging stations. Considering a monthly temporal unit, the studied period range from 1951 to 2015 but most of the data series have some lacks. Spectral analysis is a methodology widely used to discover cyclic components in time series. The time series is assumed to be a linear combination of sinusoidal functions of known periods but of unknown amplitude and phase. The amplitude is related with the variance of the time series, explained by the oscillation at each frequency (Blackman and Tukey, 1958, Bras and Rodríguez-Iturbe, 1985, Chatfield, 1991, Jenkins and Watts, 1968, among others). The signal component represents the structured part of the time series, made up of a small number of embedded periodicities. Then, we take into account the known result for the one-sided confidence band of the power spectrum estimator. For this study, we established confidence levels of <90%, 90%, 95%, and 99%. Different climate signals have been identified: ENSO, QBO, NAO, Sun Spot cycles, as well as others related to sun activity, but the most powerful signals correspond to the annual cycle, followed by the 6 month and NAO cycles. Nevertheless, significant differences between rain data series and piezometric/flow data series have been pointed out. In piezometric data series and flow data series, ENSO and NAO signals could be stronger than others with high frequencies. The climatic peaks in lower frequencies in rain data are smaller and the confidence

A Comparison of Missing-Data Procedures for Arima Time-Series Analysis

ERIC Educational Resources Information Center

Velicer, Wayne F.; Colby, Suzanne M.

2005-01-01

Missing data are a common practical problem for longitudinal designs. Time-series analysis is a longitudinal method that involves a large number of observations on a single unit. Four different missing-data methods (deletion, mean substitution, mean of adjacent observations, and maximum likelihood estimation) were evaluated. Computer-generated…

Detection of chaos: New approach to atmospheric pollen time-series analysis

NASA Astrophysics Data System (ADS)

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

1992-09-01

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

Spatial analysis of precipitation time series over the Upper Indus Basin

NASA Astrophysics Data System (ADS)

Latif, Yasir; Yaoming, Ma; Yaseen, Muhammad

2018-01-01

The upper Indus basin (UIB) holds one of the most substantial river systems in the world, contributing roughly half of the available surface water in Pakistan. This water provides necessary support for agriculture, domestic consumption, and hydropower generation; all critical for a stable economy in Pakistan. This study has identified trends, analyzed variability, and assessed changes in both annual and seasonal precipitation during four time series, identified herein as: (first) 1961-2013, (second) 1971-2013, (third) 1981-2013, and (fourth) 1991-2013, over the UIB. This study investigated spatial characteristics of the precipitation time series over 15 weather stations and provides strong evidence of annual precipitation by determining significant trends at 6 stations (Astore, Chilas, Dir, Drosh, Gupis, and Kakul) out of the 15 studied stations, revealing a significant negative trend during the fourth time series. Our study also showed significantly increased precipitation at Bunji, Chitral, and Skardu, whereas such trends at the rest of the stations appear insignificant. Moreover, our study found that seasonal precipitation decreased at some locations (at a high level of significance), as well as periods of scarce precipitation during all four seasons. The observed decreases in precipitation appear stronger and more significant in autumn; having 10 stations exhibiting decreasing precipitation during the fourth time series, with respect to time and space. Furthermore, the observed decreases in precipitation appear robust and more significant for regions at high elevation (>1300 m). This analysis concludes that decreasing precipitation dominated the UIB, both temporally and spatially including in the higher areas.

Wavelet analysis of near-resonant series RLC circuit with time-dependent forcing frequency

NASA Astrophysics Data System (ADS)

Caccamo, M. T.; Cannuli, A.; Magazù, S.

2018-07-01

In this work, the results of an analysis of the response of a near-resonant series resistance‑inductance‑capacitance (RLC) electric circuit with time-dependent forcing frequency by means of a wavelet cross-correlation approach are reported. In particular, it is shown how the wavelet approach enables frequency and time analysis of the circuit response to be carried out simultaneously—this procedure not being possible by Fourier transform, since the frequency is not stationary in time. A series RLC circuit simulation is performed by using the Simulation Program with Integrated Circuits Emphasis (SPICE), in which an oscillatory sinusoidal voltage drive signal of constant amplitude is swept through the resonant condition by progressively increasing the frequency over a 20-second time window, linearly, from 0.32 Hz to 6.69 Hz. It is shown that the wavelet cross-correlation procedure quantifies the common power between the input signal (represented by the electromotive force) and the output signal, which in the present case is a current, highlighting not only which frequencies are present but also when they occur, i.e. providing a simultaneous time-frequency analysis. The work is directed toward graduate Physics, Engineering and Mathematics students, with the main intention of introducing wavelet analysis into their data analysis toolkit.

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.

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Remote-Sensing Time Series Analysis, a Vegetation Monitoring Tool

NASA Technical Reports Server (NTRS)

McKellip, Rodney; Prados, Donald; Ryan, Robert; Ross, Kenton; Spruce, Joseph; Gasser, Gerald; Greer, Randall

2008-01-01

The Time Series Product Tool (TSPT) is software, developed in MATLAB , which creates and displays high signal-to- noise Vegetation Indices imagery and other higher-level products derived from remotely sensed data. This tool enables automated, rapid, large-scale regional surveillance of crops, forests, and other vegetation. TSPT temporally processes high-revisit-rate satellite imagery produced by the Moderate Resolution Imaging Spectroradiometer (MODIS) and by other remote-sensing systems. Although MODIS imagery is acquired daily, cloudiness and other sources of noise can greatly reduce the effective temporal resolution. To improve cloud statistics, the TSPT combines MODIS data from multiple satellites (Aqua and Terra). The TSPT produces MODIS products as single time-frame and multitemporal change images, as time-series plots at a selected location, or as temporally processed image videos. Using the TSPT program, MODIS metadata is used to remove and/or correct bad and suspect data. Bad pixel removal, multiple satellite data fusion, and temporal processing techniques create high-quality plots and animated image video sequences that depict changes in vegetation greenness. This tool provides several temporal processing options not found in other comparable imaging software tools. Because the framework to generate and use other algorithms is established, small modifications to this tool will enable the use of a large range of remotely sensed data types. An effective remote-sensing crop monitoring system must be able to detect subtle changes in plant health in the earliest stages, before the effects of a disease outbreak or other adverse environmental conditions can become widespread and devastating. The integration of the time series analysis tool with ground-based information, soil types, crop types, meteorological data, and crop growth models in a Geographic Information System, could provide the foundation for a large-area crop-surveillance system that could identify

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

PubMed

Gavrishchaka, Valeriy; Senyukova, Olga; Davis, Kristina

2015-01-01

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

The promise of the state space approach to time series analysis for nursing research.

PubMed

Levy, Janet A; Elser, Heather E; Knobel, Robin B

2012-01-01

Nursing research, particularly related to physiological development, often depends on the collection of time series data. The state space approach to time series analysis has great potential to answer exploratory questions relevant to physiological development but has not been used extensively in nursing. The aim of the study was to introduce the state space approach to time series analysis and demonstrate potential applicability to neonatal monitoring and physiology. We present a set of univariate state space models; each one describing a process that generates a variable of interest over time. Each model is presented algebraically and a realization of the process is presented graphically from simulated data. This is followed by a discussion of how the model has been or may be used in two nursing projects on neonatal physiological development. The defining feature of the state space approach is the decomposition of the series into components that are functions of time; specifically, slowly varying level, faster varying periodic, and irregular components. State space models potentially simulate developmental processes where a phenomenon emerges and disappears before stabilizing, where the periodic component may become more regular with time, or where the developmental trajectory of a phenomenon is irregular. The ultimate contribution of this approach to nursing science will require close collaboration and cross-disciplinary education between nurses and statisticians.

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…

Analysis of cyclical behavior in time series of stock market returns

NASA Astrophysics Data System (ADS)

Stratimirović, Djordje; Sarvan, Darko; Miljković, Vladimir; Blesić, Suzana

2018-01-01

In this paper we have analyzed scaling properties and cyclical behavior of the three types of stock market indexes (SMI) time series: data belonging to stock markets of developed economies, emerging economies, and of the underdeveloped or transitional economies. We have used two techniques of data analysis to obtain and verify our findings: the wavelet transform (WT) spectral analysis to identify cycles in the SMI returns data, and the time-dependent detrended moving average (tdDMA) analysis to investigate local behavior around market cycles and trends. We found cyclical behavior in all SMI data sets that we have analyzed. Moreover, the positions and the boundaries of cyclical intervals that we found seam to be common for all markets in our dataset. We list and illustrate the presence of nine such periods in our SMI data. We report on the possibilities to differentiate between the level of growth of the analyzed markets by way of statistical analysis of the properties of wavelet spectra that characterize particular peak behaviors. Our results show that measures like the relative WT energy content and the relative WT amplitude of the peaks in the small scales region could be used to partially differentiate between market economies. Finally, we propose a way to quantify the level of development of a stock market based on estimation of local complexity of market's SMI series. From the local scaling exponents calculated for our nine peak regions we have defined what we named the Development Index, which proved, at least in the case of our dataset, to be suitable to rank the SMI series that we have analyzed in three distinct groups.

Symbolic Time-Series Analysis for Anomaly Detection in Mechanical Systems

DTIC Science & Technology

2006-08-01

Amol Khatkhate, Asok Ray , Fellow, IEEE, Eric Keller, Shalabh Gupta, and Shin C. Chin Abstract—This paper examines the efficacy of a novel method for...recognition. KHATKHATE et al.: SYMBOLIC TIME-SERIES ANALYSIS FOR ANOMALY DETECTION 447 Asok Ray (F’02) received graduate degrees in electri- cal...anomaly detection has been pro- posed by Ray [6], where the underlying information on the dynamical behavior of complex systems is derived based on

Studies in Astronomical Time Series Analysis. VI. Bayesian Block Representations

NASA Technical Reports Server (NTRS)

Scargle, Jeffrey D.; Norris, Jay P.; Jackson, Brad; Chiang, James

2013-01-01

This paper addresses the problem of detecting and characterizing local variability in time series and other forms of sequential data. The goal is to identify and characterize statistically significant variations, at the same time suppressing the inevitable corrupting observational errors. We present a simple nonparametric modeling technique and an algorithm implementing it-an improved and generalized version of Bayesian Blocks [Scargle 1998]-that finds the optimal segmentation of the data in the observation interval. The structure of the algorithm allows it to be used in either a real-time trigger mode, or a retrospective mode. Maximum likelihood or marginal posterior functions to measure model fitness are presented for events, binned counts, and measurements at arbitrary times with known error distributions. Problems addressed include those connected with data gaps, variable exposure, extension to piece- wise linear and piecewise exponential representations, multivariate time series data, analysis of variance, data on the circle, other data modes, and dispersed data. Simulations provide evidence that the detection efficiency for weak signals is close to a theoretical asymptotic limit derived by [Arias-Castro, Donoho and Huo 2003]. In the spirit of Reproducible Research [Donoho et al. (2008)] all of the code and data necessary to reproduce all of the figures in this paper are included as auxiliary material.

Water quality management using statistical analysis and time-series prediction model

NASA Astrophysics Data System (ADS)

Parmar, Kulwinder Singh; Bhardwaj, Rashmi

2014-12-01

This paper deals with water quality management using statistical analysis and time-series prediction model. The monthly variation of water quality standards has been used to compare statistical mean, median, mode, standard deviation, kurtosis, skewness, coefficient of variation at Yamuna River. Model validated using R-squared, root mean square error, mean absolute percentage error, maximum absolute percentage error, mean absolute error, maximum absolute error, normalized Bayesian information criterion, Ljung-Box analysis, predicted value and confidence limits. Using auto regressive integrated moving average model, future water quality parameters values have been estimated. It is observed that predictive model is useful at 95 % confidence limits and curve is platykurtic for potential of hydrogen (pH), free ammonia, total Kjeldahl nitrogen, dissolved oxygen, water temperature (WT); leptokurtic for chemical oxygen demand, biochemical oxygen demand. Also, it is observed that predicted series is close to the original series which provides a perfect fit. All parameters except pH and WT cross the prescribed limits of the World Health Organization /United States Environmental Protection Agency, and thus water is not fit for drinking, agriculture and industrial use.

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.

Ecological stages of the Venice Lagoon analysed using landing time series data

NASA Astrophysics Data System (ADS)

Libralato, Simone; Pranovi, Fabio; Raicevich, Saša; Da Ponte, Filippo; Giovanardi, Otello; Pastres, Roberto; Torricelli, Patrizia; Mainardi, Danilo

2004-11-01

The time series of landings in the Venice Lagoon from 1945 to 2001 were analysed with the aim of explaining the ecosystem changes occurred. The comparative analysis of the total landings and mean Trophic Level (mTL) time series allowed to identify four different stages in the lagoon ecosystem. The first period, from 1945 to 1973, was characterised by increasing trends in the landings and their mTL. The second one, from 1974 to 1989, showed a decrease in the landings but still an increase in the mTL. The third period, from 1990 to 1998, had again a positive trend in the landings, but the mTL showed a sharp decline. After 1998, a slight decreasing trend in both mTL and landings was observed: the analyses of the artisanal fishery landings only date back to 1995 this effect. The presence of four distinct periods was also confirmed by the analysis of the trends of other indices estimated using landings data: the Fishing in Balance index (FiB), the Trophic Efficiency (TE) and the Pelagic on Demersal landings ratio (P/D). In the first period, the increasing fishing pressure, along with no evidence of ecosystem crisis, suggested that an increased nutrient discharge was supporting it; analogously, the bottom-up effects had driven the dynamics of the ecosystem also in the second period, when the decrease in nutrient loads caused a shift of the primary producers from planktonic to macrobenthic. The spreading of the Manila clam, a non-native species, and the development of its massive mechanical exploitation have been the main forces driving the ecosystem during the third period, for which, however, no signs of crises were detected. The fourth period showed evidence of the "fishing down the food web" effect. Possible causes of such an effect were investigated and allowed us to conclude that not overfishing, but the effects of mechanical harvesting of the Manila clam had caused relevant impacts on habitat and benthic communities, concluding that the present level of

GATE: software for the analysis and visualization of high-dimensional time series expression data.

PubMed

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

2010-01-01

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

Chaotic time series analysis in economics: Balance and perspectives

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

Faggini, Marisa, E-mail: mfaggini@unisa.it

2014-12-15

The aim of the paper is not to review the large body of work concerning nonlinear time series analysis in economics, about which much has been written, but rather to focus on the new techniques developed to detect chaotic behaviours in economic data. More specifically, our attention will be devoted to reviewing some of these techniques and their application to economic and financial data in order to understand why chaos theory, after a period of growing interest, appears now not to be such an interesting and promising research area.

FROG: Time Series Analysis for the Web Service Era

NASA Astrophysics Data System (ADS)

Allan, A.

2005-12-01

The FROG application is part of the next generation Starlink{http://www.starlink.ac.uk} software work (Draper et al. 2005) and released under the GNU Public License{http://www.gnu.org/copyleft/gpl.html} (GPL). Written in Java, it has been designed for the Web and Grid Service era as an extensible, pluggable, tool for time series analysis and display. With an integrated SOAP server the packages functionality is exposed to the user for use in their own code, and to be used remotely over the Grid, as part of the Virtual Observatory (VO).

Time lag between immigration and tuberculosis rates in immigrants in the Netherlands: a time-series analysis.

PubMed

van Aart, C; Boshuizen, H; Dekkers, A; Korthals Altes, H

2017-05-01

In low-incidence countries, most tuberculosis (TB) cases are foreign-born. We explored the temporal relationship between immigration and TB in first-generation immigrants between 1995 and 2012 to assess whether immigration can be a predictor for TB in immigrants from high-incidence countries. We obtained monthly data on immigrant TB cases and immigration for the three countries of origin most frequently represented among TB cases in the Netherlands: Morocco, Somalia and Turkey. The best-fit seasonal autoregressive integrated moving average (SARIMA) model to the immigration time-series was used to prewhiten the TB time series. The cross-correlation function (CCF) was then computed on the residual time series to detect time lags between immigration and TB rates. We identified a 17-month lag between Somali immigration and Somali immigrant TB cases, but no time lag for immigrants from Morocco and Turkey. The absence of a lag in the Moroccan and Turkish population may be attributed to the relatively low TB prevalence in the countries of origin and an increased likelihood of reactivation TB in an ageing immigrant population. Understanding the time lag between Somali immigration and TB disease would benefit from a closer epidemiological analysis of cohorts of Somali cases diagnosed within the first years after entry.

Time-series analysis of the barriers for admission into a spinal rehabilitation unit.

PubMed

New, P W; Akram, M

2016-02-01

This is a prospective open-cohort case series. The objective of this study was to assess changes over time in the duration of key acute hospital process barriers for patients with spinal cord damage (SCD) from admission until transfer into spinal rehabilitation unit (SRU) or other destinations. The study was conducted in Acute hospitals, Victoria, Australia (2006-2013). Duration of the following discrete sequential processes was measured: acute hospital admission until referral to SRU, referral until SRU assessment, SRU assessment until ready for SRU transfer and ready for transfer until SRU admission. Time-series analysis was performed using a generalised additive model (GAM). Seasonality of non-traumatic spinal cord dysfunction (SCDys) was examined. GAM analysis shows that the waiting time for admission into SRU was significantly (P<0.001) longer for patients who were female, who had tetraplegia, who were motor complete, had a pelvic pressure ulcer and who were referred from another health network. Age had a non-linear effect on the duration of waiting for transfer from acute hospital to SRU and both the acute hospital and SRU length of stay (LOS). The duration patients spent waiting for SRU admission increased over the study period. There was an increase in the number of referrals over the study period and an increase in the number of patients accepted but not admitted into the SRU. There was no notable seasonal influence on the referral of patients with SCDys. Time-series analysis provides additional insights into changes in the waiting times for SRU admission and the LOS in hospital for patients with SCD.

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

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

NASA Astrophysics Data System (ADS)

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

2015-06-01

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

[Local fractal analysis of noise-like time series by all permutations method for 1-115 min periods].

PubMed

Panchelyuga, V A; Panchelyuga, M S

2015-01-01

Results of local fractal analysis of 329-per-day time series of 239Pu alpha-decay rate fluctuations by means of all permutations method (APM) are presented. The APM-analysis reveals in the time series some steady frequency set. The coincidence of the frequency set with the Earth natural oscillations was demonstrated. A short review of works by different authors who analyzed the time series of fluctuations in processes of different nature is given. We have shown that the periods observed in those works correspond to the periods revealed in our study. It points to a common mechanism of the phenomenon observed.

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

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

Interrupted time-series analysis: studying trends in neurosurgery.

PubMed

Wong, Ricky H; Smieliauskas, Fabrice; Pan, I-Wen; Lam, Sandi K

2015-12-01

OBJECT Neurosurgery studies traditionally have evaluated the effects of interventions on health care outcomes by studying overall changes in measured outcomes over time. Yet, this type of linear analysis is limited due to lack of consideration of the trend's effects both pre- and postintervention and the potential for confounding influences. The aim of this study was to illustrate interrupted time-series analysis (ITSA) as applied to an example in the neurosurgical literature and highlight ITSA's potential for future applications. METHODS The methods used in previous neurosurgical studies were analyzed and then compared with the methodology of ITSA. RESULTS The ITSA method was identified in the neurosurgical literature as an important technique for isolating the effect of an intervention (such as a policy change or a quality and safety initiative) on a health outcome independent of other factors driving trends in the outcome. The authors determined that ITSA allows for analysis of the intervention's immediate impact on outcome level and on subsequent trends and enables a more careful measure of the causal effects of interventions on health care outcomes. CONCLUSIONS ITSA represents a significant improvement over traditional observational study designs in quantifying the impact of an intervention. ITSA is a useful statistical procedure to understand, consider, and implement as the field of neurosurgery evolves in sophistication in big-data analytics, economics, and health services research.

On the Impact of a Quadratic Acceleration Term in the Analysis of Position Time Series

NASA Astrophysics Data System (ADS)

Bogusz, Janusz; Klos, Anna; Bos, Machiel Simon; Hunegnaw, Addisu; Teferle, Felix Norman

2016-04-01

The analysis of Global Navigation Satellite System (GNSS) position time series generally assumes that each of the coordinate component series is described by the sum of a linear rate (velocity) and various periodic terms. The residuals, the deviations between the fitted model and the observations, are then a measure of the epoch-to-epoch scatter and have been used for the analysis of the stochastic character (noise) of the time series. Often the parameters of interest in GNSS position time series are the velocities and their associated uncertainties, which have to be determined with the highest reliability. It is clear that not all GNSS position time series follow this simple linear behaviour. Therefore, we have added an acceleration term in the form of a quadratic polynomial function to the model in order to better describe the non-linear motion in the position time series. This non-linear motion could be a response to purely geophysical processes, for example, elastic rebound of the Earth's crust due to ice mass loss in Greenland, artefacts due to deficiencies in bias mitigation models, for example, of the GNSS satellite and receiver antenna phase centres, or any combination thereof. In this study we have simulated 20 time series with different stochastic characteristics such as white, flicker or random walk noise of length of 23 years. The noise amplitude was assumed at 1 mm/y-/4. Then, we added the deterministic part consisting of a linear trend of 20 mm/y (that represents the averaged horizontal velocity) and accelerations ranging from minus 0.6 to plus 0.6 mm/y2. For all these data we estimated the noise parameters with Maximum Likelihood Estimation (MLE) using the Hector software package without taken into account the non-linear term. In this way we set the benchmark to then investigate how the noise properties and velocity uncertainty may be affected by any un-modelled, non-linear term. The velocities and their uncertainties versus the accelerations for

Adventures in Modern Time Series Analysis: From the Sun to the Crab Nebula and Beyond

NASA Technical Reports Server (NTRS)

Scargle, Jeffrey

2014-01-01

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

Application of the Allan Variance to Time Series Analysis in Astrometry and Geodesy: A Review.

PubMed

Malkin, Zinovy

2016-04-01

The Allan variance (AVAR) was introduced 50 years ago as a statistical tool for assessing the frequency standards deviations. For the past decades, AVAR has increasingly been used in geodesy and astrometry to assess the noise characteristics in geodetic and astrometric time series. A specific feature of astrometric and geodetic measurements, as compared with clock measurements, is that they are generally associated with uncertainties; thus, an appropriate weighting should be applied during data analysis. In addition, some physically connected scalar time series naturally form series of multidimensional vectors. For example, three station coordinates time series X, Y, and Z can be combined to analyze 3-D station position variations. The classical AVAR is not intended for processing unevenly weighted and/or multidimensional data. Therefore, AVAR modifications, namely weighted AVAR (WAVAR), multidimensional AVAR (MAVAR), and weighted multidimensional AVAR (WMAVAR), were introduced to overcome these deficiencies. In this paper, a brief review is given of the experience of using AVAR and its modifications in processing astrogeodetic time series.

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

PubMed

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

2012-01-01

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

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

PubMed Central

2012-01-01

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

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

NASA Technical Reports Server (NTRS)

Scargle, J. D.

1979-01-01

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

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.

Interrupted time series analysis in drug utilization research is increasing: systematic review and recommendations.

PubMed

Jandoc, Racquel; Burden, Andrea M; Mamdani, Muhammad; Lévesque, Linda E; Cadarette, Suzanne M

2015-08-01

To describe the use and reporting of interrupted time series methods in drug utilization research. We completed a systematic search of MEDLINE, Web of Science, and reference lists to identify English language articles through to December 2013 that used interrupted time series methods in drug utilization research. We tabulated the number of studies by publication year and summarized methodological detail. We identified 220 eligible empirical applications since 1984. Only 17 (8%) were published before 2000, and 90 (41%) were published since 2010. Segmented regression was the most commonly applied interrupted time series method (67%). Most studies assessed drug policy changes (51%, n = 112); 22% (n = 48) examined the impact of new evidence, 18% (n = 39) examined safety advisories, and 16% (n = 35) examined quality improvement interventions. Autocorrelation was considered in 66% of studies, 31% reported adjusting for seasonality, and 15% accounted for nonstationarity. Use of interrupted time series methods in drug utilization research has increased, particularly in recent years. Despite methodological recommendations, there is large variation in reporting of analytic methods. Developing methodological and reporting standards for interrupted time series analysis is important to improve its application in drug utilization research, and we provide recommendations for consideration. Copyright © 2015 The Authors. Published by Elsevier Inc. All rights reserved.

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

Online time and resource management based on surgical workflow time series analysis.

PubMed

Maktabi, M; Neumuth, T

2017-02-01

Hospitals' effectiveness and efficiency can be enhanced by automating the resource and time management of the most cost-intensive unit in the hospital: the operating room (OR). The key elements required for the ideal organization of hospital staff and technical resources (such as instruments in the OR) are an exact online forecast of both the surgeon's resource usage and the remaining intervention time. This paper presents a novel online approach relying on time series analysis and the application of a linear time-variant system. We calculated the power spectral density and the spectrogram of surgical perspectives (e.g., used instrument) of interest to compare several surgical workflows. Considering only the use of the surgeon's right hand during an intervention, we were able to predict the remaining intervention time online with an error of 21 min 45 s ±9 min 59 s for lumbar discectomy. Furthermore, the performance of forecasting of technical resource usage in the next 20 min was calculated for a combination of spectral analysis and the application of a linear time-variant system (sensitivity: 74 %; specificity: 75 %) focusing on just the use of surgeon's instrument in question. The outstanding benefit of these methods is that the automated recording of surgical workflows has minimal impact during interventions since the whole set of surgical perspectives need not be recorded. The resulting predictions can help various stakeholders such as OR staff and hospital technicians. Moreover, reducing resource conflicts could well improve patient care.

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.

Population-level administration of AlcoholEdu for college: an ARIMA time-series analysis.

PubMed

Wyatt, Todd M; Dejong, William; Dixon, Elizabeth

2013-08-01

Autoregressive integrated moving averages (ARIMA) is a powerful analytic tool for conducting interrupted time-series analysis, yet it is rarely used in studies of public health campaigns or programs. This study demonstrated the use of ARIMA to assess AlcoholEdu for College, an online alcohol education course for first-year students, and other health and safety programs introduced at a moderate-size public university in the South. From 1992 to 2009, the university administered annual Core Alcohol and Drug Surveys to samples of undergraduates (Ns = 498 to 1032). AlcoholEdu and other health and safety programs that began during the study period were assessed through a series of quasi-experimental ARIMA analyses. Implementation of AlcoholEdu in 2004 was significantly associated with substantial decreases in alcohol consumption and alcohol- or drug-related negative consequences. These improvements were sustained over time as succeeding first-year classes took the course. Previous studies have shown that AlcoholEdu has an initial positive effect on students' alcohol use and associated negative consequences. This investigation suggests that these positive changes may be sustainable over time through yearly implementation of the course with first-year students. ARIMA time-series analysis holds great promise for investigating the effect of program and policy interventions to address alcohol- and drug-related problems on campus.

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

USGS Publications Warehouse

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

2012-01-01

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

Monitoring Phenology as Indicator for Timing of Nutrient Inputs in Northern Gulf Watersheds

NASA Technical Reports Server (NTRS)

Ross, Kenton W.; Spiering, Bruce A.; Kalcic, Maria T.

2009-01-01

Nutrient over-enrichment defined by the U.S. Environmental Protection Agency as the anthropogenic addition of nutrients, in addition to any natural processes, causing adverse effects or impairments to the beneficial uses of a water body has been identified as one of the most significant environmental problems facing sensitive estuaries and coastal waters. Understanding the timing of nutrient inputs into those waters through remote sensing observables helps define monitoring and mitigation strategies. Remotely sensed data products can trace both forcings and effects of the nutrient system from landscape to estuary. This project is focused on extracting nutrient information from the landscape. The timing of nutrients entering coastal waters from the land boundary is greatly influenced by hydrologic processes, but can also be affected by the timing of nutrient additions across the landscape through natural or anthropogenic means. Non-point source nutrient additions to watersheds are often associated with specific seasonal cycles, such as decomposition of organic materials in fall and winter or addition of fertilizers to crop lands in the spring. These seasonal cycles or phenology may in turn be observed through the use of satellite sensors. Characterization of the phenology of various land cover types may be of particular interest in Gulf of Mexico estuarine systems with relatively short pathways between intensively managed systems and the land/estuarine boundary. The objective of this study is to demonstrate the capability of monitoring phenology of specific classes of land, such as agriculture and managed timberlands, at a refined watershed level. The extraction of phenological information from the Moderate Resolution Imaging Spectroradiometer (MODIS) data record is accomplished using analytical tools developed for NASA at Stennis Space Center: the Time Series Product Tool and the Phenological Parameters Estimation Tool. MODIS reflectance data (product MOD09) were

Finite element techniques in computational time series analysis of turbulent flows

NASA Astrophysics Data System (ADS)

Horenko, I.

2009-04-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

Phase synchronization based minimum spanning trees for analysis of financial time series with nonlinear correlations

NASA Astrophysics Data System (ADS)

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

2016-02-01

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

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.

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.

Multifractal detrended cross-correlation analysis on gold, crude oil and foreign exchange rate time series

NASA Astrophysics Data System (ADS)

Pal, Mayukha; Madhusudana Rao, P.; Manimaran, P.

2014-12-01

We apply the recently developed multifractal detrended cross-correlation analysis method to investigate the cross-correlation behavior and fractal nature between two non-stationary time series. We analyze the daily return price of gold, West Texas Intermediate and Brent crude oil, foreign exchange rate data, over a period of 18 years. The cross correlation has been measured from the Hurst scaling exponents and the singularity spectrum quantitatively. From the results, the existence of multifractal cross-correlation between all of these time series is found. We also found that the cross correlation between gold and oil prices possess uncorrelated behavior and the remaining bivariate time series possess persistent behavior. It was observed for five bivariate series that the cross-correlation exponents are less than the calculated average generalized Hurst exponents (GHE) for q<0 and greater than GHE when q>0 and for one bivariate series the cross-correlation exponent is greater than GHE for all q values.

Financial time series analysis based on information categorization method

NASA Astrophysics Data System (ADS)

Tian, Qiang; Shang, Pengjian; Feng, Guochen

2014-12-01

The paper mainly applies the information categorization method to analyze the financial time series. The method is used to examine the similarity of different sequences by calculating the distances between them. We apply this method to quantify the similarity of different stock markets. And we report the results of similarity in US and Chinese stock markets in periods 1991-1998 (before the Asian currency crisis), 1999-2006 (after the Asian currency crisis and before the global financial crisis), and 2007-2013 (during and after global financial crisis) by using this method. The results show the difference of similarity between different stock markets in different time periods and the similarity of the two stock markets become larger after these two crises. Also we acquire the results of similarity of 10 stock indices in three areas; it means the method can distinguish different areas' markets from the phylogenetic trees. The results show that we can get satisfactory information from financial markets by this method. The information categorization method can not only be used in physiologic time series, but also in financial time series.

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

PubMed Central

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

2009-01-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

2015-04-01

In recent years, the GNSS system began to play an increasingly important role in the research related to the climate monitoring. Based on the GPS system, which has the longest operational capability in comparison with other systems, and a common computational strategy applied to all observations, long and homogeneous ZTD (Zenith Tropospheric Delay) time series were derived. This paper presents results of analysis of 16-year ZTD time series obtained from the EPN (EUREF Permanent Network) reprocessing performed by the Military University of Technology. To maintain the uniformity of data, analyzed period of time (1998-2013) is exactly the same for all stations - observations carried out before 1998 were removed from time series and observations processed using different strategy were recalculated according to the MUT LAC approach. For all 16-year time series (59 stations) Lomb-Scargle periodograms were created to obtain information about the oscillations in ZTD time series. Due to strong annual oscillations which disturb the character of oscillations with smaller amplitude and thus hinder their investigation, Lomb-Scargle periodograms for time series with the deleted annual oscillations were created in order to verify presence of semi-annual, ter-annual and quarto-annual oscillations. Linear trend and seasonal components were estimated using LSE (Least Square Estimation) and Mann-Kendall trend test were used to confirm the presence of linear trend designated by LSE method. In order to verify the effect of the length of time series on the estimated size of the linear trend, comparison between two different length of ZTD time series was performed. To carry out a comparative analysis, 30 stations which have been operating since 1996 were selected. For these stations two periods of time were analyzed: shortened 16-year (1998-2013) and full 18-year (1996-2013). For some stations an additional two years of observations have significant impact on changing the size of linear

Empirical mode decomposition and long-range correlation analysis of sunspot time series

NASA Astrophysics Data System (ADS)

Zhou, Yu; Leung, Yee

2010-12-01

Sunspots, which are the best known and most variable features of the solar surface, affect our planet in many ways. The number of sunspots during a period of time is highly variable and arouses strong research interest. When multifractal detrended fluctuation analysis (MF-DFA) is employed to study the fractal properties and long-range correlation of the sunspot series, some spurious crossover points might appear because of the periodic and quasi-periodic trends in the series. However many cycles of solar activities can be reflected by the sunspot time series. The 11-year cycle is perhaps the most famous cycle of the sunspot activity. These cycles pose problems for the investigation of the scaling behavior of sunspot time series. Using different methods to handle the 11-year cycle generally creates totally different results. Using MF-DFA, Movahed and co-workers employed Fourier truncation to deal with the 11-year cycle and found that the series is long-range anti-correlated with a Hurst exponent, H, of about 0.12. However, Hu and co-workers proposed an adaptive detrending method for the MF-DFA and discovered long-range correlation characterized by H≈0.74. In an attempt to get to the bottom of the problem in the present paper, empirical mode decomposition (EMD), a data-driven adaptive method, is applied to first extract the components with different dominant frequencies. MF-DFA is then employed to study the long-range correlation of the sunspot time series under the influence of these components. On removing the effects of these periods, the natural long-range correlation of the sunspot time series can be revealed. With the removal of the 11-year cycle, a crossover point located at around 60 months is discovered to be a reasonable point separating two different time scale ranges, H≈0.72 and H≈1.49. And on removing all cycles longer than 11 years, we have H≈0.69 and H≈0.28. The three cycle-removing methods—Fourier truncation, adaptive detrending and the

Centrality measures in temporal networks with time series analysis

NASA Astrophysics Data System (ADS)

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

2017-05-01

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

A systematic review of methodology: time series regression analysis for environmental factors and infectious diseases.

PubMed

Imai, Chisato; Hashizume, Masahiro

2015-03-01

Time series analysis is suitable for investigations of relatively direct and short-term effects of exposures on outcomes. In environmental epidemiology studies, this method has been one of the standard approaches to assess impacts of environmental factors on acute non-infectious diseases (e.g. cardiovascular deaths), with conventionally generalized linear or additive models (GLM and GAM). However, the same analysis practices are often observed with infectious diseases despite of the substantial differences from non-infectious diseases that may result in analytical challenges. Following the Preferred Reporting Items for Systematic Reviews and Meta-Analyses guidelines, systematic review was conducted to elucidate important issues in assessing the associations between environmental factors and infectious diseases using time series analysis with GLM and GAM. Published studies on the associations between weather factors and malaria, cholera, dengue, and influenza were targeted. Our review raised issues regarding the estimation of susceptible population and exposure lag times, the adequacy of seasonal adjustments, the presence of strong autocorrelations, and the lack of a smaller observation time unit of outcomes (i.e. daily data). These concerns may be attributable to features specific to infectious diseases, such as transmission among individuals and complicated causal mechanisms. The consequence of not taking adequate measures to address these issues is distortion of the appropriate risk quantifications of exposures factors. Future studies should pay careful attention to details and examine alternative models or methods that improve studies using time series regression analysis for environmental determinants of infectious diseases.

Hybrid Wavelet De-noising and Rank-Set Pair Analysis approach for forecasting hydro-meteorological time series

NASA Astrophysics Data System (ADS)

WANG, D.; Wang, Y.; Zeng, X.

2017-12-01

Accurate, fast forecasting of hydro-meteorological time series is presently a major challenge in drought and flood mitigation. This paper proposes a hybrid approach, Wavelet De-noising (WD) and Rank-Set Pair Analysis (RSPA), that takes full advantage of a combination of the two approaches to improve forecasts of hydro-meteorological time series. WD allows decomposition and reconstruction of a time series by the wavelet transform, and hence separation of the noise from the original series. RSPA, a more reliable and efficient version of Set Pair Analysis, is integrated with WD to form the hybrid WD-RSPA approach. Two types of hydro-meteorological data sets with different characteristics and different levels of human influences at some representative stations are used to illustrate the WD-RSPA approach. The approach is also compared to three other generic methods: the conventional Auto Regressive Integrated Moving Average (ARIMA) method, Artificial Neural Networks (ANNs) (BP-error Back Propagation, MLP-Multilayer Perceptron and RBF-Radial Basis Function), and RSPA alone. Nine error metrics are used to evaluate the model performance. The results show that WD-RSPA is accurate, feasible, and effective. In particular, WD-RSPA is found to be the best among the various generic methods compared in this paper, even when the extreme events are included within a time series.

A Comparison of Alternative Approaches to the Analysis of Interrupted Time-Series.

ERIC Educational Resources Information Center

Harrop, John W.; Velicer, Wayne F.

1985-01-01

Computer generated data representative of 16 Auto Regressive Integrated Moving Averages (ARIMA) models were used to compare the results of interrupted time-series analysis using: (1) the known model identification, (2) an assumed (l,0,0) model, and (3) an assumed (3,0,0) model as an approximation to the General Transformation approach. (Author/BW)

Time-series analysis of the transcriptome and proteome of Escherichia coli upon glucose repression.

PubMed

Borirak, Orawan; Rolfe, Matthew D; de Koning, Leo J; Hoefsloot, Huub C J; Bekker, Martijn; Dekker, Henk L; Roseboom, Winfried; Green, Jeffrey; de Koster, Chris G; Hellingwerf, Klaas J

2015-10-01

Time-series transcript- and protein-profiles were measured upon initiation of carbon catabolite repression in Escherichia coli, in order to investigate the extent of post-transcriptional control in this prototypical response. A glucose-limited chemostat culture was used as the CCR-free reference condition. Stopping the pump and simultaneously adding a pulse of glucose, that saturated the cells for at least 1h, was used to initiate the glucose response. Samples were collected and subjected to quantitative time-series analysis of both the transcriptome (using microarray analysis) and the proteome (through a combination of 15N-metabolic labeling and mass spectrometry). Changes in the transcriptome and corresponding proteome were analyzed using statistical procedures designed specifically for time-series data. By comparison of the two sets of data, a total of 96 genes were identified that are post-transcriptionally regulated. This gene list provides candidates for future in-depth investigation of the molecular mechanisms involved in post-transcriptional regulation during carbon catabolite repression in E. coli, like the involvement of small RNAs. Copyright © 2015 The Authors. Published by Elsevier B.V. All rights reserved.

Feature extraction across individual time series observations with spikes using wavelet principal component analysis.

PubMed

Røislien, Jo; Winje, Brita

2013-09-20

Clinical studies frequently include repeated measurements of individuals, often for long periods. We present a methodology for extracting common temporal features across a set of individual time series observations. In particular, the methodology explores extreme observations within the time series, such as spikes, as a possible common temporal phenomenon. Wavelet basis functions are attractive in this sense, as they are localized in both time and frequency domains simultaneously, allowing for localized feature extraction from a time-varying signal. We apply wavelet basis function decomposition of individual time series, with corresponding wavelet shrinkage to remove noise. We then extract common temporal features using linear principal component analysis on the wavelet coefficients, before inverse transformation back to the time domain for clinical interpretation. We demonstrate the methodology on a subset of a large fetal activity study aiming to identify temporal patterns in fetal movement (FM) count data in order to explore formal FM counting as a screening tool for identifying fetal compromise and thus preventing adverse birth outcomes. Copyright © 2013 John Wiley & Sons, Ltd.

Detection of statistical asymmetries in non-stationary sign time series: Analysis of foreign exchange data

PubMed Central

Takayasu, Hideki; Takayasu, Misako

2017-01-01

We extend the concept of statistical symmetry as the invariance of a probability distribution under transformation to analyze binary sign time series data of price difference from the foreign exchange market. We model segments of the sign time series as Markov sequences and apply a local hypothesis test to evaluate the symmetries of independence and time reversion in different periods of the market. For the test, we derive the probability of a binary Markov process to generate a given set of number of symbol pairs. Using such analysis, we could not only segment the time series according the different behaviors but also characterize the segments in terms of statistical symmetries. As a particular result, we find that the foreign exchange market is essentially time reversible but this symmetry is broken when there is a strong external influence. PMID:28542208

An introduction to chaotic and random time series analysis

NASA Technical Reports Server (NTRS)

Scargle, Jeffrey D.

1989-01-01

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

Nonlinear Time Series Analysis in the Absence of Strong Harmonics

NASA Astrophysics Data System (ADS)

Stine, Peter; Jevtic, N.

2010-05-01

Nonlinear time series analysis has successfully been used for noise reduction and for identifying long term periodicities in variable star light curves. It was thought that good noise reduction could be obtained when a strong fundamental and second harmonic are present. We show that, quite unexpectedly, this methodology for noise reduction can be efficient for data with very noisy power spectra without a strong fundamental and second harmonic. Not only can one obtain almost two orders of magnitude noise reduction of the white noise tail, insight can also be gained into the short time scale of organized behavior. Thus, we are able to obtain an estimate of this short time scale, which is on the order of 1.5 hours in the case of a variable white dwarf.

Simultaneous determination of radionuclides separable into natural decay series by use of time-interval analysis.

PubMed

Hashimoto, Tetsuo; Sanada, Yukihisa; Uezu, Yasuhiro

2004-05-01

A delayed coincidence method, time-interval analysis (TIA), has been applied to successive alpha- alpha decay events on the millisecond time-scale. Such decay events are part of the (220)Rn-->(216)Po ( T(1/2) 145 ms) (Th-series) and (219)Rn-->(215)Po ( T(1/2) 1.78 ms) (Ac-series). By using TIA in addition to measurement of (226)Ra (U-series) from alpha-spectrometry by liquid scintillation counting (LSC), two natural decay series could be identified and separated. The TIA detection efficiency was improved by using the pulse-shape discrimination technique (PSD) to reject beta-pulses, by solvent extraction of Ra combined with simple chemical separation, and by purging the scintillation solution with dry N(2) gas. The U- and Th-series together with the Ac-series were determined, respectively, from alpha spectra and TIA carried out immediately after Ra-extraction. Using the (221)Fr-->(217)At ( T(1/2) 32.3 ms) decay process as a tracer, overall yields were estimated from application of TIA to the (225)Ra (Np-decay series) at the time of maximum growth. The present method has proven useful for simultaneous determination of three radioactive decay series in environmental samples.

Work-related accidents among the Iranian population: a time series analysis, 2000-2011.

PubMed

Karimlou, Masoud; Salehi, Masoud; Imani, Mehdi; Hosseini, Agha-Fatemeh; Dehnad, Afsaneh; Vahabi, Nasim; Bakhtiyari, Mahmood

2015-01-01

Work-related accidents result in human suffering and economic losses and are considered as a major health problem worldwide, especially in the economically developing world. To introduce seasonal autoregressive moving average (ARIMA) models for time series analysis of work-related accident data for workers insured by the Iranian Social Security Organization (ISSO) between 2000 and 2011. In this retrospective study, all insured people experiencing at least one work-related accident during a 10-year period were included in the analyses. We used Box-Jenkins modeling to develop a time series model of the total number of accidents. There was an average of 1476 accidents per month (1476·05±458·77, mean±SD). The final ARIMA (p,d,q) (P,D,Q)s model for fitting to data was: ARIMA(1,1,1)×(0,1,1)12 consisting of the first ordering of the autoregressive, moving average and seasonal moving average parameters with 20·942 mean absolute percentage error (MAPE). The final model showed that time series analysis of ARIMA models was useful for forecasting the number of work-related accidents in Iran. In addition, the forecasted number of work-related accidents for 2011 explained the stability of occurrence of these accidents in recent years, indicating a need for preventive occupational health and safety policies such as safety inspection.

Time-series analysis to study the impact of an intersection on dispersion along a street canyon.

PubMed

Richmond-Bryant, Jennifer; Eisner, Alfred D; Hahn, Intaek; Fortune, Christopher R; Drake-Richman, Zora E; Brixey, Laurie A; Talih, M; Wiener, Russell W; Ellenson, William D

2009-12-01

This paper presents data analysis from the Brooklyn Traffic Real-Time Ambient Pollutant Penetration and Environmental Dispersion (B-TRAPPED) study to assess the transport of ultrafine particulate matter (PM) across urban intersections. Experiments were performed in a street canyon perpendicular to a highway in Brooklyn, NY, USA. Real-time ultrafine PM samplers were positioned on either side of an intersection at multiple locations along a street to collect time-series number concentration data. Meteorology equipment was positioned within the street canyon and at an upstream background site to measure wind speed and direction. Time-series analysis was performed on the PM data to compute a transport velocity along the direction of the street for the cases where background winds were parallel and perpendicular to the street. The data were analyzed for sampler pairs located (1) on opposite sides of the intersection and (2) on the same block. The time-series analysis demonstrated along-street transport, including across the intersection when background winds were parallel to the street canyon and there was minimal transport and no communication across the intersection when background winds were perpendicular to the street canyon. Low but significant values of the cross-correlation function (CCF) underscore the turbulent nature of plume transport along the street canyon. The low correlations suggest that flow switching around corners or traffic-induced turbulence at the intersection may have aided dilution of the PM plume from the highway. This observation supports similar findings in the literature. Furthermore, the time-series analysis methodology applied in this study is introduced as a technique for studying spatiotemporal variation in the urban microscale environment.

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

PubMed Central

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

2013-01-01

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

Online Time Series Analysis of Land Products over Asia Monsoon Region via Giovanni

NASA Technical Reports Server (NTRS)

Shen, Suhung; Leptoukh, Gregory G.; Gerasimov, Irina

2011-01-01

Time series analysis is critical to the study of land cover/land use changes and climate. Time series studies at local-to-regional scales require higher spatial resolution, such as 1km or less, data. MODIS land products of 250m to 1km resolution enable such studies. However, such MODIS land data files are distributed in 10ox10o tiles, due to large data volumes. Conducting a time series study requires downloading all tiles that include the study area for the time period of interest, and mosaicking the tiles spatially. This can be an extremely time-consuming process. In support of the Monsoon Asia Integrated Regional Study (MAIRS) program, NASA GES DISC (Goddard Earth Sciences Data and Information Services Center) has processed MODIS land products at 1 km resolution over the Asia monsoon region (0o-60oN, 60o-150oE) with a common data structure and format. The processed data have been integrated into the Giovanni system (Goddard Interactive Online Visualization ANd aNalysis Infrastructure) that enables users to explore, analyze, and download data over an area and time period of interest easily. Currently, the following regional MODIS land products are available in Giovanni: 8-day 1km land surface temperature and active fire, monthly 1km vegetation index, and yearly 0.05o, 500m land cover types. More data will be added in the near future. By combining atmospheric and oceanic data products in the Giovanni system, it is possible to do further analyses of environmental and climate changes associated with the land, ocean, and atmosphere. This presentation demonstrates exploring land products in the Giovanni system with sample case scenarios.

Interglacial climate dynamics and advanced time series analysis

NASA Astrophysics Data System (ADS)

Mudelsee, Manfred; Bermejo, Miguel; Köhler, Peter; Lohmann, Gerrit

2013-04-01

Studying the climate dynamics of past interglacials (IGs) helps to better assess the anthropogenically influenced dynamics of the current IG, the Holocene. We select the IG portions from the EPICA Dome C ice core archive, which covers the past 800 ka, to apply methods of statistical time series analysis (Mudelsee 2010). The analysed variables are deuterium/H (indicating temperature) (Jouzel et al. 2007), greenhouse gases (Siegenthaler et al. 2005, Loulergue et al. 2008, L¨ü thi et al. 2008) and a model-co-derived climate radiative forcing (Köhler et al. 2010). We select additionally high-resolution sea-surface-temperature records from the marine sedimentary archive. The first statistical method, persistence time estimation (Mudelsee 2002) lets us infer the 'climate memory' property of IGs. Second, linear regression informs about long-term climate trends during IGs. Third, ramp function regression (Mudelsee 2000) is adapted to look on abrupt climate changes during IGs. We compare the Holocene with previous IGs in terms of these mathematical approaches, interprete results in a climate context, assess uncertainties and the requirements to data from old IGs for yielding results of 'acceptable' accuracy. This work receives financial support from the Deutsche Forschungsgemeinschaft (Project ClimSens within the DFG Research Priority Program INTERDYNAMIK) and the European Commission (Marie Curie Initial Training Network LINC, No. 289447, within the 7th Framework Programme). References Jouzel J, Masson-Delmotte V, Cattani O, Dreyfus G, Falourd S, Hoffmann G, Minster B, Nouet J, Barnola JM, Chappellaz J, Fischer H, Gallet JC, Johnsen S, Leuenberger M, Loulergue L, Luethi D, Oerter H, Parrenin F, Raisbeck G, Raynaud D, Schilt A, Schwander J, Selmo E, Souchez R, Spahni R, Stauffer B, Steffensen JP, Stenni B, Stocker TF, Tison JL, Werner M, Wolff EW (2007) Orbital and millennial Antarctic climate variability over the past 800,000 years. Science 317:793. Köhler P, Bintanja R

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)…

Wet tropospheric delays forecast based on Vienna Mapping Function time series analysis

NASA Astrophysics Data System (ADS)

Rzepecka, Zofia; Kalita, Jakub

2016-04-01

It is well known that the dry part of the zenith tropospheric delay (ZTD) is much easier to model than the wet part (ZTW). The aim of the research is applying stochastic modeling and prediction of ZTW using time series analysis tools. Application of time series analysis enables closer understanding of ZTW behavior as well as short-term prediction of future ZTW values. The ZTW data used for the studies were obtained from the GGOS service hold by Vienna technical University. The resolution of the data is six hours. ZTW for the years 2010 -2013 were adopted for the study. The International GNSS Service (IGS) permanent stations LAMA and GOPE, located in mid-latitudes, were admitted for the investigations. Initially the seasonal part was separated and modeled using periodic signals and frequency analysis. The prominent annual and semi-annual signals were removed using sines and consines functions. The autocorrelation of the resulting signal is significant for several days (20-30 samples). The residuals of this fitting were further analyzed and modeled with ARIMA processes. For both the stations optimal ARMA processes based on several criterions were obtained. On this basis predicted ZTW values were computed for one day ahead, leaving the white process residuals. Accuracy of the prediction can be estimated at about 3 cm.

Nutrient signaling and developmental timing of maturation.

PubMed

Danielsen, E Thomas; Moeller, Morten E; Rewitz, Kim F

2013-01-01

In animals, developmental timing of sexual maturation is tightly linked to nutrition and growth. Maturation only occurs once the juvenile has acquired sufficient nutrients and completed enough growth to produce a reproductively mature adult with a genetically predefined body size. Animals therefore adjust the duration of juvenile development to the dietary conditions. When nutrients are scarce the juvenile growth phase is extended to compensate for slow growth. Conversely, development is accelerated in nutrient rich environments where animals rapidly reach their genetic target size. To achieve such flexibility, nutrient-dependent growth regulators must feed into the endocrine system that controls the timing of maturation. Work on the fruit fly Drosophila has revealed a central role of secreted signal molecules with similarity to the conserved insulin-like growth factors (IGFs) in the decision making process. These molecules are involved in checkpoints that allow the endocrine system to decide whether to release the steroid hormone, ecdysone, that triggers maturation or extent development, depending on nutrient levels and growth status. Importantly, different dietary components influence timing of maturation in Drosophila, with proteins having the greatest impact; fat and sugar play a minor role, at least within the limits of what can be considered a balanced diet. Remarkably, excess dietary sugar concentrations that mimic physiological conditions associated with diabetes, negatively affect growth and delays maturation. Altogether, this shows that the source of energy in the diet is important for timing and may provide a paradigm for understanding the emerging links between diet, obesity and diabetes, and the onset of puberty. Here, we provide an overview of the system underlying developmental timing of maturation in Drosophila and review recent success in understanding its coupling to nutrition and growth. © 2013 Elsevier Inc. All rights reserved.

Time-Series Analysis: Assessing the Effects of Multiple Educational Interventions in a Small-Enrollment Course

NASA Astrophysics Data System (ADS)

Warren, Aaron R.

2009-11-01

Time-series designs are an alternative to pretest-posttest methods that are able to identify and measure the impacts of multiple educational interventions, even for small student populations. Here, we use an instrument employing standard multiple-choice conceptual questions to collect data from students at regular intervals. The questions are modified by asking students to distribute 100 Confidence Points among the options in order to indicate the perceived likelihood of each answer option being the correct one. Tracking the class-averaged ratings for each option produces a set of time-series. ARIMA (autoregressive integrated moving average) analysis is then used to test for, and measure, changes in each series. In particular, it is possible to discern which educational interventions produce significant changes in class performance. Cluster analysis can also identify groups of students whose ratings evolve in similar ways. A brief overview of our methods and an example are presented.

Applications and development of new algorithms for displacement analysis using InSAR time series

NASA Astrophysics Data System (ADS)

Osmanoglu, Batuhan

Time series analysis of Synthetic Aperture Radar Interferometry (InSAR) data has become an important scientific tool for monitoring and measuring the displacement of Earth's surface due to a wide range of phenomena, including earthquakes, volcanoes, landslides, changes in ground water levels, and wetlands. Time series analysis is a product of interferometric phase measurements, which become ambiguous when the observed motion is larger than half of the radar wavelength. Thus, phase observations must first be unwrapped in order to obtain physically meaningful results. Persistent Scatterer Interferometry (PSI), Stanford Method for Persistent Scatterers (StaMPS), Short Baselines Interferometry (SBAS) and Small Temporal Baseline Subset (STBAS) algorithms solve for this ambiguity using a series of spatio-temporal unwrapping algorithms and filters. In this dissertation, I improve upon current phase unwrapping algorithms, and apply the PSI method to study subsidence in Mexico City. PSI was used to obtain unwrapped deformation rates in Mexico City (Chapter 3),where ground water withdrawal in excess of natural recharge causes subsurface, clay-rich sediments to compact. This study is based on 23 satellite SAR scenes acquired between January 2004 and July 2006. Time series analysis of the data reveals a maximum line-of-sight subsidence rate of 300mm/yr at a high enough resolution that individual subsidence rates for large buildings can be determined. Differential motion and related structural damage along an elevated metro rail was evident from the results. Comparison of PSI subsidence rates with data from permanent GPS stations indicate root mean square (RMS) agreement of 6.9 mm/yr, about the level expected based on joint data uncertainty. The Mexico City results suggest negligible recharge, implying continuing degradation and loss of the aquifer in the third largest metropolitan area in the world. Chapters 4 and 5 illustrate the link between time series analysis and three

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.

Time Series Analysis of Onchocerciasis Data from Mexico: A Trend towards Elimination

PubMed Central

Pérez-Rodríguez, Miguel A.; Adeleke, Monsuru A.; Orozco-Algarra, María E.; Arrendondo-Jiménez, Juan I.; Guo, Xianwu

2013-01-01

Background In Latin America, there are 13 geographically isolated endemic foci distributed among Mexico, Guatemala, Colombia, Venezuela, Brazil and Ecuador. The communities of the three endemic foci found within Mexico have been receiving ivermectin treatment since 1989. In this study, we predicted the trend of occurrence of cases in Mexico by applying time series analysis to monthly onchocerciasis data reported by the Mexican Secretariat of Health between 1988 and 2011 using the software R. Results A total of 15,584 cases were reported in Mexico from 1988 to 2011. The data of onchocerciasis cases are mainly from the main endemic foci of Chiapas and Oaxaca. The last case in Oaxaca was reported in 1998, but new cases were reported in the Chiapas foci up to 2011. Time series analysis performed for the foci in Mexico showed a decreasing trend of the disease over time. The best-fitted models with the smallest Akaike Information Criterion (AIC) were Auto-Regressive Integrated Moving Average (ARIMA) models, which were used to predict the tendency of onchocerciasis cases for two years ahead. According to the ARIMA models predictions, the cases in very low number (below 1) are expected for the disease between 2012 and 2013 in Chiapas, the last endemic region in Mexico. Conclusion The endemic regions of Mexico evolved from high onchocerciasis-endemic states to the interruption of transmission due to the strategies followed by the MSH, based on treatment with ivermectin. The extremely low level of expected cases as predicted by ARIMA models for the next two years suggest that the onchocerciasis is being eliminated in Mexico. To our knowledge, it is the first study utilizing time series for predicting case dynamics of onchocerciasis, which could be used as a benchmark during monitoring and post-treatment surveillance. PMID:23459370

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

A Systematic Review of Methodology: Time Series Regression Analysis for Environmental Factors and Infectious Diseases

PubMed Central

Imai, Chisato; Hashizume, Masahiro

2015-01-01

Background: Time series analysis is suitable for investigations of relatively direct and short-term effects of exposures on outcomes. In environmental epidemiology studies, this method has been one of the standard approaches to assess impacts of environmental factors on acute non-infectious diseases (e.g. cardiovascular deaths), with conventionally generalized linear or additive models (GLM and GAM). However, the same analysis practices are often observed with infectious diseases despite of the substantial differences from non-infectious diseases that may result in analytical challenges. Methods: Following the Preferred Reporting Items for Systematic Reviews and Meta-Analyses guidelines, systematic review was conducted to elucidate important issues in assessing the associations between environmental factors and infectious diseases using time series analysis with GLM and GAM. Published studies on the associations between weather factors and malaria, cholera, dengue, and influenza were targeted. Findings: Our review raised issues regarding the estimation of susceptible population and exposure lag times, the adequacy of seasonal adjustments, the presence of strong autocorrelations, and the lack of a smaller observation time unit of outcomes (i.e. daily data). These concerns may be attributable to features specific to infectious diseases, such as transmission among individuals and complicated causal mechanisms. Conclusion: The consequence of not taking adequate measures to address these issues is distortion of the appropriate risk quantifications of exposures factors. Future studies should pay careful attention to details and examine alternative models or methods that improve studies using time series regression analysis for environmental determinants of infectious diseases. PMID:25859149

Analysis of Seasonal Signal in GPS Short-Baseline Time Series

NASA Astrophysics Data System (ADS)

Wang, Kaihua; Jiang, Weiping; Chen, Hua; An, Xiangdong; Zhou, Xiaohui; Yuan, Peng; Chen, Qusen

2018-04-01

Proper modeling of seasonal signals and their quantitative analysis are of interest in geoscience applications, which are based on position time series of permanent GPS stations. Seasonal signals in GPS short-baseline (< 2 km) time series, if they exist, are mainly related to site-specific effects, such as thermal expansion of the monument (TEM). However, only part of the seasonal signal can be explained by known factors due to the limited data span, the GPS processing strategy and/or the adoption of an imperfect TEM model. In this paper, to better understand the seasonal signal in GPS short-baseline time series, we adopted and processed six different short-baselines with data span that varies from 2 to 14 years and baseline length that varies from 6 to 1100 m. To avoid seasonal signals that are overwhelmed by noise, each of the station pairs is chosen with significant differences in their height (> 5 m) or type of the monument. For comparison, we also processed an approximately zero baseline with a distance of < 1 m and identical monuments. The daily solutions show that there are apparent annual signals with annual amplitude of 1 mm (maximum amplitude of 1.86 ± 0.17 mm) on almost all of the components, which are consistent with the results from previous studies. Semi-annual signal with a maximum amplitude of 0.97 ± 0.25 mm is also present. The analysis of time-correlated noise indicates that instead of flicker (FL) or random walk (RW) noise, band-pass-filtered (BP) noise is valid for approximately 40% of the baseline components, and another 20% of the components can be best modeled by a combination of the first-order Gauss-Markov (FOGM) process plus white noise (WN). The TEM displacements are then modeled by considering the monument height of the building structure beneath the GPS antenna. The median contributions of TEM to the annual amplitude in the vertical direction are 84% and 46% with and without additional parts of the monument, respectively. Obvious

Falcon: Visual analysis of large, irregularly sampled, and multivariate time series data in additive manufacturing

DOE PAGES

Steed, Chad A.; Halsey, William; Dehoff, Ryan; ...

2017-02-16

Flexible visual analysis of long, high-resolution, and irregularly sampled time series data from multiple sensor streams is a challenge in several domains. In the field of additive manufacturing, this capability is critical for realizing the full potential of large-scale 3D printers. Here, we propose a visual analytics approach that helps additive manufacturing researchers acquire a deep understanding of patterns in log and imagery data collected by 3D printers. Our specific goals include discovering patterns related to defects and system performance issues, optimizing build configurations to avoid defects, and increasing production efficiency. We introduce Falcon, a new visual analytics system thatmore » allows users to interactively explore large, time-oriented data sets from multiple linked perspectives. Falcon provides overviews, detailed views, and unique segmented time series visualizations, all with adjustable scale options. To illustrate the effectiveness of Falcon at providing thorough and efficient knowledge discovery, we present a practical case study involving experts in additive manufacturing and data from a large-scale 3D printer. The techniques described are applicable to the analysis of any quantitative time series, though the focus of this paper is on additive manufacturing.« less

Falcon: Visual analysis of large, irregularly sampled, and multivariate time series data in additive manufacturing

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

Steed, Chad A.; Halsey, William; Dehoff, Ryan

Flexible visual analysis of long, high-resolution, and irregularly sampled time series data from multiple sensor streams is a challenge in several domains. In the field of additive manufacturing, this capability is critical for realizing the full potential of large-scale 3D printers. Here, we propose a visual analytics approach that helps additive manufacturing researchers acquire a deep understanding of patterns in log and imagery data collected by 3D printers. Our specific goals include discovering patterns related to defects and system performance issues, optimizing build configurations to avoid defects, and increasing production efficiency. We introduce Falcon, a new visual analytics system thatmore » allows users to interactively explore large, time-oriented data sets from multiple linked perspectives. Falcon provides overviews, detailed views, and unique segmented time series visualizations, all with adjustable scale options. To illustrate the effectiveness of Falcon at providing thorough and efficient knowledge discovery, we present a practical case study involving experts in additive manufacturing and data from a large-scale 3D printer. The techniques described are applicable to the analysis of any quantitative time series, though the focus of this paper is on additive manufacturing.« less

Complexity analysis of the turbulent environmental fluid flow time series

NASA Astrophysics Data System (ADS)

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

2014-02-01

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

Assessing Spontaneous Combustion Instability with Nonlinear Time Series Analysis

NASA Technical Reports Server (NTRS)

Eberhart, C. J.; Casiano, M. J.

2015-01-01

Considerable interest lies in the ability to characterize the onset of spontaneous instabilities within liquid propellant rocket engine (LPRE) combustion devices. Linear techniques, such as fast Fourier transforms, various correlation parameters, and critical damping parameters, have been used at great length for over fifty years. Recently, nonlinear time series methods have been applied to deduce information pertaining to instability incipiency hidden in seemingly stochastic combustion noise. A technique commonly used in biological sciences known as the Multifractal Detrended Fluctuation Analysis has been extended to the combustion dynamics field, and is introduced here as a data analysis approach complementary to linear ones. Advancing, a modified technique is leveraged to extract artifacts of impending combustion instability that present themselves a priori growth to limit cycle amplitudes. Analysis is demonstrated on data from J-2X gas generator testing during which a distinct spontaneous instability was observed. Comparisons are made to previous work wherein the data were characterized using linear approaches. Verification of the technique is performed by examining idealized signals and comparing two separate, independently developed tools.

Dynamic Forecasting Conditional Probability of Bombing Attacks Based on Time-Series and Intervention Analysis.

PubMed

Li, Shuying; Zhuang, Jun; Shen, Shifei

2017-07-01

In recent years, various types of terrorist attacks occurred, causing worldwide catastrophes. According to the Global Terrorism Database (GTD), among all attack tactics, bombing attacks happened most frequently, followed by armed assaults. In this article, a model for analyzing and forecasting the conditional probability of bombing attacks (CPBAs) based on time-series methods is developed. In addition, intervention analysis is used to analyze the sudden increase in the time-series process. The results show that the CPBA increased dramatically at the end of 2011. During that time, the CPBA increased by 16.0% in a two-month period to reach the peak value, but still stays 9.0% greater than the predicted level after the temporary effect gradually decays. By contrast, no significant fluctuation can be found in the conditional probability process of armed assault. It can be inferred that some social unrest, such as America's troop withdrawal from Afghanistan and Iraq, could have led to the increase of the CPBA in Afghanistan, Iraq, and Pakistan. The integrated time-series and intervention model is used to forecast the monthly CPBA in 2014 and through 2064. The average relative error compared with the real data in 2014 is 3.5%. The model is also applied to the total number of attacks recorded by the GTD between 2004 and 2014. © 2016 Society for Risk Analysis.

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

NASA Astrophysics Data System (ADS)

Eduardo Virgilio Silva, Luiz; Otavio Murta, Luiz

2012-12-01

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

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…

Data Reorganization for Optimal Time Series Data Access, Analysis, and Visualization

NASA Astrophysics Data System (ADS)

Rui, H.; Teng, W. L.; Strub, R.; Vollmer, B.

2012-12-01

The way data are archived is often not optimal for their access by many user communities (e.g., hydrological), particularly if the data volumes and/or number of data files are large. The number of data records of a non-static data set generally increases with time. Therefore, most data sets are commonly archived by time steps, one step per file, often containing multiple variables. However, many research and application efforts need time series data for a given geographical location or area, i.e., a data organization that is orthogonal to the way the data are archived. The retrieval of a time series of the entire temporal coverage of a data set for a single variable at a single data point, in an optimal way, is an important and longstanding challenge, especially for large science data sets (i.e., with volumes greater than 100 GB). Two examples of such large data sets are the North American Land Data Assimilation System (NLDAS) and Global Land Data Assimilation System (GLDAS), archived at the NASA Goddard Earth Sciences Data and Information Services Center (GES DISC; Hydrology Data Holdings Portal, http://disc.sci.gsfc.nasa.gov/hydrology/data-holdings). To date, the NLDAS data set, hourly 0.125x0.125° from Jan. 1, 1979 to present, has a total volume greater than 3 TB (compressed). The GLDAS data set, 3-hourly and monthly 0.25x0.25° and 1.0x1.0° Jan. 1948 to present, has a total volume greater than 1 TB (compressed). Both data sets are accessible, in the archived time step format, via several convenient methods, including Mirador search and download (http://mirador.gsfc.nasa.gov/), GrADS Data Server (GDS; http://hydro1.sci.gsfc.nasa.gov/dods/), direct FTP (ftp://hydro1.sci.gsfc.nasa.gov/data/s4pa/), and Giovanni Online Visualization and Analysis (http://disc.sci.gsfc.nasa.gov/giovanni). However, users who need long time series currently have no efficient way to retrieve them. Continuing a longstanding tradition of facilitating data access, analysis, and

Time series analysis as input for clinical predictive modeling: Modeling cardiac arrest in a pediatric ICU

PubMed Central

2011-01-01

Background Thousands of children experience cardiac arrest events every year in pediatric intensive care units. Most of these children die. Cardiac arrest prediction tools are used as part of medical emergency team evaluations to identify patients in standard hospital beds that are at high risk for cardiac arrest. There are no models to predict cardiac arrest in pediatric intensive care units though, where the risk of an arrest is 10 times higher than for standard hospital beds. Current tools are based on a multivariable approach that does not characterize deterioration, which often precedes cardiac arrests. Characterizing deterioration requires a time series approach. The purpose of this study is to propose a method that will allow for time series data to be used in clinical prediction models. Successful implementation of these methods has the potential to bring arrest prediction to the pediatric intensive care environment, possibly allowing for interventions that can save lives and prevent disabilities. Methods We reviewed prediction models from nonclinical domains that employ time series data, and identified the steps that are necessary for building predictive models using time series clinical data. We illustrate the method by applying it to the specific case of building a predictive model for cardiac arrest in a pediatric intensive care unit. Results Time course analysis studies from genomic analysis provided a modeling template that was compatible with the steps required to develop a model from clinical time series data. The steps include: 1) selecting candidate variables; 2) specifying measurement parameters; 3) defining data format; 4) defining time window duration and resolution; 5) calculating latent variables for candidate variables not directly measured; 6) calculating time series features as latent variables; 7) creating data subsets to measure model performance effects attributable to various classes of candidate variables; 8) reducing the number of

Time series analysis as input for clinical predictive modeling: modeling cardiac arrest in a pediatric ICU.

PubMed

Kennedy, Curtis E; Turley, James P

2011-10-24

Thousands of children experience cardiac arrest events every year in pediatric intensive care units. Most of these children die. Cardiac arrest prediction tools are used as part of medical emergency team evaluations to identify patients in standard hospital beds that are at high risk for cardiac arrest. There are no models to predict cardiac arrest in pediatric intensive care units though, where the risk of an arrest is 10 times higher than for standard hospital beds. Current tools are based on a multivariable approach that does not characterize deterioration, which often precedes cardiac arrests. Characterizing deterioration requires a time series approach. The purpose of this study is to propose a method that will allow for time series data to be used in clinical prediction models. Successful implementation of these methods has the potential to bring arrest prediction to the pediatric intensive care environment, possibly allowing for interventions that can save lives and prevent disabilities. We reviewed prediction models from nonclinical domains that employ time series data, and identified the steps that are necessary for building predictive models using time series clinical data. We illustrate the method by applying it to the specific case of building a predictive model for cardiac arrest in a pediatric intensive care unit. Time course analysis studies from genomic analysis provided a modeling template that was compatible with the steps required to develop a model from clinical time series data. The steps include: 1) selecting candidate variables; 2) specifying measurement parameters; 3) defining data format; 4) defining time window duration and resolution; 5) calculating latent variables for candidate variables not directly measured; 6) calculating time series features as latent variables; 7) creating data subsets to measure model performance effects attributable to various classes of candidate variables; 8) reducing the number of candidate features; 9

Time series analysis of infrared satellite data for detecting thermal anomalies: a hybrid approach

NASA Astrophysics Data System (ADS)

Koeppen, W. C.; Pilger, E.; Wright, R.

2011-07-01

We developed and tested an automated algorithm that analyzes thermal infrared satellite time series data to detect and quantify the excess energy radiated from thermal anomalies such as active volcanoes. Our algorithm enhances the previously developed MODVOLC approach, a simple point operation, by adding a more complex time series component based on the methods of the Robust Satellite Techniques (RST) algorithm. Using test sites at Anatahan and Kīlauea volcanoes, the hybrid time series approach detected ~15% more thermal anomalies than MODVOLC with very few, if any, known false detections. We also tested gas flares in the Cantarell oil field in the Gulf of Mexico as an end-member scenario representing very persistent thermal anomalies. At Cantarell, the hybrid algorithm showed only a slight improvement, but it did identify flares that were undetected by MODVOLC. We estimate that at least 80 MODIS images for each calendar month are required to create good reference images necessary for the time series analysis of the hybrid algorithm. The improved performance of the new algorithm over MODVOLC will result in the detection of low temperature thermal anomalies that will be useful in improving our ability to document Earth's volcanic eruptions, as well as detecting low temperature thermal precursors to larger eruptions.

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

Multifractality and heteroscedastic dynamics: An application to time series analysis

NASA Astrophysics Data System (ADS)

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

2008-01-01

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

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.

Nutrient timing revisited: is there a post-exercise anabolic window?

PubMed Central

2013-01-01

Nutrient timing is a popular nutritional strategy that involves the consumption of combinations of nutrients--primarily protein and carbohydrate--in and around an exercise session. Some have claimed that this approach can produce dramatic improvements in body composition. It has even been postulated that the timing of nutritional consumption may be more important than the absolute daily intake of nutrients. The post-exercise period is widely considered the most critical part of nutrient timing. Theoretically, consuming the proper ratio of nutrients during this time not only initiates the rebuilding of damaged muscle tissue and restoration of energy reserves, but it does so in a supercompensated fashion that enhances both body composition and exercise performance. Several researchers have made reference to an anabolic “window of opportunity” whereby a limited time exists after training to optimize training-related muscular adaptations. However, the importance - and even the existence - of a post-exercise ‘window’ can vary according to a number of factors. Not only is nutrient timing research open to question in terms of applicability, but recent evidence has directly challenged the classical view of the relevance of post-exercise nutritional intake with respect to anabolism. Therefore, the purpose of this paper will be twofold: 1) to review the existing literature on the effects of nutrient timing with respect to post-exercise muscular adaptations, and; 2) to draw relevant conclusions that allow practical, evidence-based nutritional recommendations to be made for maximizing the anabolic response to exercise. PMID:23360586

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.

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

PubMed Central

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

2014-01-01

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

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

PubMed

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

2014-01-01

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

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.

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

PubMed Central

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

2013-01-01

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

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

PubMed

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

2014-01-30

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

Seasonal dynamics of bacterial meningitis: a time-series analysis.

PubMed

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

2016-06-01

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

Seasonal dynamics of bacterial meningitis: a time-series analysis

PubMed Central

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

2017-01-01

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

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…

"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).

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.

Disentangling Time-series Spectra with Gaussian Processes: Applications to Radial Velocity Analysis

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

Czekala, Ian; Mandel, Kaisey S.; Andrews, Sean M.

Measurements of radial velocity variations from the spectroscopic monitoring of stars and their companions are essential for a broad swath of astrophysics; these measurements provide access to the fundamental physical properties that dictate all phases of stellar evolution and facilitate the quantitative study of planetary systems. The conversion of those measurements into both constraints on the orbital architecture and individual component spectra can be a serious challenge, however, especially for extreme flux ratio systems and observations with relatively low sensitivity. Gaussian processes define sampling distributions of flexible, continuous functions that are well-motivated for modeling stellar spectra, enabling proficient searches formore » companion lines in time-series spectra. We introduce a new technique for spectral disentangling, where the posterior distributions of the orbital parameters and intrinsic, rest-frame stellar spectra are explored simultaneously without needing to invoke cross-correlation templates. To demonstrate its potential, this technique is deployed on red-optical time-series spectra of the mid-M-dwarf binary LP661-13. We report orbital parameters with improved precision compared to traditional radial velocity analysis and successfully reconstruct the primary and secondary spectra. We discuss potential applications for other stellar and exoplanet radial velocity techniques and extensions to time-variable spectra. The code used in this analysis is freely available as an open-source Python package.« less

Disentangling Time-series Spectra with Gaussian Processes: Applications to Radial Velocity Analysis

NASA Astrophysics Data System (ADS)

Czekala, Ian; Mandel, Kaisey S.; Andrews, Sean M.; Dittmann, Jason A.; Ghosh, Sujit K.; Montet, Benjamin T.; Newton, Elisabeth R.

2017-05-01

Measurements of radial velocity variations from the spectroscopic monitoring of stars and their companions are essential for a broad swath of astrophysics; these measurements provide access to the fundamental physical properties that dictate all phases of stellar evolution and facilitate the quantitative study of planetary systems. The conversion of those measurements into both constraints on the orbital architecture and individual component spectra can be a serious challenge, however, especially for extreme flux ratio systems and observations with relatively low sensitivity. Gaussian processes define sampling distributions of flexible, continuous functions that are well-motivated for modeling stellar spectra, enabling proficient searches for companion lines in time-series spectra. We introduce a new technique for spectral disentangling, where the posterior distributions of the orbital parameters and intrinsic, rest-frame stellar spectra are explored simultaneously without needing to invoke cross-correlation templates. To demonstrate its potential, this technique is deployed on red-optical time-series spectra of the mid-M-dwarf binary LP661-13. We report orbital parameters with improved precision compared to traditional radial velocity analysis and successfully reconstruct the primary and secondary spectra. We discuss potential applications for other stellar and exoplanet radial velocity techniques and extensions to time-variable spectra. The code used in this analysis is freely available as an open-source Python package.

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.

Multifractal analysis of geophysical time series in the urban lake of Créteil (France).

NASA Astrophysics Data System (ADS)

Mezemate, Yacine; Tchiguirinskaia, Ioulia; Bonhomme, Celine; Schertzer, Daniel; Lemaire, Bruno Jacques; Vinçon leite, Brigitte; Lovejoy, Shaun

2013-04-01

Urban water bodies take part in the environmental quality of the cities. They regulate heat, contribute to the beauty of landscape and give some space for leisure activities (aquatic sports, swimming). As they are often artificial they are only a few meters deep. It confers them some specific properties. Indeed, they are particularly sensitive to global environmental changes, including climate change, eutrophication and contamination by micro-pollutants due to the urbanization of the watershed. Monitoring their quality has become a major challenge for urban areas. The need for a tool for predicting short-term proliferation of potentially toxic phytoplankton therefore arises. In lakes, the behavior of biological and physical (temperature) fields is mainly driven by the turbulence regime in the water. Turbulence is highly non linear, nonstationary and intermittent. This is why statistical tools are needed to characterize the evolution of the fields. The knowledge of the probability distribution of all the statistical moments of a given field is necessary to fully characterize it. This possibility is offered by the multifractal analysis based on the assumption of scale invariance. To investigate the effect of space-time variability of temperature, chlorophyll and dissolved oxygen on the cyanobacteria proliferation in the urban lake of Creteil (France), a spectral analysis is first performed on each time series (or on subsamples) to have an overall estimate of their scaling behaviors. Then a multifractal analysis (Trace Moment, Double Trace Moment) estimates the statistical moments of different orders. This analysis is adapted to the specific properties of the studied time series, i. e. the presence of large scale gradients. The nonlinear behavior of the scaling functions K(q) confirms that the investigated aquatic time series are indeed multifractal and highly intermittent .The knowledge of the universal multifractal parameters is the key to calculate the different

Time-Series Analysis of Remotely-Sensed SeaWiFS Chlorophyll in River-Influenced Coastal Regions

NASA Technical Reports Server (NTRS)

Acker, James G.; McMahon, Erin; Shen, Suhung; Hearty, Thomas; Casey, Nancy

2009-01-01

The availability of a nearly-continuous record of remotely-sensed chlorophyll a data (chl a) from the Sea-viewing Wide Field-of-view Sensor (SeaWiFS) mission, now longer than ten years, enables examination of time-series trends for multiple global locations. Innovative data analysis technology available on the World Wide Web facilitates such analyses. In coastal regions influenced by river outflows, chl a is not always indicative of actual trends in phytoplankton chlorophyll due to the interference of colored dissolved organic matter and suspended sediments; significant chl a timeseries trends for coastal regions influenced by river outflows may nonetheless be indicative of important alterations of the hydrologic and coastal environment. Chl a time-series analysis of nine marine regions influenced by river outflows demonstrates the simplicity and usefulness of this technique. The analyses indicate that coastal time-series are significantly influenced by unusual flood events. Major river systems in regions with relatively low human impact did not exhibit significant trends. Most river systems with demonstrated human impact exhibited significant negative trends, with the noteworthy exception of the Pearl River in China, which has a positive trend.

Mathematical analysis of a nutrient-plankton system with delay.

PubMed

Rehim, Mehbuba; Zhang, Zhenzhen; Muhammadhaji, Ahmadjan

2016-01-01

A mathematical model describing the interaction of nutrient-plankton is investigated in this paper. In order to account for the time needed by the phytoplankton to mature after which they can release toxins, a discrete time delay is incorporated into the system. Moreover, it is also taken into account discrete time delays which indicates the partially recycled nutrient decomposed by bacteria after the death of biomass. In the first part of our analysis the sufficient conditions ensuring local and global asymptotic stability of the model are obtained. Next, the existence of the Hopf bifurcation as time delay crosses a threshold value is established and, meanwhile, the phenomenon of stability switches is found under certain conditions. Numerical simulations are presented to illustrate the analytical results.

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.

Nonlinear times series analysis of epileptic human electroencephalogram (EEG)

NASA Astrophysics Data System (ADS)

Li, Dingzhou

The problem of seizure anticipation in patients with epilepsy has attracted significant attention in the past few years. In this paper we discuss two approaches, using methods of nonlinear time series analysis applied to scalp electrode recordings, which is able to distinguish between epochs temporally distant from and just prior to, the onset of a seizure in patients with temporal lobe epilepsy. First we describe a method involving a comparison of recordings taken from electrodes adjacent to and remote from the site of the seizure focus. In particular, we define a nonlinear quantity which we call marginal predictability. This quantity is computed using data from remote and from adjacent electrodes. We find that the difference between the marginal predictabilities computed for the remote and adjacent electrodes decreases several tens of minutes prior to seizure onset, compared to its value interictally. We also show that these difl'crcnc es of marginal predictability intervals are independent of the behavior state of the patient. Next we examine the please coherence between different electrodes both in the long-range and the short-range. When time is distant from seizure onsets ("interictally"), epileptic patients have lower long-range phase coherence in the delta (1-4Hz) and beta (18-30Hz) frequency band compared to nonepileptic subjects. When seizures approach (''preictally"), we observe an increase in phase coherence in the beta band. However, interictally there is no difference in short-range phase coherence between this cohort of patients and non-epileptic subjects. Preictally short-range phase coherence also increases in the alpha (10-13Hz) and the beta band. Next we apply the quantity marginal predictability on the phase difference time series. Such marginal predictabilities are lower in the patients than in the non-epileptic subjects. However, when seizure approaches, the former moves asymptotically towards the latter.

Detrended fluctuation analysis based on higher-order moments of financial time series

NASA Astrophysics Data System (ADS)

Teng, Yue; Shang, Pengjian

2018-01-01

In this paper, a generalized method of detrended fluctuation analysis (DFA) is proposed as a new measure to assess the complexity of a complex dynamical system such as stock market. We extend DFA and local scaling DFA to higher moments such as skewness and kurtosis (labeled SMDFA and KMDFA), so as to investigate the volatility scaling property of financial time series. Simulations are conducted over synthetic and financial data for providing the comparative study. We further report the results of volatility behaviors in three American countries, three Chinese and three European stock markets by using DFA and LSDFA method based on higher moments. They demonstrate the dynamics behaviors of time series in different aspects, which can quantify the changes of complexity for stock market data and provide us with more meaningful information than single exponent. And the results reveal some higher moments volatility and higher moments multiscale volatility details that cannot be obtained using the traditional DFA method.

Dynamic Factor Analysis of Nonstationary Multivariate Time Series.

ERIC Educational Resources Information Center

Molenaar, Peter C. M.; And Others

1992-01-01

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

Work-related accidents among the Iranian population: a time series analysis, 2000–2011

PubMed Central

Karimlou, Masoud; Imani, Mehdi; Hosseini, Agha-Fatemeh; Dehnad, Afsaneh; Vahabi, Nasim; Bakhtiyari, Mahmood

2015-01-01

Background Work-related accidents result in human suffering and economic losses and are considered as a major health problem worldwide, especially in the economically developing world. Objectives To introduce seasonal autoregressive moving average (ARIMA) models for time series analysis of work-related accident data for workers insured by the Iranian Social Security Organization (ISSO) between 2000 and 2011. Methods In this retrospective study, all insured people experiencing at least one work-related accident during a 10-year period were included in the analyses. We used Box–Jenkins modeling to develop a time series model of the total number of accidents. Results There was an average of 1476 accidents per month (1476·05±458·77, mean±SD). The final ARIMA (p,d,q) (P,D,Q)s model for fitting to data was: ARIMA(1,1,1)×(0,1,1)12 consisting of the first ordering of the autoregressive, moving average and seasonal moving average parameters with 20·942 mean absolute percentage error (MAPE). Conclusions The final model showed that time series analysis of ARIMA models was useful for forecasting the number of work-related accidents in Iran. In addition, the forecasted number of work-related accidents for 2011 explained the stability of occurrence of these accidents in recent years, indicating a need for preventive occupational health and safety policies such as safety inspection. PMID:26119774

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

NASA Astrophysics Data System (ADS)

He, Jiayi; Shang, Pengjian; Xiong, Hui

2018-06-01

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

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.

Assessing co-regulation of directly linked genes in biological networks using microarray time series analysis.

PubMed

Del Sorbo, Maria Rosaria; Balzano, Walter; Donato, Michele; Draghici, Sorin

2013-11-01

Differential expression of genes detected with the analysis of high throughput genomic experiments is a commonly used intermediate step for the identification of signaling pathways involved in the response to different biological conditions. The impact analysis was the first approach for the analysis of signaling pathways involved in a certain biological process that was able to take into account not only the magnitude of the expression change of the genes but also the topology of signaling pathways including the type of each interactions between the genes. In the impact analysis, signaling pathways are represented as weighted directed graphs with genes as nodes and the interactions between genes as edges. Edges weights are represented by a β factor, the regulatory efficiency, which is assumed to be equal to 1 in inductive interactions between genes and equal to -1 in repressive interactions. This study presents a similarity analysis between gene expression time series aimed to find correspondences with the regulatory efficiency, i.e. the β factor as found in a widely used pathway database. Here, we focused on correlations among genes directly connected in signaling pathways, assuming that the expression variations of upstream genes impact immediately downstream genes in a short time interval and without significant influences by the interactions with other genes. Time series were processed using three different similarity metrics. The first metric is based on the bit string matching; the second one is a specific application of the Dynamic Time Warping to detect similarities even in presence of stretching and delays; the third one is a quantitative comparative analysis resulting by an evaluation of frequency domain representation of time series: the similarity metric is the correlation between dominant spectral components. These three approaches are tested on real data and pathways, and a comparison is performed using Information Retrieval benchmark tools

Interrupted Time Series Analysis: A Research Technique for Evaluating Social Programs for the Elderly

ERIC Educational Resources Information Center

Calsyn, Robert J.; And Others

1977-01-01

After arguing that treatment programs for the elderly need to be evaluated with better research designs, the authors illustrate how interrupted time series analysis can be used to evaluate programs for the elderly when random assignment to experimental and control groups is not possible. (Author)

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

PubMed

Astola, Laura; Molenaar, Jaap

2014-07-01

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

Velocity landscape correlation resolves multiple flowing protein populations from fluorescence image time series.

PubMed

Pandžić, Elvis; Abu-Arish, Asmahan; Whan, Renee M; Hanrahan, John W; Wiseman, Paul W

2018-02-16

Molecular, vesicular and organellar flows are of fundamental importance for the delivery of nutrients and essential components used in cellular functions such as motility and division. With recent advances in fluorescence/super-resolution microscopy modalities we can resolve the movements of these objects at higher spatio-temporal resolutions and with better sensitivity. Previously, spatio-temporal image correlation spectroscopy has been applied to map molecular flows by correlation analysis of fluorescence fluctuations in image series. However, an underlying assumption of this approach is that the sampled time windows contain one dominant flowing component. Although this was true for most of the cases analyzed earlier, in some situations two or more different flowing populations can be present in the same spatio-temporal window. We introduce an approach, termed velocity landscape correlation (VLC), which detects and extracts multiple flow components present in a sampled image region via an extension of the correlation analysis of fluorescence intensity fluctuations. First we demonstrate theoretically how this approach works, test the performance of the method with a range of computer simulated image series with varying flow dynamics. Finally we apply VLC to study variable fluxing of STIM1 proteins on microtubules connected to the plasma membrane of Cystic Fibrosis Bronchial Epithelial (CFBE) cells. Copyright © 2018 Elsevier Inc. All rights reserved.

Time-Series Analysis of Supergranule Characterstics at Solar Minimum

NASA Technical Reports Server (NTRS)

Williams, Peter E.; Pesnell, W. Dean

2013-01-01

Sixty days of Doppler images from the Solar and Heliospheric Observatory (SOHO) / Michelson Doppler Imager (MDI) investigation during the 1996 and 2008 solar minima have been analyzed to show that certain supergranule characteristics (size, size range, and horizontal velocity) exhibit fluctuations of three to five days. Cross-correlating parameters showed a good, positive correlation between supergranulation size and size range, and a moderate, negative correlation between size range and velocity. The size and velocity do exhibit a moderate, negative correlation, but with a small time lag (less than 12 hours). Supergranule sizes during five days of co-temporal data from MDI and the Solar Dynamics Observatory (SDO) / Helioseismic Magnetic Imager (HMI) exhibit similar fluctuations with a high level of correlation between them. This verifies the solar origin of the fluctuations, which cannot be caused by instrumental artifacts according to these observations. Similar fluctuations are also observed in data simulations that model the evolution of the MDI Doppler pattern over a 60-day period. Correlations between the supergranule size and size range time-series derived from the simulated data are similar to those seen in MDI data. A simple toy-model using cumulative, uncorrelated exponential growth and decay patterns at random emergence times produces a time-series similar to the data simulations. The qualitative similarities between the simulated and the observed time-series suggest that the fluctuations arise from stochastic processes occurring within the solar convection zone. This behavior, propagating to surface manifestations of supergranulation, may assist our understanding of magnetic-field-line advection, evolution, and interaction.

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.

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.

Interrupted Time Series Versus Statistical Process Control in Quality Improvement Projects.

PubMed

Andersson Hagiwara, Magnus; Andersson Gäre, Boel; Elg, Mattias

2016-01-01

To measure the effect of quality improvement interventions, it is appropriate to use analysis methods that measure data over time. Examples of such methods include statistical process control analysis and interrupted time series with segmented regression analysis. This article compares the use of statistical process control analysis and interrupted time series with segmented regression analysis for evaluating the longitudinal effects of quality improvement interventions, using an example study on an evaluation of a computerized decision support system.

Terrain Dynamics Analysis Using Space-Time Domain Hypersurfaces and Gradient Trajectories Derived From Time Series of 3D Point Clouds

DTIC Science & Technology

2015-08-01

optimized space-time interpolation method. Tangible geospatial modeling system was further developed to support the analysis of changing elevation surfaces...Evolution Mapped by Terrestrial Laser Scanning, talk, AGU Fall 2012 *Hardin E, Mitas L, Mitasova H., Simulation of Wind -Blown Sand for...Geomorphological Applications: A Smoothed Particle Hydrodynamics Approach, GSA 2012 *Russ, E. Mitasova, H., Time series and space-time cube analyses on

Forecasting malaria cases using climatic factors in delhi, India: a time series analysis.

PubMed

Kumar, Varun; Mangal, Abha; Panesar, Sanjeet; Yadav, Geeta; Talwar, Richa; Raut, Deepak; Singh, Saudan

2014-01-01

Background. Malaria still remains a public health problem in developing countries and changing environmental and climatic factors pose the biggest challenge in fighting against the scourge of malaria. Therefore, the study was designed to forecast malaria cases using climatic factors as predictors in Delhi, India. Methods. The total number of monthly cases of malaria slide positives occurring from January 2006 to December 2013 was taken from the register maintained at the malaria clinic at Rural Health Training Centre (RHTC), Najafgarh, Delhi. Climatic data of monthly mean rainfall, relative humidity, and mean maximum temperature were taken from Regional Meteorological Centre, Delhi. Expert modeler of SPSS ver. 21 was used for analyzing the time series data. Results. Autoregressive integrated moving average, ARIMA (0,1,1) (0,1,0)(12), was the best fit model and it could explain 72.5% variability in the time series data. Rainfall (P value = 0.004) and relative humidity (P value = 0.001) were found to be significant predictors for malaria transmission in the study area. Seasonal adjusted factor (SAF) for malaria cases shows peak during the months of August and September. Conclusion. ARIMA models of time series analysis is a simple and reliable tool for producing reliable forecasts for malaria in Delhi, India.

Capturing Context-Related Change in Emotional Dynamics via Fixed Moderated Time Series Analysis.

PubMed

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

2017-01-01

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

A New Modified Histogram Matching Normalization for Time Series Microarray Analysis

PubMed Central

Astola, Laura; Molenaar, Jaap

2014-01-01

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

Single event time series analysis in a binary karst catchment evaluated using a groundwater model (Lurbach system, Austria).

PubMed

Mayaud, C; Wagner, T; Benischke, R; Birk, S

2014-04-16

The Lurbach karst system (Styria, Austria) is drained by two major springs and replenished by both autogenic recharge from the karst massif itself and a sinking stream that originates in low permeable schists (allogenic recharge). Detailed data from two events recorded during a tracer experiment in 2008 demonstrate that an overflow from one of the sub-catchments to the other is activated if the discharge of the main spring exceeds a certain threshold. Time series analysis (autocorrelation and cross-correlation) was applied to examine to what extent the various available methods support the identification of the transient inter-catchment flow observed in this binary karst system. As inter-catchment flow is found to be intermittent, the evaluation was focused on single events. In order to support the interpretation of the results from the time series analysis a simplified groundwater flow model was built using MODFLOW. The groundwater model is based on the current conceptual understanding of the karst system and represents a synthetic karst aquifer for which the same methods were applied. Using the wetting capability package of MODFLOW, the model simulated an overflow similar to what has been observed during the tracer experiment. Various intensities of allogenic recharge were employed to generate synthetic discharge data for the time series analysis. In addition, geometric and hydraulic properties of the karst system were varied in several model scenarios. This approach helps to identify effects of allogenic recharge and aquifer properties in the results from the time series analysis. Comparing the results from the time series analysis of the observed data with those of the synthetic data a good agreement was found. For instance, the cross-correlograms show similar patterns with respect to time lags and maximum cross-correlation coefficients if appropriate hydraulic parameters are assigned to the groundwater model. The comparable behaviors of the real and the

Single event time series analysis in a binary karst catchment evaluated using a groundwater model (Lurbach system, Austria)

PubMed Central

Mayaud, C.; Wagner, T.; Benischke, R.; Birk, S.

2014-01-01

Summary The Lurbach karst system (Styria, Austria) is drained by two major springs and replenished by both autogenic recharge from the karst massif itself and a sinking stream that originates in low permeable schists (allogenic recharge). Detailed data from two events recorded during a tracer experiment in 2008 demonstrate that an overflow from one of the sub-catchments to the other is activated if the discharge of the main spring exceeds a certain threshold. Time series analysis (autocorrelation and cross-correlation) was applied to examine to what extent the various available methods support the identification of the transient inter-catchment flow observed in this binary karst system. As inter-catchment flow is found to be intermittent, the evaluation was focused on single events. In order to support the interpretation of the results from the time series analysis a simplified groundwater flow model was built using MODFLOW. The groundwater model is based on the current conceptual understanding of the karst system and represents a synthetic karst aquifer for which the same methods were applied. Using the wetting capability package of MODFLOW, the model simulated an overflow similar to what has been observed during the tracer experiment. Various intensities of allogenic recharge were employed to generate synthetic discharge data for the time series analysis. In addition, geometric and hydraulic properties of the karst system were varied in several model scenarios. This approach helps to identify effects of allogenic recharge and aquifer properties in the results from the time series analysis. Comparing the results from the time series analysis of the observed data with those of the synthetic data a good agreement was found. For instance, the cross-correlograms show similar patterns with respect to time lags and maximum cross-correlation coefficients if appropriate hydraulic parameters are assigned to the groundwater model. The comparable behaviors of the real and

Load Balancing Using Time Series Analysis for Soft Real Time Systems with Statistically Periodic Loads

NASA Technical Reports Server (NTRS)

Hailperin, M.

1993-01-01

This thesis provides design and analysis of techniques for global load balancing on ensemble architectures running soft-real-time object-oriented applications with statistically periodic loads. It focuses on estimating the instantaneous average load over all the processing elements. The major contribution is the use of explicit stochastic process models for both the loading and the averaging itself. These models are exploited via statistical time-series analysis and Bayesian inference to provide improved average load estimates, and thus to facilitate global load balancing. This thesis explains the distributed algorithms used and provides some optimality results. It also describes the algorithms' implementation and gives performance results from simulation. These results show that the authors' techniques allow more accurate estimation of the global system loading, resulting in fewer object migrations than local methods. The authors' method is shown to provide superior performance, relative not only to static load-balancing schemes but also to many adaptive load-balancing methods. Results from a preliminary analysis of another system and from simulation with a synthetic load provide some evidence of more general applicability.

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

Ecological Momentary Assessments and Automated Time Series Analysis to Promote Tailored Health Care: A Proof-of-Principle Study.

PubMed

van der Krieke, Lian; Emerencia, Ando C; Bos, Elisabeth H; Rosmalen, Judith Gm; Riese, Harriëtte; Aiello, Marco; Sytema, Sjoerd; de Jonge, Peter

2015-08-07

Health promotion can be tailored by combining ecological momentary assessments (EMA) with time series analysis. This combined method allows for studying the temporal order of dynamic relationships among variables, which may provide concrete indications for intervention. However, application of this method in health care practice is hampered because analyses are conducted manually and advanced statistical expertise is required. This study aims to show how this limitation can be overcome by introducing automated vector autoregressive modeling (VAR) of EMA data and to evaluate its feasibility through comparisons with results of previously published manual analyses. We developed a Web-based open source application, called AutoVAR, which automates time series analyses of EMA data and provides output that is intended to be interpretable by nonexperts. The statistical technique we used was VAR. AutoVAR tests and evaluates all possible VAR models within a given combinatorial search space and summarizes their results, thereby replacing the researcher's tasks of conducting the analysis, making an informed selection of models, and choosing the best model. We compared the output of AutoVAR to the output of a previously published manual analysis (n=4). An illustrative example consisting of 4 analyses was provided. Compared to the manual output, the AutoVAR output presents similar model characteristics and statistical results in terms of the Akaike information criterion, the Bayesian information criterion, and the test statistic of the Granger causality test. Results suggest that automated analysis and interpretation of times series is feasible. Compared to a manual procedure, the automated procedure is more robust and can save days of time. These findings may pave the way for using time series analysis for health promotion on a larger scale. AutoVAR was evaluated using the results of a previously conducted manual analysis. Analysis of additional datasets is needed in order to

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

DOE PAGES

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

2014-07-14

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

An Ontology for the Discovery of Time-series Data

NASA Astrophysics Data System (ADS)

Hooper, R. P.; Choi, Y.; Piasecki, M.; Zaslavsky, I.; Valentine, D. W.; Whitenack, T.

2010-12-01

An ontology was developed to enable a single-dimensional keyword search of time-series data collected at fixed points, such as stream gage records, water quality observations, or repeated biological measurements collected at fixed stations. The hierarchical levels were developed to allow navigation from general concepts to more specific ones, terminating in a leaf concept, which is the specific property measured. For example, the concept “nutrient” has child concepts of “nitrogen”, “phosphorus”, and “carbon”; each of these children concepts are then broken into the actual constituent measured (e.g., “total kjeldahl nitrogen” or “nitrate + nitrite”). In this way, a non-expert user can find all nutrients containing nitrogen without knowing all the species measured, but an expert user can go immediately to the compound of interest. In addition, a property, such as dissolved silica, can appear as a leaf concept under nutrients or weathering products. This flexibility allows users from various disciplines to find properties of interest. The ontology can be viewed at http://water.sdsc.edu/hiscentral/startree.aspx. Properties measured by various data publishers (e.g., universities and government agencies) are tagged with leaf concepts from this ontology. A discovery client, HydroDesktop, creates a search request by defining the spatial and temporal extent of interest and a keyword taken from the discovery ontology. Metadata returned from the catalog describes the time series which meet the specified search criteria. This ontology is considered to be an initial description of physical, chemical and biological properties measured in water and suspended sediment. Future plans call for creating a moderated forum for the scientific community to add to and to modify this ontology. Further information for the Hydrologic Information Systems project, of which this is a part, is available at http://his.cuahsi.org.

Time-series analysis in imatinib-resistant chronic myeloid leukemia K562-cells under different drug treatments.

PubMed

Zhao, Yan-Hong; Zhang, Xue-Fang; Zhao, Yan-Qiu; Bai, Fan; Qin, Fan; Sun, Jing; Dong, Ying

2017-08-01

Chronic myeloid leukemia (CML) is characterized by the accumulation of active BCR-ABL protein. Imatinib is the first-line treatment of CML; however, many patients are resistant to this drug. In this study, we aimed to compare the differences in expression patterns and functions of time-series genes in imatinib-resistant CML cells under different drug treatments. GSE24946 was downloaded from the GEO database, which included 17 samples of K562-r cells with (n=12) or without drug administration (n=5). Three drug treatment groups were considered for this study: arsenic trioxide (ATO), AMN107, and ATO+AMN107. Each group had one sample at each time point (3, 12, 24, and 48 h). Time-series genes with a ratio of standard deviation/average (coefficient of variation) >0.15 were screened, and their expression patterns were revealed based on Short Time-series Expression Miner (STEM). Then, the functional enrichment analysis of time-series genes in each group was performed using DAVID, and the genes enriched in the top ten functional categories were extracted to detect their expression patterns. Different time-series genes were identified in the three groups, and most of them were enriched in the ribosome and oxidative phosphorylation pathways. Time-series genes in the three treatment groups had different expression patterns and functions. Time-series genes in the ATO group (e.g. CCNA2 and DAB2) were significantly associated with cell adhesion, those in the AMN107 group were related to cellular carbohydrate metabolic process, while those in the ATO+AMN107 group (e.g. AP2M1) were significantly related to cell proliferation and antigen processing. In imatinib-resistant CML cells, ATO could influence genes related to cell adhesion, AMN107 might affect genes involved in cellular carbohydrate metabolism, and the combination therapy might regulate genes involved in cell proliferation.

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).

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

NASA Astrophysics Data System (ADS)

Forootan, Ehsan; Kusche, Jürgen

2016-04-01

Geodetic/geophysical observations, such as the time series of global terrestrial water storage change or sea level and temperature change, represent samples of physical processes and therefore contain information about complex physical interactionswith many inherent time scales. Extracting relevant information from these samples, for example quantifying the seasonality of a physical process or its variability due to large-scale ocean-atmosphere interactions, is not possible by rendering simple time series approaches. In the last decades, decomposition techniques have found increasing interest for extracting patterns from geophysical observations. Traditionally, principal component analysis (PCA) and more recently independent component analysis (ICA) are common techniques to extract statistical orthogonal (uncorrelated) and independent modes that represent the maximum variance of observations, respectively. PCA and ICA can be classified as stationary signal decomposition techniques since they are based on decomposing the auto-covariance matrix or diagonalizing higher (than two)-order statistical tensors from centered time series. However, the stationary assumption is obviously not justifiable for many geophysical and climate variables even after removing cyclic components e.g., the seasonal cycles. In this paper, we present a new decomposition method, the complex independent component analysis (CICA, Forootan, PhD-2014), which can be applied to extract to non-stationary (changing in space and time) patterns from geophysical time series. Here, CICA is derived as an extension of real-valued ICA (Forootan and Kusche, JoG-2012), where we (i) define a new complex data set using a Hilbert transformation. The complex time series contain the observed values in their real part, and the temporal rate of variability in their imaginary part. (ii) An ICA algorithm based on diagonalization of fourth-order cumulants is then applied to decompose the new complex data set in (i

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.

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.

Improved Analysis of Time Series with Temporally Correlated Errors: An Algorithm that Reduces the Computation Time.

NASA Astrophysics Data System (ADS)

Langbein, J. O.

2016-12-01

Most time series of geophysical phenomena are contaminated with temporally correlated errors that limit the precision of any derived parameters. Ignoring temporal correlations will result in biased and unrealistic estimates of velocity and its error estimated from geodetic position measurements. Obtaining better estimates of uncertainties is limited by several factors, including selection of the correct model for the background noise and the computational requirements to estimate the parameters of the selected noise model when there are numerous observations. Here, I address the second problem of computational efficiency using maximum likelihood estimates (MLE). Most geophysical time series have background noise processes that can be represented as a combination of white and power-law noise, 1/fn , with frequency, f. Time domain techniques involving construction and inversion of large data covariance matrices are employed. Bos et al. [2012] demonstrate one technique that substantially increases the efficiency of the MLE methods, but it provides only an approximate solution for power-law indices greater than 1.0. That restriction can be removed by simply forming a data-filter that adds noise processes rather than combining them in quadrature. Consequently, the inversion of the data covariance matrix is simplified and it provides robust results for a wide range of power-law indices. With the new formulation, the efficiency is typically improved by about a factor of 8 over previous MLE algorithms [Langbein, 2004]. The new algorithm can be downloaded at http://earthquake.usgs.gov/research/software/#est_noise. The main program provides a number of basic functions that can be used to model the time-dependent part of time series and a variety of models that describe the temporal covariance of the data. In addition, the program is packaged with a few companion programs and scripts that can help with data analysis and with interpretation of the noise modeling.

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.

Using high-frequency sensors to identify hydroclimatological controls on storm-event variability in catchment nutrient fluxes and source zone activation

NASA Astrophysics Data System (ADS)

Blaen, Phillip; Khamis, Kieran; Lloyd, Charlotte; Krause, Stefan

2017-04-01

At the river catchment scale, storm events can drive highly variable behaviour in nutrient and water fluxes, yet short-term dynamics are frequently missed by low resolution sampling regimes. In addition, nutrient source contributions can vary significantly within and between storm events. Our inability to identify and characterise time dynamic source zone contributions severely hampers the adequate design of land use management practices in order to control nutrient exports from agricultural landscapes. Here, we utilise an 8-month high-frequency (hourly) time series of streamflow, nitrate concentration (NO3) and fluorescent dissolved organic matter concentration (FDOM) derived from optical in-situ sensors located in a headwater agricultural catchment. We characterised variability in flow and nutrient dynamics across 29 storm events. Storm events represented 31% of the time series and contributed disproportionately to nutrient loads (43% of NO3 and 36% of CDOM) relative to their duration. Principal components analysis of potential hydroclimatological controls on nutrient fluxes demonstrated that a small number of components, representing >90% of variance in the dataset, were highly significant model predictors of inter-event variability in catchment nutrient export. Hysteresis analysis of nutrient concentration-discharge relationships suggested spatially discrete source zones existed for NO3 and FDOM, and that activation of these zones varied on an event-specific basis. Our results highlight the benefits of high-frequency in-situ monitoring for characterising complex short-term nutrient dynamics and unravelling connections between hydroclimatological variability and river nutrient export and source zone activation under extreme flow conditions. These new process-based insights are fundamental to underpinning the development of targeted management measures to reduce nutrient loading of surface waters.

A time-series approach to dynamical systems from classical and quantum worlds

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

Fossion, Ruben

2014-01-08

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

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.

Load Balancing Using Time Series Analysis for Soft Real Time Systems with Statistically Periodic Loads

NASA Technical Reports Server (NTRS)

Hailperin, Max

1993-01-01

This thesis provides design and analysis of techniques for global load balancing on ensemble architectures running soft-real-time object-oriented applications with statistically periodic loads. It focuses on estimating the instantaneous average load over all the processing elements. The major contribution is the use of explicit stochastic process models for both the loading and the averaging itself. These models are exploited via statistical time-series analysis and Bayesian inference to provide improved average load estimates, and thus to facilitate global load balancing. This thesis explains the distributed algorithms used and provides some optimality results. It also describes the algorithms' implementation and gives performance results from simulation. These results show that our techniques allow more accurate estimation of the global system load ing, resulting in fewer object migration than local methods. Our method is shown to provide superior performance, relative not only to static load-balancing schemes but also to many adaptive methods.

Forecast models for suicide: Time-series analysis with data from Italy.

PubMed

Preti, Antonio; Lentini, Gianluca

2016-01-01

The prediction of suicidal behavior is a complex task. To fine-tune targeted preventative interventions, predictive analytics (i.e. forecasting future risk of suicide) is more important than exploratory data analysis (pattern recognition, e.g. detection of seasonality in suicide time series). This study sets out to investigate the accuracy of forecasting models of suicide for men and women. A total of 101 499 male suicides and of 39 681 female suicides - occurred in Italy from 1969 to 2003 - were investigated. In order to apply the forecasting model and test its accuracy, the time series were split into a training set (1969 to 1996; 336 months) and a test set (1997 to 2003; 84 months). The main outcome was the accuracy of forecasting models on the monthly number of suicides. These measures of accuracy were used: mean absolute error; root mean squared error; mean absolute percentage error; mean absolute scaled error. In both male and female suicides a change in the trend pattern was observed, with an increase from 1969 onwards to reach a maximum around 1990 and decrease thereafter. The variances attributable to the seasonal and trend components were, respectively, 24% and 64% in male suicides, and 28% and 41% in female ones. Both annual and seasonal historical trends of monthly data contributed to forecast future trends of suicide with a margin of error around 10%. The finding is clearer in male than in female time series of suicide. The main conclusion of the study is that models taking seasonality into account seem to be able to derive information on deviation from the mean when this occurs as a zenith, but they fail to reproduce it when it occurs as a nadir. Preventative efforts should concentrate on the factors that influence the occurrence of increases above the main trend in both seasonal and cyclic patterns of suicides.

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.

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

Immediate versus sustained effects: interrupted time series analysis of a tailored intervention.

PubMed

Hanbury, Andria; Farley, Katherine; Thompson, Carl; Wilson, Paul M; Chambers, Duncan; Holmes, Heather

2013-11-05

Detailed intervention descriptions and robust evaluations that test intervention impact--and explore reasons for impact--are an essential part of progressing implementation science. Time series designs enable the impact and sustainability of intervention effects to be tested. When combined with time series designs, qualitative methods can provide insight into intervention effectiveness and help identify areas for improvement for future interventions. This paper describes the development, delivery, and evaluation of a tailored intervention designed to increase primary health care professionals' adoption of a national recommendation that women with mild to moderate postnatal depression (PND) are referred for psychological therapy as a first stage treatment. Three factors influencing referral for psychological treatment were targeted using three related intervention components: a tailored educational meeting, a tailored educational leaflet, and changes to an electronic system data template used by health professionals during consultations for PND. Evaluation comprised time series analysis of monthly audit data on percentage referral rates and monthly first prescription rates for anti-depressants. Interviews were conducted with a sample of health professionals to explore their perceptions of the intervention components and to identify possible factors influencing intervention effectiveness. The intervention was associated with a significant, immediate, positive effect upon percentage referral rates for psychological treatments. This effect was not sustained over the ten month follow-on period. Monthly rates of anti-depressant prescriptions remained consistently high after the intervention. Qualitative interview findings suggest key messages received from the intervention concerned what appropriate antidepressant prescribing is, suggesting this to underlie the lack of impact upon prescribing rates. However, an understanding that psychological treatment can have long

Measurement error in time-series analysis: a simulation study comparing modelled and monitored data.

PubMed

Butland, Barbara K; Armstrong, Ben; Atkinson, Richard W; Wilkinson, Paul; Heal, Mathew R; Doherty, Ruth M; Vieno, Massimo

2013-11-13

Assessing health effects from background exposure to air pollution is often hampered by the sparseness of pollution monitoring networks. However, regional atmospheric chemistry-transport models (CTMs) can provide pollution data with national coverage at fine geographical and temporal resolution. We used statistical simulation to compare the impact on epidemiological time-series analysis of additive measurement error in sparse monitor data as opposed to geographically and temporally complete model data. Statistical simulations were based on a theoretical area of 4 regions each consisting of twenty-five 5 km × 5 km grid-squares. In the context of a 3-year Poisson regression time-series analysis of the association between mortality and a single pollutant, we compared the error impact of using daily grid-specific model data as opposed to daily regional average monitor data. We investigated how this comparison was affected if we changed the number of grids per region containing a monitor. To inform simulations, estimates (e.g. of pollutant means) were obtained from observed monitor data for 2003-2006 for national network sites across the UK and corresponding model data that were generated by the EMEP-WRF CTM. Average within-site correlations between observed monitor and model data were 0.73 and 0.76 for rural and urban daily maximum 8-hour ozone respectively, and 0.67 and 0.61 for rural and urban loge(daily 1-hour maximum NO2). When regional averages were based on 5 or 10 monitors per region, health effect estimates exhibited little bias. However, with only 1 monitor per region, the regression coefficient in our time-series analysis was attenuated by an estimated 6% for urban background ozone, 13% for rural ozone, 29% for urban background loge(NO2) and 38% for rural loge(NO2). For grid-specific model data the corresponding figures were 19%, 22%, 54% and 44% respectively, i.e. similar for rural loge(NO2) but more marked for urban loge(NO2). Even if correlations between

Time-series RNA-seq analysis package (TRAP) and its application to the analysis of rice, Oryza sativa L. ssp. Japonica, upon drought stress.

PubMed

Jo, Kyuri; Kwon, Hawk-Bin; Kim, Sun

2014-06-01

Measuring expression levels of genes at the whole genome level can be useful for many purposes, especially for revealing biological pathways underlying specific phenotype conditions. When gene expression is measured over a time period, we have opportunities to understand how organisms react to stress conditions over time. Thus many biologists routinely measure whole genome level gene expressions at multiple time points. However, there are several technical difficulties for analyzing such whole genome expression data. In addition, these days gene expression data is often measured by using RNA-sequencing rather than microarray technologies and then analysis of expression data is much more complicated since the analysis process should start with mapping short reads and produce differentially activated pathways and also possibly interactions among pathways. In addition, many useful tools for analyzing microarray gene expression data are not applicable for the RNA-seq data. Thus a comprehensive package for analyzing time series transcriptome data is much needed. In this article, we present a comprehensive package, Time-series RNA-seq Analysis Package (TRAP), integrating all necessary tasks such as mapping short reads, measuring gene expression levels, finding differentially expressed genes (DEGs), clustering and pathway analysis for time-series data in a single environment. In addition to implementing useful algorithms that are not available for RNA-seq data, we extended existing pathway analysis methods, ORA and SPIA, for time series analysis and estimates statistical values for combined dataset by an advanced metric. TRAP also produces visual summary of pathway interactions. Gene expression change labeling, a practical clustering method used in TRAP, enables more accurate interpretation of the data when combined with pathway analysis. We applied our methods on a real dataset for the analysis of rice (Oryza sativa L. Japonica nipponbare) upon drought stress. The result

Nonlinear Time Series Analysis of Nodulation Factor Induced Calcium Oscillations: Evidence for Deterministic Chaos?

PubMed Central

Hazledine, Saul; Sun, Jongho; Wysham, Derin; Downie, J. Allan; Oldroyd, Giles E. D.; Morris, Richard J.

2009-01-01

Legume plants form beneficial symbiotic interactions with nitrogen fixing bacteria (called rhizobia), with the rhizobia being accommodated in unique structures on the roots of the host plant. The legume/rhizobial symbiosis is responsible for a significant proportion of the global biologically available nitrogen. The initiation of this symbiosis is governed by a characteristic calcium oscillation within the plant root hair cells and this signal is activated by the rhizobia. Recent analyses on calcium time series data have suggested that stochastic effects have a large role to play in defining the nature of the oscillations. The use of multiple nonlinear time series techniques, however, suggests an alternative interpretation, namely deterministic chaos. We provide an extensive, nonlinear time series analysis on the nature of this calcium oscillation response. We build up evidence through a series of techniques that test for determinism, quantify linear and nonlinear components, and measure the local divergence of the system. Chaos is common in nature and it seems plausible that properties of chaotic dynamics might be exploited by biological systems to control processes within the cell. Systems possessing chaotic control mechanisms are more robust in the sense that the enhanced flexibility allows more rapid response to environmental changes with less energetic costs. The desired behaviour could be most efficiently targeted in this manner, supporting some intriguing speculations about nonlinear mechanisms in biological signaling. PMID:19675679

Remote Sensing Time Series Product Tool

NASA Technical Reports Server (NTRS)

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

2006-01-01

programmers to bypass the GUI and to create more user-specific output products, such as comparison time plots or images. This type of time series analysis tool for remotely sensed imagery could be the basis of a large-area vegetation surveillance system. The TSPT has been used to generate NDVI time series over growing seasons in California and Argentina and for hurricane events, such as Hurricane Katrina.

Frequency Analysis of Modis Ndvi Time Series for Determining Hotspot of Land Degradation in Mongolia

NASA Astrophysics Data System (ADS)

Nasanbat, E.; Sharav, S.; Sanjaa, T.; Lkhamjav, O.; Magsar, E.; Tuvdendorj, B.

2018-04-01

This study examines MODIS NDVI satellite imagery time series can be used to determine hotspot of land degradation area in whole Mongolia. The trend statistical analysis of Mann-Kendall was applied to a 16-year MODIS NDVI satellite imagery record, based on 16-day composited temporal data (from May to September) for growing seasons and from 2000 to 2016. We performed to frequency analysis that resulting NDVI residual trend pattern would enable successful determined of negative and positive changes in photo synthetically health vegetation. Our result showed that negative and positive values and generated a map of significant trends. Also, we examined long-term of meteorological parameters for the same period. The result showed positive and negative NDVI trends concurred with land cover types change representing an improve or a degrade in vegetation, respectively. Also, integrated the climate parameters which were precipitation and air temperature changes in the same time period seem to have had an affecting on huge NDVI trend area. The time series trend analysis approach applied successfully determined hotspot of an improvement and a degraded area due to land degradation and desertification.

Decoding Dynamic Brain Patterns from Evoked Responses: A Tutorial on Multivariate Pattern Analysis Applied to Time Series Neuroimaging Data.

PubMed

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

2017-04-01

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

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

PubMed

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

2014-10-01

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

More on Time Series Designs: A Reanalysis of Mayer and Kozlow's Data.

ERIC Educational Resources Information Center

Willson, Victor L.

1982-01-01

Differentiating between time-series design and time-series analysis, examines design considerations and reanalyzes data previously reported by Mayer and Kozlow in this journal. The current analysis supports the analysis performed by Mayer and Kozlow but puts the results on a somewhat firmer statistical footing. (Author/JN)

Extensive mapping of coastal change in Alaska by Landsat time-series analysis, 1972-2013 (Invited)

NASA Astrophysics Data System (ADS)

Macander, M. J.; Swingley, C. S.; Reynolds, J.

2013-12-01

The landscape-scale effects of coastal storms on Alaska's Bering Sea and Gulf of Alaska coasts includes coastal erosion, migration of spits and barrier islands, breaching of coastal lakes and lagoons, and inundation and salt-kill of vegetation. Large changes in coastal storm frequency and intensity are expected due to climate change and reduced sea-ice extent. Storms have a wide range of impacts on carbon fluxes and on fish and wildlife resources, infrastructure siting and operation, and emergency response planning. In areas experiencing moderate to large effects, changes can be mapped by analyzing trends in time series of Landsat imagery from Landsat 1 through Landsat 8. ABR, Inc.--Environmental Research & Services and the Western Alaska Landscape Conservation Cooperative are performing a time-series trend analysis for over 22,000 kilometers of coastline along the Bering Sea and Gulf of Alaska. The archive of Landsat imagery covers the time period 1972-present. For a pilot study area in Kotzebue Sound, we conducted a regression analysis of changes in near-infrared reflectance to identify areas with significant changes in coastal features, 1972-2011. Suitable ice- and cloud-free Landsat imagery was obtained for 28 of the 40 years during the period. The approach captured several coastal changes over the 40-year study period, including coastal erosion exceeding the 60-m pixel resolution of the Multispectral Scanner (MSS) data and migrations of coastal spits and estuarine channels. In addition several lake drainage events were identified, mostly inland from the coastal zone. Analysis of shorter, decadal time periods produced noisier results that were generally consistent with the long-term trend analysis. Unusual conditions at the start or end of the time-series can strongly influence decadal results. Based on these results the study is being scaled up to map coastal change for over 22,000 kilometers of coastline along the Bering Sea and Gulf of Alaska coast. The

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.

A matching framework to improve causal inference in interrupted time-series analysis.

PubMed

Linden, Ariel

2018-04-01

Interrupted time-series analysis (ITSA) is a popular evaluation methodology in which a single treatment unit's outcome is studied over time and the intervention is expected to "interrupt" the level and/or trend of the outcome, subsequent to its introduction. When ITSA is implemented without a comparison group, the internal validity may be quite poor. Therefore, adding a comparable control group to serve as the counterfactual is always preferred. This paper introduces a novel matching framework, ITSAMATCH, to create a comparable control group by matching directly on covariates and then use these matches in the outcomes model. We evaluate the effect of California's Proposition 99 (passed in 1988) for reducing cigarette sales, by comparing California to other states not exposed to smoking reduction initiatives. We compare ITSAMATCH results to 2 commonly used matching approaches, synthetic controls (SYNTH), and regression adjustment; SYNTH reweights nontreated units to make them comparable to the treated unit, and regression adjusts covariates directly. Methods are compared by assessing covariate balance and treatment effects. Both ITSAMATCH and SYNTH achieved covariate balance and estimated similar treatment effects. The regression model found no treatment effect and produced inconsistent covariate adjustment. While the matching framework achieved results comparable to SYNTH, it has the advantage of being technically less complicated, while producing statistical estimates that are straightforward to interpret. Conversely, regression adjustment may "adjust away" a treatment effect. Given its advantages, ITSAMATCH should be considered as a primary approach for evaluating treatment effects in multiple-group time-series analysis. © 2017 John Wiley & Sons, Ltd.

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.

G14A-06- Analysis of the DORIS, GNSS, SLR, VLBI and Gravimetric Time Series at the GGOS Core Sites

NASA Technical Reports Server (NTRS)

Moreaux, G.; Lemoine, F.; Luceri, V.; Pavlis, E.; MacMillan, D.; Bonvalot, S.; Saunier, J.

2017-01-01

Analysis of the time series at the 3-4 multi-technique GGOS sites to analyze and compare the spectral content of the space geodetic and gravity time series. Evaluate the level of agreement between the space geodesy measurements and the physical tie vectors.

Causality as a Rigorous Notion and Quantitative Causality Analysis with Time Series

NASA Astrophysics Data System (ADS)

Liang, X. S.

2017-12-01

Given two time series, can one faithfully tell, in a rigorous and quantitative way, the cause and effect between them? Here we show that this important and challenging question (one of the major challenges in the science of big data), which is of interest in a wide variety of disciplines, has a positive answer. Particularly, for linear systems, the maximal likelihood estimator of the causality from a series X2 to another series X1, written T2→1, turns out to be concise in form: T2→1 = [C11 C12 C2,d1 — C112 C1,d1] / [C112 C22 — C11C122] where Cij (i,j=1,2) is the sample covariance between Xi and Xj, and Ci,dj the covariance between Xi and ΔXj/Δt, the difference approximation of dXj/dt using the Euler forward scheme. An immediate corollary is that causation implies correlation, but not vice versa, resolving the long-standing debate over causation versus correlation. The above formula has been validated with touchstone series purportedly generated with one-way causality that evades the classical approaches such as Granger causality test and transfer entropy analysis. It has also been applied successfully to the investigation of many real problems. Through a simple analysis with the stock series of IBM and GE, an unusually strong one-way causality is identified from the former to the latter in their early era, revealing to us an old story, which has almost faded into oblivion, about "Seven Dwarfs" competing with a "Giant" for the computer market. Another example presented here regards the cause-effect relation between the two climate modes, El Niño and Indian Ocean Dipole (IOD). In general, these modes are mutually causal, but the causality is asymmetric. To El Niño, the information flowing from IOD manifests itself as a propagation of uncertainty from the Indian Ocean. In the third example, an unambiguous one-way causality is found between CO2 and the global mean temperature anomaly. While it is confirmed that CO2 indeed drives the recent global warming

Seasonal and annual precipitation time series trend analysis in North Carolina, United States

NASA Astrophysics Data System (ADS)

Sayemuzzaman, Mohammad; Jha, Manoj K.

2014-02-01

The present study performs the spatial and temporal trend analysis of the annual and seasonal time-series of a set of uniformly distributed 249 stations precipitation data across the state of North Carolina, United States over the period of 1950-2009. The Mann-Kendall (MK) test, the Theil-Sen approach (TSA) and the Sequential Mann-Kendall (SQMK) test were applied to quantify the significance of trend, magnitude of trend, and the trend shift, respectively. Regional (mountain, piedmont and coastal) precipitation trends were also analyzed using the above-mentioned tests. Prior to the application of statistical tests, the pre-whitening technique was used to eliminate the effect of autocorrelation of precipitation data series. The application of the above-mentioned procedures has shown very notable statewide increasing trend for winter and decreasing trend for fall precipitation. Statewide mixed (increasing/decreasing) trend has been detected in annual, spring, and summer precipitation time series. Significant trends (confidence level ≥ 95%) were detected only in 8, 7, 4 and 10 nos. of stations (out of 249 stations) in winter, spring, summer, and fall, respectively. Magnitude of the highest increasing (decreasing) precipitation trend was found about 4 mm/season (- 4.50 mm/season) in fall (summer) season. Annual precipitation trend magnitude varied between - 5.50 mm/year and 9 mm/year. Regional trend analysis found increasing precipitation in mountain and coastal regions in general except during the winter. Piedmont region was found to have increasing trends in summer and fall, but decreasing trend in winter, spring and on an annual basis. The SQMK test on "trend shift analysis" identified a significant shift during 1960 - 70 in most parts of the state. Finally, the comparison between winter (summer) precipitations with the North Atlantic Oscillation (Southern Oscillation) indices concluded that the variability and trend of precipitation can be explained by the

Harmonic analysis of dense time series of landsat imagery for modeling change in forest conditions

Treesearch

Barry Tyler Wilson

2015-01-01

This study examined the utility of dense time series of Landsat imagery for small area estimation and mapping of change in forest conditions over time. The study area was a region in north central Wisconsin for which Landsat 7 ETM+ imagery and field measurements from the Forest Inventory and Analysis program are available for the decade of 2003 to 2012. For the periods...

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

NASA Astrophysics Data System (ADS)

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

2005-10-01

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

Nonlinear multivariate and time series analysis by neural network methods

NASA Astrophysics Data System (ADS)

Hsieh, William W.

2004-03-01

Methods in multivariate statistical analysis are essential for working with large amounts of geophysical data, data from observational arrays, from satellites, or from numerical model output. In classical multivariate statistical analysis, there is a hierarchy of methods, starting with linear regression at the base, followed by principal component analysis (PCA) and finally canonical correlation analysis (CCA). A multivariate time series method, the singular spectrum analysis (SSA), has been a fruitful extension of the PCA technique. The common drawback of these classical methods is that only linear structures can be correctly extracted from the data. Since the late 1980s, neural network methods have become popular for performing nonlinear regression and classification. More recently, neural network methods have been extended to perform nonlinear PCA (NLPCA), nonlinear CCA (NLCCA), and nonlinear SSA (NLSSA). This paper presents a unified view of the NLPCA, NLCCA, and NLSSA techniques and their applications to various data sets of the atmosphere and the ocean (especially for the El Niño-Southern Oscillation and the stratospheric quasi-biennial oscillation). These data sets reveal that the linear methods are often too simplistic to describe real-world systems, with a tendency to scatter a single oscillatory phenomenon into numerous unphysical modes or higher harmonics, which can be largely alleviated in the new nonlinear paradigm.

Use of a Principal Components Analysis for the Generation of Daily Time Series.

NASA Astrophysics Data System (ADS)

Dreveton, Christine; Guillou, Yann

2004-07-01

A new approach for generating daily time series is considered in response to the weather-derivatives market. This approach consists of performing a principal components analysis to create independent variables, the values of which are then generated separately with a random process. Weather derivatives are financial or insurance products that give companies the opportunity to cover themselves against adverse climate conditions. The aim of a generator is to provide a wider range of feasible situations to be used in an assessment of risk. Generation of a temperature time series is required by insurers or bankers for pricing weather options. The provision of conditional probabilities and a good representation of the interannual variance are the main challenges of a generator when used for weather derivatives. The generator was developed according to this new approach using a principal components analysis and was applied to the daily average temperature time series of the Paris-Montsouris station in France. The observed dataset was homogenized and the trend was removed to represent correctly the present climate. The results obtained with the generator show that it represents correctly the interannual variance of the observed climate; this is the main result of the work, because one of the main discrepancies of other generators is their inability to represent accurately the observed interannual climate variance—this discrepancy is not acceptable for an application to weather derivatives. The generator was also tested to calculate conditional probabilities: for example, the knowledge of the aggregated value of heating degree-days in the middle of the heating season allows one to estimate the probability if reaching a threshold at the end of the heating season. This represents the main application of a climate generator for use with weather derivatives.

Automatic Segmentation of Invasive Breast Carcinomas from DCE-MRI using Time Series Analysis

PubMed Central

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

2013-01-01

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

Time Series Model Identification by Estimating Information, Memory, and Quantiles.

DTIC Science & Technology

1983-07-01

Standards, Sect. D, 68D, 937-951. Parzen, Emanuel (1969) "Multiple time series modeling" Multivariate Analysis - II, edited by P. Krishnaiah , Academic... Krishnaiah , North Holland: Amsterdam, 283-295. Parzen, Emanuel (1979) "Forecasting and Whitening Filter Estimation" TIMS Studies in the Management...principle. Applications of Statistics, P. R. Krishnaiah , ed. North Holland: Amsterdam, 27-41. Box, G. E. P. and Jenkins, G. M. (1970) Time Series Analysis

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

ERIC Educational Resources Information Center

Doerann-George, Judith

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

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

Visualization of time series statistical data by shape analysis (GDP ratio changes among Asia countries)

NASA Astrophysics Data System (ADS)

Shirota, Yukari; Hashimoto, Takako; Fitri Sari, Riri

2018-03-01

It has been very significant to visualize time series big data. In the paper we shall discuss a new analysis method called “statistical shape analysis” or “geometry driven statistics” on time series statistical data in economics. In the paper, we analyse the agriculture, value added and industry, value added (percentage of GDP) changes from 2000 to 2010 in Asia. We handle the data as a set of landmarks on a two-dimensional image to see the deformation using the principal components. The point of the analysis method is the principal components of the given formation which are eigenvectors of its bending energy matrix. The local deformation can be expressed as the set of non-Affine transformations. The transformations give us information about the local differences between in 2000 and in 2010. Because the non-Affine transformation can be decomposed into a set of partial warps, we present the partial warps visually. The statistical shape analysis is widely used in biology but, in economics, no application can be found. In the paper, we investigate its potential to analyse the economic data.

Time Series Analysis of the Quasar PKS 1749+096

NASA Astrophysics Data System (ADS)

Lam, Michael T.; Balonek, T. J.

2011-01-01

Multiple timescales of variability are observed in quasars at a variety of wavelengths, the nature of which is not fully understood. In 2007 and 2008, the quasar 1749+096 underwent two unprecedented optical outbursts, reaching a brightness never before seen in our twenty years of monitoring. Much lower level activity had been seen prior to these two outbursts. We present an analysis of the timescales of variability over the two regimes using a variety of statistical techniques. An IDL software package developed at Colgate University over the summer of 2010, the Quasar User Interface (QUI), provides effective computation of four time series functions for analyzing underlying trends present in generic, discretely sampled data sets. Using the Autocorrelation Function, Structure Function, and Power Spectrum, we are able to quickly identify possible variability timescales. QUI is also capable of computing the Cross-Correlation Function for comparing variability at different wavelengths. We apply these algorithms to 1749+096 and present our analysis of the timescales for this object. Funding for this project was received from Colgate University, the Justus and Jayne Schlichting Student Research Fund, and the NASA / New York Space Grant.

Quantifying the Temporal Inequality of Nutrient Loads with a Novel Metric

NASA Astrophysics Data System (ADS)

Gall, H. E.; Schultz, D.; Rao, P. S.; Jawitz, J. W.; Royer, M.

2015-12-01

Inequality is an emergent property of many complex systems. For a given series of stochastic events, some events generate a disproportionately large contribution to system responses compared to other events. In catchments, such responses cause streamflow and solute loads to exhibit strong temporal inequality, with the vast majority of discharge and solute loads exported during short periods of time during which high-flow events occur. These periods of time are commonly referred to as "hot moments". Although this temporal inequality is widely recognized, there is currently no uniform metric for assessing it. We used a novel application of Lorenz Inequality, a method commonly used in economics to quantify income inequality, to quantify the spatial and temporal inequality of streamflow and nutrient (nitrogen and phosphorus) loads exported to the Chesapeake Bay. Lorenz Inequality and the corresponding Gini Coefficient provide an analytical tool for quantifying inequality that can be applied at any temporal or spatial scale. The Gini coefficient (G) is a formal measure of inequality that varies from 0 to 1, with a value of 0 indicating perfect equality (i.e., fluxes and loads are constant in time) and 1 indicating perfect inequality (i.e., all of the discharge and solute loads are exported during one instant in time). Therefore, G is a simple yet powerful tool for providing insight into the temporal inequality of nutrient transport. We will present the results of our detailed analysis of streamflow and nutrient time series data collected since the early 1980's at 30 USGS gauging stations in the Chesapeake Bay watershed. The analysis is conducted at an annual time scale, enabling trends and patterns to be assessed both temporally (over time at each station) and spatially (for the same period of time across stations). The results of this analysis have the potential to create a transformative new framework for identifying "hot moments", improving our ability to temporally

A hybrid wavelet de-noising and Rank-Set Pair Analysis approach for forecasting hydro-meteorological time series.

PubMed

Wang, Dong; Borthwick, Alistair G; He, Handan; Wang, Yuankun; Zhu, Jieyu; Lu, Yuan; Xu, Pengcheng; Zeng, Xiankui; Wu, Jichun; Wang, Lachun; Zou, Xinqing; Liu, Jiufu; Zou, Ying; He, Ruimin

2018-01-01

Accurate, fast forecasting of hydro-meteorological time series is presently a major challenge in drought and flood mitigation. This paper proposes a hybrid approach, wavelet de-noising (WD) and Rank-Set Pair Analysis (RSPA), that takes full advantage of a combination of the two approaches to improve forecasts of hydro-meteorological time series. WD allows decomposition and reconstruction of a time series by the wavelet transform, and hence separation of the noise from the original series. RSPA, a more reliable and efficient version of Set Pair Analysis, is integrated with WD to form the hybrid WD-RSPA approach. Two types of hydro-meteorological data sets with different characteristics and different levels of human influences at some representative stations are used to illustrate the WD-RSPA approach. The approach is also compared to three other generic methods: the conventional Auto Regressive Integrated Moving Average (ARIMA) method, Artificial Neural Networks (ANNs) (BP-error Back Propagation, MLP-Multilayer Perceptron and RBF-Radial Basis Function), and RSPA alone. Nine error metrics are used to evaluate the model performance. Compared to three other generic methods, the results generated by WD-REPA model presented invariably smaller error measures which means the forecasting capability of the WD-REPA model is better than other models. The results show that WD-RSPA is accurate, feasible, and effective. In particular, WD-RSPA is found to be the best among the various generic methods compared in this paper, even when the extreme events are included within a time series. Copyright © 2017 Elsevier Inc. All rights reserved.

Time Series Modeling of Army Mission Command Communication Networks: An Event-Driven Analysis

DTIC Science & Technology

2013-06-01

Lehmann, D. R. (1984). How advertising affects sales: Meta- analysis of econometric results. Journal of Marketing Research , 21, 65-74. Barabási, A. L...317-357. Leone, R. P. (1983). Modeling sales-advertising relationships: An integrated time series- econometric approach. Journal of Marketing ... Research , 20, 291-295. McGrath, J. E., & Kravitz, D. A. (1982). Group research. Annual Review of Psychology, 33, 195- 230. Monge, P. R., & Contractor

Ecological Momentary Assessments and Automated Time Series Analysis to Promote Tailored Health Care: A Proof-of-Principle Study

PubMed Central

Emerencia, Ando C; Bos, Elisabeth H; Rosmalen, Judith GM; Riese, Harriëtte; Aiello, Marco; Sytema, Sjoerd; de Jonge, Peter

2015-01-01

Background Health promotion can be tailored by combining ecological momentary assessments (EMA) with time series analysis. This combined method allows for studying the temporal order of dynamic relationships among variables, which may provide concrete indications for intervention. However, application of this method in health care practice is hampered because analyses are conducted manually and advanced statistical expertise is required. Objective This study aims to show how this limitation can be overcome by introducing automated vector autoregressive modeling (VAR) of EMA data and to evaluate its feasibility through comparisons with results of previously published manual analyses. Methods We developed a Web-based open source application, called AutoVAR, which automates time series analyses of EMA data and provides output that is intended to be interpretable by nonexperts. The statistical technique we used was VAR. AutoVAR tests and evaluates all possible VAR models within a given combinatorial search space and summarizes their results, thereby replacing the researcher’s tasks of conducting the analysis, making an informed selection of models, and choosing the best model. We compared the output of AutoVAR to the output of a previously published manual analysis (n=4). Results An illustrative example consisting of 4 analyses was provided. Compared to the manual output, the AutoVAR output presents similar model characteristics and statistical results in terms of the Akaike information criterion, the Bayesian information criterion, and the test statistic of the Granger causality test. Conclusions Results suggest that automated analysis and interpretation of times series is feasible. Compared to a manual procedure, the automated procedure is more robust and can save days of time. These findings may pave the way for using time series analysis for health promotion on a larger scale. AutoVAR was evaluated using the results of a previously conducted manual analysis

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

PubMed Central

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

2013-01-01

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

Memory and betweenness preference in temporal networks induced from time series

NASA Astrophysics Data System (ADS)

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

2017-02-01

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

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.

Time series analysis of collective motions in proteins

NASA Astrophysics Data System (ADS)

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

2004-01-01

The dynamics of α-amylase inhibitor tendamistat around its native state is investigated using time series analysis of the principal components of the Cα atomic displacements obtained from molecular dynamics trajectories. Collective motion along a principal component is modeled as a homogeneous nonstationary process, which is the result of the damped oscillations in local minima superimposed on a random walk. The motion in local minima is described by a stationary autoregressive moving average model, consisting of the frequency, damping factor, moving average parameters and random shock terms. Frequencies for the first 50 principal components are found to be in the 3-25 cm-1 range, which are well correlated with the principal component indices and also with atomistic normal mode analysis results. Damping factors, though their correlation is less pronounced, decrease as principal component indices increase, indicating that low frequency motions are less affected by friction. The existence of a positive moving average parameter indicates that the stochastic force term is likely to disturb the mode in opposite directions for two successive sampling times, showing the modes tendency to stay close to minimum. All these four parameters affect the mean square fluctuations of a principal mode within a single minimum. The inter-minima transitions are described by a random walk model, which is driven by a random shock term considerably smaller than that for the intra-minimum motion. The principal modes are classified into three subspaces based on their dynamics: essential, semiconstrained, and constrained, at least in partial consistency with previous studies. The Gaussian-type distributions of the intermediate modes, called "semiconstrained" modes, are explained by asserting that this random walk behavior is not completely free but between energy barriers.

Modeling activity patterns of wildlife using time-series analysis.

PubMed

Zhang, Jindong; Hull, Vanessa; Ouyang, Zhiyun; He, Liang; Connor, Thomas; Yang, Hongbo; Huang, Jinyan; Zhou, Shiqiang; Zhang, Zejun; Zhou, Caiquan; Zhang, Hemin; Liu, Jianguo

2017-04-01

The study of wildlife activity patterns is an effective approach to understanding fundamental ecological and evolutionary processes. However, traditional statistical approaches used to conduct quantitative analysis have thus far had limited success in revealing underlying mechanisms driving activity patterns. Here, we combine wavelet analysis, a type of frequency-based time-series analysis, with high-resolution activity data from accelerometers embedded in GPS collars to explore the effects of internal states (e.g., pregnancy) and external factors (e.g., seasonal dynamics of resources and weather) on activity patterns of the endangered giant panda ( Ailuropoda melanoleuca ). Giant pandas exhibited higher frequency cycles during the winter when resources (e.g., water and forage) were relatively poor, as well as during spring, which includes the giant panda's mating season. During the summer and autumn when resources were abundant, pandas exhibited a regular activity pattern with activity peaks every 24 hr. A pregnant individual showed distinct differences in her activity pattern from other giant pandas for several months following parturition. These results indicate that animals adjust activity cycles to adapt to seasonal variation of the resources and unique physiological periods. Wavelet coherency analysis also verified the synchronization of giant panda activity level with air temperature and solar radiation at the 24-hr band. Our study also shows that wavelet analysis is an effective tool for analyzing high-resolution activity pattern data and its relationship to internal and external states, an approach that has the potential to inform wildlife conservation and management across species.

InSAR time series analysis of ALOS-2 ScanSAR data and its implications for NISAR

NASA Astrophysics Data System (ADS)

Liang, C.; Liu, Z.; Fielding, E. J.; Huang, M. H.; Burgmann, R.

2017-12-01

The JAXA's ALOS-2 mission was launched on May 24, 2014. It operates at L-band and can acquire data in multiple modes. ScanSAR is the main operational mode and has a 350 km swath, somewhat larger than the 250 km swath of the SweepSAR mode planned for the NASA-ISRO SAR (NISAR) mission. ALOS-2 has been acquiring a wealth of L-band InSAR data. These data are of particular value in areas of dense vegetation and high relief. The InSAR technical development for ALOS-2 also enables the preparation for the upcoming NISAR mission. We have been developing advanced InSAR processing techniques for ALOS-2 over the past two years. Here, we report the important issues for doing InSAR time series analysis using ALOS-2 ScanSAR data. First, we present ionospheric correction techniques for both regular ScanSAR InSAR and MAI (multiple aperture InSAR) ScanSAR InSAR. We demonstrate the large-scale ionospheric signals in the ScanSAR interferograms. They can be well mitigated by the correction techniques. Second, based on our technical development of burst-by-burst InSAR processing for ALOS-2 ScanSAR data, we find that the azimuth Frequency Modulation (FM) rate error is an important issue not only for MAI, but also for regular InSAR time series analysis. We identify phase errors caused by azimuth FM rate errors during the focusing process of ALOS-2 product. The consequence is mostly a range ramp in the InSAR time series result. This error exists in all of the time series results we have processed. We present the correction techniques for this error following a theoretical analysis. After corrections, we present high quality ALOS-2 ScanSAR InSAR time series results in a number of areas. The development for ALOS-2 can provide important implications for NISAR mission. For example, we find that in most cases the relative azimuth shift caused by ionosphere can be as large as 4 m in a large area imaged by ScanSAR. This azimuth shift is half of the 8 m azimuth resolution of the SweepSAR mode

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.

Fractal analysis of GPS time series for early detection of disastrous seismic events

NASA Astrophysics Data System (ADS)

Filatov, Denis M.; Lyubushin, Alexey A.

2017-03-01

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

Short-term forecasting of meteorological time series using Nonparametric Functional Data Analysis (NPFDA)

NASA Astrophysics Data System (ADS)

Curceac, S.; Ternynck, C.; Ouarda, T.

2015-12-01

Over the past decades, a substantial amount of research has been conducted to model and forecast climatic variables. In this study, Nonparametric Functional Data Analysis (NPFDA) methods are applied to forecast air temperature and wind speed time series in Abu Dhabi, UAE. The dataset consists of hourly measurements recorded for a period of 29 years, 1982-2010. The novelty of the Functional Data Analysis approach is in expressing the data as curves. In the present work, the focus is on daily forecasting and the functional observations (curves) express the daily measurements of the above mentioned variables. We apply a non-linear regression model with a functional non-parametric kernel estimator. The computation of the estimator is performed using an asymmetrical quadratic kernel function for local weighting based on the bandwidth obtained by a cross validation procedure. The proximities between functional objects are calculated by families of semi-metrics based on derivatives and Functional Principal Component Analysis (FPCA). Additionally, functional conditional mode and functional conditional median estimators are applied and the advantages of combining their results are analysed. A different approach employs a SARIMA model selected according to the minimum Akaike (AIC) and Bayessian (BIC) Information Criteria and based on the residuals of the model. The performance of the models is assessed by calculating error indices such as the root mean square error (RMSE), relative RMSE, BIAS and relative BIAS. The results indicate that the NPFDA models provide more accurate forecasts than the SARIMA models. Key words: Nonparametric functional data analysis, SARIMA, time series forecast, air temperature, wind speed

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

NASA Astrophysics Data System (ADS)

Bhaduri, Anirban; Bhaduri, Susmita; Ghosh, Dipak

2017-09-01

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

Use of a prototype pulse oximeter for time series analysis of heart rate variability

NASA Astrophysics Data System (ADS)

González, Erika; López, Jehú; Hautefeuille, Mathieu; Velázquez, Víctor; Del Moral, Jésica

2015-05-01

This work presents the development of a low cost pulse oximeter prototype consisting of pulsed red and infrared commercial LEDs and a broad spectral photodetector used to register time series of heart rate and oxygen saturation of blood. This platform, besides providing these values, like any other pulse oximeter, processes the signals to compute a power spectrum analysis of the patient heart rate variability in real time and, additionally, the device allows access to all raw and analyzed data if databases construction is required or another kind of further analysis is desired. Since the prototype is capable of acquiring data for long periods of time, it is suitable for collecting data in real life activities, enabling the development of future wearable applications.

Immediate versus sustained effects: interrupted time series analysis of a tailored intervention

PubMed Central

2013-01-01

Background Detailed intervention descriptions and robust evaluations that test intervention impact—and explore reasons for impact—are an essential part of progressing implementation science. Time series designs enable the impact and sustainability of intervention effects to be tested. When combined with time series designs, qualitative methods can provide insight into intervention effectiveness and help identify areas for improvement for future interventions. This paper describes the development, delivery, and evaluation of a tailored intervention designed to increase primary health care professionals’ adoption of a national recommendation that women with mild to moderate postnatal depression (PND) are referred for psychological therapy as a first stage treatment. Methods Three factors influencing referral for psychological treatment were targeted using three related intervention components: a tailored educational meeting, a tailored educational leaflet, and changes to an electronic system data template used by health professionals during consultations for PND. Evaluation comprised time series analysis of monthly audit data on percentage referral rates and monthly first prescription rates for anti-depressants. Interviews were conducted with a sample of health professionals to explore their perceptions of the intervention components and to identify possible factors influencing intervention effectiveness. Results The intervention was associated with a significant, immediate, positive effect upon percentage referral rates for psychological treatments. This effect was not sustained over the ten month follow-on period. Monthly rates of anti-depressant prescriptions remained consistently high after the intervention. Qualitative interview findings suggest key messages received from the intervention concerned what appropriate antidepressant prescribing is, suggesting this to underlie the lack of impact upon prescribing rates. However, an understanding that

Cross-recurrence quantification analysis of categorical and continuous time series: an R package

PubMed Central

Coco, Moreno I.; Dale, Rick

2014-01-01

This paper describes the R package crqa to perform cross-recurrence quantification analysis of two time series of either a categorical or continuous nature. Streams of behavioral information, from eye movements to linguistic elements, unfold over time. When two people interact, such as in conversation, they often adapt to each other, leading these behavioral levels to exhibit recurrent states. In dialog, for example, interlocutors adapt to each other by exchanging interactive cues: smiles, nods, gestures, choice of words, and so on. In order for us to capture closely the goings-on of dynamic interaction, and uncover the extent of coupling between two individuals, we need to quantify how much recurrence is taking place at these levels. Methods available in crqa would allow researchers in cognitive science to pose such questions as how much are two people recurrent at some level of analysis, what is the characteristic lag time for one person to maximally match another, or whether one person is leading another. First, we set the theoretical ground to understand the difference between “correlation” and “co-visitation” when comparing two time series, using an aggregative or cross-recurrence approach. Then, we describe more formally the principles of cross-recurrence, and show with the current package how to carry out analyses applying them. We end the paper by comparing computational efficiency, and results’ consistency, of crqa R package, with the benchmark MATLAB toolbox crptoolbox (Marwan, 2013). We show perfect comparability between the two libraries on both levels. PMID:25018736

Time Series Analysis for Spatial Node Selection in Environment Monitoring Sensor Networks

PubMed Central

Bhandari, Siddhartha; Jurdak, Raja; Kusy, Branislav

2017-01-01

Wireless sensor networks are widely used in environmental monitoring. The number of sensor nodes to be deployed will vary depending on the desired spatio-temporal resolution. Selecting an optimal number, position and sampling rate for an array of sensor nodes in environmental monitoring is a challenging question. Most of the current solutions are either theoretical or simulation-based where the problems are tackled using random field theory, computational geometry or computer simulations, limiting their specificity to a given sensor deployment. Using an empirical dataset from a mine rehabilitation monitoring sensor network, this work proposes a data-driven approach where co-integrated time series analysis is used to select the number of sensors from a short-term deployment of a larger set of potential node positions. Analyses conducted on temperature time series show 75% of sensors are co-integrated. Using only 25% of the original nodes can generate a complete dataset within a 0.5 °C average error bound. Our data-driven approach to sensor position selection is applicable for spatiotemporal monitoring of spatially correlated environmental parameters to minimize deployment cost without compromising data resolution. PMID:29271880

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)

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

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

NASA Astrophysics Data System (ADS)

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

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