Permutations and time series analysis.
Cánovas, Jose S; Guillamón, Antonio
2009-12-01
The main aim of this paper is to show how the use of permutations can be useful in the study of time series analysis. In particular, we introduce a test for checking the independence of a time series which is based on the number of admissible permutations on it. The main improvement in our tests is that we are able to give a theoretical distribution for independent time series.
NASA Astrophysics Data System (ADS)
Allan, Alasdair
2014-06-01
FROG performs time series analysis and display. It provides a simple user interface for astronomers wanting to do time-domain astrophysics but still offers the powerful features found in packages such as PERIOD (ascl:1406.005). FROG includes a number of tools for manipulation of time series. Among other things, the user can combine individual time series, detrend series (multiple methods) and perform basic arithmetic functions. The data can also be exported directly into the TOPCAT (ascl:1101.010) application for further manipulation if needed.
NASA Astrophysics Data System (ADS)
Visser, M.; Batten, S.; Becker, G.; Bot, P.; Colijn, F.; Damm, P.; Danielssen, D.; van den Eynde, D.; Føyn, L.; Frohse, A.; Groeneveld, G.; Laane, R.; van Raaphorst, W.; Radach, G.; Schultz, H.; Sündermann, J.
1996-09-01
In this study an overview is given of the time series analysis of monthly mean data of physical, chemical and biological parameters. The time series are available at eight locations on the Northwest European Shelf. The integrated evaluation of those time series gives the opportunity to look for connections between the different parts of the shelf. Temperature and salinity seem to be externally forced. For the nutrients and biological parameters the local forcing is dominating the time series. It is concluded that there are areas that are comparable to each other (freshwater dominated boxes along the Belgian and Dutch coasts and German Bight; Atlantic dominated boxes in the English Channel and off the Scottish coast), although significant cross-correlations are hardly found. The Irish Sea can be regarded as a separate ecosystem.
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.
Ordinal analysis of time series
NASA Astrophysics Data System (ADS)
Keller, K.; Sinn, M.
2005-10-01
In order to develop fast and robust methods for extracting qualitative information from non-linear time series, Bandt and Pompe have proposed to consider time series from the pure ordinal viewpoint. On the basis of counting ordinal patterns, which describe the up-and-down in a time series, they have introduced the concept of permutation entropy for quantifying the complexity of a system behind a time series. The permutation entropy only provides one detail of the ordinal structure of a time series. Here we present a method for extracting the whole ordinal information.
NASA Astrophysics Data System (ADS)
Aguilera, R.; Marcé, R.; Sabater, S.
2014-12-01
The scientific community concurs that the rate and the intensity of the current environmental changes have been accelerated by anthropogenic activities. Mediterranean freshwater systems are particularly vulnerable to such changes due to their inherent climate-dependent hydrological variability. We aimed to detect common patterns in monthly nutrient concentration time-series (1980-2011) from 50 sampling stations across a Mediterranean river basin, and to attribute their spatiotemporal variability to environmental factors at the basin and regional scales. Dynamic Factor Analysis (DFA) provided the methodological framework to extract underlying common patterns in nutrient time-series with missing observations, a commonly encountered problem in environmental databases. Most importantly, DFA guaranteed the explicit consideration of the inextricable link between temporal and spatial patterns of change necessary to investigate the drivers and processes that shape them. Using complementary methods such as frequency and trend analyses, we sought to further characterize the extracted patterns and identify the drivers behind their variability across time and space. The extracted nitrate concentration patterns described a large proportion of the observed variability at the basin scale. Cycles of 2.5 and 3.5 years identified in nitrate concentration patterns were linked to climatic oscillations. The seasonality of nitrate patterns was either driven by hydrological or phenological processes, depending on the geographical location of the monitoring point. Land uses linked to fertilizer application further modulated the increasing and decreasing nitrate trends scattered across the basin. Conversely, phosphate concentration patterns did not fully describe the behavior of all monitoring points included in the analysis. Nevertheless, decreasing phosphate trends observed across space and time coincided with changes in land-use management practices in the study basin.
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.
Entropic Analysis of Electromyography Time Series
NASA Astrophysics Data System (ADS)
Kaufman, Miron; Sung, Paul
2005-03-01
We are in the process of assessing the effectiveness of fractal and entropic measures for the diagnostic of low back pain from surface electromyography (EMG) time series. Surface electromyography (EMG) is used to assess patients with low back pain. In a typical EMG measurement, the voltage is measured every millisecond. We observed back muscle fatiguing during one minute, which results in a time series with 60,000 entries. We characterize the complexity of time series by computing the Shannon entropy time dependence. The analysis of the time series from different relevant muscles from healthy and low back pain (LBP) individuals provides evidence that the level of variability of back muscle activities is much larger for healthy individuals than for individuals with LBP. In general the time dependence of the entropy shows a crossover from a diffusive regime to a regime characterized by long time correlations (self organization) at about 0.01s.
Visibility Graph Based Time Series Analysis.
Stephen, Mutua; Gu, Changgui; Yang, Huijie
2015-01-01
Network based time series analysis has made considerable achievements in the recent years. By mapping mono/multivariate time series into networks, one can investigate both it's microscopic and macroscopic behaviors. However, most proposed approaches lead to the construction of static networks consequently providing limited information on evolutionary behaviors. In the present paper we propose a method called visibility graph based time series analysis, in which series segments are mapped to visibility graphs as being descriptions of the corresponding states and the successively occurring states are linked. This procedure converts a time series to a temporal network and at the same time a network of networks. Findings from empirical records for stock markets in USA (S&P500 and Nasdaq) and artificial series generated by means of fractional Gaussian motions show that the method can provide us rich information benefiting short-term and long-term predictions. Theoretically, we propose a method to investigate time series from the viewpoint of network of networks.
Visibility Graph Based Time Series Analysis
Stephen, Mutua; Gu, Changgui; Yang, Huijie
2015-01-01
Network based time series analysis has made considerable achievements in the recent years. By mapping mono/multivariate time series into networks, one can investigate both it’s microscopic and macroscopic behaviors. However, most proposed approaches lead to the construction of static networks consequently providing limited information on evolutionary behaviors. In the present paper we propose a method called visibility graph based time series analysis, in which series segments are mapped to visibility graphs as being descriptions of the corresponding states and the successively occurring states are linked. This procedure converts a time series to a temporal network and at the same time a network of networks. Findings from empirical records for stock markets in USA (S&P500 and Nasdaq) and artificial series generated by means of fractional Gaussian motions show that the method can provide us rich information benefiting short-term and long-term predictions. Theoretically, we propose a method to investigate time series from the viewpoint of network of networks. PMID:26571115
Climate Time Series Analysis and Forecasting
NASA Astrophysics Data System (ADS)
Young, P. C.; Fildes, R.
2009-04-01
This paper will discuss various aspects of climate time series data analysis, modelling and forecasting being carried out at Lancaster. This will include state-dependent parameter, nonlinear, stochastic modelling of globally averaged atmospheric carbon dioxide; the computation of emission strategies based on modern control theory; and extrapolative time series benchmark forecasts of annual average temperature, both global and local. The key to the forecasting evaluation will be the iterative estimation of forecast error based on rolling origin comparisons, as recommended in the forecasting research literature. The presentation will conclude with with a comparison of the time series forecasts with forecasts produced from global circulation models and a discussion of the implications for climate modelling research.
Nonlinear time-series analysis revisited.
Bradley, Elizabeth; Kantz, Holger
2015-09-01
In 1980 and 1981, two pioneering papers laid the foundation for what became known as nonlinear time-series analysis: the analysis of observed data-typically univariate-via dynamical systems theory. Based on the concept of state-space reconstruction, this set of methods allows us to compute characteristic quantities such as Lyapunov exponents and fractal dimensions, to predict the future course of the time series, and even to reconstruct the equations of motion in some cases. In practice, however, there are a number of issues that restrict the power of this approach: whether the signal accurately and thoroughly samples the dynamics, for instance, and whether it contains noise. Moreover, the numerical algorithms that we use to instantiate these ideas are not perfect; they involve approximations, scale parameters, and finite-precision arithmetic, among other things. Even so, nonlinear time-series analysis has been used to great advantage on thousands of real and synthetic data sets from a wide variety of systems ranging from roulette wheels to lasers to the human heart. Even in cases where the data do not meet the mathematical or algorithmic requirements to assure full topological conjugacy, the results of nonlinear time-series analysis can be helpful in understanding, characterizing, and predicting dynamical systems. PMID:26428563
Nonlinear time-series analysis revisited
NASA Astrophysics Data System (ADS)
Bradley, Elizabeth; Kantz, Holger
2015-09-01
In 1980 and 1981, two pioneering papers laid the foundation for what became known as nonlinear time-series analysis: the analysis of observed data—typically univariate—via dynamical systems theory. Based on the concept of state-space reconstruction, this set of methods allows us to compute characteristic quantities such as Lyapunov exponents and fractal dimensions, to predict the future course of the time series, and even to reconstruct the equations of motion in some cases. In practice, however, there are a number of issues that restrict the power of this approach: whether the signal accurately and thoroughly samples the dynamics, for instance, and whether it contains noise. Moreover, the numerical algorithms that we use to instantiate these ideas are not perfect; they involve approximations, scale parameters, and finite-precision arithmetic, among other things. Even so, nonlinear time-series analysis has been used to great advantage on thousands of real and synthetic data sets from a wide variety of systems ranging from roulette wheels to lasers to the human heart. Even in cases where the data do not meet the mathematical or algorithmic requirements to assure full topological conjugacy, the results of nonlinear time-series analysis can be helpful in understanding, characterizing, and predicting dynamical systems.
Integrated method for chaotic time series analysis
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.
Integrated method for chaotic time series analysis
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.
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.
Haar Wavelet Analysis of Climatic Time Series
NASA Astrophysics Data System (ADS)
Zhang, Zhihua; Moore, John; Grinsted, Aslak
2014-05-01
In order to extract the intrinsic information of climatic time series from background red noise, we will first give an analytic formula on the distribution of Haar wavelet power spectra of red noise in a rigorous statistical framework. The relation between scale aand Fourier period T for the Morlet wavelet is a= 0.97T . However, for Haar wavelet, the corresponding formula is a= 0.37T . Since for any time series of time step δt and total length Nδt, the range of scales is from the smallest resolvable scale 2δt to the largest scale Nδt in wavelet-based time series analysis, by using the Haar wavelet analysis, one can extract more low frequency intrinsic information. Finally, we use our method to analyze Arctic Oscillation which is a key aspect of climate variability in the Northern Hemisphere, and discover a great change in fundamental properties of the AO,-commonly called a regime shift or tripping point. Our partial results have been published as follows: [1] Z. Zhang, J.C. Moore and A. Grinsted, Haar wavelet analysis of climatic time series, Int. J. Wavelets, Multiresol. & Inf. Process., in press, 2013 [2] Z. Zhang, J.C. Moore, Comment on "Significance tests for the wavelet power and the wavelet power spectrum", Ann. Geophys., 30:12, 2012
Wavelet analysis of radon time series
NASA Astrophysics Data System (ADS)
Barbosa, Susana; Pereira, Alcides; Neves, Luis
2013-04-01
Radon is a radioactive noble gas with a half-life of 3.8 days ubiquitous in both natural and indoor environments. Being produced in uranium-bearing materials by decay from radium, radon can be easily and accurately measured by nuclear methods, making it an ideal proxy for time-varying geophysical processes. Radon time series exhibit a complex temporal structure and large variability on multiple scales. Wavelets are therefore particularly suitable for the analysis on a scale-by-scale basis of time series of radon concentrations. In this study continuous and discrete wavelet analysis is applied to describe the variability structure of hourly radon time series acquired both indoors and on a granite site in central Portugal. A multi-resolution decomposition is performed for extraction of sub-series associated to specific scales. The high-frequency components are modeled in terms of stationary autoregressive / moving average (ARMA) processes. The amplitude and phase of the periodic components are estimated and tidal features of the signals are assessed. Residual radon concentrations (after removal of periodic components) are further examined and the wavelet spectrum is used for estimation of the corresponding Hurst exponent. The results for the several radon time series considered in the present study are very heterogeneous in terms of both high-frequency and long-term temporal structure indicating that radon concentrations are very site-specific and heavily influenced by local factors.
Multifractal Analysis of Sunspot Number Time Series
NASA Astrophysics Data System (ADS)
Kasde, Satish Kumar; Gwal, Ashok Kumar; Sondhiya, Deepak Kumar
2016-07-01
Multifractal analysis based approaches have been recently developed as an alternative framework to study the complex dynamical fluctuations in sunspot numbers data including solar cycles 20 to 23 and ascending phase of current solar cycle 24.To reveal the multifractal nature, the time series data of monthly sunspot number are analyzed by singularity spectrum and multi resolution wavelet analysis. Generally, the multifractility in sunspot number generate turbulence with the typical characteristics of the anomalous process governing the magnetosphere and interior of Sun. our analysis shows that singularities spectrum of sunspot data shows well Gaussian shape spectrum, which clearly establishes the fact that monthly sunspot number has multifractal character. The multifractal analysis is able to provide a local and adaptive description of the cyclic components of sunspot number time series, which are non-stationary and result of nonlinear processes. Keywords: Sunspot Numbers, Magnetic field, Multifractal analysis and wavelet Transform Techniques.
Nonlinear Time Series Analysis of Sunspot Data
NASA Astrophysics Data System (ADS)
Suyal, Vinita; Prasad, Awadhesh; Singh, Harinder P.
2009-12-01
This article deals with the analysis of sunspot number time series using the Hurst exponent. We use the rescaled range ( R/ S) analysis to estimate the Hurst exponent for 259-year and 11 360-year sunspot data. The results show a varying degree of persistence over shorter and longer time scales corresponding to distinct values of the Hurst exponent. We explain the presence of these multiple Hurst exponents by their resemblance to the deterministic chaotic attractors having multiple centers of rotation.
Time-Series Analysis: A Cautionary Tale
NASA Technical Reports Server (NTRS)
Damadeo, Robert
2015-01-01
Time-series analysis has often been a useful tool in atmospheric science for deriving long-term trends in various atmospherically important parameters (e.g., temperature or the concentration of trace gas species). In particular, time-series analysis has been repeatedly applied to satellite datasets in order to derive the long-term trends in stratospheric ozone, which is a critical atmospheric constituent. However, many of the potential pitfalls relating to the non-uniform sampling of the datasets were often ignored and the results presented by the scientific community have been unknowingly biased. A newly developed and more robust application of this technique is applied to the Stratospheric Aerosol and Gas Experiment (SAGE) II version 7.0 ozone dataset and the previous biases and newly derived trends are presented.
Highly comparative time-series analysis: the empirical structure of time series and their methods.
Fulcher, Ben D; Little, Max A; Jones, Nick S
2013-06-01
The process of collecting and organizing sets of observations represents a common theme throughout the history of science. However, despite the ubiquity of scientists measuring, recording and analysing the dynamics of different processes, an extensive organization of scientific time-series data and analysis methods has never been performed. Addressing this, annotated collections of over 35 000 real-world and model-generated time series, and over 9000 time-series analysis algorithms are analysed in this work. We introduce reduced representations of both time series, in terms of their properties measured by diverse scientific methods, and of time-series analysis methods, in terms of their behaviour on empirical time series, and use them to organize these interdisciplinary resources. This new approach to comparing across diverse scientific data and methods allows us to organize time-series datasets automatically according to their properties, retrieve alternatives to particular analysis methods developed in other scientific disciplines and automate the selection of useful methods for time-series classification and regression tasks. The broad scientific utility of these tools is demonstrated on datasets of electroencephalograms, self-affine time series, heartbeat intervals, speech signals and others, in each case contributing novel analysis techniques to the existing literature. Highly comparative techniques that compare across an interdisciplinary literature can thus be used to guide more focused research in time-series analysis for applications across the scientific disciplines.
Cluster analysis of respiratory time series.
Adams, J M; Attinger, E O; Attinger, F M
1978-03-01
We have investigated the respiratory control system with the hypothesis that, although many variables such as minute ventilation (VI), tidal volume (VT), breathing period (TT), inspiratory duration (TI), and expiratory duration (TE) may be observed, the controller functions more simply by manipulating only 2 or 3 of these. Thus, if tidal volume is the only independent variable, TI being determined by the "off-switch" threshold, these variables should have very similar time courses. Anesthetized dogs were subjected to CO2 breathing and carotid sinus perfusion to stimulate both chemoreceptors. The time series of the variables VI, VT, TT, TE, and TI as well as PACO2 were determined on a breath by breath basis. Derived characteristics of these time series were compared using Cluster Analysis and the latent dimensionality of respiratory control determined by Factor Analysis. The characteristics of the time series clustered into 4 groups: magnitude (of the response), speed, variability and relative change. One respiratory factor accounted for 86% of the variance for the variability characteristics, 2 factors for magnitude (91%) and relative change (85%) and 3 factors for speed (89%). The respiratory variables were analysed for each of the 4 groups of characteristics with the following results: VT and TI clustered together only for the magnitude and relative change characteristics where as TT and TE clustered closely for all four characteristics. One latent factor was associated with the [TT-TE] group and the other usually with PACO2.
Analysis of Polyphonic Musical Time Series
NASA Astrophysics Data System (ADS)
Sommer, Katrin; Weihs, Claus
A general model for pitch tracking of polyphonic musical time series will be introduced. Based on a model of Davy and Godsill (Bayesian harmonic models for musical pitch estimation and analysis, Technical Report 431, Cambridge University Engineering Department, 2002) Davy and Godsill (2002) the different pitches of the musical sound are estimated with MCMC methods simultaneously. Additionally a preprocessing step is designed to improve the estimation of the fundamental frequencies (A comparative study on polyphonic musical time series using MCMC methods. In C. Preisach et al., editors, Data Analysis, Machine Learning, and Applications, Springer, Berlin, 2008). The preprocessing step compares real audio data with an alphabet constructed from the McGill Master Samples (Opolko and Wapnick, McGill University Master Samples [Compact disc], McGill University, Montreal, 1987) and consists of tones of different instruments. The tones with minimal Itakura-Saito distortion (Gray et al., Transactions on Acoustics, Speech, and Signal Processing ASSP-28(4):367-376, 1980) are chosen as first estimates and as starting points for the MCMC algorithms. Furthermore the implementation of the alphabet is an approach for the recognition of the instruments generating the musical time series. Results are presented for mixed monophonic data from McGill and for self recorded polyphonic audio data.
Sliced Inverse Regression for Time Series Analysis
NASA Astrophysics Data System (ADS)
Chen, Li-Sue
1995-11-01
In this thesis, general nonlinear models for time series data are considered. A basic form is x _{t} = f(beta_sp{1} {T}X_{t-1},beta_sp {2}{T}X_{t-1},... , beta_sp{k}{T}X_ {t-1},varepsilon_{t}), where x_{t} is an observed time series data, X_{t } is the first d time lag vector, (x _{t},x_{t-1},... ,x _{t-d-1}), f is an unknown function, beta_{i}'s are unknown vectors, varepsilon_{t }'s are independent distributed. Special cases include AR and TAR models. We investigate the feasibility applying SIR/PHD (Li 1990, 1991) (the sliced inverse regression and principal Hessian methods) in estimating beta _{i}'s. PCA (Principal component analysis) is brought in to check one critical condition for SIR/PHD. Through simulation and a study on 3 well -known data sets of Canadian lynx, U.S. unemployment rate and sunspot numbers, we demonstrate how SIR/PHD can effectively retrieve the interesting low-dimension structures for time series data.
Synchronization Analysis of Nonstationary Bivariate Time Series
NASA Astrophysics Data System (ADS)
Kurths, J.
First the concept of synchronization in coupled complex systems is presented and it is shown that synchronization phenomena are abundant in science, nature, engineer- ing etc. We use this concept to treat the inverse problem and to reveal interactions between oscillating systems from observational data. First it is discussed how time varying phases and frequencies can be estimated from time series and second tech- niques for detection and quantification of hidden synchronization is presented. We demonstrate that this technique is effective for the analysis of systems' interrelation from noisy nonstationary bivariate data and provides other insights than traditional cross correlation and spectral analysis. For this, model examples and geophysical data are discussed.
Radar Interferometry Time Series Analysis and Tools
NASA Astrophysics Data System (ADS)
Buckley, S. M.
2006-12-01
We consider the use of several multi-interferogram analysis techniques for identifying transient ground motions. Our approaches range from specialized InSAR processing for persistent scatterer and small baseline subset methods to the post-processing of geocoded displacement maps using a linear inversion-singular value decomposition solution procedure. To better understand these approaches, we have simulated sets of interferograms spanning several deformation phenomena, including localized subsidence bowls with constant velocity and seasonal deformation fluctuations. We will present results and insights from the application of these time series analysis techniques to several land subsidence study sites with varying deformation and environmental conditions, e.g., arid Phoenix and coastal Houston-Galveston metropolitan areas and rural Texas sink holes. We consistently find that the time invested in implementing, applying and comparing multiple InSAR time series approaches for a given study site is rewarded with a deeper understanding of the techniques and deformation phenomena. To this end, and with support from NSF, we are preparing a first-version of an InSAR post-processing toolkit to be released to the InSAR science community. These studies form a baseline of results to compare against the higher spatial and temporal sampling anticipated from TerraSAR-X as well as the trade-off between spatial coverage and resolution when relying on ScanSAR interferometry.
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
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
Applying time series analysis to performance logs
NASA Astrophysics Data System (ADS)
Kubacki, Marcin; Sosnowski, Janusz
2015-09-01
Contemporary computer systems provide mechanisms for monitoring various performance parameters (e.g. processor or memory usage, disc or network transfers), which are collected and stored in performance logs. An important issue is to derive characteristic features describing normal and abnormal behavior of the systems. For this purpose we use various schemes of analyzing time series. They have been adapted to the specificity of performance logs and verified using data collected from real systems. The presented approach is useful in evaluating system dependability.
Partial spectral analysis of hydrological time series
NASA Astrophysics Data System (ADS)
Jukić, D.; Denić-Jukić, V.
2011-03-01
SummaryHydrological time series comprise the influences of numerous processes involved in the transfer of water in hydrological cycle. It implies that an ambiguity with respect to the processes encoded in spectral and cross-spectral density functions exists. Previous studies have not paid attention adequately to this issue. Spectral and cross-spectral density functions represent the Fourier transforms of auto-covariance and cross-covariance functions. Using this basic property, the ambiguity is resolved by applying a novel approach based on the spectral representation of partial correlation. Mathematical background for partial spectral density, partial amplitude and partial phase functions is presented. The proposed functions yield the estimates of spectral density, amplitude and phase that are not affected by a controlling process. If an input-output relation is the subject of interest, antecedent and subsequent influences of the controlling process can be distinguished considering the input event as a referent point. The method is used for analyses of the relations between the rainfall, air temperature and relative humidity, as well as the influences of air temperature and relative humidity on the discharge from karst spring. Time series are collected in the catchment of the Jadro Spring located in the Dinaric karst area of Croatia.
The scaling of time series size towards detrended fluctuation analysis
NASA Astrophysics Data System (ADS)
Gao, Xiaolei; Ren, Liwei; Shang, Pengjian; Feng, Guochen
2016-06-01
In this paper, we introduce a modification of detrended fluctuation analysis (DFA), called multivariate DFA (MNDFA) method, based on the scaling of time series size N. In traditional DFA method, we obtained the influence of the sequence segmentation interval s, and it inspires us to propose a new model MNDFA to discuss the scaling of time series size towards DFA. The effectiveness of the procedure is verified by numerical experiments with both artificial and stock returns series. Results show that the proposed MNDFA method contains more significant information of series compared to traditional DFA method. The scaling of time series size has an influence on the auto-correlation (AC) in time series. For certain series, we obtain an exponential relationship, and also calculate the slope through the fitting function. Our analysis and finite-size effect test demonstrate that an appropriate choice of the time series size can avoid unnecessary influences, and also make the testing results more accurate.
Clustering Financial Time Series by Network Community Analysis
NASA Astrophysics Data System (ADS)
Piccardi, Carlo; Calatroni, Lisa; Bertoni, Fabio
In this paper, we describe a method for clustering financial time series which is based on community analysis, a recently developed approach for partitioning the nodes of a network (graph). A network with N nodes is associated to the set of N time series. The weight of the link (i, j), which quantifies the similarity between the two corresponding time series, is defined according to a metric based on symbolic time series analysis, which has recently proved effective in the context of financial time series. Then, searching for network communities allows one to identify groups of nodes (and then time series) with strong similarity. A quantitative assessment of the significance of the obtained partition is also provided. The method is applied to two distinct case-studies concerning the US and Italy Stock Exchange, respectively. In the US case, the stability of the partitions over time is also thoroughly investigated. The results favorably compare with those obtained with the standard tools typically used for clustering financial time series, such as the minimal spanning tree and the hierarchical tree.
Time Series Analysis of Insar Data: Methods and Trends
NASA Technical Reports Server (NTRS)
Osmanoglu, Batuhan; Sunar, Filiz; Wdowinski, Shimon; Cano-Cabral, Enrique
2015-01-01
Time series analysis of InSAR data has emerged as an important tool for monitoring and measuring the displacement of the Earth's surface. Changes in the Earth's surface can result from a wide range of phenomena such as earthquakes, volcanoes, landslides, variations in ground water levels, and changes in wetland water levels. Time series analysis is applied to interferometric phase measurements, which wrap around when the observed motion is larger than one-half of the radar wavelength. Thus, the spatio-temporal ''unwrapping" of phase observations is necessary to obtain physically meaningful results. Several different algorithms have been developed for time series analysis of InSAR data to solve for this ambiguity. These algorithms may employ different models for time series analysis, but they all generate a first-order deformation rate, which can be compared to each other. However, there is no single algorithm that can provide optimal results in all cases. Since time series analyses of InSAR data are used in a variety of applications with different characteristics, each algorithm possesses inherently unique strengths and weaknesses. In this review article, following a brief overview of InSAR technology, we discuss several algorithms developed for time series analysis of InSAR data using an example set of results for measuring subsidence rates in Mexico City.
Time Series Analysis and Prediction of AE and Dst Data
NASA Astrophysics Data System (ADS)
Takalo, J.; Lohikiski, R.; Timonen, J.; Lehtokangas, M.; Kaski, K.
1996-12-01
A new method to analyse the structure function has been constructed and used in the analysis of the AE time series for the years 1978-85 and Dst time series for 1957-84. The structure function (SF) was defined by S(l) = <|x(ti + lDt) - x(ti)|>, where Dt is the sampling time, l is an integer, and <|.|> denotes the average of absolute values. If a time series is self-affine its SF should scale for small values of l as S(l) is proportional to lH, where 0 < H < 1 is called the scaling exponent. It is known that for power-law (coloured) noise, which has P ~ f-a, a ~ 2H + 1 for 1 < a < 3. In this work the scaling exponent H was analysed by considering the local slopes dlog(S(l))/dlog(l) between two adjacent points as a function of l. For self-affine time series the local slopes should stay constant, at least for small values of l. The AE time series was found to be affine such that the scaling exponent changes at a time scale of 113 (+/-9) minutes. On the other hand, in the SF function analysis, the Dst data were dominated by the 24-hour and 27-day periods. The 27-day period was further modulated by the annual variation. These differences between the two time series arise from the difference in their periodicities in relation to their respective characteristic time scales. In the AE data the dominating periods are longer than that related to the characteristic time scale, i.e. they appear in the flatter part of the power spectrum. This is why the affinity is the dominating feature of the AE time series. In contrast with this the dominating periods of the Dst data are shorter than the characteristic time scale, and appear in the steeper part of the spectrum. Consequently periodicity is the dominating feature of the Dst data. Because of their different dynamic characteristics, prediction of Dst and AE time series appear to presuppose rather different approaches. In principle it is easier to produce the gross features of the Dst time series correctly as it is periodicity
Wavelet analysis for non-stationary, nonlinear time series
NASA Astrophysics Data System (ADS)
Schulte, Justin A.
2016-08-01
Methods for detecting and quantifying nonlinearities in nonstationary time series are introduced and developed. In particular, higher-order wavelet analysis was applied to an ideal time series and the quasi-biennial oscillation (QBO) time series. Multiple-testing problems inherent in wavelet analysis were addressed by controlling the false discovery rate. A new local autobicoherence spectrum facilitated the detection of local nonlinearities and the quantification of cycle geometry. The local autobicoherence spectrum of the QBO time series showed that the QBO time series contained a mode with a period of 28 months that was phase coupled to a harmonic with a period of 14 months. An additional nonlinearly interacting triad was found among modes with periods of 10, 16 and 26 months. Local biphase spectra determined that the nonlinear interactions were not quadratic and that the effect of the nonlinearities was to produce non-smoothly varying oscillations. The oscillations were found to be skewed so that negative QBO regimes were preferred, and also asymmetric in the sense that phase transitions between the easterly and westerly phases occurred more rapidly than those from westerly to easterly regimes.
Improvements in Accurate GPS Positioning Using Time Series Analysis
NASA Astrophysics Data System (ADS)
Koyama, Yuichiro; Tanaka, Toshiyuki
Although the Global Positioning System (GPS) is used widely in car navigation systems, cell phones, surveying, and other areas, several issues still exist. We focus on the continuous data received in public use of GPS, and propose a new positioning algorithm that uses time series analysis. By fitting an autoregressive model to the time series model of the pseudorange, we propose an appropriate state-space model. We apply the Kalman filter to the state-space model and use the pseudorange estimated by the filter in our positioning calculations. The results of the authors' positioning experiment show that the accuracy of the proposed method is much better than that of the standard method. In addition, as we can obtain valid values estimated by time series analysis using the state-space model, the proposed state-space model can be applied to several other fields.
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
Multifractal Time Series Analysis Based on Detrended Fluctuation Analysis
NASA Astrophysics Data System (ADS)
Kantelhardt, Jan; Stanley, H. Eugene; Zschiegner, Stephan; Bunde, Armin; Koscielny-Bunde, Eva; Havlin, Shlomo
2002-03-01
In order to develop an easily applicable method for the multifractal characterization of non-stationary time series, we generalize the detrended fluctuation analysis (DFA), which is a well-established method for the determination of the monofractal scaling properties and the detection of long-range correlations. We relate the new multifractal DFA method to the standard partition function-based multifractal formalism, and compare it to the wavelet transform modulus maxima (WTMM) method which is a well-established, but more difficult procedure for this purpose. We employ the multifractal DFA method to determine if the heartrhythm during different sleep stages is characterized by different multifractal properties.
ADAPTIVE DATA ANALYSIS OF COMPLEX FLUCTUATIONS IN PHYSIOLOGIC TIME SERIES
PENG, C.-K.; COSTA, MADALENA; GOLDBERGER, ARY L.
2009-01-01
We introduce a generic framework of dynamical complexity to understand and quantify fluctuations of physiologic time series. In particular, we discuss the importance of applying adaptive data analysis techniques, such as the empirical mode decomposition algorithm, to address the challenges of nonlinearity and nonstationarity that are typically exhibited in biological fluctuations. PMID:20041035
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…
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.
Mixed Spectrum Analysis on fMRI Time-Series.
Kumar, Arun; Lin, Feng; Rajapakse, Jagath C
2016-06-01
Temporal autocorrelation present in functional magnetic resonance image (fMRI) data poses challenges to its analysis. The existing approaches handling autocorrelation in fMRI time-series often presume a specific model of autocorrelation such as an auto-regressive model. The main limitation here is that the correlation structure of voxels is generally unknown and varies in different brain regions because of different levels of neurogenic noises and pulsatile effects. Enforcing a universal model on all brain regions leads to bias and loss of efficiency in the analysis. In this paper, we propose the mixed spectrum analysis of the voxel time-series to separate the discrete component corresponding to input stimuli and the continuous component carrying temporal autocorrelation. A mixed spectral analysis technique based on M-spectral estimator is proposed, which effectively removes autocorrelation effects from voxel time-series and identify significant peaks of the spectrum. As the proposed method does not assume any prior model for the autocorrelation effect in voxel time-series, varying correlation structure among the brain regions does not affect its performance. We have modified the standard M-spectral method for an application on a spatial set of time-series by incorporating the contextual information related to the continuous spectrum of neighborhood voxels, thus reducing considerably the computation cost. Likelihood of the activation is predicted by comparing the amplitude of discrete component at stimulus frequency of voxels across the brain by using normal distribution and modeling spatial correlations among the likelihood with a conditional random field. We also demonstrate the application of the proposed method in detecting other desired frequencies.
Rodgers, Joseph Lee; Beasley, William Howard; Schuelke, Matthew
2014-01-01
Many data structures, particularly time series data, are naturally seasonal, cyclical, or otherwise circular. Past graphical methods for time series have focused on linear plots. In this article, we move graphical analysis onto the circle. We focus on 2 particular methods, one old and one new. Rose diagrams are circular histograms and can be produced in several different forms using the RRose software system. In addition, we propose, develop, illustrate, and provide software support for a new circular graphical method, called Wrap-Around Time Series Plots (WATS Plots), which is a graphical method useful to support time series analyses in general but in particular in relation to interrupted time series designs. We illustrate the use of WATS Plots with an interrupted time series design evaluating the effect of the Oklahoma City bombing on birthrates in Oklahoma County during the 10 years surrounding the bombing of the Murrah Building in Oklahoma City. We compare WATS Plots with linear time series representations and overlay them with smoothing and error bands. Each method is shown to have advantages in relation to the other; in our example, the WATS Plots more clearly show the existence and effect size of the fertility differential.
Scale-space analysis of time series in circulatory research.
Mortensen, Kim Erlend; Godtliebsen, Fred; Revhaug, Arthur
2006-12-01
Statistical analysis of time series is still inadequate within circulation research. With the advent of increasing computational power and real-time recordings from hemodynamic studies, one is increasingly dealing with vast amounts of data in time series. This paper aims to illustrate how statistical analysis using the significant nonstationarities (SiNoS) method may complement traditional repeated-measures ANOVA and linear mixed models. We applied these methods on a dataset of local hepatic and systemic circulatory changes induced by aortoportal shunting and graded liver resection. We found SiNoS analysis more comprehensive when compared with traditional statistical analysis in the following four ways: 1) the method allows better signal-to-noise detection; 2) including all data points from real time recordings in a statistical analysis permits better detection of significant features in the data; 3) analysis with multiple scales of resolution facilitates a more differentiated observation of the material; and 4) the method affords excellent visual presentation by combining group differences, time trends, and multiscale statistical analysis allowing the observer to quickly view and evaluate the material. It is our opinion that SiNoS analysis of time series is a very powerful statistical tool that may be used to complement conventional statistical methods.
Time-series analysis in operant research1
Jones, Richard R.; Vaught, Russell S.; Weinrott, Mark
1977-01-01
A time-series method is presented, nontechnically, for analysis of data generated in individual-subject operant studies, and is recommended as a supplement to visual analysis of behavior change in reversal or multiple-baseline experiments. The method can be used to identify three kinds of statistically significant behavior change: (a) changes in score levels from one experimental phase to another, (b) reliable upward or downward trends in scores, and (c) changes in trends between phases. The detection of, and reliance on, serial dependency (autocorrelation among temporally adjacent scores) in individual-subject behavioral scores is emphasized. Examples of published data from the operant literature are used to illustrate the time-series method. PMID:16795544
Satellite time series analysis using Empirical Mode Decomposition
NASA Astrophysics Data System (ADS)
Pannimpullath, R. Renosh; Doolaeghe, Diane; Loisel, Hubert; Vantrepotte, Vincent; Schmitt, Francois G.
2016-04-01
Geophysical fields possess large fluctuations over many spatial and temporal scales. Satellite successive images provide interesting sampling of this spatio-temporal multiscale variability. Here we propose to consider such variability by performing satellite time series analysis, pixel by pixel, using Empirical Mode Decomposition (EMD). EMD is a time series analysis technique able to decompose an original time series into a sum of modes, each one having a different mean frequency. It can be used to smooth signals, to extract trends. It is built in a data-adaptative way, and is able to extract information from nonlinear signals. Here we use MERIS Suspended Particulate Matter (SPM) data, on a weekly basis, during 10 years. There are 458 successive time steps. We have selected 5 different regions of coastal waters for the present study. They are Vietnam coastal waters, Brahmaputra region, St. Lawrence, English Channel and McKenzie. These regions have high SPM concentrations due to large scale river run off. Trend and Hurst exponents are derived for each pixel in each region. The energy also extracted using Hilberts Spectral Analysis (HSA) along with EMD method. Normalised energy computed for each mode for each region with the total energy. The total energy computed using all the modes are extracted using EMD method.
Scaling detection in time series: diffusion entropy analysis.
Scafetta, Nicola; Grigolini, Paolo
2002-09-01
The methods currently used to determine the scaling exponent of a complex dynamic process described by a time series are based on the numerical evaluation of variance. This means that all of them can be safely applied only to the case where ordinary statistical properties hold true even if strange kinetics are involved. We illustrate a method of statistical analysis based on the Shannon entropy of the diffusion process generated by the time series, called diffusion entropy analysis (DEA). We adopt artificial Gauss and Lévy time series, as prototypes of ordinary and anomalous statistics, respectively, and we analyze them with the DEA and four ordinary methods of analysis, some of which are very popular. We show that the DEA determines the correct scaling exponent even when the statistical properties, as well as the dynamic properties, are anomalous. The other four methods produce correct results in the Gauss case but fail to detect the correct scaling in the case of Lévy statistics. PMID:12366207
Metagenomics meets time series analysis: unraveling microbial community dynamics.
Faust, Karoline; Lahti, Leo; Gonze, Didier; de Vos, Willem M; Raes, Jeroen
2015-06-01
The recent increase in the number of microbial time series studies offers new insights into the stability and dynamics of microbial communities, from the world's oceans to human microbiota. Dedicated time series analysis tools allow taking full advantage of these data. Such tools can reveal periodic patterns, help to build predictive models or, on the contrary, quantify irregularities that make community behavior unpredictable. Microbial communities can change abruptly in response to small perturbations, linked to changing conditions or the presence of multiple stable states. With sufficient samples or time points, such alternative states can be detected. In addition, temporal variation of microbial interactions can be captured with time-varying networks. Here, we apply these techniques on multiple longitudinal datasets to illustrate their potential for microbiome research.
Time series analysis for psychological research: examining and forecasting change
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.
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
Stratospheric ozone time series analysis using dynamical linear models
NASA Astrophysics Data System (ADS)
Laine, Marko; Kyrölä, Erkki
2013-04-01
We describe a hierarchical statistical state space model for ozone profile time series. The time series are from satellite measurements by the SAGE II and GOMOS instruments spanning years 1984-2012. The original data sets are combined and gridded monthly using 10 degree latitude bands, and covering 20-60 km with 1 km vertical spacing. Model components include level, trend, seasonal effect with solar activity, and quasi biennial oscillations as proxy variables. A typical feature of an atmospheric time series is that they are not stationary but exhibit both slowly varying and abrupt changes in the distributional properties. These are caused by external forcing such as changes in the solar activity or volcanic eruptions. Further, the data sampling is often nonuniform, there are data gaps, and the uncertainty of the observations can vary. When observations are combined from various sources there will be instrument and retrieval method related biases. The differences in sampling lead also to uncertainties. Standard classical ARIMA type of statistical time series methods are mostly useless for atmospheric data. A more general approach makes use of dynamical linear models and Kalman filter type of sequential algorithms. These state space models assume a linear relationship between the unknown state of the system and the observations and for the process evolution of the hidden states. They are still flexible enough to model both smooth trends and sudden changes. The above mentioned methodological challenges are discussed, together with analysis of change points in trends related to recovery of stratospheric ozone. This work is part of the ESA SPIN and ozone CCI projects.
Time series analysis using semiparametric regression on oil palm production
NASA Astrophysics Data System (ADS)
Yundari, Pasaribu, U. S.; Mukhaiyar, U.
2016-04-01
This paper presents semiparametric kernel regression method which has shown its flexibility and easiness in mathematical calculation, especially in estimating density and regression function. Kernel function is continuous and it produces a smooth estimation. The classical kernel density estimator is constructed by completely nonparametric analysis and it is well reasonable working for all form of function. Here, we discuss about parameter estimation in time series analysis. First, we consider the parameters are exist, then we use nonparametrical estimation which is called semiparametrical. The selection of optimum bandwidth is obtained by considering the approximation of Mean Integrated Square Root Error (MISE).
Chaotic time series analysis in economics: Balance and perspectives
Faggini, Marisa
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.
Diagnosis of nonlinear systems using time series analysis
Hunter, N.F. Jr.
1991-01-01
Diagnosis and analysis techniques for linear systems have been developed and refined to a high degree of precision. In contrast, techniques for the analysis of data from nonlinear systems are in the early stages of development. This paper describes a time series technique for the analysis of data from nonlinear systems. The input and response time series resulting from excitation of the nonlinear system are embedded in a state space. The form of the embedding is optimized using local canonical variate analysis and singular value decomposition techniques. From the state space model, future system responses are estimated. The expected degree of predictability of the system is investigated using the state transition matrix. The degree of nonlinearity present is quantified using the geometry of the transfer function poles in the z plane. Examples of application to a linear single-degree-of-freedom system, a single-degree-of-freedom Duffing Oscillator, and linear and nonlinear three degree of freedom oscillators are presented. 11 refs., 9 figs.
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
Monthly hail time series analysis related to agricultural insurance
NASA Astrophysics Data System (ADS)
Tarquis, Ana M.; Saa, Antonio; Gascó, Gabriel; Díaz, M. C.; Garcia Moreno, M. R.; Burgaz, F.
2010-05-01
Hail is one of the mos important crop insurance in Spain being more than the 50% of the total insurance in cereal crops. The purpose of the present study is to carry out a study about the hail in cereals. Four provinces have been chosen, those with the values of production are higher: Burgos and Zaragoza for the wheat and Cuenca and Valladolid for the barley. The data that we had available for the study of the evolution and intensity of the damages for hail includes an analysis of the correlation between the ratios of agricultural insurances provided by ENESA and the number of days of annual hail (from 1981 to 2007). At the same time, several weather station per province were selected by the longest more complete data recorded (from 1963 to 2007) to perform an analysis of monthly time series of the number of hail days (HD). The results of the study show us that relation between the ratio of the agricultural insurances and the number of hail days is not clear. Several observations are discussed to explain these results as well as if it is possible to determinte a change in tendency in the HD time series.
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 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.
STUDIES IN ASTRONOMICAL TIME SERIES ANALYSIS. VI. BAYESIAN BLOCK REPRESENTATIONS
Scargle, Jeffrey D.; Norris, Jay P.; Jackson, Brad; Chiang, James
2013-02-20
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-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 piecewise 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 et al. In the spirit of Reproducible Research all of the code and data necessary to reproduce all of the figures in this paper are included as supplementary material.
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.
Automatising the analysis of stochastic biochemical time-series
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
Analysis of complex causal networks through time series
NASA Astrophysics Data System (ADS)
Hut, R.; van de Giesen, N.
2008-12-01
We introduce a new way of looking at (the relations between) groups of signals. In complex networks, such as in landscapes and ecosystems, multiple factors influence each other either through direct causal relations or indirectly through intermediate variables. To puzzle apart the causal relations in a complex network on the basis of measured time series, is not trivial. The method developed here allows us to do excalty that. Using relations that can be derived by (classical) multiple input multiple output system identification, we construct underlying networks of linear time-invariant systems that describe the direct relations between the different signals. The structure of this underlying network can provide valuable information about which signals are dominant, which relations between signals are dominant, and which signals affect each other through another signal in stead of directly. Feedback is easily identified using this approach. We show that the Eigenvalues of the underlying network determine the stability of the network as a whole. Applications are foreseen in for instance the fields of data-driven climate modeling as well as other research involving time series analysis in complex networks.
A Multiscale Approach to InSAR Time Series Analysis
NASA Astrophysics Data System (ADS)
Hetland, E. A.; Muse, P.; Simons, M.; Lin, N.; Dicaprio, C. J.
2010-12-01
We present a technique to constrain time-dependent deformation from repeated satellite-based InSAR observations of a given region. This approach, which we call MInTS (Multiscale InSAR Time Series analysis), relies on a spatial wavelet decomposition to permit the inclusion of distance based spatial correlations in the observations while maintaining computational tractability. As opposed to single pixel InSAR time series techniques, MInTS takes advantage of both spatial and temporal characteristics of the deformation field. We use a weighting scheme which accounts for the presence of localized holes due to decorrelation or unwrapping errors in any given interferogram. We represent time-dependent deformation using a dictionary of general basis functions, capable of detecting both steady and transient processes. The estimation is regularized using a model resolution based smoothing so as to be able to capture rapid deformation where there are temporally dense radar acquisitions and to avoid oscillations during time periods devoid of acquisitions. MInTS also has the flexibility to explicitly parametrize known time-dependent processes that are expected to contribute to a given set of observations (e.g., co-seismic steps and post-seismic transients, secular variations, seasonal oscillations, etc.). We use cross validation to choose the regularization penalty parameter in the inversion of for the time-dependent deformation field. We demonstrate MInTS using a set of 63 ERS-1/2 and 29 Envisat interferograms for Long Valley Caldera.
Studies in Astronomical Time Series Analysis. VI. Bayesian Block Representations
NASA Astrophysics Data System (ADS)
Scargle, Jeffrey D.; Norris, Jay P.; Jackson, Brad; Chiang, James
2013-02-01
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—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 piecewise 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 et al. In the spirit of Reproducible Research all of the code and data necessary to reproduce all of the figures in this paper are included as supplementary material.
Time-series analysis of Campylobacter incidence in Switzerland.
Wei, W; Schüpbach, G; Held, L
2015-07-01
Campylobacteriosis has been the most common food-associated notifiable infectious disease in Switzerland since 1995. Contact with and ingestion of raw or undercooked broilers are considered the dominant risk factors for infection. In this study, we investigated the temporal relationship between the disease incidence in humans and the prevalence of Campylobacter in broilers in Switzerland from 2008 to 2012. We use a time-series approach to describe the pattern of the disease by incorporating seasonal effects and autocorrelation. The analysis shows that prevalence of Campylobacter in broilers, with a 2-week lag, has a significant impact on disease incidence in humans. Therefore Campylobacter cases in humans can be partly explained by contagion through broiler meat. We also found a strong autoregressive effect in human illness, and a significant increase of illness during Christmas and New Year's holidays. In a final analysis, we corrected for the sampling error of prevalence in broilers and the results gave similar conclusions.
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
Visual analytics for model selection in time series analysis.
Bögl, Markus; Aigner, Wolfgang; Filzmoser, Peter; Lammarsch, Tim; Miksch, Silvia; Rind, Alexander
2013-12-01
Model selection in time series analysis is a challenging task for domain experts in many application areas such as epidemiology, economy, or environmental sciences. The methodology used for this task demands a close combination of human judgement and automated computation. However, statistical software tools do not adequately support this combination through interactive visual interfaces. We propose a Visual Analytics process to guide domain experts in this task. For this purpose, we developed the TiMoVA prototype that implements this process based on user stories and iterative expert feedback on user experience. The prototype was evaluated by usage scenarios with an example dataset from epidemiology and interviews with two external domain experts in statistics. The insights from the experts' feedback and the usage scenarios show that TiMoVA is able to support domain experts in model selection tasks through interactive visual interfaces with short feedback cycles.
Time series analysis for minority game simulations of financial markets
NASA Astrophysics Data System (ADS)
Ferreira, Fernando F.; Francisco, Gerson; Machado, Birajara S.; Muruganandam, Paulsamy
2003-04-01
The minority game (MG) model introduced recently provides promising insights into the understanding of the evolution of prices, indices and rates in the financial markets. In this paper we perform a time series analysis of the model employing tools from statistics, dynamical systems theory and stochastic processes. Using benchmark systems and a financial index for comparison, several conclusions are obtained about the generating mechanism for this kind of evolution. The motion is deterministic, driven by occasional random external perturbation. When the interval between two successive perturbations is sufficiently large, one can find low dimensional chaos in this regime. However, the full motion of the MG model is found to be similar to that of the first differences of the SP500 index: stochastic, nonlinear and (unit root) stationary.
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…
Time series power flow analysis for distribution connected PV generation.
Broderick, Robert Joseph; Quiroz, Jimmy Edward; Ellis, Abraham; Reno, Matthew J.; Smith, Jeff; Dugan, Roger
2013-01-01
Distributed photovoltaic (PV) projects must go through an interconnection study process before connecting to the distribution grid. These studies are intended to identify the likely impacts and mitigation alternatives. In the majority of the cases, system impacts can be ruled out or mitigation can be identified without an involved study, through a screening process or a simple supplemental review study. For some proposed projects, expensive and time-consuming interconnection studies are required. The challenges to performing the studies are twofold. First, every study scenario is potentially unique, as the studies are often highly specific to the amount of PV generation capacity that varies greatly from feeder to feeder and is often unevenly distributed along the same feeder. This can cause location-specific impacts and mitigations. The second challenge is the inherent variability in PV power output which can interact with feeder operation in complex ways, by affecting the operation of voltage regulation and protection devices. The typical simulation tools and methods in use today for distribution system planning are often not adequate to accurately assess these potential impacts. This report demonstrates how quasi-static time series (QSTS) simulation and high time-resolution data can be used to assess the potential impacts in a more comprehensive manner. The QSTS simulations are applied to a set of sample feeders with high PV deployment to illustrate the usefulness of the approach. The report describes methods that can help determine how PV affects distribution system operations. The simulation results are focused on enhancing the understanding of the underlying technical issues. The examples also highlight the steps needed to perform QSTS simulation and describe the data needed to drive the simulations. The goal of this report is to make the methodology of time series power flow analysis readily accessible to utilities and others responsible for evaluating
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.
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.
Interrupted time-series analysis: studying trends in neurosurgery.
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. PMID:26621420
Interrupted time-series analysis: studying trends in neurosurgery.
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.
Tidal Analysis of Very Long Gravity Time Series
NASA Astrophysics Data System (ADS)
Calvo, M.; Hinderer, J.; Rosat, S.; Legros, H.; Boy, J.; Riccardi, U.; Ducarme, B.; Zuern, W. E.
2012-12-01
We report on the tidal analyses carried out on very long gravity time series collected at three European permanent gravity observatories. According to the Nyquist's criterion, very long gravity series enable us to obtain a high resolution spectral analysis in the tidal bands allowing to separate small amplitude waves in the major tidal groups and also to attempt to detect very long period (18.6 and 9 yr) tides that have never been observed in gravity data. For this study we use 2 long data sets recorded by spring gravimeters in BFO (Germany) (1980-2012) and in Walferdange (Luxemburg) (1980-1995) as well as two time series (1987-1996 and 1996-2012) from two superconducting gravimeters located at the Strasbourg station (France). It is well known that the temporal changes of the instrumental sensitivity may introduce a related error in the tidal analysis. Hence the sensitivity of each instrument is investigated using the temporal variations of the delta factor for the main tidal waves (O1, K1, M2, and S2) as well as the M2/O1 delta factor ratio. Our findings demonstrate that the lack of long term stability of the spring instruments prevents from more detailed spectral analysis; on the contrary promising results have been obtained from gravity data collected by the two superconducting gravimeters operating at different consecutive epochs at Strasbourg. We checked the stability of instrumental sensitivity using numerous calibration experiments carried out during the last 15 years by co-located absolute gravity measurements. It turns out that the SG stability is much better than the one that can be achieved by SG/AG calibration repetitions. The observed temporal evolution of the tidal delta factors in Strasbourg is also compared with results from other European SG stations. Finally, we compare the observed parameters, with those theoretically estimated from the solid Earth tide models. The results demonstrate that long series of precise SG observations are a powerful
Advanced tools for astronomical time series and image analysis
NASA Astrophysics Data System (ADS)
Scargle, Jeffrey D.
The algorithms described here, which I have developed for applications in X-ray and γ-ray astronomy, will hopefully be of use in other ways, perhaps aiding in the exploration of modern astronomy's data cornucopia. The goal is to describe principled approaches to some ubiquitous problems, such as detection and characterization of periodic and aperiodic signals, estimation of time delays between multiple time series, and source detection in noisy images with noisy backgrounds. The latter problem is related to detection of clusters in data spaces of various dimensions. A goal of this work is to achieve a unifying view of several related topics: signal detection and characterization, cluster identification, classification, density estimation, and multivariate regression. In addition to being useful for analysis of data from space-based and ground-based missions, these algorithms may be a basis for a future automatic science discovery facility, and in turn provide analysis tools for the Virtual Observatory. This chapter has ties to those by Larry Bretthorst, Tom Loredo, Alanna Connors, Fionn Murtagh, Jim Berger, David van Dyk, Vicent Martinez & Enn Saar.
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 analysis of Monte Carlo neutron transport calculations
NASA Astrophysics Data System (ADS)
Nease, Brian Robert
A time series based approach is applied to the Monte Carlo (MC) fission source distribution to calculate the non-fundamental mode eigenvalues of the system. The approach applies Principal Oscillation Patterns (POPs) to the fission source distribution, transforming the problem into a simple autoregressive order one (AR(1)) process. Proof is provided that the stationary MC process is linear to first order approximation, which is a requirement for the application of POPs. The autocorrelation coefficient of the resulting AR(1) process corresponds to the ratio of the desired mode eigenvalue to the fundamental mode eigenvalue. All modern k-eigenvalue MC codes calculate the fundamental mode eigenvalue, so the desired mode eigenvalue can be easily determined. The strength of this approach is contrasted against the Fission Matrix method (FMM) in terms of accuracy versus computer memory constraints. Multi-dimensional problems are considered since the approach has strong potential for use in reactor analysis, and the implementation of the method into production codes is discussed. Lastly, the appearance of complex eigenvalues is investigated and solutions are provided.
Nonlinear time-series analysis of Hyperion's lightcurves
NASA Astrophysics Data System (ADS)
Tarnopolski, M.
2015-06-01
Hyperion is a satellite of Saturn that was predicted to remain in a chaotic rotational state. This was confirmed to some extent by Voyager 2 and Cassini series of images and some ground-based photometric observations. The aim of this article is to explore conditions for potential observations to meet in order to estimate a maximal Lyapunov Exponent (mLE), which being positive is an indicator of chaos and allows to characterise it quantitatively. Lightcurves existing in literature as well as numerical simulations are examined using standard tools of theory of chaos. It is found that existing datasets are too short and undersampled to detect a positive mLE, although its presence is not rejected. Analysis of simulated lightcurves leads to an assertion that observations from one site should be performed over a year-long period to detect a positive mLE, if present, in a reliable way. Another approach would be to use 2-3 telescopes spread over the world to have observations distributed more uniformly. This may be achieved without disrupting other observational projects being conducted. The necessity of time-series to be stationary is highly stressed.
Chaotic time series analysis of vision evoked EEG
NASA Astrophysics Data System (ADS)
Zhang, Ningning; Wang, Hong
2010-01-01
To investigate the human brain activities for aesthetic processing, beautiful woman face picture and ugly buffoon face picture were applied. Twelve subjects were assigned the aesthetic processing task while the electroencephalogram (EEG) was recorded. Event-related brain potential (ERP) was required from the 32 scalp electrodes and the ugly buffoon picture produced larger amplitudes for the N1, P2, N2, and late slow wave components. Average ERP from the ugly buffoon picture were larger than that from the beautiful woman picture. The ERP signals shows that the ugly buffoon elite higher emotion waves than the beautiful woman face, because some expression is on the face of the buffoon. Then, chaos time series analysis was carried out to calculate the largest Lyapunov exponent using small data set method and the correlation dimension using G-P algorithm. The results show that the largest Lyapunov exponents of the ERP signals are greater than zero, which indicate that the ERP signals may be chaotic. The correlations dimensions coming from the beautiful woman picture are larger than that from the ugly buffoon picture. The comparison of the correlations dimensions shows that the beautiful face can excite the brain nerve cells. The research in the paper is a persuasive proof to the opinion that cerebrum's work is chaotic under some picture stimuli.
Chaotic time series analysis of vision evoked EEG
NASA Astrophysics Data System (ADS)
Zhang, Ningning; Wang, Hong
2009-12-01
To investigate the human brain activities for aesthetic processing, beautiful woman face picture and ugly buffoon face picture were applied. Twelve subjects were assigned the aesthetic processing task while the electroencephalogram (EEG) was recorded. Event-related brain potential (ERP) was required from the 32 scalp electrodes and the ugly buffoon picture produced larger amplitudes for the N1, P2, N2, and late slow wave components. Average ERP from the ugly buffoon picture were larger than that from the beautiful woman picture. The ERP signals shows that the ugly buffoon elite higher emotion waves than the beautiful woman face, because some expression is on the face of the buffoon. Then, chaos time series analysis was carried out to calculate the largest Lyapunov exponent using small data set method and the correlation dimension using G-P algorithm. The results show that the largest Lyapunov exponents of the ERP signals are greater than zero, which indicate that the ERP signals may be chaotic. The correlations dimensions coming from the beautiful woman picture are larger than that from the ugly buffoon picture. The comparison of the correlations dimensions shows that the beautiful face can excite the brain nerve cells. The research in the paper is a persuasive proof to the opinion that cerebrum's work is chaotic under some picture stimuli.
On the Fourier and Wavelet Analysis of Coronal Time Series
NASA Astrophysics Data System (ADS)
Auchère, F.; Froment, C.; Bocchialini, K.; Buchlin, E.; Solomon, J.
2016-07-01
Using Fourier and wavelet analysis, we critically re-assess the significance of our detection of periodic pulsations in coronal loops. We show that the proper identification of the frequency dependence and statistical properties of the different components of the power spectra provides a strong argument against the common practice of data detrending, which tends to produce spurious detections around the cut-off frequency of the filter. In addition, the white and red noise models built into the widely used wavelet code of Torrence & Compo cannot, in most cases, adequately represent the power spectra of coronal time series, thus also possibly causing false positives. Both effects suggest that several reports of periodic phenomena should be re-examined. The Torrence & Compo code nonetheless effectively computes rigorous confidence levels if provided with pertinent models of mean power spectra, and we describe the appropriate manner in which to call its core routines. We recall the meaning of the default confidence levels output from the code, and we propose new Monte-Carlo-derived levels that take into account the total number of degrees of freedom in the wavelet spectra. These improvements allow us to confirm that the power peaks that we detected have a very low probability of being caused by noise.
Permutation Entropy Analysis of Geomagnetic Indices Time Series
NASA Astrophysics Data System (ADS)
De Michelis, Paola; Consolini, Giuseppe
2013-04-01
The Earth's magnetospheric dynamics displays a very complex nature in response to solar wind changes as widely documented in the scientific literature. This complex dynamics manifests in various physical processes occurring in different regions of the Earth's magnetosphere as clearly revealed by previous analyses on geomagnetic indices (AE-indices, Dst, Sym-H, ....., etc.). One of the most interesting features of the geomagnetic indices as proxies of the Earth's magnetospheric dynamics is the multifractional nature of the time series of such indices. This aspect has been interpreted as the occurrence of intermittence and dynamical phase transition in the Earth's magnetosphere. Here, we investigate the Markovian nature of different geomagnetic indices (AE-indices, Sym-H, Asy-H) and their fluctuations by means of Permutation Entropy Analysis. The results clearly show the non-Markovian and different nature of the distinct sets of geomagnetic indices, pointing towards diverse underlying physical processes. A discussion in connection with the nature of the physical processes responsible of each set of indices and their multifractional character is attempted.
Detrended fluctuation analysis of laser Doppler flowmetry time series.
Esen, Ferhan; Aydin, Gülsün Sönmez; Esen, Hamza
2009-12-01
Detrended fluctuation analysis (DFA) of laser Doppler flow (LDF) time series appears to yield improved prognostic power in microvascular dysfunction, through calculation of the scaling exponent, alpha. In the present study the long lasting strenuous activity-induced change in microvascular function was evaluated by DFA in basketball players compared with sedentary control. Forearm skin blood flow was measured at rest and during local heating. Three scaling exponents, the slopes of the three regression lines, were identified corresponding to cardiac, cardio-respiratory and local factors. Local scaling exponent was always approximately one, alpha=1.01+/-0.15, in the control group and did not change with local heating. However, we found a broken line with two scaling exponents (alpha(1)=1.06+/-0.01 and alpha(2)=0.75+/-0.01) in basketball players. The broken line became a single line having one scaling exponent (alpha(T)=0.94+/-0.01) with local heating. The scaling exponents, alpha(2) and alpha(T), smaller than 1 indicate reduced long-range correlation in blood flow due to a loss of integration in local mechanisms and suggest endothelial dysfunction as the most likely candidate. Evaluation of microvascular function from a baseline LDF signal at rest is the superiority of DFA to other methods, spectral or not, that use the amplitude changes of evoked relative signal. PMID:19660479
Detrended fluctuation analysis of laser Doppler flowmetry time series.
Esen, Ferhan; Aydin, Gülsün Sönmez; Esen, Hamza
2009-12-01
Detrended fluctuation analysis (DFA) of laser Doppler flow (LDF) time series appears to yield improved prognostic power in microvascular dysfunction, through calculation of the scaling exponent, alpha. In the present study the long lasting strenuous activity-induced change in microvascular function was evaluated by DFA in basketball players compared with sedentary control. Forearm skin blood flow was measured at rest and during local heating. Three scaling exponents, the slopes of the three regression lines, were identified corresponding to cardiac, cardio-respiratory and local factors. Local scaling exponent was always approximately one, alpha=1.01+/-0.15, in the control group and did not change with local heating. However, we found a broken line with two scaling exponents (alpha(1)=1.06+/-0.01 and alpha(2)=0.75+/-0.01) in basketball players. The broken line became a single line having one scaling exponent (alpha(T)=0.94+/-0.01) with local heating. The scaling exponents, alpha(2) and alpha(T), smaller than 1 indicate reduced long-range correlation in blood flow due to a loss of integration in local mechanisms and suggest endothelial dysfunction as the most likely candidate. Evaluation of microvascular function from a baseline LDF signal at rest is the superiority of DFA to other methods, spectral or not, that use the amplitude changes of evoked relative signal.
Multitask Gaussian processes for multivariate physiological time-series analysis.
Dürichen, Robert; Pimentel, Marco A F; Clifton, Lei; Schweikard, Achim; Clifton, David A
2015-01-01
Gaussian process (GP) models are a flexible means of performing nonparametric Bayesian regression. However, GP models in healthcare are often only used to model a single univariate output time series, denoted as single-task GPs (STGP). Due to an increasing prevalence of sensors in healthcare settings, there is an urgent need for robust multivariate time-series tools. Here, we propose a method using multitask GPs (MTGPs) which can model multiple correlated multivariate physiological time series simultaneously. The flexible MTGP framework can learn the correlation between multiple signals even though they might be sampled at different frequencies and have training sets available for different intervals. Furthermore, prior knowledge of any relationship between the time series such as delays and temporal behavior can be easily integrated. A novel normalization is proposed to allow interpretation of the various hyperparameters used in the MTGP. We investigate MTGPs for physiological monitoring with synthetic data sets and two real-world problems from the field of patient monitoring and radiotherapy. The results are compared with standard Gaussian processes and other existing methods in the respective biomedical application areas. In both cases, we show that our framework learned the correlation between physiological time series efficiently, outperforming the existing state of the art.
On fractal analysis of cardiac interbeat time series
NASA Astrophysics Data System (ADS)
Guzmán-Vargas, L.; Calleja-Quevedo, E.; Angulo-Brown, F.
2003-09-01
In recent years the complexity of a cardiac beat-to-beat time series has been taken as an auxiliary tool to identify the health status of human hearts. Several methods has been employed to characterize the time series complexity. In this work we calculate the fractal dimension of interbeat time series arising from three groups: 10 young healthy persons, 8 elderly healthy persons and 10 patients with congestive heart failures. Our numerical results reflect evident differences in the dynamic behavior corresponding to each group. We discuss these results within the context of the neuroautonomic control of heart rate dynamics. We also propose a numerical simulation which reproduce aging effects of heart rate behavior.
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.
A multiscale approach to InSAR time series analysis
NASA Astrophysics Data System (ADS)
Simons, M.; Hetland, E. A.; Muse, P.; Lin, Y. N.; Dicaprio, C.; Rickerby, A.
2008-12-01
We describe a new technique to constrain time-dependent deformation from repeated satellite-based InSAR observations of a given region. This approach, which we call MInTS (Multiscale analysis of InSAR Time Series), relies on a spatial wavelet decomposition to permit the inclusion of distance based spatial correlations in the observations while maintaining computational tractability. This approach also permits a consistent treatment of all data independent of the presence of localized holes in any given interferogram. In essence, MInTS allows one to considers all data at the same time (as opposed to one pixel at a time), thereby taking advantage of both spatial and temporal characteristics of the deformation field. In terms of the temporal representation, we have the flexibility to explicitly parametrize known processes that are expected to contribute to a given set of observations (e.g., co-seismic steps and post-seismic transients, secular variations, seasonal oscillations, etc.). Our approach also allows for the temporal parametrization to includes a set of general functions (e.g., splines) in order to account for unexpected processes. We allow for various forms of model regularization using a cross-validation approach to select penalty parameters. The multiscale analysis allows us to consider various contributions (e.g., orbit errors) that may affect specific scales but not others. The methods described here are all embarrassingly parallel and suitable for implementation on a cluster computer. We demonstrate the use of MInTS using a large suite of ERS-1/2 and Envisat interferograms for Long Valley Caldera, and validate our results by comparing with ground-based observations.
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.
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.
Period04: Statistical analysis of large astronomical time series
NASA Astrophysics Data System (ADS)
Lenz, Patrick; Breger, Michel
2014-07-01
Period04 statistically analyzes large astronomical time series containing gaps. It calculates formal uncertainties, can extract the individual frequencies from the multiperiodic content of time series, and provides a flexible interface to perform multiple-frequency fits with a combination of least-squares fitting and the discrete Fourier transform algorithm. Period04, written in Java/C++, supports the SAMP communication protocol to provide interoperability with other applications of the Virtual Observatory. It is a reworked and extended version of Period98 (Sperl 1998) and PERIOD/PERDET (Breger 1990).
Nonlinear Time Series Analysis of White Dwarf Light Curves
NASA Astrophysics Data System (ADS)
Jevtic, N.; Zelechoski, S.; Feldman, H.; Peterson, C.; Schweitzer, J.
2001-12-01
We use nonlinear time series analysis methods to examine the light intensity curves of white dwarf PG1351+489 obtained by the Whole Earth Telescope (WET). Though these methods were originally introduced to study chaotic systems, when a clear signature of determinism is found for the process generating an observable and it couples the active degrees of freedom of the system, then the notion of phase space provides a framework for exploring the system dynamics of nonlinear systems in general. With a pronounced single frequency, its harmonics and other frequencies of lower amplitude on a broadband background, the PG1351 light curve lends itself to the use of time delay coordinates. Our phase space reconstruction yields a triangular, toroidal three-dimensional shape. This differs from earlier results of a circular toroidal representation. We find a morphological similarity to a magnetic dynamo model developed for fast rotators that yields a union of both results: the circular phase space structure for the ascending portion of the cycle, and the triangular structure for the declining portion. The rise and fall of the dynamo cycle yield both different phase space representations and different correlation dimensions. Since PG1351 is known to have no significant fields, these results may stimulate the observation of light curves of known magnetic white dwarfs for comparison. Using other data obtained by the WET, we compare the phase space reconstruction of DB white dwarf PG1351 with that of GD 358 which has a more complex power spectrum. We also compare these results with those for PG1159. There is some general similarity between the results of the phase space reconstruction for the DB white dwarfs. As expected, the difference between the results for the DB white dwarfs and PG1159 is great.
Structured Time Series Analysis for Human Action Segmentation and Recognition.
Dian Gong; Medioni, Gerard; Xuemei Zhao
2014-07-01
We address the problem of structure learning of human motion in order to recognize actions from a continuous monocular motion sequence of an arbitrary person from an arbitrary viewpoint. Human motion sequences are represented by multivariate time series in the joint-trajectories space. Under this structured time series framework, we first propose Kernelized Temporal Cut (KTC), an extension of previous works on change-point detection by incorporating Hilbert space embedding of distributions, to handle the nonparametric and high dimensionality issues of human motions. Experimental results demonstrate the effectiveness of our approach, which yields realtime segmentation, and produces high action segmentation accuracy. Second, a spatio-temporal manifold framework is proposed to model the latent structure of time series data. Then an efficient spatio-temporal alignment algorithm Dynamic Manifold Warping (DMW) is proposed for multivariate time series to calculate motion similarity between action sequences (segments). Furthermore, by combining the temporal segmentation algorithm and the alignment algorithm, online human action recognition can be performed by associating a few labeled examples from motion capture data. The results on human motion capture data and 3D depth sensor data demonstrate the effectiveness of the proposed approach in automatically segmenting and recognizing motion sequences, and its ability to handle noisy and partially occluded data, in the transfer learning module. PMID:26353312
A Time-Series Analysis of Hispanic Unemployment.
ERIC Educational Resources Information Center
Defreitas, Gregory
1986-01-01
This study undertakes the first systematic time-series research on the cyclical patterns and principal determinants of Hispanic joblessness in the United States. The principal findings indicate that Hispanics tend to bear a disproportionate share of increases in unemployment during recessions. (Author/CT)
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.
A Multiscale Approach to InSAR Time Series Analysis
NASA Astrophysics Data System (ADS)
Simons, M.; Hetland, E. A.; Muse, P.; Lin, Y.; Dicaprio, C. J.
2009-12-01
We describe progress in the development of MInTS (Multiscale analysis of InSAR Time Series), an approach to constructed self-consistent time-dependent deformation observations from repeated satellite-based InSAR images of a given region. MInTS relies on a spatial wavelet decomposition to permit the inclusion of distance based spatial correlations in the observations while maintaining computational tractability. In essence, MInTS allows one to considers all data at the same time as opposed to one pixel at a time, thereby taking advantage of both spatial and temporal characteristics of the deformation field. This approach also permits a consistent treatment of all data independent of the presence of localized holes due to unwrapping issues in any given interferogram. Specifically, the presence of holes is accounted for through a weighting scheme that accounts for the extent of actual data versus the area of holes associated with any given wavelet. In terms of the temporal representation, we have the flexibility to explicitly parametrize known processes that are expected to contribute to a given set of observations (e.g., co-seismic steps and post-seismic transients, secular variations, seasonal oscillations, etc.). Our approach also allows for the temporal parametrization to include a set of general functions in order to account for unexpected processes. We allow for various forms of model regularization using a cross-validation approach to select penalty parameters. We also experiment with the use of sparsity inducing regularization as a way to select from a large dictionary of time functions. The multiscale analysis allows us to consider various contributions (e.g., orbit errors) that may affect specific scales but not others. The methods described here are all embarrassingly parallel and suitable for implementation on a cluster computer. We demonstrate the use of MInTS using a large suite of ERS-1/2 and Envisat interferograms for Long Valley Caldera, and validate
Time series analysis as a tool for karst water management
NASA Astrophysics Data System (ADS)
Fournier, Matthieu; Massei, Nicolas; Duran, Léa
2015-04-01
Karst hydrosystems are well known for their vulnerability to turbidity due to their complex and unique characteristics which make them very different from other aquifers. Moreover, many parameters can affect their functioning. It makes the characterization of their vulnerability difficult and needs the use of statistical analyses Time series analyses on turbidity, electrical conductivity and water discharge datasets, such as correlation and spectral analyses, have proven to be useful in improving our understanding of karst systems. However, the loss of information on time localization is a major drawback of those Fourier spectral methods; this problem has been overcome by the development of wavelet analysis (continuous or discrete) for hydrosystems offering the possibility to better characterize the complex modalities of variation inherent to non stationary processes. Nevertheless, from wavelet transform, signal is decomposed on several continuous wavelet signals which cannot be true with local-time processes frequently observed in karst aquifer. More recently, a new approach associating empirical mode decomposition and the Hilbert transform was presented for hydrosystems. It allows an orthogonal decomposition of the signal analyzed and provides a more accurate estimation of changing variability scales across time for highly transient signals. This study aims to identify the natural and anthropogenic parameters which control turbidity released at a well for drinking water supply. The well is located in the chalk karst aquifer near the Seine river at 40 km of the Seine estuary in western Paris Basin. At this location, tidal variations greatly affect the level of the water in the Seine. Continuous wavelet analysis on turbidity dataset have been used to decompose turbidity release at the well into three components i) the rain event periods, ii) the pumping periods and iii) the tidal range of Seine river. Time-domain reconstruction by inverse wavelet transform allows
Modeling Philippine Stock Exchange Composite Index Using Time Series Analysis
NASA Astrophysics Data System (ADS)
Gayo, W. S.; Urrutia, J. D.; Temple, J. M. F.; Sandoval, J. R. D.; Sanglay, J. E. A.
2015-06-01
This study was conducted to develop a time series model of the Philippine Stock Exchange Composite Index and its volatility using the finite mixture of ARIMA model with conditional variance equations such as ARCH, GARCH, EG ARCH, TARCH and PARCH models. Also, the study aimed to find out the reason behind the behaviorof PSEi, that is, which of the economic variables - Consumer Price Index, crude oil price, foreign exchange rate, gold price, interest rate, money supply, price-earnings ratio, Producers’ Price Index and terms of trade - can be used in projecting future values of PSEi and this was examined using Granger Causality Test. The findings showed that the best time series model for Philippine Stock Exchange Composite index is ARIMA(1,1,5) - ARCH(1). Also, Consumer Price Index, crude oil price and foreign exchange rate are factors concluded to Granger cause Philippine Stock Exchange Composite Index.
Multifractal analysis of time series generated by discrete Ito equations
Telesca, Luciano; Czechowski, Zbigniew; Lovallo, Michele
2015-06-15
In this study, we show that discrete Ito equations with short-tail Gaussian marginal distribution function generate multifractal time series. The multifractality is due to the nonlinear correlations, which are hidden in Markov processes and are generated by the interrelation between the drift and the multiplicative stochastic forces in the Ito equation. A link between the range of the generalized Hurst exponents and the mean of the squares of all averaged net forces is suggested.
Dynamical analysis and visualization of tornadoes time series.
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.
Dynamical Analysis and Visualization of Tornadoes Time Series
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
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.
Dynamical analysis and visualization of tornadoes time series.
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. PMID:25790281
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.
Bilinear System Characteristics from Nonlinear Time Series Analysis
Hunter, N.F. Jr.
1999-02-08
Detection of changes in the resonant frequencies and mode shapes of a system is a fundamental problem in dynamics. This paper describes a time series method of detecting and quantifying changes in these parameters for a ten degree-of-freedom bilinear system excited by narrow band random noise. The method partitions the state space and computes mode frequencies and mode shapes for each region. Different regions of the space may exhibit different mode shapes, allowing diagnosis of stiffness changes at structural discontinuities. The method is useful for detecting changes in the properties of joints in mechanical systems or for detection of damage as the properties of a structure change during use.
A new complexity measure for time series analysis and classification
NASA Astrophysics Data System (ADS)
Nagaraj, Nithin; Balasubramanian, Karthi; Dey, Sutirth
2013-07-01
Complexity measures are used in a number of applications including extraction of information from data such as ecological time series, detection of non-random structure in biomedical signals, testing of random number generators, language recognition and authorship attribution etc. Different complexity measures proposed in the literature like Shannon entropy, Relative entropy, Lempel-Ziv, Kolmogrov and Algorithmic complexity are mostly ineffective in analyzing short sequences that are further corrupted with noise. To address this problem, we propose a new complexity measure ETC and define it as the "Effort To Compress" the input sequence by a lossless compression algorithm. Here, we employ the lossless compression algorithm known as Non-Sequential Recursive Pair Substitution (NSRPS) and define ETC as the number of iterations needed for NSRPS to transform the input sequence to a constant sequence. We demonstrate the utility of ETC in two applications. ETC is shown to have better correlation with Lyapunov exponent than Shannon entropy even with relatively short and noisy time series. The measure also has a greater rate of success in automatic identification and classification of short noisy sequences, compared to entropy and a popular measure based on Lempel-Ziv compression (implemented by Gzip).
Visibility graph network analysis of gold price time series
NASA Astrophysics Data System (ADS)
Long, Yu
2013-08-01
Mapping time series into a visibility graph network, the characteristics of the gold price time series and return temporal series, and the mechanism underlying the gold price fluctuation have been explored from the perspective of complex network theory. The network degree distribution characters, which change from power law to exponent law when the series was shuffled from original sequence, and the average path length characters, which change from L∼lnN into lnL∼lnN as the sequence was shuffled, demonstrate that price series and return series are both long-rang dependent fractal series. The relations of Hurst exponent to the power-law exponent of degree distribution demonstrate that the logarithmic price series is a fractal Brownian series and the logarithmic return series is a fractal Gaussian series. Power-law exponents of degree distribution in a time window changing with window moving demonstrates that a logarithmic gold price series is a multifractal series. The Power-law average clustering coefficient demonstrates that the gold price visibility graph is a hierarchy network. The hierarchy character, in light of the correspondence of graph to price fluctuation, means that gold price fluctuation is a hierarchy structure, which appears to be in agreement with Elliot’s experiential Wave Theory on stock price fluctuation, and the local-rule growth theory of a hierarchy network means that the hierarchy structure of gold price fluctuation originates from persistent, short term factors, such as short term speculation.
Seasonality of tuberculosis in delhi, India: a time series analysis.
Kumar, Varun; Singh, Abhay; Adhikary, Mrinmoy; Daral, Shailaja; Khokhar, Anita; Singh, Saudan
2014-01-01
Background. It is highly cost effective to detect a seasonal trend in tuberculosis in order to optimize disease control and intervention. Although seasonal variation of tuberculosis has been reported from different parts of the world, no definite and consistent pattern has been observed. Therefore, the study was designed to find the seasonal variation of tuberculosis in Delhi, India. Methods. Retrospective record based study was undertaken in a Directly Observed Treatment Short course (DOTS) centre located in the south district of Delhi. Six-year data from January 2007 to December 2012 was analyzed. Expert modeler of SPSS ver. 21 software was used to fit the best suitable model for the time series data. Results. Autocorrelation function (ACF) and partial autocorrelation function (PACF) at lag 12 show significant peak suggesting seasonal component of the TB series. Seasonal adjusted factor (SAF) showed peak seasonal variation from March to May. Univariate model by expert modeler in the SPSS showed that Winter's multiplicative model could best predict the time series data with 69.8% variability. The forecast shows declining trend with seasonality. Conclusion. A seasonal pattern and declining trend with variable amplitudes of fluctuation were observed in the incidence of tuberculosis.
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.
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.
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.
Presentations to Emergency Departments for COPD: A Time Series Analysis.
Rosychuk, Rhonda J; Youngson, Erik; Rowe, Brian H
2016-01-01
Background. Chronic obstructive pulmonary disease (COPD) is a common respiratory condition characterized by progressive dyspnea and acute exacerbations which may result in emergency department (ED) presentations. This study examines monthly rates of presentations to EDs in one Canadian province. Methods. Presentations for COPD made by individuals aged ≥55 years during April 1999 to March 2011 were extracted from provincial databases. Data included age, sex, and health zone of residence (North, Central, South, and urban). Crude rates were calculated. Seasonal autoregressive integrated moving average (SARIMA) time series models were developed. Results. ED presentations for COPD totalled 188,824 and the monthly rate of presentation remained relatively stable (from 197.7 to 232.6 per 100,000). Males and seniors (≥65 years) comprised 52.2% and 73.7% of presentations, respectively. The ARIMA(1,0, 0) × (1,0, 1)12 model was appropriate for the overall rate of presentations and for each sex and seniors. Zone specific models showed relatively stable or decreasing rates; the North zone had an increasing trend. Conclusions. ED presentation rates for COPD have been relatively stable in Alberta during the past decade. However, their increases in northern regions deserve further exploration. The SARIMA models quantified the temporal patterns and can help planning future health care service needs. PMID:27445514
Presentations to Emergency Departments for COPD: A Time Series Analysis
Youngson, Erik; Rowe, Brian H.
2016-01-01
Background. Chronic obstructive pulmonary disease (COPD) is a common respiratory condition characterized by progressive dyspnea and acute exacerbations which may result in emergency department (ED) presentations. This study examines monthly rates of presentations to EDs in one Canadian province. Methods. Presentations for COPD made by individuals aged ≥55 years during April 1999 to March 2011 were extracted from provincial databases. Data included age, sex, and health zone of residence (North, Central, South, and urban). Crude rates were calculated. Seasonal autoregressive integrated moving average (SARIMA) time series models were developed. Results. ED presentations for COPD totalled 188,824 and the monthly rate of presentation remained relatively stable (from 197.7 to 232.6 per 100,000). Males and seniors (≥65 years) comprised 52.2% and 73.7% of presentations, respectively. The ARIMA(1,0, 0) × (1,0, 1)12 model was appropriate for the overall rate of presentations and for each sex and seniors. Zone specific models showed relatively stable or decreasing rates; the North zone had an increasing trend. Conclusions. ED presentation rates for COPD have been relatively stable in Alberta during the past decade. However, their increases in northern regions deserve further exploration. The SARIMA models quantified the temporal patterns and can help planning future health care service needs. PMID:27445514
Time series analysis of diverse extreme phenomena: universal features
NASA Astrophysics Data System (ADS)
Eftaxias, K.; Balasis, G.
2012-04-01
The field of study of complex systems holds that the dynamics of complex systems are founded on universal principles that may used to describe a great variety of scientific and technological approaches of different types of natural, artificial, and social systems. We suggest that earthquake, epileptic seizures, solar flares, and magnetic storms dynamics can be analyzed within similar mathematical frameworks. A central property of aforementioned extreme events generation is the occurrence of coherent large-scale collective behavior with very rich structure, resulting from repeated nonlinear interactions among the corresponding constituents. Consequently, we apply the Tsallis nonextensive statistical mechanics as it proves an appropriate framework in order to investigate universal principles of their generation. First, we examine the data in terms of Tsallis entropy aiming to discover common "pathological" symptoms of transition to a significant shock. By monitoring the temporal evolution of the degree of organization in time series we observe similar distinctive features revealing significant reduction of complexity during their emergence. Second, a model for earthquake dynamics coming from a nonextensive Tsallis formalism, starting from first principles, has been recently introduced. This approach leads to an energy distribution function (Gutenberg-Richter type law) for the magnitude distribution of earthquakes, providing an excellent fit to seismicities generated in various large geographic areas usually identified as seismic regions. We show that this function is able to describe the energy distribution (with similar non-extensive q-parameter) of solar flares, magnetic storms, epileptic and earthquake shocks. The above mentioned evidence of a universal statistical behavior suggests the possibility of a common approach for studying space weather, earthquakes and epileptic seizures.
Nonlinear time series analysis of normal and pathological human walking
NASA Astrophysics Data System (ADS)
Dingwell, Jonathan B.; Cusumano, Joseph P.
2000-12-01
Characterizing locomotor dynamics is essential for understanding the neuromuscular control of locomotion. In particular, quantifying dynamic stability during walking is important for assessing people who have a greater risk of falling. However, traditional biomechanical methods of defining stability have not quantified the resistance of the neuromuscular system to perturbations, suggesting that more precise definitions are required. For the present study, average maximum finite-time Lyapunov exponents were estimated to quantify the local dynamic stability of human walking kinematics. Local scaling exponents, defined as the local slopes of the correlation sum curves, were also calculated to quantify the local scaling structure of each embedded time series. Comparisons were made between overground and motorized treadmill walking in young healthy subjects and between diabetic neuropathic (NP) patients and healthy controls (CO) during overground walking. A modification of the method of surrogate data was developed to examine the stochastic nature of the fluctuations overlying the nominally periodic patterns in these data sets. Results demonstrated that having subjects walk on a motorized treadmill artificially stabilized their natural locomotor kinematics by small but statistically significant amounts. Furthermore, a paradox previously present in the biomechanical literature that resulted from mistakenly equating variability with dynamic stability was resolved. By slowing their self-selected walking speeds, NP patients adopted more locally stable gait patterns, even though they simultaneously exhibited greater kinematic variability than CO subjects. Additionally, the loss of peripheral sensation in NP patients was associated with statistically significant differences in the local scaling structure of their walking kinematics at those length scales where it was anticipated that sensory feedback would play the greatest role. Lastly, stride-to-stride fluctuations in the
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.
New insights into time series analysis. I. Correlated observations
NASA Astrophysics Data System (ADS)
Ferreira Lopes, C. E.; Cross, N. J. G.
2016-02-01
Context. The first step when investigating time varying data is the detection of any reliable changes in star brightness. This step is crucial to decreasing the processing time by reducing the number of sources processed in later, slower steps. Variability indices and their combinations have been used to identify variability patterns and to select non-stochastic variations, but the separation of true variables is hindered because of wavelength-correlated systematics of instrumental and atmospheric origin or due to possible data reduction anomalies. Aims: The main aim is to review the current inventory of correlation variability indices and measure the efficiency for selecting non-stochastic variations in photometric data. Methods: We test new and standard data-mining methods for correlated data using public time-domain data from the WFCAM Science Archive (WSA). This archive contains multi-wavelength calibration data (WFCAMCAL) for 216,722 point sources, with at least ten unflagged epochs in any of five filters (YZJHK), which were used to test the different indices against. We improve the panchromatic variability indices and introduce a new set of variability indices for preselecting variable star candidates. Using the WFCAMCAL Variable Star Catalogue (WVSC1) we delimit the efficiency of each variability index. Moreover we test new insights about these indices to improve the efficiency of detection of time-series data dominated by correlated variations. Results: We propose five new variability indices that display high efficiency for the detection of variable stars. We determine the best way to select variable stars with these indices and the current tool inventory. In addition, we propose a universal analytical expression to select likely variables using the fraction of fluctuations on these indices (ffluc). The ffluc can be used as a universal way to analyse photometric data since it displays a only weak dependency with the instrument properties. The variability
Time-dependent spectral analysis of epidemiological time-series with wavelets.
Cazelles, Bernard; Chavez, Mario; Magny, Guillaume Constantin de; Guégan, Jean-Francois; Hales, Simon
2007-08-22
In the current context of global infectious disease risks, a better understanding of the dynamics of major epidemics is urgently needed. Time-series analysis has appeared as an interesting approach to explore the dynamics of numerous diseases. Classical time-series methods can only be used for stationary time-series (in which the statistical properties do not vary with time). However, epidemiological time-series are typically noisy, complex and strongly non-stationary. Given this specific nature, wavelet analysis appears particularly attractive because it is well suited to the analysis of non-stationary signals. Here, we review the basic properties of the wavelet approach as an appropriate and elegant method for time-series analysis in epidemiological studies. The wavelet decomposition offers several advantages that are discussed in this paper based on epidemiological examples. In particular, the wavelet approach permits analysis of transient relationships between two signals and is especially suitable for gradual change in force by exogenous variables.
On-line analysis of reactor noise using time-series analysis
McGevna, V.G.
1981-10-01
A method to allow use of time series analysis for on-line noise analysis has been developed. On-line analysis of noise in nuclear power reactors has been limited primarily to spectral analysis and related frequency domain techniques. Time series analysis has many distinct advantages over spectral analysis in the automated processing of reactor noise. However, fitting an autoregressive-moving average (ARMA) model to time series data involves non-linear least squares estimation. Unless a high speed, general purpose computer is available, the calculations become too time consuming for on-line applications. To eliminate this problem, a special purpose algorithm was developed for fitting ARMA models. While it is based on a combination of steepest descent and Taylor series linearization, properties of the ARMA model are used so that the auto- and cross-correlation functions can be used to eliminate the need for estimating derivatives.
On the Interpretation of Running Trends as Summary Statistics for Time Series Analysis
NASA Astrophysics Data System (ADS)
Vigo, Isabel M.; Trottini, Mario; Belda, Santiago
2016-04-01
In recent years, running trends analysis (RTA) has been widely used in climate applied research as summary statistics for time series analysis. There is no doubt that RTA might be a useful descriptive tool, but despite its general use in applied research, precisely what it reveals about the underlying time series is unclear and, as a result, its interpretation is unclear too. This work contributes to such interpretation in two ways: 1) an explicit formula is obtained for the set of time series with a given series of running trends, making it possible to show that running trends, alone, perform very poorly as summary statistics for time series analysis; and 2) an equivalence is established between RTA and the estimation of a (possibly nonlinear) trend component of the underlying time series using a weighted moving average filter. Such equivalence provides a solid ground for RTA implementation and interpretation/validation.
Analysis of the temporal properties in car accident time series
NASA Astrophysics Data System (ADS)
Telesca, Luciano; Lovallo, Michele
2008-05-01
In this paper we study the time-clustering behavior of sequences of car accidents, using data from a freely available database in the internet. The Allan Factor analysis, which is a well-suited method to investigate time-dynamical behaviors in point processes, has revealed that the car accident sequences are characterized by a general time-scaling behavior, with the presence of cyclic components. These results indicate that the time dynamics of the events are not Poissonian but long range correlated with periodicities ranging from 12 h to 1 year.
NASA Astrophysics Data System (ADS)
Liu, Bin; Dai, Wujiao; Peng, Wei; Meng, Xiaolin
2015-11-01
GPS has been widely used in the field of geodesy and geodynamics thanks to its technology development and the improvement of positioning accuracy. A time series observed by GPS in vertical direction usually contains tectonic signals, non-tectonic signals, residual atmospheric delay, measurement noise, etc. Analyzing these information is the basis of crustal deformation research. Furthermore, analyzing the GPS time series and extracting the non-tectonic information are helpful to study the effect of various geophysical events. Principal component analysis (PCA) is an effective tool for spatiotemporal filtering and GPS time series analysis. But as it is unable to extract statistically independent components, PCA is unfavorable for achieving the implicit information in time series. Independent component analysis (ICA) is a statistical method of blind source separation (BSS) and can separate original signals from mixed observations. In this paper, ICA is used as a spatiotemporal filtering method to analyze the spatial and temporal features of vertical GPS coordinate time series in the UK and Sichuan-Yunnan region in China. Meanwhile, the contributions from atmospheric and soil moisture mass loading are evaluated. The analysis of the relevance between the independent components and mass loading with their spatial distribution shows that the signals extracted by ICA have a strong correlation with the non-tectonic deformation, indicating that ICA has a better performance in spatiotemporal analysis.
Multifractal analysis of validated wind speed time series
NASA Astrophysics Data System (ADS)
García-Marín, A. P.; Estévez, J.; Jiménez-Hornero, F. J.; Ayuso-Muñoz, J. L.
2013-03-01
Multifractal properties of 30 min wind data series recorded at six locations in Cadiz (Southern Spain) have been studied in this work with the aim of obtaining detailed information for a range of time scales. Wind speed records have been validated, applying various quality control tests as a pre-requisite before their use, improving the reliability of the results due to the identification of incorrect values which have been discarded in the analysis. The scaling of the wind speed moments has been analysed and empirical moments scaling exponent functions K(q) have been obtained. Although the same critical moment (qcrit) has been obtained for all the places, some differences appear in other multifractal parameters like γmax and the value of K(0). These differences have been related to the presence of extreme events and zero data values in the data series analysed, respectively.
Engine Control Improvement through Application of Chaotic Time Series Analysis
Green, J.B., Jr.; Daw, C.S.
2003-07-15
The objective of this program was to investigate cyclic variations in spark-ignition (SI) engines under lean fueling conditions and to develop options to reduce emissions of nitrogen oxides (NOx) and particulate matter (PM) in compression-ignition direct-injection (CIDI) engines at high exhaust gas recirculation (EGR) rates. The CIDI activity builds upon an earlier collaboration between ORNL and Ford examining combustion instabilities in SI engines. Under the original CRADA, the principal objective was to understand the fundamental causes of combustion instability in spark-ignition engines operating with lean fueling. The results of this earlier activity demonstrated that such combustion instabilities are dominated by the effects of residual gas remaining in each cylinder from one cycle to the next. A very simple, low-order model was developed that explained the observed combustion instability as a noisy nonlinear dynamical process. The model concept lead to development of a real-time control strategy that could be employed to significantly reduce cyclic variations in real engines using existing sensors and engine control systems. This collaboration led to the issuance of a joint patent for spark-ignition engine control. After a few years, the CRADA was modified to focus more on EGR and CIDI engines. The modified CRADA examined relationships between EGR, combustion, and emissions in CIDI engines. Information from CIDI engine experiments, data analysis, and modeling were employed to identify and characterize new combustion regimes where it is possible to simultaneously achieve significant reductions in NOx and PM emissions. These results were also used to develop an on-line combustion diagnostic (virtual sensor) to make cycle-resolved combustion quality assessments for active feedback control. Extensive experiments on engines at Ford and ORNL led to the development of the virtual sensor concept that may be able to detect simultaneous reductions in NOx and PM
NASA Astrophysics Data System (ADS)
Yan, Jun; Dong, Danan; Chen, Wen
2016-04-01
Due to the development of GNSS technology and the improvement of its positioning accuracy, observational data obtained by GNSS is widely used in Earth space geodesy and geodynamics research. Whereas the GNSS time series data of observation stations contains a plenty of information. This includes geographical space changes, deformation of the Earth, the migration of subsurface material, instantaneous deformation of the Earth, weak deformation and other blind signals. In order to decompose some instantaneous deformation underground, weak deformation and other blind signals hided in GNSS time series, we apply Independent Component Analysis (ICA) to daily station coordinate time series of the Southern California Integrated GPS Network. As ICA is based on the statistical characteristics of the observed signal. It uses non-Gaussian and independence character to process time series to obtain the source signal of the basic geophysical events. In term of the post-processing procedure of precise time-series data by GNSS, this paper examines GNSS time series using the principal component analysis (PCA) module of QOCA and ICA algorithm to separate the source signal. Then we focus on taking into account of these two signal separation technologies, PCA and ICA, for separating original signal that related geophysical disturbance changes from the observed signals. After analyzing these separation process approaches, we demonstrate that in the case of multiple factors, PCA exists ambiguity in the separation of source signals, that is the result related is not clear, and ICA will be better than PCA, which means that dealing with GNSS time series that the combination of signal source is unknown is suitable to use ICA.
Time-series analysis of networks: Exploring the structure with random walks
NASA Astrophysics Data System (ADS)
Weng, Tongfeng; Zhao, Yi; Small, Michael; Huang, Defeng David
2014-08-01
We generate time series from scale-free networks based on a finite-memory random walk traversing the network. These time series reveal topological and functional properties of networks via their temporal correlations. Remarkably, networks with different node-degree mixing patterns exhibit distinct self-similar characteristics. In particular, assortative networks are transformed into time series with long-range correlation, while disassortative networks are transformed into time series exhibiting anticorrelation. These relationships are consistent across a diverse variety of real networks. Moreover, we show that multiscale analysis of these time series can describe and classify various physical networks ranging from social and technological to biological networks according to their functional origin. These results suggest that there is a unified dynamical mechanism that governs the structural organization of many seemingly different networks.
Estimating Reliability of Disturbances in Satellite Time Series Data Based on Statistical Analysis
NASA Astrophysics Data System (ADS)
Zhou, Z.-G.; Tang, P.; Zhou, M.
2016-06-01
Normally, the status of land cover is inherently dynamic and changing continuously on temporal scale. However, disturbances or abnormal changes of land cover — caused by such as forest fire, flood, deforestation, and plant diseases — occur worldwide at unknown times and locations. Timely detection and characterization of these disturbances is of importance for land cover monitoring. Recently, many time-series-analysis methods have been developed for near real-time or online disturbance detection, using satellite image time series. However, the detection results were only labelled with "Change/ No change" by most of the present methods, while few methods focus on estimating reliability (or confidence level) of the detected disturbances in image time series. To this end, this paper propose a statistical analysis method for estimating reliability of disturbances in new available remote sensing image time series, through analysis of full temporal information laid in time series data. The method consists of three main steps. (1) Segmenting and modelling of historical time series data based on Breaks for Additive Seasonal and Trend (BFAST). (2) Forecasting and detecting disturbances in new time series data. (3) Estimating reliability of each detected disturbance using statistical analysis based on Confidence Interval (CI) and Confidence Levels (CL). The method was validated by estimating reliability of disturbance regions caused by a recent severe flooding occurred around the border of Russia and China. Results demonstrated that the method can estimate reliability of disturbances detected in satellite image with estimation error less than 5% and overall accuracy up to 90%.
CCD Observing and Dynamical Time Series Analysis of Active Galactic Nuclei.
NASA Astrophysics Data System (ADS)
Nair, Achotham Damodaran
1995-01-01
The properties, working and operations procedure of the Charge Coupled Device (CCD) at the 30" telescope at Rosemary Hill Observatory (RHO) are discussed together with the details of data reduction. Several nonlinear techniques of time series analysis, based on the behavior of the nearest neighbors, have been used to analyze the time series of the quasar 3C 345. A technique using Artificial Neural Networks based on prediction of the time series is used to study the dynamical properties of 3C 345. Finally, a heuristic model for variability of Active Galactic Nuclei is discussed.
Hayashi, Hideaki; Shima, Keisuke; Shibanoki, Taro; Kurita, Yuichi; Tsuji, Toshio
2013-01-01
This paper outlines a probabilistic neural network 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 that incorporates a Gaussian mixture model expressed in the reduced-dimensional space. The analysis can be incorporated into a neural network so that parameters can be obtained appropriately as network coefficients according to backpropagation-through-time-based training algorithm. The network is considered to enable high-accuracy classification of high-dimensional time-series patterns and to reduce the computation time taken for network training. In the experiments conducted during the study, the validity of the proposed network was demonstrated for EEG signals.
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
NASA Astrophysics Data System (ADS)
Cavers, M. S.; Vasudevan, K.
2015-10-01
Directed graph representation of a Markov chain model to study global earthquake sequencing leads to a time series of state-to-state transition probabilities that includes the spatio-temporally linked recurrent events in the record-breaking sense. A state refers to a configuration comprised of zones with either the occurrence or non-occurrence of an earthquake in each zone in a pre-determined time interval. Since the time series is derived from non-linear and non-stationary earthquake sequencing, we use known analysis methods to glean new information. We apply decomposition procedures such as ensemble empirical mode decomposition (EEMD) to study the state-to-state fluctuations in each of the intrinsic mode functions. We subject the intrinsic mode functions, derived from the time series using the EEMD, to a detailed analysis to draw information content of the time series. Also, we investigate the influence of random noise on the data-driven state-to-state transition probabilities. We consider a second aspect of earthquake sequencing that is closely tied to its time-correlative behaviour. Here, we extend the Fano factor and Allan factor analysis to the time series of state-to-state transition frequencies of a Markov chain. Our results support not only the usefulness of the intrinsic mode functions in understanding the time series but also the presence of power-law behaviour exemplified by the Fano factor and the Allan factor.
Dean, Dennis A; Adler, Gail K; Nguyen, David P; Klerman, Elizabeth B
2014-01-01
We present a novel approach for analyzing biological time-series data using a context-free language (CFL) representation that allows the extraction and quantification of important features from the time-series. This representation results in Hierarchically AdaPtive (HAP) analysis, a suite of multiple complementary techniques that enable rapid analysis of data and does not require the user to set parameters. HAP analysis generates hierarchically organized parameter distributions that allow multi-scale components of the time-series to be quantified and includes a data analysis pipeline that applies recursive analyses to generate hierarchically organized results that extend traditional outcome measures such as pharmacokinetics and inter-pulse interval. Pulsicons, a novel text-based time-series representation also derived from the CFL approach, are introduced as an objective qualitative comparison nomenclature. We apply HAP to the analysis of 24 hours of frequently sampled pulsatile cortisol hormone data, which has known analysis challenges, from 14 healthy women. HAP analysis generated results in seconds and produced dozens of figures for each participant. The results quantify the observed qualitative features of cortisol data as a series of pulse clusters, each consisting of one or more embedded pulses, and identify two ultradian phenotypes in this dataset. HAP analysis is designed to be robust to individual differences and to missing data and may be applied to other pulsatile hormones. Future work can extend HAP analysis to other time-series data types, including oscillatory and other periodic physiological signals.
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
Goto, Kensuke; Kumarendran, Balachandran; Mettananda, Sachith; Gunasekara, Deepa; Fujii, Yoshito; Kaneko, Satoshi
2013-01-01
In tropical and subtropical regions of eastern and South-eastern Asia, dengue fever (DF) and dengue hemorrhagic fever (DHF) outbreaks occur frequently. Previous studies indicate an association between meteorological variables and dengue incidence using time series analyses. The impacts of meteorological changes can affect dengue outbreak. However, difficulties in collecting detailed time series data in developing countries have led to common use of monthly data in most previous studies. In addition, time series analyses are often limited to one area because of the difficulty in collecting meteorological and dengue incidence data in multiple areas. To gain better understanding, we examined the effects of meteorological factors on dengue incidence in three geographically distinct areas (Ratnapura, Colombo, and Anuradhapura) of Sri Lanka by time series analysis of weekly data. The weekly average maximum temperature and total rainfall and the total number of dengue cases from 2005 to 2011 (7 years) were used as time series data in this study. Subsequently, time series analyses were performed on the basis of ordinary least squares regression analysis followed by the vector autoregressive model (VAR). In conclusion, weekly average maximum temperatures and the weekly total rainfall did not significantly affect dengue incidence in three geographically different areas of Sri Lanka. However, the weekly total rainfall slightly influenced dengue incidence in the cities of Colombo and Anuradhapura. PMID:23671694
Goto, Kensuke; Kumarendran, Balachandran; Mettananda, Sachith; Gunasekara, Deepa; Fujii, Yoshito; Kaneko, Satoshi
2013-01-01
In tropical and subtropical regions of eastern and South-eastern Asia, dengue fever (DF) and dengue hemorrhagic fever (DHF) outbreaks occur frequently. Previous studies indicate an association between meteorological variables and dengue incidence using time series analyses. The impacts of meteorological changes can affect dengue outbreak. However, difficulties in collecting detailed time series data in developing countries have led to common use of monthly data in most previous studies. In addition, time series analyses are often limited to one area because of the difficulty in collecting meteorological and dengue incidence data in multiple areas. To gain better understanding, we examined the effects of meteorological factors on dengue incidence in three geographically distinct areas (Ratnapura, Colombo, and Anuradhapura) of Sri Lanka by time series analysis of weekly data. The weekly average maximum temperature and total rainfall and the total number of dengue cases from 2005 to 2011 (7 years) were used as time series data in this study. Subsequently, time series analyses were performed on the basis of ordinary least squares regression analysis followed by the vector autoregressive model (VAR). In conclusion, weekly average maximum temperatures and the weekly total rainfall did not significantly affect dengue incidence in three geographically different areas of Sri Lanka. However, the weekly total rainfall slightly influenced dengue incidence in the cities of Colombo and Anuradhapura.
The application of complex network time series analysis in turbulent heated jets
Charakopoulos, A. K.; Karakasidis, T. E. Liakopoulos, A.; Papanicolaou, P. N.
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 topological 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.
Detecting Anomaly Regions in Satellite Image Time Series Based on Sesaonal Autocorrelation Analysis
NASA Astrophysics Data System (ADS)
Zhou, Z.-G.; Tang, P.; Zhou, M.
2016-06-01
Anomaly regions in satellite images can reflect unexpected changes of land cover caused by flood, fire, landslide, etc. Detecting anomaly regions in satellite image time series is important for studying the dynamic processes of land cover changes as well as for disaster monitoring. Although several methods have been developed to detect land cover changes using satellite image time series, they are generally designed for detecting inter-annual or abrupt land cover changes, but are not focusing on detecting spatial-temporal changes in continuous images. In order to identify spatial-temporal dynamic processes of unexpected changes of land cover, this study proposes a method for detecting anomaly regions in each image of satellite image time series based on seasonal autocorrelation analysis. The method was validated with a case study to detect spatial-temporal processes of a severe flooding using Terra/MODIS image time series. Experiments demonstrated the advantages of the method that (1) it can effectively detect anomaly regions in each of satellite image time series, showing spatial-temporal varying process of anomaly regions, (2) it is flexible to meet some requirement (e.g., z-value or significance level) of detection accuracies with overall accuracy being up to 89% and precision above than 90%, and (3) it does not need time series smoothing and can detect anomaly regions in noisy satellite images with a high reliability.
Investigation of Bank Filtration in Gravel and Sand Aquifers using Time-Series Analysis
NASA Astrophysics Data System (ADS)
Vogt, T.; Hoehn, E.; Schneider, P.; Cirpka, O. A.
2009-04-01
Drinking-water wells in the vicinity of rivers may be influenced by infiltration of river water. In the context of drinking-water protection the decisive questions concern the fraction of river infiltrate in the pumped water and the residence time in the aquifer. For this purpose, tracer experiments may be performed. At larger rivers, however, such tests require the injection of large amounts of the tracer. As alternative to artificial-tracer tests, we present methods in which time series of electric conductivity and temperature are used for quantitative statements regarding mixing ratios and residence times. We recommend a multi-step approach consisting of: (1) a qualitative analysis of the time series, (2) the spectral determination of the seasonal temperature and conductivity signals, (3) a cross-correlation analysis, and (4) the non-parametric deconvolution of the time series. We apply these methods to two sites in the aquifer of the Thur valley in the Swiss Plateau. At sites without good connection between river and groundwater or where the river gains groundwater, the elaborate methods of time-series analysis are not applicable, but the time series indicate such conditions. At sites with continuous river-water infiltration, we can reconstruct the breakthrough curve of a tracer test without releasing an artificial tracer into the river.
On statistical inference in time series analysis of the evolution of road safety.
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.
On statistical inference in time series analysis of the evolution of road safety.
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. PMID:23260716
NASA Astrophysics Data System (ADS)
Scafetta, Nicola; West, Bruce J.
2004-04-01
The multiresolution diffusion entropy analysis is used to evaluate the stochastic information left in a time series after systematic removal of certain non-stationarities. This method allows us to establish whether the identified patterns are sufficient to capture all relevant information contained in a time series. If they do not, the method suggests the need for further interpretation to explain the residual memory in the signal. We apply the multiresolution diffusion entropy analysis to the daily count of births to teens in Texas from 1964 through 2000 because it is a typical example of a non-stationary time series, having an anomalous trend, an annual variation, as well as short time fluctuations. The analysis is repeated for the three main racial/ethnic groups in Texas (White, Hispanic and African American), as well as, to married and unmarried teens during the years from 1994 to 2000 and we study the differences that emerge among the groups.
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.
Wavelet analysis for non-stationary, non-linear time series
NASA Astrophysics Data System (ADS)
Schulte, J. A.
2015-12-01
Methods for detecting and quantifying nonlinearities in nonstationary time series are introduced and developed. In particular, higher-order wavelet analysis was applied to an ideal time series and the Quasi-biennial Oscillation (QBO) time series. Multiple-testing problems inherent in wavelet analysis were addressed by controlling the false discovery rate. A new local autobicoherence spectrum facilitated the detection of local nonlinearities and the quantification of cycle geometry. The local autobicoherence spectrum of the QBO time series showed that the QBO time series contained a mode with a period of 28 months that was phase-coupled to a harmonic with a period of 14 months. An additional nonlinearly interacting triad was found among modes with periods of 10, 16, 26 months. Local biphase spectra determined that the nonlinear interactions were not quadratic and that the effect of the nonlinearities was to produce non-smoothly varying oscillations. The oscillations were found to be skewed so that negative QBO regimes were preferred, and also asymmetric in the sense that phase transitions between the easterly and westerly phases occurred more rapidly than those from westerly to easterly regimes.
A Time-Series Model for Academic Library Data Using Intervention Analysis.
ERIC Educational Resources Information Center
Naylor, Maiken; Walsh, Kathleen
1994-01-01
Discussion of methods for gathering journal use information in academic libraries (for retention decisions) highlights an 8.4-year time-series of weekly library journal pickup data. Use of the autocorrelation function, spectral analysis, and intervention analysis is described.(LRW)
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.
Simulation of active and passive millimeter-wave (35 GHz) sensors by time series analysis
NASA Astrophysics Data System (ADS)
Strenzwilk, D. F.; Maruyama, R. T.
1982-11-01
Analog voltage signals from a millimeter-wave (MMW) radiometer (passive sensor) and radar (active sensor) were collected over varying grassy terrains at Aberdeen Proving Ground (APG), Maryland in July 1980. These measurements were made as part of continuing studies of MMW sensors for smart munitions. The signals were digitized at a rate of 2,000 observations per second and then analyzed by the Box and Jenkins time series approach. This analysis reports on the characterization of these data sets. The passive time series signals resulted in a simple autoregressive-moving average process, similar to a previous set of data taken at Rome Air Development Center in Rome, N.Y. by Ballistic Research Laboratory. On the other hand, the radar data (active sensor) required a data transformation to enhance the analysis. In both cases the signals were well characterized using the Box-Jenkins time series approach.
NASA Astrophysics Data System (ADS)
Donner, R. V.; Zou, Y.; Donges, J. F.; Marwan, N.; Kurths, J.
2009-12-01
We present a new approach for analysing structural properties of time series from complex systems. Starting from the concept of recurrences in phase space, the recurrence matrix of a time series is interpreted as the adjacency matrix of an associated complex network which links different points in time if the evolution of the considered states is very similar. A critical comparison of these recurrence networks with similar existing techniques is presented, revealing strong conceptual benefits of the new approach which can be considered as a unifying framework for transforming time series into complex networks that also includes other methods as special cases. Based on different model systems, we demonstrate that there are fundamental interrelationships between the topological properties of recurrence networks and the statistical properties of the phase space density of the underlying dynamical system. Hence, the network description yields new quantitative characteristics of the dynamical complexity of a time series, which substantially complement existing measures of recurrence quantification analysis. Finally, we illustrate the potential of our approach for detecting hidden dynamical transitions from geoscientific time series by applying it to different paleoclimate records. In particular, we are able to resolve previously unknown climatic regime shifts in East Africa during the last about 4 million years, which might have had a considerable influence on the evolution of hominids in the area.
Scafetta, Nicola; West, Bruce J
2004-04-01
Time series are characterized by complex memory and/or distribution patterns. In this Letter we show that stochastic models characterized by different statistics may equally well reproduce some pattern of a time series. In particular, we discuss the difference between Lévy-walk and fractal Gaussian intermittent signals and show that the adoption of complementary scaling analysis techniques may be useful to distinguish the two cases. Finally, we apply this methodology to the earthquake occurrences in California and suggest the possibility that earthquake occurrences are described by a colored ("long-range correlated") generalized Poisson model. PMID:15089646
Scalable Hyper-parameter Estimation for Gaussian Process Based Time Series Analysis
Chandola, Varun; Vatsavai, Raju
2010-01-01
Gaussian process (GP) is increasingly becoming popular as a kernel machine learning tool for non-parametric data analysis. Recently, GP has been applied to model non-linear dependencies in time series data. GP based analysis can be used to solve problems of time series prediction, forecasting, missing data imputation, change point detection, anomaly detection, etc. But the use of GP to handle massive scientific time series data sets has been limited, owing to its expensive computational complexity. The primary bottleneck is the handling of the covariance matrix whose size is quadratic in the length of the time series. In this paper we propose a scalable method that exploit the special structure of the covariance matrix for hyper-parameter estimation in GP based learning. The proposed method allows estimation of hyper parameters associated with GP in quadratic time, which is an order of magnitude improvement over standard methods with cubic complexity. Moreover, the proposed method does not require explicit computation of the covariance matrix and hence has memory requirement linear to the length of the time series as opposed to the quadratic memory requirement of standard methods. To further improve the computational complexity of the proposed method, we provide a parallel version to concurrently estimate the log likelihood for a set of time series which is the key step in the hyper-parameter estimation. Performance results on a multi-core system show that our proposed method provides significant speedups as high as 1000, even when running in serial mode, while maintaining a small memory footprint. The parallel version exploits the natural parallelization potential of the serial algorithm and is shown to perform significantly better than the serial faster algorithm, with speedups as high as 10.
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…
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)
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. PMID:26627561
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),…
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.
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.
Economic Conditions and the Divorce Rate: A Time-Series Analysis of the Postwar United States.
ERIC Educational Resources Information Center
South, Scott J.
1985-01-01
Challenges the belief that the divorce rate rises during prosperity and falls during economic recessions. Time-series regression analysis of postwar United States reveals small but positive effects of unemployment on divorce rate. Stronger influences on divorce rates are changes in age structure and labor-force participation rate of women.…
Enveloping Spectral Surfaces: Covariate Dependent Spectral Analysis of Categorical Time Series.
Krafty, Robert T; Xiong, Shuangyan; Stoffer, David S; Buysse, Daniel J; Hall, Martica
2012-09-01
Motivated by problems in Sleep Medicine and Circadian Biology, we present a method for the analysis of cross-sectional categorical time series collected from multiple subjects where the effect of static continuous-valued covariates is of interest. Toward this goal, we extend the spectral envelope methodology for the frequency domain analysis of a single categorical process to cross-sectional categorical processes that are possibly covariate dependent. The analysis introduces an enveloping spectral surface for describing the association between the frequency domain properties of qualitative time series and covariates. The resulting surface offers an intuitively interpretable measure of association between covariates and a qualitative time series by finding the maximum possible conditional power at a given frequency from scalings of the qualitative time series conditional on the covariates. The optimal scalings that maximize the power provide scientific insight by identifying the aspects of the qualitative series which have the most pronounced periodic features at a given frequency conditional on the value of the covariates. To facilitate the assessment of the dependence of the enveloping spectral surface on the covariates, we include a theory for analyzing the partial derivatives of the surface. Our approach is entirely nonparametric, and we present estimation and asymptotics in the setting of local polynomial smoothing.
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].
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
Time series analysis of long-term data sets of atmospheric mercury concentrations.
Temme, Christian; Ebinghaus, Ralf; Einax, Jürgen W; Steffen, Alexandra; Schroeder, William H
2004-10-01
Different aspects and techniques of time series analysis were used to investigate long-term data sets of atmospheric mercury in the Northern Hemisphere. Two perennial time series from different latitudes with different seasonal behaviour were chosen: first, Mace Head on the west coast of Ireland (53 degrees 20'N, 9 degrees 54'W), representing Northern Hemispherical background conditions in Europe with no indications for so-called atmospheric mercury depletion events (AMDEs); and second, Alert, Canada (82 degrees 28'N, 62 degrees 30'W), showing strong AMDEs during Arctic springtime. Possible trends were extracted and forecasts were performed by using seasonal decomposition procedures, autoregressive integrated moving average (ARIMA) methods and exponential smoothing (ES) techniques. The application of time series analysis to environmental data is shown in respect of atmospheric long-term data sets, and selected advantages are discussed. Both time series have not shown any statistically significant temporal trend in the gaseous elemental mercury (GEM) concentrations since 1995, representing low Northern Hemispherical background concentrations of 1.72+/-0.09 ng m(-3) (Mace Head) and 1.55+/-0.18 ng m(-3) (Alert), respectively. The annual forecasts for the GEM concentrations in 2001 at Alert by two different techniques were in good agreement with the measured concentrations for this year.
REDFIT-X: Cross-spectral analysis of unevenly spaced paleoclimate time series
NASA Astrophysics Data System (ADS)
Björg Ólafsdóttir, Kristín; Schulz, Michael; Mudelsee, Manfred
2016-06-01
Cross-spectral analysis is commonly used in climate research to identify joint variability between two variables and to assess the phase (lead/lag) between them. Here we present a Fortran 90 program (REDFIT-X) that is specially developed to perform cross-spectral analysis of unevenly spaced paleoclimate time series. The data properties of climate time series that are necessary to take into account are for example data spacing (unequal time scales and/or uneven spacing between time points) and the persistence in the data. Lomb-Scargle Fourier transform is used for the cross-spectral analyses between two time series with unequal and/or uneven time scale and the persistence in the data is taken into account when estimating the uncertainty associated with cross-spectral estimates. We use a Monte Carlo approach to estimate the uncertainty associated with coherency and phase. False-alarm level is estimated from empirical distribution of coherency estimates and confidence intervals for the phase angle are formed from the empirical distribution of the phase estimates. The method is validated by comparing the Monte Carlo uncertainty estimates with the traditionally used measures. Examples are given where the method is applied to paleoceanographic time series.
Application of the Allan Variance to Time Series Analysis in Astrometry and Geodesy: A Review.
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.
Analysis of temperature time-series: Embedding dynamics into the MDS method
NASA Astrophysics Data System (ADS)
Lopes, António M.; Tenreiro Machado, J. A.
2014-04-01
Global warming and the associated climate changes are being the subject of intensive research due to their major impact on social, economic and health aspects of the human life. Surface temperature time-series characterise Earth as a slow dynamics spatiotemporal system, evidencing long memory behaviour, typical of fractional order systems. Such phenomena are difficult to model and analyse, demanding for alternative approaches. This paper studies the complex correlations between global temperature time-series using the Multidimensional scaling (MDS) approach. MDS provides a graphical representation of the pattern of climatic similarities between regions around the globe. The similarities are quantified through two mathematical indices that correlate the monthly average temperatures observed in meteorological stations, over a given period of time. Furthermore, time dynamics is analysed by performing the MDS analysis over slices sampling the time series. MDS generates maps describing the stations' locus in the perspective that, if they are perceived to be similar to each other, then they are placed on the map forming clusters. We show that MDS provides an intuitive and useful visual representation of the complex relationships that are present among temperature time-series, which are not perceived on traditional geographic maps. Moreover, MDS avoids sensitivity to the irregular distribution density of the meteorological stations.
Traffic time series analysis by using multiscale time irreversibility and entropy
NASA Astrophysics Data System (ADS)
Wang, Xuejiao; Shang, Pengjian; Fang, Jintang
2014-09-01
Traffic systems, especially urban traffic systems, are regulated by different kinds of interacting mechanisms which operate across multiple spatial and temporal scales. Traditional approaches fail to account for the multiple time scales inherent in time series, such as empirical probability distribution function and detrended fluctuation analysis, which have lead to different results. The role of multiscale analytical method in traffic time series is a frontier area of investigation. In this paper, our main purpose is to introduce a new method—multiscale time irreversibility, which is helpful to extract information from traffic time series we studied. In addition, to analyse the complexity of traffic volume time series of Beijing Ring 2, 3, 4 roads between workdays and weekends, which are from August 18, 2012 to October 26, 2012, we also compare the results by this new method and multiscale entropy method we have known well. The results show that the higher asymmetry index we get, the higher traffic congestion level will be, and accord with those which are obtained by multiscale entropy.
Traffic time series analysis by using multiscale time irreversibility and entropy.
Wang, Xuejiao; Shang, Pengjian; Fang, Jintang
2014-09-01
Traffic systems, especially urban traffic systems, are regulated by different kinds of interacting mechanisms which operate across multiple spatial and temporal scales. Traditional approaches fail to account for the multiple time scales inherent in time series, such as empirical probability distribution function and detrended fluctuation analysis, which have lead to different results. The role of multiscale analytical method in traffic time series is a frontier area of investigation. In this paper, our main purpose is to introduce a new method-multiscale time irreversibility, which is helpful to extract information from traffic time series we studied. In addition, to analyse the complexity of traffic volume time series of Beijing Ring 2, 3, 4 roads between workdays and weekends, which are from August 18, 2012 to October 26, 2012, we also compare the results by this new method and multiscale entropy method we have known well. The results show that the higher asymmetry index we get, the higher traffic congestion level will be, and accord with those which are obtained by multiscale entropy. PMID:25273180
Effective low-order models for atmospheric dynamics and time series analysis
NASA Astrophysics Data System (ADS)
Gluhovsky, Alexander; Grady, Kevin
2016-02-01
The paper focuses on two interrelated problems: developing physically sound low-order models (LOMs) for atmospheric dynamics and employing them as novel time-series models to overcome deficiencies in current atmospheric time series analysis. The first problem is warranted since arbitrary truncations in the Galerkin method (commonly used to derive LOMs) may result in LOMs that violate fundamental conservation properties of the original equations, causing unphysical behaviors such as unbounded solutions. In contrast, the LOMs we offer (G-models) are energy conserving, and some retain the Hamiltonian structure of the original equations. This work examines LOMs from recent publications to show that all of them that are physically sound can be converted to G-models, while those that cannot lack energy conservation. Further, motivated by recent progress in statistical properties of dynamical systems, we explore G-models for a new role of atmospheric time series models as their data generating mechanisms are well in line with atmospheric dynamics. Currently used time series models, however, do not specifically utilize the physics of the governing equations and involve strong statistical assumptions rarely met in real data.
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 analysis of satellite derived surface temperature for Lake Garda
NASA Astrophysics Data System (ADS)
Pareeth, Sajid; Metz, Markus; Rocchini, Duccio; Salmaso, Nico; Neteler, Markus
2014-05-01
Remotely sensed satellite imageryis the most suitable tool for researchers around the globe in complementing in-situ observations. Nonetheless, it would be crucial to check for quality, validate and standardize methodologies to estimate the target variables from sensor data. Satellite imagery with thermal infrared bands provides opportunity to remotely measure the temperature in a very high spatio-temporal scale. Monitoring surface temperature of big lakes to understand the thermal fluctuations over time is considered crucial in the current status of global climate change scenario. The main disadvantage of remotely sensed data is the gaps due to presence of clouds and aerosols. In this study we use statistically reconstructed daily land surface temperature products from MODIS (MOD11A1 and MYD11A1) at a better spatial resolution of 250 m. The ability of remotely sensed datasets to capture the thermal variations over time is validated against historical monthly ground observation data collected for Lake Garda. The correlation between time series of satellite data LST (x,y,t) and the field measurements f (x,y,t) are found to be in acceptable range with a correlation coefficient of 0.94. We compared multiple time series analysis methods applied on the temperature maps recorded in the last ten years (2002 - 2012) and monthly field measurements in two sampling points in Lake Garda. The time series methods STL - Seasonal Time series decomposition based on Loess method, DTW - Dynamic Time Waping method, and BFAST - Breaks for Additive Season and Trend, are implemented and compared in their ability to derive changes in trends and seasonalities. These methods are mostly implemented on time series of vegetation indices from satellite data, but seldom used on thermal data because of the temporal incoherence of the data. The preliminary results show that time series methods applied on satellite data are able to reconstruct the seasons on an annual scale while giving us a
Mining biomedical time series by combining structural analysis and temporal abstractions.
Bellazzi, R; Magni, P; Larizza, C; De Nicolao, G; Riva, A; Stefanelli, M
1998-01-01
This paper describes the combination of Structural Time Series analysis and Temporal Abstractions for the interpretation of data coming from home monitoring of diabetic patients. Blood Glucose data are analyzed by a novel Bayesian technique for time series analysis. The results obtained are post-processed using Temporal Abstractions in order to extract knowledge that can be exploited "at the point of use" from physicians. The proposed data analysis procedure can be viewed as a Knowledge Discovery in Data Base process that is applied to time-varying data. The work here described is part of a Web-based telemedicine system for the management of Insulin Dependent Diabetes Mellitus patients, called T-IDDM.
Ramírez Ávila, Gonzalo Marcelo; Gapelyuk, Andrej; Marwan, Norbert; Walther, Thomas; Stepan, Holger; Kurths, Jürgen; Wessel, Niels
2013-08-28
We analyse cardiovascular time series with the aim of performing early prediction of preeclampsia (PE), a pregnancy-specific disorder causing maternal and foetal morbidity and mortality. The analysis is made using a novel approach, namely the ε-recurrence networks applied to a phase space constructed by means of the time series of the variabilities of the heart rate and the blood pressure (systolic and diastolic). All the possible coupling structures among these variables are considered for the analysis. Network measures such as average path length, mean coreness, global clustering coefficient and scale-local transitivity dimension are computed and constitute the parameters for the subsequent quadratic discriminant analysis. This allows us to predict PE with a sensitivity of 91.7 per cent and a specificity of 68.1 per cent, thus validating the use of this method for classifying healthy and preeclamptic patients. PMID:23858486
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.
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.
Fractal time series analysis of postural stability in elderly and control subjects
Amoud, Hassan; Abadi, Mohamed; Hewson, David J; Michel-Pellegrino, Valérie; Doussot, Michel; Duchêne, Jacques
2007-01-01
Background The study of balance using stabilogram analysis is of particular interest in the study of falls. Although simple statistical parameters derived from the stabilogram have been shown to predict risk of falls, such measures offer little insight into the underlying control mechanisms responsible for degradation in balance. In contrast, fractal and non-linear time-series analysis of stabilograms, such as estimations of the Hurst exponent (H), may provide information related to the underlying motor control strategies governing postural stability. In order to be adapted for a home-based follow-up of balance, such methods need to be robust, regardless of the experimental protocol, while producing time-series that are as short as possible. The present study compares two methods of calculating H: Detrended Fluctuation Analysis (DFA) and Stabilogram Diffusion Analysis (SDA) for elderly and control subjects, as well as evaluating the effect of recording duration. Methods Centre of pressure signals were obtained from 90 young adult subjects and 10 elderly subjects. Data were sampled at 100 Hz for 30 s, including stepping onto and off the force plate. Estimations of H were made using sliding windows of 10, 5, and 2.5 s durations, with windows slid forward in 1-s increments. Multivariate analysis of variance was used to test for the effect of time, age and estimation method on the Hurst exponent, while the intra-class correlation coefficient (ICC) was used as a measure of reliability. Results Both SDA and DFA methods were able to identify differences in postural stability between control and elderly subjects for time series as short as 5 s, with ICC values as high as 0.75 for DFA. Conclusion Both methods would be well-suited to non-invasive longitudinal assessment of balance. In addition, reliable estimations of H were obtained from time series as short as 5 s. PMID:17470303
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
Time series analysis of knowledge of results effects during motor skill acquisition.
Blackwell, J R; Simmons, R W; Spray, J A
1991-03-01
Time series analysis was used to investigate the hypothesis that during acquisition of a motor skill, knowledge of results (KR) information is used to generate a stable internal referent about which response errors are randomly distributed. Sixteen subjects completed 50 acquisition trials of each of three movements whose spatial-temporal characteristics differed. Acquisition trials were either blocked, with each movement being presented in series, or randomized, with the presentation of movements occurring in random order. Analysis of movement time data indicated the contextual interference effect reported in previous studies was replicated in the present experiment. Time series analysis of the acquisition trial data revealed the majority of individual subject response patterns during blocked trials were best described by a model with a temporarily stationary, internal reference of the criterion and systematic, trial-to-trial variation of response errors. During random trial conditions, response patterns were usually best described by a "White-noise" model. This model predicts a permanently stationary, internal reference associated with randomly distributed response errors that are unaffected by KR information. These results are not consistent with previous work using time series analysis to describe motor behavior (Spray & Newell, 1986). PMID:2028084
Comparison of nonparametric trend analysis according to the types of time series data
NASA Astrophysics Data System (ADS)
Heo, J.; Shin, H.; Kim, T.; Jang, H.; Kim, H.
2013-12-01
In the analysis of hydrological data, the determination of the existence of overall trend due to climate change has been a major concern and the important part of design and management of water resources for the future. The existence of trend could be identified by plotting hydrologic time series. However, statistical methods are more accurate and objective tools to perform trend analysis. Statistical methods divided into parametric and nonparametric methods. In the case of parametric method, the population should be assumed to be normally distributed. However, most of hydrological data tend to be represented by non-normal distribution, then the nonparametric method considered more suitable than parametric method. In this study, simulations were performed with different types of time series data and four nonparametric methods (Mann-Kendall test, Spearman's rho test, SEN test, and Hotelling-Pabst test) generally used in trend analysis were applied to assess the power of each trend analysis. The time series data were classified into three types which are Trend+Random, Trend+Cycle+Random, and Trend+Non-random. In order to add a change to the data, 11 kinds of different slopes were overlapped at each simulation. As the results, nonparametric methods have almost similar power for Trend+random type and Trend+Non-random series. On the other hand, Mann-Kendall and SEN tests have slightly higher power than Spearman's rho and Hotelling-Pabst tests for Trend+Cycle+Random series.
Analysis of time-series correlation between weighted lifestyle data and health data.
Takeuchi, Hiroshi; Mayuzumi, Yuuki; Kodama, Naoki
2011-01-01
The time-series data analysis described here is based on the simple idea that the accumulation of the effects of lifestyle events, such as ingestion and exercise, could affect personal health with some delay. The delay may reflect complex bio-reactions such as those of metabolism in a human body. In the analysis, the accumulation of the effects of lifestyle events is represented by a summation of daily lifestyle data whose time-series correlation to variations of health data is examined (healthcare-data-mining). The concept of weighting is introduced for the summation of daily lifestyle data. As a result, it is suggested that the nature of personal health could be represented by a weighting pattern characterized by a small number of parameters.
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.
Parametric time-series analysis of daily air pollutants of city of Shumen, Bulgaria
NASA Astrophysics Data System (ADS)
Ivanov, A.; Voynikova, D.; Gocheva-Ilieva, S.; Boyadzhiev, D.
2012-10-01
The urban air pollution is one of the main factors determining the ambient air quality, which affects on the human health and the environment. In this paper parametric time series models are obtained for studying the distribution over time of primary pollutants as sulphur and nitrogen oxides, particulate matter and a secondary pollutant ground level ozon in the town of Shumen, Bulgaria. The methods of factor analysis and ARIMA are used to carry out the time series analysis based on hourly average data in 2011 and first quarter of 2012. The constructed models are applied for a short-term air pollution forecasting. The results are estimated on the basis of national and European regulation indices. The sources of pollutants in the region and their harmful effects on human health are also discussed.
Dequéant, Mary-Lee; Fagegaltier, Delphine; Hu, Yanhui; Spirohn, Kerstin; Simcox, Amanda; Hannon, Gregory J.; Perrimon, Norbert
2015-01-01
The use of time series profiling to identify groups of functionally related genes (synexpression groups) is a powerful approach for the discovery of gene function. Here we apply this strategy during RasV12 immortalization of Drosophila embryonic cells, a phenomenon not well characterized. Using high-resolution transcriptional time-series datasets, we generated a gene network based on temporal expression profile similarities. This analysis revealed that common immortalized cells are related to adult muscle precursors (AMPs), a stem cell-like population contributing to adult muscles and sharing properties with vertebrate satellite cells. Remarkably, the immortalized cells retained the capacity for myogenic differentiation when treated with the steroid hormone ecdysone. Further, we validated in vivo the transcription factor CG9650, the ortholog of mammalian Bcl11a/b, as a regulator of AMP proliferation predicted by our analysis. Our study demonstrates the power of time series synexpression analysis to characterize Drosophila embryonic progenitor lines and identify stem/progenitor cell regulators. PMID:26438832
Wavelet analysis for the 38-year time series of the Earth's Oblateness from SLR
NASA Astrophysics Data System (ADS)
Cheng, M.; Tapley, B. D.
2013-12-01
The long-term J2 time series contains a broad spectrum of signals produced by global mass transport between the atmosphere, ocean and solid earth. Except for the secular and the tidal variations, the variations in J2 are climate related with a stochastic (non-harmonic) behavior. In addition, the variations in J2 due to 18.6-year tides in the ocean and solid earth appear different in the time domain, and have different amplitude and phase. To improve our understanding of the nature of these variations, it is necessary to distinguish the signature of the different frequency components in the time domain. To deal with those signals with varying amplitude and phase, the wavelet analysis is a suitable technique for time series analysis, which decomposes the signals into individual high-low frequency components in the time domain. In this study, the discrete Meyer wavelet (dmey) was applied to analyze the 38-year time series of J2 variation (spanning the interval from May 1975) in order to characterize the interannual and decadal variations. Particular attention is given to the nature of the variations in J2 caused by the errors in the model of the 18.6-year ocean and frequency dependent solid earth tides from wavelet analysis.
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.
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.
Work-related accidents among the Iranian population: a time series analysis, 2000–2011
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
Independent Component Analysis (ICA) as a tool for exploring geodetic time series
NASA Astrophysics Data System (ADS)
Forootan, E.; Kusche, J.
2012-04-01
Long-term geodetic and geophysical observations offer the possibility of studying the behaviour of geophysical or climatic phenomena embedded in the observed time series. These observations, however, usually exhibit non-linear and complex physical interactions with many inherent time scales. Therefore, simple time series approaches inefficient for exploring the source of variabilities from those observed mixture of signals. Independent Component Analysis (ICA) is a higher-order statistical technique that allows to separate a mixture of random non-Gaussian signals into their statistically independence sources. Its benefit is that it only relies on the information contained in the observations, no a-priori models are prescribed to extract source signals. However, justifications of ICA are usually rooted in the theory of random signals. This study discusses the possibility of using ICA to separate a mixture of stochastic random signals and deterministic sinusoidal signals in the presence of a trend. Theoretical as well as numerical investigations are presented. As a specific application, the performance of ICA on a synthetic example based on the hydrological signals detected by the Gravity Recovery and Climate Experiment (GRACE) satellite gravimetry mission is presented. We also present the results of ICA when it was applied to separate the real GRACE-derived water storage signals over the landmass of Australia from the surrounding oceans. Our results show that the ICA is a reliable analysis tool which can be used for exploring geodetic signals. Keywords: ICA; geodetic time series; GRACE-derived water storage
Dowling, Thomas E; Turner, Thomas F; Carson, Evan W; Saltzgiver, Melody J; Adams, Deborah; Kesner, Brian; Marsh, Paul C
2014-03-01
Time-series analysis is used widely in ecology to study complex phenomena and may have considerable potential to clarify relationships of genetic and demographic processes in natural and exploited populations. We explored the utility of this approach to evaluate population responses to management in razorback sucker, a long-lived and fecund, but declining freshwater fish species. A core population in Lake Mohave (Arizona-Nevada, USA) has experienced no natural recruitment for decades and is maintained by harvesting naturally produced larvae from the lake, rearing them in protective custody, and repatriating them at sizes less vulnerable to predation. Analyses of mtDNA and 15 microsatellites characterized for sequential larval cohorts collected over a 15-year time series revealed no changes in geographic structuring but indicated significant increase in mtDNA diversity for the entire population over time. Likewise, ratios of annual effective breeders to annual census size (N b /N a) increased significantly despite sevenfold reduction of N a. These results indicated that conservation actions diminished near-term extinction risk due to genetic factors and should now focus on increasing numbers of fish in Lake Mohave to ameliorate longer-term risks. More generally, time-series analysis permitted robust testing of trends in genetic diversity, despite low precision of some metrics. PMID:24665337
Geospatial Analysis of Near-Surface Soil Moisture Time Series Data Over Indian Region
NASA Astrophysics Data System (ADS)
Berwal, P.; Murthy, C. S.; Raju, P. V.; Sesha Sai, M. V. R.
2016-06-01
The present study has developed the time series database surface soil moisture over India, for June, July and August months for the period of 20 years from 1991 to 2010, using data products generated under Climate Change Initiative Programme of European Space Agency. These three months represent the crop sowing period in the prime cropping season in the country and the soil moisture data during this period is highly useful to detect the drought conditions and assess the drought impact. The time series soil moisture data which is in 0.25 degree spatial resolution was analyzed to generate different indicators. Rainfall data of same spatial resolution for the same period, generated by India Meteorological Department was also procured and analyzed. Geospatial analysis of soil moisture and rainfall derived indicators was carried out to study (1) inter annual variability of soil moisture and rainfall, (2) soil moisture deviations from normal during prominent drought years, (3) soil moisture and rainfall correlations and (4) drought exposure based on soil moisture and rainfall variability. The study has successfully demonstrated the potential of these soil moisture time series data sets for generating regional drought surveillance information products, drought hazard mapping, drought exposure analysis and detection of drought sensitive areas in the crop planting period.
Dowling, Thomas E; Turner, Thomas F; Carson, Evan W; Saltzgiver, Melody J; Adams, Deborah; Kesner, Brian; Marsh, Paul C
2014-01-01
Time-series analysis is used widely in ecology to study complex phenomena and may have considerable potential to clarify relationships of genetic and demographic processes in natural and exploited populations. We explored the utility of this approach to evaluate population responses to management in razorback sucker, a long-lived and fecund, but declining freshwater fish species. A core population in Lake Mohave (Arizona-Nevada, USA) has experienced no natural recruitment for decades and is maintained by harvesting naturally produced larvae from the lake, rearing them in protective custody, and repatriating them at sizes less vulnerable to predation. Analyses of mtDNA and 15 microsatellites characterized for sequential larval cohorts collected over a 15-year time series revealed no changes in geographic structuring but indicated significant increase in mtDNA diversity for the entire population over time. Likewise, ratios of annual effective breeders to annual census size (Nb/Na) increased significantly despite sevenfold reduction of Na. These results indicated that conservation actions diminished near-term extinction risk due to genetic factors and should now focus on increasing numbers of fish in Lake Mohave to ameliorate longer-term risks. More generally, time-series analysis permitted robust testing of trends in genetic diversity, despite low precision of some metrics. PMID:24665337
Monitoring environmental change in the Andes based on low resolution time series analysis
NASA Astrophysics Data System (ADS)
Tote, C.; Swinnen, E.; Beringhs, K.; Govers, G.
2012-04-01
Environmental change is an important issue in the Andes region and it is unknown to what extent the ongoing processes are a consequence of human impact and/or climate change. The objectives of this research are to study vegetation dynamics in the Andes region based on time series analysis of SPOT-Vegetation, NOAA-AVHRR and MODIS derived NDVI at low spatial but high temporal resolution, and to recognize to which extent this variability can be attributed to either climatic variability or human induced impacts through assimilation of satellite derived NDVI and rainfall data. Monthly rainfall estimates were available from the European Centre for Medium-Range Weather Forecasts (ECMWF) through MeteoConsult and the Monitoring Agricultural ResourceS (MARS) unit. Deviations from the 'average' situation were calculated for the NDVI time series using the Standardized Difference Vegetation Index (SDVI) and for the precipitation time series using the Standardized Precipitation Index (SPI). Correlation analysis between NDVI and SPI is performed in order to identify the temporal scale at which the environment is most sensitive to precipitation anomalies (best lag). Trends in SDVI and SPI are investigated using least square regression, taking into account the accumulated rainfall anomalies over the best lag. Hot spots of human induced environmental change are detected by subtraction of the precipitation induced signal on vegetation dynamics. The model can be used to predict possible effects of climate change in areas most sensible to trends in precipitation.
BSMART: A Matlab/C toolbox for analysis of multichannel neural time series
Cui, Jie; Xu, Lei; Bressler, Steven L.; Ding, Mingzhou; Liang, Hualou
2008-01-01
We have developed a Matlab/C toolbox, Brain-SMART (System for Multivariate AutoRegressive Time series, or BSMART), for spectral analysis of continuous neural time series data recorded simultaneously from multiple sensors. Available functions include time series data importing/exporting, preprocessing (normalization and trend removal), AutoRegressive (AR) modeling (multivariate/bivariate model estimation and validation), spectral quantity estimation (auto power, coherence and Granger causality spectra), network analysis (including coherence and causality networks) and visualization (including data, power, coherence and causality views). The tools for investigating causal network structures are unique functions provided by this toolbox. All functionality has been integrated into a simple and user-friendly graphical user interface (GUI) environment designed for easy accessibility. Although we have tested the toolbox only on Windows and Linux operating systems, BSMART itself is system independent. This toolbox is freely available (http://www.sahs.uth.tmc.edu/hliang/software.htm) under the GNU public license for open source development. PMID:18599267
NASA Technical Reports Server (NTRS)
Aires, Filipe; Rossow, William B.; Chedin, Alain; Hansen, James E. (Technical Monitor)
2000-01-01
The use of the Principal Component Analysis technique for the analysis of geophysical time series has been questioned in particular for its tendency to extract components that mix several physical phenomena even when the signal is just their linear sum. We demonstrate with a data simulation experiment that the Independent Component Analysis, a recently developed technique, is able to solve this problem. This new technique requires the statistical independence of components, a stronger constraint, that uses higher-order statistics, instead of the classical decorrelation a weaker constraint, that uses only second-order statistics. Furthermore, ICA does not require additional a priori information such as the localization constraint used in Rotational Techniques.
Reference manual for generation and analysis of Habitat Time Series: version II
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
Dynamic analysis of traffic time series at different temporal scales: A complex networks approach
NASA Astrophysics Data System (ADS)
Tang, Jinjun; Wang, Yinhai; Wang, Hua; Zhang, Shen; Liu, Fang
2014-07-01
The analysis of dynamics in traffic flow is an important step to achieve advanced traffic management and control in Intelligent Transportation System (ITS). Complexity and periodicity are definitely two fundamental properties in traffic dynamics. In this study, we first measure the complexity of traffic flow data by Lempel-Ziv algorithm at different temporal scales, and the data are collected from loop detectors on freeway. Second, to obtain more insight into the complexity and periodicity in traffic time series, we then construct complex networks from traffic time series by considering each day as a cycle and each cycle as a single node. The optimal threshold value of complex networks is estimated by the distribution of density and its derivative. In addition, the complex networks are subsequently analyzed in terms of some statistical properties, such as average path length, clustering coefficient, density, average degree and betweenness. Finally, take 2 min aggregation data as example, we use the correlation coefficient matrix, adjacent matrix and closeness to exploit the periodicity of weekdays and weekends in traffic flow data. The findings in this paper indicate that complex network is a practical tool for exploring dynamics in traffic time series.
Forecasting malaria cases using climatic factors in delhi, India: a time series analysis.
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. PMID:25147750
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
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
Multifractal analysis of visibility graph-based Ito-related connectivity time series.
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.
Sinking Chao Phraya delta plain, Thailand, derived from SAR interferometry time series analysis
NASA Astrophysics Data System (ADS)
Tanaka, A.; Mio, A.; Saito, Y.
2013-12-01
The Bangkok Metropolitan region and its surrounding provinces are located in a low-lying delta plain of the Chao Phraya River. Extensive groundwater use from the late 1950s has caused the decline of groundwater levels in the aquifers and Holocene clay compaction beneath the Bangkok Region, resulting in significant subsidence of the ground. This ground deformation has been monitored using leveling surveys since 1978, and differential InSAR (Interferometric Synthetic Aperture Radar) analysis. It shows that the Bangkok Metropolitan region is subsiding at a rate of about 20 mm/year during the recent years due to law-limited groundwater pumping, although the highest subsidence rate as high as 120 mm/year was recorded in 1981. The subsidence rate in the Bangkok area has significantly decreased since the late 1980s; however, the affected area has spread out to the surrounding areas. The maximum subsidence rate up to 30 mm/year occurred in the outlying southeast and southwest coastal zones in 2002. In this study, we apply a SAR interferometry time series analysis to monitor ground deformations in the lower Chao Phraya delta plain (Lower Central Plain), Thailand, using ALOS (Advanced Land Observing Satellite) PALSAR (Phased Array type L-band SAR) data acquired between July 2007 and September 2010. We derive a single reference time series interferogram from the stacking of unwrapped phases under the assumptions that those phases are smoothly and continuously connected, and apply a smoothness-constrained inversion algorithm that optimizes the displacement from the phase unwrapping of multitemporal differential SAR interferograms. The SAR interferometry time series analysis succeeds to monitor the incremental line-of-sight (LOS)-change between SAR scene acquisitions. LOS displacements are converted to vertical displacements, based on the assumption that the ground displacement in this area occurs only in the vertical directions. This reveals an overall pattern of subsidence
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
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
NASA Astrophysics Data System (ADS)
Chen, Wei-Shing
2011-04-01
The aim of the article is to answer the question if the Taiwan unemployment rate dynamics is generated by a non-linear deterministic dynamic process. This paper applies a recurrence plot and recurrence quantification approach based on the analysis of non-stationary hidden transition patterns of the unemployment rate of Taiwan. The case study uses the time series data of the Taiwan’s unemployment rate during the period from 1978/01 to 2010/06. The results show that recurrence techniques are able to identify various phases in the evolution of unemployment transition in Taiwan.
Applications of ARCH and GARCH time series analysis methods in study of Earth rotation
NASA Astrophysics Data System (ADS)
Hefty, J.; Kormonikova, M.; Bognár, T.
Non-linear methods of Autoregressive Conditional Heteroskedasticity (ARCH) and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) modelling are applied for analysis of short-term (periods <100 days) fluctuations of ERP. It is shown that 1-day sampled time series of x, y, and UT1R from 1993.0 to 1999.3 can be modelled as linear autoregressive process and non-linear time dependent variance. The latter is well modelled as GARCH(1,1) process for x and y and ARCH(2) process for UT1R.
Measurement error in time-series analysis: a simulation study comparing modelled and monitored data
2013-01-01
Background 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. Methods 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). Results 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
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.
Error Analysis of the IGS repro2 Station Position Time Series
NASA Astrophysics Data System (ADS)
Rebischung, P.; Ray, J.; Benoist, C.; Metivier, L.; Altamimi, Z.
2015-12-01
Eight Analysis Centers (ACs) of the International GNSS Service (IGS) have completed a second reanalysis campaign (repro2) of the GNSS data collected by the IGS global tracking network back to 1994, using the latest available models and methodology. The AC repro2 contributions include in particular daily terrestrial frame solutions, the first time with sub-weekly resolution for the full IGS history. The AC solutions, comprising positions for 1848 stations with daily polar motion coordinates, were combined to form the IGS contribution to the next release of the International Terrestrial Reference Frame (ITRF2014). Inter-AC position consistency is excellent, about 1.5 mm horizontal and 4 mm vertical. The resulting daily combined frames were then stacked into a long-term cumulative frame assuming generally linear motions, which constitutes the GNSS input to the ITRF2014 inter-technique combination. A special challenge involved identifying the many position discontinuities, averaging about 1.8 per station. A stacked periodogram of the station position residual time series from this long-term solution reveals a number of unexpected spectral lines (harmonics of the GPS draconitic year, fortnightly tidal lines) on top of a white+flicker background noise and strong seasonal variations. In this study, we will present results from station- and AC-specific analyses of the noise and periodic errors present in the IGS repro2 station position time series. So as to better understand their sources, and in view of developing a spatio-temporal error model, we will focus in particular on the spatial distribution of the noise characteristics and of the periodic errors. By computing AC-specific long-term frames and analyzing the respective residual time series, we will additionally study how the characteristics of the noise and of the periodic errors depend on the adopted analysis strategy and reduction software.
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.
Characterization of Ground Deformation above AN Urban Tunnel by Means of Insar Time Series Analysis
NASA Astrophysics Data System (ADS)
Ferretti, A.; Iannacone, J.; Falorni, G.; Berti, M.; Corsini, A.
2013-12-01
Ground deformation produced by tunnel excavation in urban areas can cause damage to buildings and infrastructure. In these contexts, monitoring systems are required to determine the surface area affected by displacement and the rates of movement. Advanced multi-image satellite-based InSAR approaches are uniquely suited for this purpose as they provide an overview of the entire affected area and can measure movement rates with millimeter precision. Persistent scatterer approaches such as SqueeSAR™ use reflections off buildings, lampposts, roads, etc to produce a high-density point cloud in which each point has a time series of deformation spanning the period covered by the imagery. We investigated an area of about 10 km2 in North Vancouver, (Canada) where the shaft excavation of the Seymour-Capilano water filtration plant was started in 2004. As part of the project, twin tunnels in bedrock were excavated to transfer water from the Capilano Reservoir to the treatment plant. A radar dataset comprising 58 images (spanning March 2001 - June 2008) acquired by the Radarsat-1 satellite and covering the period of excavation was processed with the SqueeSAR™ algorithm (Ferretti et al., 2011) to assess the ground deformation caused by the tunnel excavation. To better characterize the deformation in the time and space domains and correlate ground movement with excavation, an in-depth time series analysis was carried out. Berti et al. (2013) developed an automatic procedure for the analysis of InSAR time series based on a sequence of statistical tests. The tool classifies time series into six distinctive types (uncorrelated; linear; quadratic; bilinear; discontinuous without constant velocity; discontinuous with change in velocity) which can be linked to different physical phenomena. It also provides a series of descriptive parameters which can be used to characterize the temporal changes of ground motion. We processed the movement time series with PSTime to determine the
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.
Time-series analysis for determining vertical air permeability in unsaturated zones
Lu, N.
1999-01-01
The air pressure in the unsaturated subsurface changes dynamically as the barometric pressure varies with time. Depending on the material properties and boundary conditions, the intensity of the correlation between the atmospheric and subsurface pressures may be evidenced in two persistent patterns: (1) the amplitude attenuation; and (2) the phase lag for the principal modes, such as the diurnal, semidiurnal, and 8-h tides. The amplitude attenuation and the phase lag generally depend on properties that can be classified into two categories: (1) The barometric pressure parameters, such as the apparent pressure amplitudes and frequencies controlled by the atmospheric tides and others; and (2) the material properties of porous media, such as the air viscosity, air-filled porosity, and permeability. Based on the principle of superposition and a Fourier time-series analysis, an analytical solution for predicting the subsurface air pressure variation caused by the atmospheric pressure fluctuation is presented. The air permeability (or pneumatic diffusivity) can be quantitatively determined by using the calculated amplitude attenuations (or phase lags) and the appropriate analytical relations among the parameters of the atmosphere and the porous medium. An analysis using the field data shows that the Fourier time-series analysis may provide a potentially reliable and simple method for predicting the subsurface barometric pressure variation and for determining the air permeability of unsaturated zones.
Cross-recurrence quantification analysis of categorical and continuous time series: an R package
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
Extensive mapping of coastal change in Alaska by Landsat time-series analysis, 1972-2013
NASA Astrophysics Data System (ADS)
Reynolds, J.; Macander, M. J.; Swingley, C. S.; Spencer, S. R.
2014-12-01
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. The authors are performing a time-series trend analysis for over 22,000 kilometers of coastline along the Bering Sea and Gulf of Alaska. Ice- and cloud-free Landsat imagery from Landsat 1-8, covering 1972-2013, were analyzed using a combination of regression, changepoint detection, and classification tree approaches to detect, classify, and map changes in near-infrared reflectance. Areas with significant changes in coastal features, as well as timing of dominant changes and, in some cases, rates of change were identified . The approach captured many coastal changes over the 42-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.
Uniform framework for the recurrence-network analysis of chaotic time series
NASA Astrophysics Data System (ADS)
Jacob, Rinku; Harikrishnan, K. P.; Misra, R.; Ambika, G.
2016-01-01
We propose a general method for the construction and analysis of unweighted ɛ -recurrence networks from chaotic time series. The selection of the critical threshold ɛc in our scheme is done empirically and we show that its value is closely linked to the embedding dimension M . In fact, we are able to identify a small critical range Δ ɛ numerically that is approximately the same for the random and several standard chaotic time series for a fixed M . This provides us a uniform framework for the nonsubjective comparison of the statistical measures of the recurrence networks constructed from various chaotic attractors. We explicitly show that the degree distribution of the recurrence network constructed by our scheme is characteristic to the structure of the attractor and display statistical scale invariance with respect to increase in the number of nodes N . We also present two practical applications of the scheme, detection of transition between two dynamical regimes in a time-delayed system and identification of the dimensionality of the underlying system from real-world data with a limited number of points through recurrence network measures. The merits, limitations, and the potential applications of the proposed method are also highlighted.
The LDA beamformer: Optimal estimation of ERP source time series using linear discriminant analysis.
Treder, Matthias S; Porbadnigk, Anne K; Shahbazi Avarvand, Forooz; Müller, Klaus-Robert; Blankertz, Benjamin
2016-04-01
We introduce a novel beamforming approach for estimating event-related potential (ERP) source time series based on regularized linear discriminant analysis (LDA). The optimization problems in LDA and linearly-constrained minimum-variance (LCMV) beamformers are formally equivalent. The approaches differ in that, in LCMV beamformers, the spatial patterns are derived from a source model, whereas in an LDA beamformer the spatial patterns are derived directly from the data (i.e., the ERP peak). Using a formal proof and MEG simulations, we show that the LDA beamformer is robust to correlated sources and offers a higher signal-to-noise ratio than the LCMV beamformer and PCA. As an application, we use EEG data from an oddball experiment to show how the LDA beamformer can be harnessed to detect single-trial ERP latencies and estimate connectivity between ERP sources. Concluding, the LDA beamformer optimally reconstructs ERP sources by maximizing the ERP signal-to-noise ratio. Hence, it is a highly suited tool for analyzing ERP source time series, particularly in EEG/MEG studies wherein a source model is not available.
Harmonic analysis of environmental time series with missing data or irregular sample spacing.
Dilmaghani, Shabnam; Henry, Isaac C; Soonthornnonda, Puripus; Christensen, Erik R; Henry, Ronald C
2007-10-15
The Lomb periodogram and discrete Fourier transform are described and applied to harmonic analysis of two typical data sets, one air quality time series and one water quality time series. The air quality data is a 13 year series of 24 hour average particulate elemental carbon data from the IMPROVE station in Washington, D.C. The water quality data are from the stormwater monitoring network in Milwaukee, WI and cover almost 2 years of precipitation events. These data have irregular sampling periods and missing data that preclude the straightforward application of the fast Fourier transform (FFT). In both cases, an anthropogenic periodicity is identified; a 7-day weekday/ weekend effect in the Washington elemental carbon series and a 1 month cycle in several constituents of stormwater. Practical aspects of application of the Lomb periodogram are discussed, particularly quantifying the effects of random noise. The proper application of the FFT to data that are irregularly spaced with missing values is demonstrated on the air quality data. Recommendations are given when to use the Lomb periodogram and when to use the FFT. PMID:17993144
Uniform framework for the recurrence-network analysis of chaotic time series.
Jacob, Rinku; Harikrishnan, K P; Misra, R; Ambika, G
2016-01-01
We propose a general method for the construction and analysis of unweighted ε-recurrence networks from chaotic time series. The selection of the critical threshold ε_{c} in our scheme is done empirically and we show that its value is closely linked to the embedding dimension M. In fact, we are able to identify a small critical range Δε numerically that is approximately the same for the random and several standard chaotic time series for a fixed M. This provides us a uniform framework for the nonsubjective comparison of the statistical measures of the recurrence networks constructed from various chaotic attractors. We explicitly show that the degree distribution of the recurrence network constructed by our scheme is characteristic to the structure of the attractor and display statistical scale invariance with respect to increase in the number of nodes N. We also present two practical applications of the scheme, detection of transition between two dynamical regimes in a time-delayed system and identification of the dimensionality of the underlying system from real-world data with a limited number of points through recurrence network measures. The merits, limitations, and the potential applications of the proposed method are also highlighted.
Bai, Chunmei; Li, Yusong
2014-08-01
Accurately predicting the transport of contaminants in the field is subject to multiple sources of uncertainty due to the variability of geological settings, the complexity of field measurements, and the scarcity of data. Such uncertainties can be amplified when modeling some emerging contaminants, such as engineered nanomaterials, when a fundamental understanding of their fate and transport is lacking. Typical field work includes collecting concentration at a certain location for an extended period of time, or measuring the movement of plume for an extended period time, which would result in a time series of observation data. This work presents an effort to evaluate the possibility of applying time series analysis, particularly, autoregressive integrated moving average (ARIMA) models, to forecast contaminant transport and distribution in the subsurface environment. ARIMA modeling was first assessed in terms of its capability to forecast tracer transport at two field sites, which had different levels of heterogeneity. After that, this study evaluated the applicability of ARIMA modeling to predict the transport of engineered nanomaterials at field sites, including field measured data of nanoscale zero valent iron and (nZVI) and numerically generated data for the transport of nano-fullerene aggregates (nC60). This proof-of-concept effort demonstrates the possibility of applying ARIMA to predict the contaminant transport in the subsurface environment. Like many other statistical models, ARIMA modeling is only descriptive and not explanatory. The limitation and the challenge associated with applying ARIMA modeling to contaminant transport in the subsurface are also discussed. PMID:24987973
NASA Astrophysics Data System (ADS)
Bai, Chunmei; Li, Yusong
2014-08-01
Accurately predicting the transport of contaminants in the field is subject to multiple sources of uncertainty due to the variability of geological settings, the complexity of field measurements, and the scarcity of data. Such uncertainties can be amplified when modeling some emerging contaminants, such as engineered nanomaterials, when a fundamental understanding of their fate and transport is lacking. Typical field work includes collecting concentration at a certain location for an extended period of time, or measuring the movement of plume for an extended period time, which would result in a time series of observation data. This work presents an effort to evaluate the possibility of applying time series analysis, particularly, autoregressive integrated moving average (ARIMA) models, to forecast contaminant transport and distribution in the subsurface environment. ARIMA modeling was first assessed in terms of its capability to forecast tracer transport at two field sites, which had different levels of heterogeneity. After that, this study evaluated the applicability of ARIMA modeling to predict the transport of engineered nanomaterials at field sites, including field measured data of nanoscale zero valent iron and (nZVI) and numerically generated data for the transport of nano-fullerene aggregates (nC60). This proof-of-concept effort demonstrates the possibility of applying ARIMA to predict the contaminant transport in the subsurface environment. Like many other statistical models, ARIMA modeling is only descriptive and not explanatory. The limitation and the challenge associated with applying ARIMA modeling to contaminant transport in the subsurface are also discussed.
Gravity-driven deformation of Tenerife measured by InSAR time series analysis
NASA Astrophysics Data System (ADS)
Fernández, J.; Tizzani, P.; Manzo, M.; Borgia, A.; González, P. J.; Martí, J.; Pepe, A.; Camacho, A. G.; Casu, F.; Berardino, P.; Prieto, J. F.; Lanari, R.
2009-02-01
We study the state of deformation of Tenerife (Canary Islands) using Differential Synthetic Aperture Radar Interferometry (DInSAR). We apply the Small BAseline Subset (SBAS) DInSAR algorithm to radar images acquired from 1992 to 2005 by the ERS sensors to determine the deformation rate distribution and the time series for the coherent pixels identified in the island. Our analysis reveals that the summit area of the volcanic edifice is characterized by a rather continuous subsidence extending well beyond Las Cañadas caldera rim and corresponding to the dense core of the island. These results, coupled with GPS ones, structural and geological information and deformation modeling, suggest an interpretation based on the gravitational sinking of the dense core of the island into a weak lithosphere and that the volcanic edifice is in a state of compression. We also detect more localized deformation patterns correlated with water table changes and variations in the deformation time series associated with the seismic crisis in 2004.
Automatic QSO Selection Algorithm Using Time Series Analysis and Machine Learning
NASA Astrophysics Data System (ADS)
Kim, Dae-Won; Protopapas, P.; Alcock, C.; Byun, Y.; Khardon, R.
2011-01-01
We present a new QSO selection algorithm using time series analysis and supervised machine learning. To characterize the lightcurves, we extracted multiple times series features such as period, amplitude, color and autocorrelation value. We then used Support Vector Machine (SVM), a supervised machine learning algorithm, to separate QSOs from other types of variable stars, microlensing events and non-variable stars. In order to train the QSO SVM model, we used 58 known QSOs, 1,629 variable stars and 4,288 non-variable stars from the MAssive Compact Halo Objects (MACHO) database. Cross-validation test shows that the model identifies 80% of known QSOs and have 25% false positive rate. Most of the false positives during the cross-validation are Be stars, known to show similar variability characteristic with QSOs. We applied the trained QSO SVM model to the MACHO Large Magellanic Cloud (LMC) dataset, which consists of 40million lightcurves, and found 1,097 QSO candidates. We crossmatched the candidates with several astronomical catalogs including the Spizter SAGE (Surveying the Agents of a Galaxy's Evolution) LMC catalog and various X-ray catalogs. The results suggest that the most of the candidates are likely true QSOs.
NASA Astrophysics Data System (ADS)
Lin, Min; Zhao, Gang; Wang, Gang
2015-12-01
In this study, recurrence plot (RP) and recurrence quantification analysis (RQA) techniques are applied to a magnitude time series composed of seismic events occurred in California region. Using bootstrapping techniques, we give the statistical test of the RQA for detecting dynamical transitions. From our results, we find the different patterns of RPs for magnitude time series before and after the M6.1 Joshua Tree Earthquake. RQA measurements of determinism (DET) and laminarity (LAM) quantifying the order with confidence levels also show peculiar behaviors. It is found that DET and LAM values of the recurrence-based complexity measure significantly increase to a large value at the main shock, and then gradually recovers to a small values after it. The main shock and its aftershock sequences trigger a temporary growth in order and complexity of the deterministic structure in the RP of seismic activity. It implies that the onset of the strong earthquake event is reflected in a sharp and great simultaneous change in RQA measures.
Reduction in the suicide rate during Advent--a time series analysis.
Ajdacic-Gross, Vladeta; Lauber, Christoph; Bopp, Matthias; Eich, Dominique; Gostynski, Michael; Gutzwiller, Felix; Burns, Tom; Rössler, Wulf
2008-01-15
Research has shown that there are different seasonal effects in suicide. The aim of this study is to demonstrate that the decrease in suicide rate at the end of the year is extended over the last weeks of the year and represents a specific type of seasonal effect. Suicide data were extracted from individual records of the Swiss mortality statistics, 1969-2003. The data were aggregated to daily frequencies of suicide across the year. Specifically, the period October-February was examined using time-series analysis, i.e., the Box-Jenkins approach with intervention models. The time series models require a step function to account for the gradual drop in suicide frequencies in December. The decrease in suicide frequencies includes the whole Advent and is accentuated at Christmas. After the New Year, there is a sharp recovery in men's suicide rate but not in women's. The reduction in the suicide rate during the last weeks of the year exceeds the well-recognised effect of reduced rates on major public holidays. It involves valuable challenges for suicide prevention such as timing of campaigns and enhancement of social networks.
Water Resources Management Plan for Ganga River using SWAT Modelling and Time series Analysis
NASA Astrophysics Data System (ADS)
Satish, L. N. V.
2015-12-01
Water resources management of the Ganga River is one of the primary objectives of National Ganga River Basin Environmental Management Plan. The present study aims to carry out water balance study and development of appropriate methodologies to compute environmental flow in the middle Ganga river basin between Patna-Farraka, India. The methodology adopted here are set-up a hydrological model to estimate monthly discharge at the tributaries under natural condition, hydrological alternation analysis of both observed and simulated discharge series, flow health analysis to obtain status of the stream health in the last 4 decades and estimating the e-flow using flow health indicators. ArcSWAT, was used to simulate 8 tributaries namely Kosi, Gandak and others. This modelling is quite encouraging and helps to provide the monthly water balance analysis for all tributaries for this study. The water balance analysis indicates significant change in surface and ground water interaction pattern within the study time period Indicators of hydrological alternation has been used for both observed and simulated data series to quantify hydrological alternation occurred in the tributaries and the main river in the last 4 decades,. For temporal variation of stream health, flow health tool has been used for observed and simulated discharge data. A detailed stream health analysis has been performed by considering 3 approaches based on i) observed flow time series, ii) observed and simulated flow time series and iii) simulated flow time series at small upland basin, major tributary and main Ganga river basin levels. At upland basin level, these approaches show that stream health and its temporal variations are good with non-significant temporal variation. At major tributary level, the stream health and its temporal variations are found to be deteriorating from 1970s. At the main Ganga reach level river health and its temporal variations does not show any declining trend. Finally, E- flows
NASA Astrophysics Data System (ADS)
Donner, R. V.; Donges, J. F.; Kurths, J.
2011-12-01
In the past years, different approaches to studying time series of complex systems from a graph-theoretical point of view have been suggested by several authors. Among the proposed methods, recurrence networks have particularly proven their great potential for characterizing the structural complexity of the system under study and detecting subtle changes in the underlying dynamics. Based on the concept of recurrence plots, recurrence networks encode mutual proximity relationships in the recorded dynamical system's phase space and thus describe the structural backbone of the underlying dynamics. As a consequence, many of the local and global measures traditionally characterizing complex networks have simple geometric interpretations when being considered for recurrence networks. For example, local and global transitivity properties of recurrence networks allow defining sophisticated measures for the effective dimensionality of the system under study. Since a more regular behavior (e.g., phases of laminar or periodic behavior) is less complex from a dynamical system's perspective than fully chaotic or stochastic dynamics, the estimated values of the corresponding graph-theoretic measures (local clustering coefficient and global network transitivity, respectively) serve as easily calculable indicators for dynamic regularity. Other network quantifiers can be interpreted in similar ways. The fact that only "spatial" information is taken into account in the network construction makes recurrence networks especially robust with respect to typical problems one is confronted with in the analysis of nonlinear geoscientific time series. Specifically, since time information is not explicitly considered, recurrence networks are well applicable to time series with nonuniform sampling and/or uncertain timing of observations, which are typical features of paleoclimate records. As a particular example, the results of recurrence network analysis are reported for different geological
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
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.
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.
Investigation on Law and Economics Based on Complex Network and Time Series Analysis
Yang, Jian; Qu, Zhao; Chang, Hui
2015-01-01
The research focuses on the cooperative relationship and the strategy tendency among three mutually interactive parties in financing: small enterprises, commercial banks and micro-credit companies. Complex network theory and time series analysis were applied to figure out the quantitative evidence. Moreover, this paper built up a fundamental model describing the particular interaction among them through evolutionary game. Combining the results of data analysis and current situation, it is justifiable to put forward reasonable legislative recommendations for regulations on lending activities among small enterprises, commercial banks and micro-credit companies. The approach in this research provides a framework for constructing mathematical models and applying econometrics and evolutionary game in the issue of corporation financing. PMID:26076460
Joint statistical analysis of multichannel time series from single quantum dot-(Cy5)n constructs.
Xu, C Shan; Kim, Hahkjoon; Hayden, Carl C; Yang, Haw
2008-05-15
One of the major challenges in single-molecule studies is how to extract reliable information from the inevitably noisy data. Here, we demonstrate the unique capabilities of multichannel joint statistical analysis of multispectral time series using Föster resonance energy transfer (FRET) in single quantum dot (QD)-organic dye hybrids as a model system. The multispectral photon-by-photon registration allows model-free determination of intensity change points of the donor and acceptor channels independently. The subsequent joint analysis of these change points gives high-confidence assignments of acceptor photobleaching events despite the interference from background noise and from intermittent blinking of the QD donors and acceptors themselves. Finally, the excited-state lifetimes of donors and acceptors are calculated using the joint maximum likelihood estimation (MLE) method on the donor and acceptor decay profiles, guided by a four-state kinetics model.
A lengthy look at the daily grind: time series analysis of events, mood, stress, and satisfaction.
Fuller, Julie A; Stanton, Jeffrey M; Fisher, Gwenith G; Spitzmuller, Christiane; Russell, Steven S; Smith, Patricia C
2003-12-01
The present study investigated processes by which job stress and satisfaction unfold over time by examining the relations between daily stressful events, mood, and these variables. Using a Web-based daily survey of stressor events, perceived strain, mood, and job satisfaction completed by 14 university workers, 1,060 occasions of data were collected. Transfer function analysis, a multivariate version of time series analysis, was used to examine the data for relationships among the measured variables after factoring out the contaminating influences of serial dependency. Results revealed a contrast effect in which a stressful event associated positively with higher strain on the same day and associated negatively with strain on the following day. Perceived strain increased over the course of a semester for a majority of participants, suggesting that effects of stress build over time. Finally, the data were consistent with the notion that job satisfaction is a distal outcome that is mediated by perceived strain. PMID:14640813
Investigation on Law and Economics Based on Complex Network and Time Series Analysis.
Yang, Jian; Qu, Zhao; Chang, Hui
2015-01-01
The research focuses on the cooperative relationship and the strategy tendency among three mutually interactive parties in financing: small enterprises, commercial banks and micro-credit companies. Complex network theory and time series analysis were applied to figure out the quantitative evidence. Moreover, this paper built up a fundamental model describing the particular interaction among them through evolutionary game. Combining the results of data analysis and current situation, it is justifiable to put forward reasonable legislative recommendations for regulations on lending activities among small enterprises, commercial banks and micro-credit companies. The approach in this research provides a framework for constructing mathematical models and applying econometrics and evolutionary game in the issue of corporation financing.
Amigo, H; Díaz, L; Pino, P; Vera, G
1994-06-01
The objective of this study was to determine the evolution of the nutritional status of the population under five years of age during the period 1975-1990. Several conditioning factors were also assessed. The information was evaluated through time series analysis by using the AREG procedure. This procedure allows for the estimation of a regression model correcting by the autocorrelation of errors. Results indicates a significant trend to decreased undernutrition rates (p < 0.0001). A seasonal effect on undernutrition was observed, being higher the prevalences in summer. Analysis of selected conditioning factors, as well as the familiar buying capacity remained stable during the period. An exception to the lack of association among undernutrition and the conditioning factors evaluated, was seen during the period 1975-1982 when clear inverse relationship was evidenced. In conclusion, the decrease of infant undernutrition in Chile during the period 1975-1990 was not related to the changes observed in certain socioeconomic indices. PMID:7733798
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
Methods for the Analysis of interferometric Time Series Non-linearity
NASA Astrophysics Data System (ADS)
Pasquali, Paolo; Cantone, Alessio; Riccardi, Paolo
2014-05-01
Interferometric stacking techniques emerged as methods to obtain very precise measurements of small terrain displacements. In particular, the so-called Persistent Scatterers and Small BASeline methods can be considered as the two most representative stacking approaches. In both cases, the exploitation of 20 or more satellite Synthetic Aperture Radar (SAR) acquisitions obtained from the same satellite sensor with similar geometries on the interest area allows to measure average displacement rates with an accuracy in the order of few mm / year, and to derive the full location history of "good" pixels with an accuracy of 1cm or better for every available date. Although the temporal component of these measurements provides very rich information to investigate the evolution of complex phenomena, this wealth of data can result of difficult interpretation as soon as the area of investigation reaches certain sizes and several millions of valid pixels can be identified. The typical approach is then to focus the analysis on the average displacement rate: one evident advantage is that it can be easily displayed, and regions showing different average behaviours can be easily identified with a simple visual analysis. Limitations of this approach become evident as soon as more complex, non-linear behaviours are to be expected (as natural) in a certain region, and different methods shall be sought to provide a synthetic way to visualise the time series in a synoptic way and to identify areas with similar, non-linear characteristics. The paper focus on the identification of which could be descriptive parameter(s) that, complementarily to the average displacement rate, could be synthesized from the displacement time series and exploited in this analysis. While asking this it shall be noticed that this approach is of particular applicability to time series obtained with the SBAS method that, due to its algorithm, is less depending on linearity assumptions than the PS method. A first
NASA Astrophysics Data System (ADS)
Loredo, Thomas
The key, central objectives of the proposed Time Series Explorer project are to develop an organized collection of software tools for analysis of time series data in current and future NASA astrophysics data archives, and to make the tools available in two ways: as a library (the Time Series Toolbox) that individual science users can use to write their own data analysis pipelines, and as an application (the Time Series Automaton) providing an accessible, data-ready interface to many Toolbox algorithms, facilitating rapid exploration and automatic processing of time series databases. A number of time series analysis methods will be implemented, including techniques that range from standard ones to state-of-the-art developments by the proposers and others. Most of the algorithms will be able to handle time series data subject to real-world problems such as data gaps, sampling that is otherwise irregular, asynchronous sampling (in multi-wavelength settings), and data with non-Gaussian measurement errors. The proposed research responds to the ADAP element supporting the development of tools for mining the vast reservoir of information residing in NASA databases. The tools that will be provided to the community of astronomers studying variability of astronomical objects (from nearby stars and extrasolar planets, through galactic and extragalactic sources) will revolutionize the quality of timing analyses that can be carried out, and greatly enhance the scientific throughput of all NASA astrophysics missions past, present, and future. The Automaton will let scientists explore time series - individual records or large data bases -- with the most informative and useful analysis methods available, without having to develop the tools themselves or understand the computational details. Both elements, the Toolbox and the Automaton, will enable deep but efficient exploratory time series data analysis, which is why we have named the project the Time Series Explorer. Science
Pitfalls in Fractal Time Series Analysis: fMRI BOLD as an Exemplary Case.
Eke, Andras; Herman, Peter; Sanganahalli, Basavaraju G; Hyder, Fahmeed; Mukli, Peter; Nagy, Zoltan
2012-01-01
This article will be positioned on our previous work demonstrating the importance of adhering to a carefully selected set of criteria when choosing the suitable method from those available ensuring its adequate performance when applied to real temporal signals, such as fMRI BOLD, to evaluate one important facet of their behavior, fractality. Earlier, we have reviewed on a range of monofractal tools and evaluated their performance. Given the advance in the fractal field, in this article we will discuss the most widely used implementations of multifractal analyses, too. Our recommended flowchart for the fractal characterization of spontaneous, low frequency fluctuations in fMRI BOLD will be used as the framework for this article to make certain that it will provide a hands-on experience for the reader in handling the perplexed issues of fractal analysis. The reason why this particular signal modality and its fractal analysis has been chosen was due to its high impact on today's neuroscience given it had powerfully emerged as a new way of interpreting the complex functioning of the brain (see "intrinsic activity"). The reader will first be presented with the basic concepts of mono and multifractal time series analyses, followed by some of the most relevant implementations, characterization by numerical approaches. The notion of the dichotomy of fractional Gaussian noise and fractional Brownian motion signal classes and their impact on fractal time series analyses will be thoroughly discussed as the central theme of our application strategy. Sources of pitfalls and way how to avoid them will be identified followed by a demonstration on fractal studies of fMRI BOLD taken from the literature and that of our own in an attempt to consolidate the best practice in fractal analysis of empirical fMRI BOLD signals mapped throughout the brain as an exemplary case of potentially wide interest. PMID:23227008
Pitfalls in Fractal Time Series Analysis: fMRI BOLD as an Exemplary Case
Eke, Andras; Herman, Peter; Sanganahalli, Basavaraju G.; Hyder, Fahmeed; Mukli, Peter; Nagy, Zoltan
2012-01-01
This article will be positioned on our previous work demonstrating the importance of adhering to a carefully selected set of criteria when choosing the suitable method from those available ensuring its adequate performance when applied to real temporal signals, such as fMRI BOLD, to evaluate one important facet of their behavior, fractality. Earlier, we have reviewed on a range of monofractal tools and evaluated their performance. Given the advance in the fractal field, in this article we will discuss the most widely used implementations of multifractal analyses, too. Our recommended flowchart for the fractal characterization of spontaneous, low frequency fluctuations in fMRI BOLD will be used as the framework for this article to make certain that it will provide a hands-on experience for the reader in handling the perplexed issues of fractal analysis. The reason why this particular signal modality and its fractal analysis has been chosen was due to its high impact on today’s neuroscience given it had powerfully emerged as a new way of interpreting the complex functioning of the brain (see “intrinsic activity”). The reader will first be presented with the basic concepts of mono and multifractal time series analyses, followed by some of the most relevant implementations, characterization by numerical approaches. The notion of the dichotomy of fractional Gaussian noise and fractional Brownian motion signal classes and their impact on fractal time series analyses will be thoroughly discussed as the central theme of our application strategy. Sources of pitfalls and way how to avoid them will be identified followed by a demonstration on fractal studies of fMRI BOLD taken from the literature and that of our own in an attempt to consolidate the best practice in fractal analysis of empirical fMRI BOLD signals mapped throughout the brain as an exemplary case of potentially wide interest. PMID:23227008
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
The impact of policy on hospital productivity: a time series analysis of Dutch hospitals.
Blank, Jos L T; Eggink, Evelien
2014-06-01
The health care industry, in particular the hospital industry, is under an increasing degree of pressure, by an ageing population, advancing expensive medical technology a shrinking labor. The pressure on hospitals is further increased by the planned budget cuts in public spending by many current administrations as a result of the economic and financial crises. However, productivity increases may alleviate these problems. Therefore we study whether productivity in the hospital sector is growing, and whether this productivity growth can be influenced by government policy. Using an econometric time series analysis of the hospital sector in the Netherlands, productivity is estimated for the period 1972-2010. Then, productivity is linked to the different regulation regimes during that period, ranging from output funding in the 1970s to the current liberalized hospital market. The results indicate that the average productivity of the hospital sector in different periods differs and that these differences are related to the structure of regulation in those periods. PMID:24258183
Experimental nonlinear dynamical studies in cesium magneto-optical trap using time-series analysis
Anwar, M. Islam, R.; Faisal, M.; Sikandar, M.; Ahmed, M.
2015-03-30
A magneto-optical trap of neutral atoms is essentially a dissipative quantum system. The fast thermal atoms continuously dissipate their energy to the environment via spontaneous emissions during the cooling. The atoms are, therefore, strongly coupled with the vacuum reservoir and the laser field. The vacuum fluctuations as well as the field fluctuations are imparted to the atoms as random photon recoils. Consequently, the external and internal dynamics of atoms becomes stochastic. In this paper, we have investigated the stochastic dynamics of the atoms in a magneto-optical trap during the loading process. The time series analysis of the fluorescence signal shows that the dynamics of the atoms evolves, like all dissipative systems, from deterministic to the chaotic regime. The subsequent disappearance and revival of chaos was attributed to chaos synchronization between spatially different atoms in the magneto-optical trap.
Asymmetric multifractal detrending moving average analysis in time series of PM2.5 concentration
NASA Astrophysics Data System (ADS)
Zhang, Chen; Ni, Zhiwei; Ni, Liping; Li, Jingming; Zhou, Longfei
2016-09-01
In this paper, we propose the asymmetric multifractal detrending moving average analysis (A-MFDMA) method to explore the asymmetric correlation in non-stationary time series. The proposed method is applied to explore the asymmetric correlation of PM2.5 daily average concentration with uptrends or downtrends in China. In addition, shuffling and phase randomization procedures are applied to detect the sources of multifractality. The results show that existences of asymmetric correlations, and the asymmetric correlations are multifractal. Further, the multifractal scaling behavior in the Chinese PM2.5 is caused not only by long-range correlation but also by fat-tailed distribution, but the major source of multifractality is fat-tailed distribution.
Spectral analysis of time series of categorical variables in earth sciences
NASA Astrophysics Data System (ADS)
Pardo-Igúzquiza, Eulogio; Rodríguez-Tovar, Francisco J.; Dorador, Javier
2016-10-01
Time series of categorical variables often appear in Earth Science disciplines and there is considerable interest in studying their cyclic behavior. This is true, for example, when the type of facies, petrofabric features, ichnofabrics, fossil assemblages or mineral compositions are measured continuously over a core or throughout a stratigraphic succession. Here we deal with the problem of applying spectral analysis to such sequences. A full indicator approach is proposed to complement the spectral envelope often used in other disciplines. Additionally, a stand-alone computer program is provided for calculating the spectral envelope, in this case implementing the permutation test to assess the statistical significance of the spectral peaks. We studied simulated sequences as well as real data in order to illustrate the methodology.
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.
Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System
NASA Astrophysics Data System (ADS)
Niu, Hongli; Wang, Jun
We establish a financial price process by continuum percolation system, in which we attribute price fluctuations to the investors’ attitudes towards the financial market, and consider the clusters in continuum percolation as the investors share the same investment opinion. We investigate the cross-correlations in two return time series, and analyze the multifractal behaviors in this relationship. Further, we study the corresponding behaviors for the real stock indexes of SSE and HSI as well as the liquid stocks pair of SPD and PAB by comparison. To quantify the multifractality in cross-correlation relationship, we employ multifractal detrended cross-correlation analysis method to perform an empirical research for the simulation data and the real markets data.
Tidal frequencies in the spectral analysis of time series muon flux measurements
NASA Astrophysics Data System (ADS)
Feldman, Catherine; Takai, Helio
2016-03-01
Tidal frequencies are observed in the spectral analysis of time series muon flux measurements performed by the MARIACHI experiment over a period of seven years. The prominent peaks from the frequency spectrum correspond to tidal frequencies S1,S2,S3,K1,P1 and Ψ1 . We will present these results and compare them to the regular density oscillations from balloon sounding data. We interpret the observed data as being the effect of regular atmospheric density oscillations induced by the thermal heating of layers in Earth's atmosphere. As the density of the atmosphere varies, the altitude where particles are produced varies accordingly. As a consequence, the muon decay path elongates or contracts, modulating the number of muons detected at ground level. The role of other tidal effects, including geomagnetic tides, will also be discussed.
On the Character and Mitigation of Atmospheric Noise in InSAR Time Series Analysis (Invited)
NASA Astrophysics Data System (ADS)
Barnhart, W. D.; Fielding, E. J.; Fishbein, E.
2013-12-01
Time series analysis of interferometric synthetic aperture radar (InSAR) data, with its broad spatial coverage and ability to image regions that are sometimes very difficult to access, is a powerful tool for characterizing continental surface deformation and its temporal variations. With the impending launch of dedicated SAR missions such as Sentinel-1, ALOS-2, and the planned NASA L-band SAR mission, large volume data sets will allow researchers to further probe ground displacement processes with increased fidelity. Unfortunately, the precision of measurements in individual interferograms is impacted by several sources of noise, notably spatially correlated signals caused by path delays through the stratified and turbulent atmosphere and ionosphere. Spatial and temporal variations in atmospheric water vapor often introduce several to tens of centimeters of apparent deformation in the radar line-of-sight, correlated over short spatial scales (<10 km). Signals resulting from atmospheric path delays are particularly problematic because, like the subsidence and uplift signals associated with tectonic deformation, they are often spatially correlated with topography. In this talk, we provide an overview of the effects of spatially correlated tropospheric noise in individual interferograms and InSAR time series analysis, and we highlight where common assumptions of the temporal and spatial characteristics of tropospheric noise fail. Next, we discuss two classes of methods for mitigating the effects of tropospheric water vapor noise in InSAR time series analysis and single interferograms: noise estimation and characterization with independent observations from multispectral sensors such as MODIS and MERIS; and noise estimation and removal with weather models, multispectral sensor observations, and GPS. Each of these techniques can provide independent assessments of the contribution of water vapor in interferograms, but each technique also suffers from several pitfalls
Evaluating disease management program effectiveness: an introduction to time-series analysis.
Linden, Ariel; Adams, John L; Roberts, Nancy
2003-01-01
Currently, the most widely used method in the disease management (DM) industry for evaluating program effectiveness is referred to as the "total population approach." This model is a pretest-posttest design, with the most basic limitation being that without a control group, there may be sources of bias and/or competing extraneous confounding factors that offer a plausible rationale explaining the change from baseline. Furthermore, with the current inclination of DM programs to use financial indicators rather than program-specific utilization indicators as the principal measure of program success, additional biases are introduced that may cloud evaluation results. This paper presents a non-technical introduction to time-series analysis (using disease-specific utilization measures) as an alternative, and more appropriate, approach to evaluating DM program effectiveness than the current total population approach.
Event-sequence time series analysis in ground-based gamma-ray astronomy
Barres de Almeida, U.; Chadwick, P.; Daniel, M.; Nolan, S.; McComb, L.
2008-12-24
The recent, extreme episodes of variability detected from Blazars by the leading atmospheric Cerenkov experiments motivate the development and application of specialized statistical techniques that enable the study of this rich data set to its furthest extent. The identification of the shortest variability timescales supported by the data and the actual variability structure observed in the light curves of these sources are some of the fundamental aspects being studied, that answers can bring new developments on the understanding of the physics of these objects and on the mechanisms of production of VHE gamma-rays in the Universe. Some of our efforts in studying the time variability of VHE sources involve the application of dynamic programming algorithms to the problem of detecting change-points in a Poisson sequence. In this particular paper we concentrate on the more primary issue of the applicability of counting statistics to the analysis of time-series on VHE gamma-ray astronomy.
Time-Series Analysis of Coastal Erosion in the Sundarbans Mangrove
NASA Astrophysics Data System (ADS)
Mahmudur Rahman, M.
2012-07-01
Mangrove forests are fragile coastal ecosystems and could be one of the most vulnerable ecosystems to global climate change and sea-level rise. These forests are formed in the fringe of land and ocean and characterized by the regular inundation of tidal water. Because of the changes in sea-level and dynamic energy system in the transition zone between land and sea due to climate change, erosion in different coastal zones of the world could be accelerated. The objective of this study is to find out the nature and pattern of erosion that can threaten mangrove forest ecosystems. The study area is located in Sundarbans mangrove, the largest continuous mangrove forest in the world. The study utilized time-series data of Landsat Multi-spectral Scanner (MSS), Thematic Mapper (TM) and Enhanced Thematic Mapper Plus (ETM+) during 1970s to 2010s. Time-series change analysis was done along the selected transect lines. The erosion rates in the Sundarbans Mangrove are variable and it is very difficult to get a conclusive result from the analysis of those points whether the erosion rate has been accelerated in the recent past. The average rates of erosion for the eastern and western parts are 14 m/year and 15 m/year respectively obtained form the ten selected transect lines. It is unclear that how much coastal erosion is linked to the global warming and sea-level rise or whether any other associated factors such as geological and anthropogenic induced land subsidence, changes in sediment supply or other local factors are driving these changes. Further studies should be conducted in different mangrove ecosystems of the world to explore whether similar patterns of coastal erosion are visible there.
Time series analysis of influenza incidence in Chinese provinces from 2004 to 2011
Song, Xin; Xiao, Jun; Deng, Jiang; Kang, Qiong; Zhang, Yanyu; Xu, Jinbo
2016-01-01
Abstract Influenza as a severe infectious disease has caused catastrophes throughout human history, and every pandemic of influenza has produced a great social burden. We compiled monthly data of influenza incidence from all provinces and autonomous regions in mainland China from January 2004 to December 2011, comprehensively evaluated and classified these data, and then randomly selected 4 provinces with higher incidence (Hebei, Gansu, Guizhou, and Hunan), 2 provinces with median incidence (Tianjin and Henan), 1 province with lower incidence (Shandong), using time series analysis to construct an ARIMA model, which is based on the monthly incidence from 2004 to 2011 as the training set. We exerted the X-12-ARIMA procedure for modeling due to the seasonality these data implied. Autocorrelation function (ACF), partial autocorrelation function (PACF), and automatic model selection were to determine the order of the model parameters. The optimal model was decided by a nonseasonal and seasonal moving average test. Finally, we applied this model to predict the monthly incidence of influenza in 2012 as the test set, and the simulated incidence was compared with the observed incidence to evaluate the model's validity by the criterion of both percentage variability in regression analyses (R2) and root mean square error (RMSE). It is conceivable that SARIMA (0,1,1)(0,1,1)12 could simultaneously forecast the influenza incidence of the Hebei Province, Guizhou Province, Henan Province, and Shandong Province; SARIMA (1,0,0)(0,1,1)12 could forecast the influenza incidence in Gansu Province; SARIMA (3,1,1)(0,1,1)12 could forecast the influenza incidence in Tianjin City; and SARIMA (0,1,1)(0,0,1)12 could forecast the influenza incidence in Hunan Province. Time series analysis is a good tool for prediction of disease incidence. PMID:27367989
Time series analysis of influenza incidence in Chinese provinces from 2004 to 2011.
Song, Xin; Xiao, Jun; Deng, Jiang; Kang, Qiong; Zhang, Yanyu; Xu, Jinbo
2016-06-01
Influenza as a severe infectious disease has caused catastrophes throughout human history, and every pandemic of influenza has produced a great social burden. We compiled monthly data of influenza incidence from all provinces and autonomous regions in mainland China from January 2004 to December 2011, comprehensively evaluated and classified these data, and then randomly selected 4 provinces with higher incidence (Hebei, Gansu, Guizhou, and Hunan), 2 provinces with median incidence (Tianjin and Henan), 1 province with lower incidence (Shandong), using time series analysis to construct an ARIMA model, which is based on the monthly incidence from 2004 to 2011 as the training set. We exerted the X-12-ARIMA procedure for modeling due to the seasonality these data implied. Autocorrelation function (ACF), partial autocorrelation function (PACF), and automatic model selection were to determine the order of the model parameters. The optimal model was decided by a nonseasonal and seasonal moving average test. Finally, we applied this model to predict the monthly incidence of influenza in 2012 as the test set, and the simulated incidence was compared with the observed incidence to evaluate the model's validity by the criterion of both percentage variability in regression analyses (R) and root mean square error (RMSE). It is conceivable that SARIMA (0,1,1)(0,1,1)12 could simultaneously forecast the influenza incidence of the Hebei Province, Guizhou Province, Henan Province, and Shandong Province; SARIMA (1,0,0)(0,1,1)12 could forecast the influenza incidence in Gansu Province; SARIMA (3,1,1)(0,1,1)12 could forecast the influenza incidence in Tianjin City; and SARIMA (0,1,1)(0,0,1)12 could forecast the influenza incidence in Hunan Province. Time series analysis is a good tool for prediction of disease incidence. PMID:27367989
[Local fractal analysis of noise-like time series by all permutations method for 1-115 min periods].
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. PMID:26016038
[Local fractal analysis of noise-like time series by all permutations method for 1-115 min periods].
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.
NASA Astrophysics Data System (ADS)
Gualandi, Adriano; Serpelloni, Enrico; Elina Belardinelli, Maria; Bonafede, Maurizio; Pezzo, Giuseppe; Tolomei, Cristiano
2015-04-01
A critical point in the analysis of ground displacement time series, as those measured by modern space geodetic techniques (primarly continuous GPS/GNSS and InSAR) is the development of data driven methods that allow to discern and characterize the different sources that generate the observed displacements. A widely used multivariate statistical technique is the Principal Component Analysis (PCA), which allows to reduce the dimensionality of the data space maintaining most of the variance of the dataset explained. It reproduces the original data using a limited number of Principal Components, but it also shows some deficiencies, since PCA does not perform well in finding the solution to the so-called Blind Source Separation (BSS) problem. The recovering and separation of the different sources that generate the observed ground deformation is a fundamental task in order to provide a physical meaning to the possible different sources. PCA fails in the BSS problem since it looks for a new Euclidean space where the projected data are uncorrelated. Usually, the uncorrelation condition is not strong enough and it has been proven that the BSS problem can be tackled imposing on the components to be independent. The Independent Component Analysis (ICA) is, in fact, another popular technique adopted to approach this problem, and it can be used in all those fields where PCA is also applied. An ICA approach enables us to explain the displacement time series imposing a fewer number of constraints on the model, and to reveal anomalies in the data such as transient deformation signals. However, the independence condition is not easy to impose, and it is often necessary to introduce some approximations. To work around this problem, we use a variational bayesian ICA (vbICA) method, which models the probability density function (pdf) of each source signal using a mix of Gaussian distributions. This technique allows for more flexibility in the description of the pdf of the sources
Krafty, Robert T; Hall, Martica
2013-03-01
Although many studies collect biomedical time series signals from multiple subjects, there is a dearth of models and methods for assessing the association between frequency domain properties of time series and other study outcomes. This article introduces the random Cramér representation as a joint model for collections of time series and static outcomes where power spectra are random functions that are correlated with the outcomes. A canonical correlation analysis between cepstral coefficients and static outcomes is developed to provide a flexible yet interpretable measure of association. Estimates of the canonical correlations and weight functions are obtained from a canonical correlation analysis between the static outcomes and maximum Whittle likelihood estimates of truncated cepstral coefficients. The proposed methodology is used to analyze the association between the spectrum of heart rate variability and measures of sleep duration and fragmentation in a study of older adults who serve as the primary caregiver for their ill spouse.
Krafty, Robert T; Hall, Martica
2013-03-01
Although many studies collect biomedical time series signals from multiple subjects, there is a dearth of models and methods for assessing the association between frequency domain properties of time series and other study outcomes. This article introduces the random Cramér representation as a joint model for collections of time series and static outcomes where power spectra are random functions that are correlated with the outcomes. A canonical correlation analysis between cepstral coefficients and static outcomes is developed to provide a flexible yet interpretable measure of association. Estimates of the canonical correlations and weight functions are obtained from a canonical correlation analysis between the static outcomes and maximum Whittle likelihood estimates of truncated cepstral coefficients. The proposed methodology is used to analyze the association between the spectrum of heart rate variability and measures of sleep duration and fragmentation in a study of older adults who serve as the primary caregiver for their ill spouse. PMID:24851143
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.
NASA Astrophysics Data System (ADS)
Tigabu, T. B.; Hörmann, G.; Fohrer, N.
2015-12-01
Nowadays, time series environmental flow analysis is becoming one of the most important tasks in ecohydrology in order to design process based system solutions. Thus, the purpose of this research paper was to understand temporal and spatial variability of stream flows, rainfall, and inflows and outflows to and from the Lake Tana basin. Autocorrelation and cross correlation tests were applied for the long years' daily stream flows and rainfall using R languages. These methods were used to see how the stream flow or rainfall data were serially correlated and rainfall, stream flow and lake level time series data were cross correlated with each other. Autocorrelation tests of daily rainfall were carried out for many rainfall stations and the outputs indicate that there are no spikes showing significant seasonal signals. The annual rainfall map was produced for the whole catchment based on long years' records at different stations inside the catchment using inverse distance weighted interpolation (IDW) method in the GIS environment. Based on this map there is high spatial variability of annual rainfall in the catchment. The average maximum, minimum and mean annual rainfall values are 1506.4, 798.7, and 1238.1 mm respectively. According to the cross correlation tests done for stream flow & rainfall, better correlations were observed after 15 to 30 days lag time due to late response of the catchment for runoff generation. The study also prevailed that the Lake Tana water level and Blue Nile discharge at Bahir Dar station have positive cross correlation with maximum value at time lag of zero. There is a dramatic drop in the lake level and stream flow volume at the same location since 2000 due to human induced local climate forcing. In general, this research indicates that there is high temporal and spatial variability in rainfall, Lake water level and stream flows.
Visibility Modeling and Forecasting for Abu Dhabi using Time Series Analysis Method
NASA Astrophysics Data System (ADS)
Eibedingil, I. G.; Abula, B.; Afshari, A.; Temimi, M.
2015-12-01
Land-Atmosphere interactions-their strength, directionality and evolution-are one of the main sources of uncertainty in contemporary climate modeling. A particularly crucial role in sustaining and modulating land-atmosphere interaction is the one of aerosols and dusts. Aerosols are tiny particles suspended in the air ranging from a few nanometers to a few hundred micrometers in diameter. Furthermore, the amount of dust and fog in the atmosphere is an important measure of visibility, which is another dimension of land-atmosphere interactions. Visibility affects all form of traffic, aviation, land and sailing. Being able to predict the change of visibility in the air in advance enables relevant authorities to take necessary actions before the disaster falls. Time Series Analysis (TAS) method is an emerging technique for modeling and forecasting the behavior of land-atmosphere interactions, including visibility. This research assess the dynamics and evolution of visibility around Abu Dhabi International Airport (+24.4320 latitude, +54.6510 longitude, and 27m elevation) using mean daily visibility and mean daily wind speed. TAS has been first used to model and forecast the visibility, and then the Transfer Function Model has been applied, considering the wind speed as an exogenous variable. By considering the Akaike Information Criterion (AIC) and Mean Absolute Percentage Error (MAPE) as a statistical criteria, two forecasting models namely univarite time series model and transfer function model, were developed to forecast the visibility around Abu Dhabi International Airport for three weeks. Transfer function model improved the MAPE of the forecast significantly.
Time series in analysis of yerba-mate biennial growth modified by environment
NASA Astrophysics Data System (ADS)
Rakocevic, Miroslava; Martim, Simoni Fernanda
2011-03-01
To assess differences in the lag-effect pattern in the relationship between yerba-mate biennial growth and environmental factors, a time-series analysis was performed. A generalized Poisson regression model was used to control time trends, temperature, growing degree days (GDD), rainfalls and night length (NL). It was hypothesized that the active growth and growth pauses in yerba-mate are controlled endogenously and modified by environment, and that genders would respond differently to environmental modifications. The patterns in the lag effect from the distributed-lag models were similar to those of time-series models with meteorological data means with lag = 0. GDD and NL were principal factors affecting biennial yerba-mate shoot elongation and the number of green leaves of females grown in monoculture, besides their significant effects on metamer emission and leaf area in males grown in monoculture. NL also had a significant influence on shoot elongation and leaf area of both genders grown in forest understorey (FUS), indicating that yerba-mate growth is synchronized by an internal clock sensitive to temperature adjustments. The morphological plasticity and the adaptation efforts of yerba-mate were more pronounced in monoculture than in FUS. Sexual dimorphism was expressed—males were more sensitive to environmental changes than females, especially in monoculture. Growth modifications were much more intense when plants were grown in a cultivation system that is less like yerba-mate natural habitat (monoculture) than in one resembling its natural habitat (FUS). Our data support the ecological specialization theory.
Hsu, P. J.; Lai, S. K.; Cheong, S. A.
2014-05-28
Folded conformations of proteins in thermodynamically stable states have long lifetimes. Before it folds into a stable conformation, or after unfolding from a stable conformation, the protein will generally stray from one random conformation to another leading thus to rapid fluctuations. Brief structural changes therefore occur before folding and unfolding events. These short-lived movements are easily overlooked in studies of folding/unfolding for they represent momentary excursions of the protein to explore conformations in the neighborhood of the stable conformation. The present study looks for precursory signatures of protein folding/unfolding within these rapid fluctuations through a combination of three techniques: (1) ultrafast shape recognition, (2) time series segmentation, and (3) time series correlation analysis. The first procedure measures the differences between statistical distance distributions of atoms in different conformations by calculating shape similarity indices from molecular dynamics simulation trajectories. The second procedure is used to discover the times at which the protein makes transitions from one conformation to another. Finally, we employ the third technique to exploit spatial fingerprints of the stable conformations; this procedure is to map out the sequences of changes preceding the actual folding and unfolding events, since strongly correlated atoms in different conformations are different due to bond and steric constraints. The aforementioned high-frequency fluctuations are therefore characterized by distinct correlational and structural changes that are associated with rate-limiting precursors that translate into brief segments. Guided by these technical procedures, we choose a model system, a fragment of the protein transthyretin, for identifying in this system not only the precursory signatures of transitions associated with α helix and β hairpin, but also the important role played by weaker correlations in such protein
NASA Astrophysics Data System (ADS)
Luo, Shihua; Guo, Fan; Lai, Dejian; Yan, Fang; Tang, Feilai
2015-09-01
Hurst exponent is an important measure of nonlinearity of dynamical time series. In this paper, using rescaled-range (R/S) analysis, multi-fractal detrended fluctuation analysis (MF-DFA) methods, the multiscale Hurst exponent (MHE) and the multiscale generalized Hurst exponent (MGHE) of coarse-grained silicon content ([Si]) time series in blast furnace (BF) hot metal were calculated. First, we collected these [Si] time series from No. 1 BF of Nanchang Iron and Steel Co. and No. 10 BF of Xinyu Iron and Steel Co. in Jiangxi Province, China. Then, we analyzed and compared the estimated Hurst exponents and the generalized Hurst exponent of these observed time series with some simulated time series. Our results show that the observed time series from these BFs have negative correlation with the Hurst exponent less than 0.5, the generalized Hurst exponent H(q) is a nonlinear function of q, and such negative correlation and local various structure persist in their moving averages of the observed time series up to lag 5 or 10.
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
NASA Astrophysics Data System (ADS)
Mihailović, Dragutin T.; Mimić, Gordan; Nikolić-Djorić, Emilija; Arsenić, Ilija
2015-01-01
We propose novel metrics based on the Kolmogorov complexity for use in complex system behavior studies and time series analysis. We consider the origins of the Kolmogorov complexity and discuss its physical meaning. To get better insights into the nature of complex systems and time series analysis we introduce three novel measures based on the Kolmogorov complexity: (i) the Kolmogorov complexity spectrum, (ii) the Kolmogorov complexity spectrum highest value and (iii) the overall Kolmogorov complexity. The characteristics of these measures have been tested using a generalized logistic equation. Finally, the proposed measures have been applied to different time series originating from: a model output (the biochemical substance exchange in a multi-cell system), four different geophysical phenomena (dynamics of: river flow, long term precipitation, indoor 222Rn concentration and UV radiation dose) and the economy (stock price dynamics). The results obtained offer deeper insights into the complexity of system dynamics and time series analysis with the proposed complexity measures.
NASA Astrophysics Data System (ADS)
Neeti, N.; Eastman, R.
2012-12-01
Extended Principal Components Analysis (EPCA) aims to examine the patterns of variability shared among multiple image time series. Conventionally, this is done by virtually extending the spatial dimension of the time series by spatially concatenating the different time series and then performing S-mode PCA. In S-mode analysis, samples in space are the statistical variables and samples in time are the statistical observations. This paper introduces the concept of temporal concatenation of multiple image time series to perform EPCA. EPCA can also be done with T-mode orientation in which samples in time are the statistical variables and samples in space are the statistical observations. This leads to a total of four orientations in which EPCA can be carried out. This research explores these four orientations and their implications in investigating spatio-temporal relationships among multiple time series. This research demonstrates that EPCA carried out with temporal concatenation of the multiple time series with T-mode (tT) is able to identify similar spatial patterns among multiple time series. The conventional S-mode EPCA with spatial concatenation (sS) identifies similar temporal patterns among multiple time series. The other two modes, namely T-mode with spatial concatenation (sT) and S-mode with temporal concatenation (tS), are able to identify patterns which share consistent temporal phase relationships and consistent spatial phase relationships with each other, respectively. In a case study using three sets of precipitation time series data from GPCP, CMAP and NCEP-DOE, the results show that examination of all four modes provides an effective basis comparison of the series.
NASA Astrophysics Data System (ADS)
Chen, Yu; Remy, Dominique; Froger, Jean-Luc; Darrozes, José; Bonvalot, Sylvain
2015-04-01
Piton de la Fournaise, located on the south-eastern side of Réunion Island in the Indian Ocean, is a hotspot oceanic basaltic shield volcano whose activity began more than 500,000 years ago. It is one of the most active volcanoes in the world with a high eruptive frequency on average one eruption every 9 months since 1998. In April 2007, Piton de la Fournaise experienced an exceptional eruption which is considered as the largest historical eruption ever observed during the 20th and 21th centuries, characterized by an effusion of 210 ×106 m3 volume of lava with a 340 m consequent collapse of the Dolomieu crater and the onset of a landslide on the eastern flank. ENVISAT and ALOS data analysis showed that the subsidence of central cone and landslide of eastern flank continued deforming after this eruption at least until June 2008, but no clear ground deformation has been detected after this date from Band-C or Band-L radar images. We so perform a detailed spatio-temporal analysis of ground motions on Piton de la Fournaise using X-band InSAR time series acquired from 2009 to 2014. X-Band was chosen because it provides high spatial resolution (up to 1 m), short revisit period (minimum 11 days) and a highest sensibility to ground deformation. Our large dataset of X-band radar images is composed of 106 COSMO-SkyMed and 96 TerraSAR-X Single-Look Complex images acquired in ascending and descending orbits. The interferograms were generated using DORIS. A high resolution reference Digital Elevation Model (DEM) (5m x 5m Lidar DEM) was used to model and remove the topographic contribution from the interferograms. We employed next StaMPS/MTI (Hooper et al., 2012) to generate the displacement time series and we analyzed the time-dependant behavior of surface displacement using a principal component analysis (PCA) decomposition. This analysis clearly reveals that the large eastward motion affecting the eastern flank of Piton de la Fournaise remained active (LOS velocity of about
Wu, Jianyu; Xiao, Zhifu; Zhao, Xiulei; Wu, Xiangsong
2015-05-01
Cholangiocarcinoma (CC) is a rapidly lethal malignancy and currently is considered to be incurable. Biomarkers related to the development of CC remain unclear. The present study aimed to identify differentially expressed genes (DEGs) between normal tissue and intrahepatic CC, as well as specific gene expression patterns that changed together with the development of CC. By using a two‑way analysis of variance test, the biomarkers that could distinguish between normal tissue and intrahepatic CC dissected from different days were identified. A k‑means cluster method was used to identify gene clusters associated with the development of CC according to their changing expression pattern. Functional enrichment analysis was used to infer the function of each of the gene sets. A time series analysis was constructed to reveal gene signatures that were associated with the development of CC based on gene expression profile changes. Genes related to CC were shown to be involved in 'mitochondrion' and 'focal adhesion'. Three interesting gene groups were identified by the k‑means cluster method. Gene clusters with a unique expression pattern are related with the development of CC. The data of this study will facilitate novel discoveries regarding the genetic study of CC by further work.
Scaling behaviour of heartbeat intervals obtained by wavelet-based time-series analysis
NASA Astrophysics Data System (ADS)
Ivanov, Plamen Ch.; Rosenblum, Michael G.; Peng, C.-K.; Mietus, Joseph; Havlin, Shlomo; Stanley, H. Eugene; Goldberger, Ary L.
1996-09-01
BIOLOGICAL time-series analysis is used to identify hidden dynamical patterns which could yield important insights into underlying physiological mechanisms. Such analysis is complicated by the fact that biological signals are typically both highly irregular and non-stationary, that is, their statistical character changes slowly or intermittently as a result of variations in background influences1-3. Previous statistical analyses of heartbeat dynamics4-6 have identified long-range correlations and power-law scaling in the normal heartbeat, but not the phase interactions between the different frequency components of the signal. Here we introduce a new approach, based on the wavelet transform and an analytic signal approach, which can characterize non-stationary behaviour and elucidate such phase interactions. We find that, when suitably rescaled, the distributions of the variations in the beat-to-beat intervals for all healthy subjects are described by a single function stable over a wide range of timescales. However, a similar scaling function does not exist for a group with cardiopulmonary instability caused by sleep apnoea. We attribute the functional form of the scaling observed in the healthy subjects to underlying nonlinear dynamics, which seem to be essential to normal heart function. The approach introduced here should be useful in the analysis of other nonstationary biological signals.
3-dimensional (orthogonal) structural complexity of time-series data using low-order moment analysis
NASA Astrophysics Data System (ADS)
Law, Victor J.; O'Neill, Feidhlim T.; Dowling, Denis P.
2012-09-01
The recording of atmospheric pressure plasmas (APP) electro-acoustic emission data has been developed as a plasma metrology tool in the last couple of years. The industrial applications include automotive and aerospace industry for surface activation of polymers prior to bonding [1, 2, and 3]. It has been shown that as the APP jets proceeds over a treatment surface, at a various fixed heights, two contrasting acoustic signatures are produced which correspond to two very different plasma-surface entropy states (blow arc ˜ 1700 ± 100 K; and; afterglow ˜ 300-400 K) [4]. The metrology challenge is now to capture deterministic data points within data clusters. For this to be achieved new real-time data cluster measurement techniques needs to be developed [5]. The cluster information must be extracted within the allotted process time period if real-time process control is to be achieved. This abstract describes a theoretical structural complexity analysis (in terms crossing points) of 2 and 3-dimentional line-graphs that contain time-series data. In addition LabVIEW implementation of the 3-dimensional data analysis is performed. It is also shown the cluster analysis technique can be transfer to other (non-acoustic) datasets.
Time series analysis of Cenozoic era sea level and paleotemperature data
Rosenfield, George H.; Huffman, Tod E.
1983-01-01
A statistical analysis of Cenozoic era sea level and paleotemperature data was performed to determine the cycles of each data set and the correspondence between them. Accordingly, each of the four time series were first analyzed independently in the univariate mode of a spectral analysis. The two basic data sets were then analyzed in a paired cross-spectral analysis. The prominent periodic cycles remaining in the data sets after linear trend removal, were: sea level surface from seismic stratigraphy--9.6 million years, updated version of sea level surface from seismic stratigraphy--9.5 million years, continental paleotemperatures from paleobotanical interpretations--9.6 million years, and marine paleotemperatures from foraminiferal isotopic data--12.7 million years. The cross-correlation properties between the data sets of continental paleotemperatures from paleobotanical interpretations and sea level surface from seismic stratigraphy at the common prominent period of 9.6 million years were: (1) The squared coherency value which measures cross correlation between the two data sets has the value 0.30, and (2) the amount by which the continental paleotemperatures from paleobotanical interpretations data lags the sea level surface from seismic stratigraphy data is 2.70 million years.
Time-series analysis of temperature profiles from VIRTIS Venus Express data
NASA Astrophysics Data System (ADS)
Grassi, D.; Migliorini, A.; Politi, R.; Montabone, L.; Piccioni, G.; Drossart, P.
2012-04-01
Nighttime infrared observations of the VIRTIS instrument on board Venus Express have already demonstrated their potential in the study of air temperature fields of the Venusian mesosphere. The entire available dataset acquired by the VIRTIS-M IR channel was processed at moderate spatial resolution (i.e. averaging pixels in 8x8 boxes) to derive an unprecedented dataset of air temperature profiles in the pressure range 100-0.1 mbar, covering mostly the latitudes south of 45S. We presented in Grassi et al. (2010, doi:10.1029/2009JE003553) an analysis of the mean properties of temperature profiles, once binned in the latitude/local time/pressure space. Here we discuss the preliminary findings of time-series analysis of data from individual bins. Despite the sparsity of most series, Lomb-Scargle periodogram can be effectively applied in the regions south of 70S, where better coverage is made possible by specific properties of Venus Express orbit. Here the algorithm is able to extract a clear signature related to a period of about 115-120 Earth days, i.e. one Venus solar day, particularly strong at the level around 10 mbar. Further analysis of average temperature fields in the latitude - longitude space demonstrated, for different local times during night, that air temperatures east of Lada Terra (most specifically in a region centered around 130°E and about 60° wide) are about 10K warmer than in other longitudes at 75S.
Nonlinear Analysis of Time Series in Genome-Wide Linkage Disequilibrium Data
NASA Astrophysics Data System (ADS)
Hernández-Lemus, Enrique; Estrada-Gil, Jesús K.; Silva-Zolezzi, Irma; Fernández-López, J. Carlos; Hidalgo-Miranda, Alfredo; Jiménez-Sánchez, Gerardo
2008-02-01
The statistical study of large scale genomic data has turned out to be a very important tool in population genetics. Quantitative methods are essential to understand and implement association studies in the biomedical and health sciences. Nevertheless, the characterization of recently admixed populations has been an elusive problem due to the presence of a number of complex phenomena. For example, linkage disequilibrium structures are thought to be more complex than their non-recently admixed population counterparts, presenting the so-called ancestry blocks, admixed regions that are not yet smoothed by the effect of genetic recombination. In order to distinguish characteristic features for various populations we have implemented several methods, some of them borrowed or adapted from the analysis of nonlinear time series in statistical physics and quantitative physiology. We calculate the main fractal dimensions (Kolmogorov's capacity, information dimension and correlation dimension, usually named, D0, D1 and D2). We also have made detrended fluctuation analysis and information based similarity index calculations for the probability distribution of correlations of linkage disequilibrium coefficient of six recently admixed (mestizo) populations within the Mexican Genome Diversity Project [1] and for the non-recently admixed populations in the International HapMap Project [2]. Nonlinear correlations showed up as a consequence of internal structure within the haplotype distributions. The analysis of these correlations as well as the scope and limitations of these procedures within the biomedical sciences are discussed.
Characterizing the dynamics of coupled pendulums via symbolic time series analysis
NASA Astrophysics Data System (ADS)
De Polsi, G.; Cabeza, C.; Marti, A. C.; Masoller, C.
2013-06-01
We propose a novel method of symbolic time-series analysis aimed at characterizing the regular or chaotic dynamics of coupled oscillators. The method is applied to two identical pendulums mounted on a frictionless platform, resembling Huygens' clocks. Employing a transformation rule inspired in ordinal analysis [C. Bandt and B. Pompe, Phys. Rev. Lett. 88, 174102 (2002)], the dynamics of the coupled system is represented by a sequence of symbols that are determined by the order in which the trajectory of each pendulum intersects an appropriately chosen hyperplane in the phase space. For two coupled pendulums we use four symbols corresponding to the crossings of the vertical axis (at the bottom equilibrium point), either clock-wise or anti-clock wise. The complexity of the motion, quantified in terms of the entropy of the symbolic sequence, is compared with the degree of chaos, quantified in terms of the largest Lyapunov exponent. We demonstrate that the symbolic entropy sheds light into the large variety of different periodic and chaotic motions, with different types synchronization, that cannot be inferred from the Lyapunov analysis.
ZWD time series analysis derived from NRT data processing. A regional study of PW in Greece.
NASA Astrophysics Data System (ADS)
Pikridas, Christos; Balidakis, Kyriakos; Katsougiannopoulos, Symeon
2015-04-01
ZWD (Zenith Wet/non-hydrostatic Delay) estimates are routinely derived Near Real Time from the new established Analysis Center in the Department of Geodesy and Surveying of Aristotle University of Thessaloniki (DGS/AUT-AC), in the framework of E-GVAP (EUMETNET GNSS water vapour project) since October 2014. This process takes place on an hourly basis and yields, among else, station coordinates and tropospheric parameter estimates for a network of 90+ permanent GNSS (Global Navigation Satellite System) stations. These are distributed at the wider part of Hellenic region. In this study, temporal and spatial variability of ZWD estimates were examined, as well as their relation with coordinate series extracted from both float and fixed solution of the initial phase ambiguities. For this investigation, Bernese GNSS Software v5.2 was used for the acquisition of the 6 month dataset from the aforementioned network. For time series analysis we employed techniques such as the Generalized Lomb-Scargle periodogram and Burg's maximum entropy method due to inefficiencies of the Discrete Fourier Transform application in the test dataset. Through the analysis, interesting results for further geophysical interpretation were drawn. In addition, the spatial and temporal distributions of Precipitable Water vapour (PW) obtained from both ZWD estimates and ERA-Interim reanalysis grids were investigated.
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
NASA Astrophysics Data System (ADS)
Marty, Jean-Claude; Chiavérini, Jacques; Pizay, Marie-Dominique; Avril, Bernard
The phytoplankton dynamics in the western Mediterranean Sea has been studied at the DYFAMED (France JGOFS) time-series station from 1991 to 1999 by means of an analysis of monthly pigment profiles in the 0-200-m layer. The site (43°25'N, 7°52'E) is located in the central zone of the Ligurian Sea, NW-Mediterranean Sea, and is protected from coastal inputs by the presence of Ligurian current flowing along the coast. The seasonal hydrological regime varies from winter mixing (January-February) to strong thermal stratification in summer and fall. Nutrients are depleted in the surface layer during summer oligotrophic conditions and re-injected to the surface layer during winter mixing. The nitrate-to-phosphate ratio is about 20 in deep waters, which indicates a general tendency to P-limitation. Nevertheless our 9-year study indicates that N/P ratio in surface layer is always higher than 20 (up to 60) during oligotrophic period and generally lower than 20 during the rest of the year. This indicates a probable shift from N-limitation in winter to P-limitation in summer. Seasonal variations of phytoplankton dynamics have been characterized using the HPLC pigment approach, and related to hydrological conditions and distribution of nutrients. The 0-200 m integrated chlorophyll a during the 9-year study is highly variable (from 12 to 230 mg m -2). The phytoplankton biomass is dominated by 19'-hexanoyloxyfucoxanthin-containing algae all the year round, but the relative abundance of the characteristic populations with respect to total biomass indicates a seasonal succession. The contribution of diatoms to biomass, as inferred from fucoxanthin, is maximal in January or February and is followed 1 month later by 19'-hexanoyloxyfucoxanthin-containing nanoflagellates. The ratio of zeaxanthin (associated to cyanobacteria) to chlorophyll a is highest at the beginning of the stratified period, just before maximal contribution of divinyl-chlorophyll a (prochlorophytes) to biomass
NASA Astrophysics Data System (ADS)
Bock, Y.; Crowell, B. W.; Dong, D.; Fang, P.; Kedar, S.; Liu, Z.; Moore, A. W.; Owen, S. E.; Prawirodirdjo, L. M.; Squibb, M. B.; Webb, F.
2011-12-01
As part of a NASA MEaSUREs project and its contribution to EarthScope, we are producing a combined 24-hour position time series for more than 1000 stations in Western North America based on independent analyses of continuous GPS data at JPL (using GIPSY software) and at SIO (using GAMIT software), using the SOPAC archive as a common source of metadata. Included are all EarthScope/PBO stations as well as stations from other networks still active (SCIGN, BARD and PANGA), and pre-PBO era data some already two decades old. The time series are appended weekly and the entire data set is filtered once a week using a modified principle component analysis (PCA) algorithm using the st_filter software. Both the unfiltered and filtered data undergo a time series analysis with the analyze_tseri software. All relevant time series are available through NASA's GPS Explorer data portal and its interactive Java-based time series utility. After a comprehensive process of re-analysis and quality control, we have evaluated the time series for transient deformation, that is, time series that deviate from linear behavior due to coseismic and postseismic deformation, slow slip events, volcanic events, and strain anomalies. In addition, we have observed non-tectonic effects from hydrologic, magmatic and anthropogenic sources which are manifested primarily in the vertical but sometimes bleed over into the horizontal and make tectonic interpretation and transient detection difficult. Other sources of anomalous deformation are due to dam deformation such as Diamond Valley Lake an important water reservoir in Southern California, and structural deformation including the Harvest oil platform used by NASA for altimeter calibrations. We present a compendium of transient deformation discovered in our time series analysis, including duration, geographical extent and magnitudes.
A New Modified Histogram Matching Normalization for Time Series Microarray Analysis
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.
Documentation of a spreadsheet for time-series analysis and drawdown estimation
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
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 statistical method for the analysis of nonlinear temperature time series from compost.
Yu, Shouhai; Clark, O Grant; Leonard, Jerry J
2008-04-01
Temperature is widely accepted as a critical indicator of aerobic microbial activity during composting but, to date, little effort has been made to devise an appropriate statistical approach for the analysis of temperature time series. Nonlinear, time-correlated effects have not previously been considered in the statistical analysis of temperature data from composting, despite their importance and the ubiquity of such features. A novel mathematical model is proposed here, based on a modified Gompertz function, which includes nonlinear, time-correlated effects. Methods are shown to estimate initial values for the model parameter. Algorithms in SAS are used to fit the model to different sets of temperature data from passively aerated compost. Methods are then shown for testing the goodness-of-fit of the model to data. Next, a method is described to determine, in a statistically rigorous manner, the significance of differences among the time-correlated characteristics of the datasets as described using the proposed model. An extra-sum-of-squares method was selected for this purpose. Finally, the model and methods are used to analyze a sample dataset and are shown to be useful tools for the statistical comparison of temperature data in composting. PMID:17997302
NASA Astrophysics Data System (ADS)
Tang, Jing-Yau; Chen, Nan-Yueh; Chen, Ming-Kun; Wang, Min-Haw; Jang, Ling-Sheng
2016-10-01
This paper presents a rising-edge time-series analysis (TSA) method that can be applied to a dual-wavelength optical fluidic glucose sensor (DWOFGS). In the experiment, the concentration of glucose in phosphate buffered saline (PBS) was determined by measuring the absorbance of the solution as determined by variation in the rising edge of the photodiode (PD) voltage response waveform. The DWOFGS principle is based on near-infrared (NIR) absorption spectroscopy at selected dual wavelengths (1450 and 1650 nm) in the first overtone band. The DWOFGS comprises two light-emitting diodes (LEDs) and two PD detectors. No additional fibers or lenses are required in our device. The output light level of the LEDs is adjusted to a light intensity suitable to the glucose absorption rate in an electronic circuit. Four light absorbance paths enable detection of d(+)-glucose concentrations from 0 to 20 wt % in steps of 5 wt %. The glucose light absorbance process was calculated based on the rising edge of the PD waveform under a low-intensity light source using TSA. The TSA method can be used to obtain the glucose level in PBS and reduce measurement background noise. The application of the rising-edge TSA method improves sensor sensitivity, increases the accuracy of the data analysis, and lowers measurement equipment costs.
Nonlinear time series analysis: towards an effective forecast of rogue waves
NASA Astrophysics Data System (ADS)
Steinmeyer, Günter; Birkholz, Simon; Brée, Carsten; Demircan, Ayhan
2016-03-01
Rogue waves are extremely large waves that exceed any expectation based on long-term observation and Gaussian statistics. Ocean rogue waves exceed the significant wave height in the ocean by a factor 2. Similar phenomena have been observed in a multiplicity of optical systems. While the optical systems show a much higher frequency of rogue events than the ocean, it appears nevertheless questionable what conclusions can be drawn for the prediction of ocean rogue waves. Here we tackle the problem from a different perspective and analyze the predictability of rogue events in two optical systems as well as in the ocean using nonlinear time-series analysis. Our analysis is exclusively based on experimental data. The results appear rather surprising as the optical rogue wave scenario of fiber-based supercontinuum generation does not allow any prediction whereas real ocean rogue waves and a multifilament scenario do bear a considerable amount of determinism, which allows, at least in principle, the prediction of extreme events. It becomes further clear that there exist two fundamentally different types of rogue-wave supporting systems. One class of rogue waves is obviously seeded by quantum fluctuations whereas in the other class, linear random interference of waves seems to prevail.
Statistical Analysis of fMRI Time-Series: A Critical Review of the GLM Approach.
Monti, Martin M
2011-01-01
Functional magnetic resonance imaging (fMRI) is one of the most widely used tools to study the neural underpinnings of human cognition. Standard analysis of fMRI data relies on a general linear model (GLM) approach to separate stimulus induced signals from noise. Crucially, this approach relies on a number of assumptions about the data which, for inferences to be valid, must be met. The current paper reviews the GLM approach to analysis of fMRI time-series, focusing in particular on the degree to which such data abides by the assumptions of the GLM framework, and on the methods that have been developed to correct for any violation of those assumptions. Rather than biasing estimates of effect size, the major consequence of non-conformity to the assumptions is to introduce bias into estimates of the variance, thus affecting test statistics, power, and false positive rates. Furthermore, this bias can have pervasive effects on both individual subject and group-level statistics, potentially yielding qualitatively different results across replications, especially after the thresholding procedures commonly used for inference-making.
Variability of African Farming Systems from Phenological Analysis of NDVI Time Series
NASA Technical Reports Server (NTRS)
Vrieling, Anton; deBeurs, K. M.; Brown, Molly E.
2011-01-01
Food security exists when people have access to sufficient, safe and nutritious food at all times to meet their dietary needs. The natural resource base is one of the many factors affecting food security. Its variability and decline creates problems for local food production. In this study we characterize for sub-Saharan Africa vegetation phenology and assess variability and trends of phenological indicators based on NDVI time series from 1982 to 2006. We focus on cumulated NDVI over the season (cumNDVI) which is a proxy for net primary productivity. Results are aggregated at the level of major farming systems, while determining also spatial variability within farming systems. High temporal variability of cumNDVI occurs in semiarid and subhumid regions. The results show a large area of positive cumNDVI trends between Senegal and South Sudan. These correspond to positive CRU rainfall trends found and relate to recovery after the 1980's droughts. We find significant negative cumNDVI trends near the south-coast of West Africa (Guinea coast) and in Tanzania. For each farming system, causes of change and variability are discussed based on available literature (Appendix A). Although food security comprises more than the local natural resource base, our results can perform an input for food security analysis by identifying zones of high variability or downward trends. Farming systems are found to be a useful level of analysis. Diversity and trends found within farming system boundaries underline that farming systems are dynamic.
Statistical Analysis of fMRI Time-Series: A Critical Review of the GLM Approach
Monti, Martin M.
2011-01-01
Functional magnetic resonance imaging (fMRI) is one of the most widely used tools to study the neural underpinnings of human cognition. Standard analysis of fMRI data relies on a general linear model (GLM) approach to separate stimulus induced signals from noise. Crucially, this approach relies on a number of assumptions about the data which, for inferences to be valid, must be met. The current paper reviews the GLM approach to analysis of fMRI time-series, focusing in particular on the degree to which such data abides by the assumptions of the GLM framework, and on the methods that have been developed to correct for any violation of those assumptions. Rather than biasing estimates of effect size, the major consequence of non-conformity to the assumptions is to introduce bias into estimates of the variance, thus affecting test statistics, power, and false positive rates. Furthermore, this bias can have pervasive effects on both individual subject and group-level statistics, potentially yielding qualitatively different results across replications, especially after the thresholding procedures commonly used for inference-making. PMID:21442013
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.
NASA Astrophysics Data System (ADS)
Wesfreid, Eva; Billat, Véronique
2009-02-01
Data power law scaling behavior is observed in many fields. Velocity of fully developed turbulent flow, telecommunication traffic in networks, financial time series are some examples among many others. The goal of the present contribution is to show the scaling behavior of physiological time series in marathon races using wavelet leaders and the Detrended Fluctuation Analysis. Marathon race is an exhausting exercise, it is referenced as being a model for studying the limits of human ambulatory abilities. We analyzed the athlete's heart rate and speed time series recorded simultaneously. We find that the heart cost time series, number of heart beats per meter, increases with the fatigue appearing during the marathon race, its tendency grows in the second half of the race for all athletes. For most physiological time series, we observed a concave behavior of the wavelet leaders scaling exponents which suggests a multifractal behavior. Otherwise, the Detrended Fluctuation Analysis shows short and long range time-scale power law exponents with the same break point for each physiological time series and each athlete. The short range time-scale exponent increases with fatigue in most physiological signals.
Perpinan, O.; Lorenzo, E.
2011-01-15
The irradiance fluctuations and the subsequent variability of the power output of a PV system are analysed with some mathematical tools based on the wavelet transform. It can be shown that the irradiance and power time series are nonstationary process whose behaviour resembles that of a long memory process. Besides, the long memory spectral exponent {alpha} is a useful indicator of the fluctuation level of a irradiance time series. On the other side, a time series of global irradiance on the horizontal plane can be simulated by means of the wavestrapping technique on the clearness index and the fluctuation behaviour of this simulated time series correctly resembles the original series. Moreover, a time series of global irradiance on the inclined plane can be simulated with the wavestrapping procedure applied over a signal previously detrended by a partial reconstruction with a wavelet multiresolution analysis, and, once again, the fluctuation behaviour of this simulated time series is correct. This procedure is a suitable tool for the simulation of irradiance incident over a group of distant PV plants. Finally, a wavelet variance analysis and the long memory spectral exponent show that a PV plant behaves as a low-pass filter. (author)
Mapping mountain pine beetle mortality through growth trend analysis of time-series landsat data
Liang, Lu; Chen, Yanlei; Hawbaker, Todd J.; Zhu, Zhi-Liang; Gong, Peng
2014-01-01
Disturbances are key processes in the carbon cycle of forests and other ecosystems. In recent decades, mountain pine beetle (MPB; Dendroctonus ponderosae) outbreaks have become more frequent and extensive in western North America. Remote sensing has the ability to fill the data gaps of long-term infestation monitoring, but the elimination of observational noise and attributing changes quantitatively are two main challenges in its effective application. Here, we present a forest growth trend analysis method that integrates Landsat temporal trajectories and decision tree techniques to derive annual forest disturbance maps over an 11-year period. The temporal trajectory component successfully captures the disturbance events as represented by spectral segments, whereas decision tree modeling efficiently recognizes and attributes events based upon the characteristics of the segments. Validated against a point set sampled across a gradient of MPB mortality, 86.74% to 94.00% overall accuracy was achieved with small variability in accuracy among years. In contrast, the overall accuracies of single-date classifications ranged from 37.20% to 75.20% and only become comparable with our approach when the training sample size was increased at least four-fold. This demonstrates that the advantages of this time series work flow exist in its small training sample size requirement. The easily understandable, interpretable and modifiable characteristics of our approach suggest that it could be applicable to other ecoregions.
Forecasting Container Throughput at the Doraleh Port in Djibouti through Time Series Analysis
NASA Astrophysics Data System (ADS)
Mohamed Ismael, Hawa; Vandyck, George Kobina
The Doraleh Container Terminal (DCT) located in Djibouti has been noted as the most technologically advanced container terminal on the African continent. DCT's strategic location at the crossroads of the main shipping lanes connecting Asia, Africa and Europe put it in a unique position to provide important shipping services to vessels plying that route. This paper aims to forecast container throughput through the Doraleh Container Port in Djibouti by Time Series Analysis. A selection of univariate forecasting models has been used, namely Triple Exponential Smoothing Model, Grey Model and Linear Regression Model. By utilizing the above three models and their combination, the forecast of container throughput through the Doraleh port was realized. A comparison of the different forecasting results of the three models, in addition to the combination forecast is then undertaken, based on commonly used evaluation criteria Mean Absolute Deviation (MAD) and Mean Absolute Percentage Error (MAPE). The study found that the Linear Regression forecasting Model was the best prediction method for forecasting the container throughput, since its forecast error was the least. Based on the regression model, a ten (10) year forecast for container throughput at DCT has been made.
A Long-Term Prediction Model of Beijing Haze Episodes Using Time Series Analysis
Zhang, Zhongqiu; Sun, Liren; Xu, Cui
2016-01-01
The rapid industrial development has led to the intermittent outbreak of pm2.5 or haze in developing countries, which has brought about great environmental issues, especially in big cities such as Beijing and New Delhi. We investigated the factors and mechanisms of haze change and present a long-term prediction model of Beijing haze episodes using time series analysis. We construct a dynamic structural measurement model of daily haze increment and reduce the model to a vector autoregressive model. Typical case studies on 886 continuous days indicate that our model performs very well on next day's Air Quality Index (AQI) prediction, and in severely polluted cases (AQI ≥ 300) the accuracy rate of AQI prediction even reaches up to 87.8%. The experiment of one-week prediction shows that our model has excellent sensitivity when a sudden haze burst or dissipation happens, which results in good long-term stability on the accuracy of the next 3–7 days' AQI prediction.
Air pollution, weather, and violent crimes: concomitant time-series analysis of archival data
Rotton, J.; Frey, J.
1985-11-01
Archival data covering a 2-year period were obtained from three sources in order to assess relations among ozone levels, nine measures of meteorological conditions, day of the week, holidays, seasonal trends, family disturbances, and assaults against persons. Confirming results obtained in laboratory studies, more family disturbances were recorded when ozone levels were high than when they were low. Two-stage regression analyses indicated that disturbances and assaults against persons were also positively correlated with daily temperatures and negatively correlated with wind speed and levels of humidity. Further, distributed lag (Box-Jenkins) analyses indicated that high temperatures and low winds preceded violent episodes, which occurred more often on dry than humid days. In addition to hypothesized relations, it was also found that assaults follow complaints about family disturbances, which suggests that the latter could be used to predict and lessen physical violence. It was concluded that atmospheric conditions and violent episodes are not only correlated but also appear to be linked in a causal fashion. This conclusion, however, was qualified by a discussion of the limitations of archival data and concomitant time-series analysis.
Clarifying a cloudy issue: time-series analysis of atmospheric deposition
Aramburu, J.C.; Parkhurst, W.J.
1983-01-01
The Tennessee Valley Authority monitored biweekly rainfall samples over a 10-year period to see if there were any long- or short-term trends, cycles, or tendencies, and to detect and describe any significant change in the mean level of sulfate (SO/sub 4/), nitrate (NO/sub 3/), and hydrogen (H/sub +/) ion wet deposition. The project also sought to develop forecast models based on empirical information. When all 10 stations in the sampling network revealed similar cycles and levels of deposition, the time-series analysis and forecast model development focused on only two plants. No trends developed during the study, leading to the conclusion that there had been no change in the wet deposition of SO/sub 4/, NO/sub 3/, and H/sub +/ in the region surrounding the Cumberland Steam Plant during the period. Although one forecast model proved valid, the wet deposition of SO/sub 4/, NO/sub 3/, and H/sub +/ data did not generate useful forecasts. 10 references, 5 figures.
Cheng, Qing; Lu, Xin; Wu, Joseph T.; Liu, Zhong; Huang, Jincai
2016-01-01
Guangdong experienced the largest dengue epidemic in recent history. In 2014, the number of dengue cases was the highest in the previous 10 years and comprised more than 90% of all cases. In order to analyze heterogeneous transmission of dengue, a multivariate time series model decomposing dengue risk additively into endemic, autoregressive and spatiotemporal components was used to model dengue transmission. Moreover, random effects were introduced in the model to deal with heterogeneous dengue transmission and incidence levels and power law approach was embedded into the model to account for spatial interaction. There was little spatial variation in the autoregressive component. In contrast, for the endemic component, there was a pronounced heterogeneity between the Pearl River Delta area and the remaining districts. For the spatiotemporal component, there was considerable heterogeneity across districts with highest values in some western and eastern department. The results showed that the patterns driving dengue transmission were found by using clustering analysis. And endemic component contribution seems to be important in the Pearl River Delta area, where the incidence is high (95 per 100,000), while areas with relatively low incidence (4 per 100,000) are highly dependent on spatiotemporal spread and local autoregression. PMID:27666657
A Long-Term Prediction Model of Beijing Haze Episodes Using Time Series Analysis.
Yang, Xiaoping; Zhang, Zhongxia; Zhang, Zhongqiu; Sun, Liren; Xu, Cui; Yu, Li
2016-01-01
The rapid industrial development has led to the intermittent outbreak of pm2.5 or haze in developing countries, which has brought about great environmental issues, especially in big cities such as Beijing and New Delhi. We investigated the factors and mechanisms of haze change and present a long-term prediction model of Beijing haze episodes using time series analysis. We construct a dynamic structural measurement model of daily haze increment and reduce the model to a vector autoregressive model. Typical case studies on 886 continuous days indicate that our model performs very well on next day's Air Quality Index (AQI) prediction, and in severely polluted cases (AQI ≥ 300) the accuracy rate of AQI prediction even reaches up to 87.8%. The experiment of one-week prediction shows that our model has excellent sensitivity when a sudden haze burst or dissipation happens, which results in good long-term stability on the accuracy of the next 3-7 days' AQI prediction.
Time-Series Analysis of Seasonal Changes of the O Inversion Polymorphism of Drosophila Subobscura
Rodriguez-Trelles, F.; Alvarez, G.; Zapata, C.
1996-01-01
We have studied seasonal variation (spring, early summer, last summer and autumn) of inversion polymorphisms of the O chromosome of Drosophila subobscura in a natural population over 15 years. The length of the study allowed us to investigate the temporal behavior (short-term seasonal changes and long-term directional trends) of the O arrangements by the powerful statistical method of time series analysis. It is shown that the O inversion polymorphisms varied on two different time scales: short-term seasonal changes repeated over the years superimposed on long-term directional trends. All the common arrangements (O(3+4+7), O(ST), O(3+4) and O(3+4+8)) showed significant cyclic seasonal changes, and all but one of these arrangements (O(3+4+7)) showed significant long-term trends. Moreover, the degree of seasonality was different for different arrangements. Thus, O(3+4+7) and O(ST) showed the highest seasonality, which accounted for ~61 and 47% of their total variances, respectively. The seasonal changes in the frequencies of chromosome arrangements were significantly associated with the seasonal variation of the climate (temperature, rainfall, humidity and insolation). In particular, O(3+4+7) and O(ST), the arrangements with the greatest seasonal component, showed the strongest association with all climatic factors investigated, especially to the seasonal changes of extreme temperature and humidity. PMID:8770595
Trend analysis of time-series phenology derived from satellite data
Reed, B.C.; Brown, J.F.
2005-01-01
Remote sensing information has been used in studies of the seasonal dynamics (phenology) of the land surface for the past 15 years. While our understanding of remote sensing phenology is still in development, it is regarded as a key to understanding land surface processes over large areas. Repeat observations from satellite-borne multispectral sensors provide a mechanism to move from plant-specific to regional scale studies of phenology. In addition, we now have sufficient time-series (since 1982 at 8-km resolution covering the globe and since 1989 at 1-km resolution over the conterminous US) to study seasonal and interannual trends from satellite data. Phenology metrics including start of season, end of season, duration of season, and seasonally integrated greenness were derived from 8 km AVHRR data over North America spanning the years 1982-2003. Trend analysis was performed on the annual summaries of the metrics to determine areas with increasing or decreasing trends for the time period under study. Results show only small areas of changing start of season, but the end of season is coming later over well defined areas of New England and SE Canada, principally as a result of land use changes. The total greenness metric is most striking at the shrub/tundra boundary of North America, indicating increasing vegetation vigor or possible vegetation conversion as a result of warming. ?? 2005 IEEE.
Daily ambient temperature and renal colic incidence in Guangzhou, China: a time-series analysis
NASA Astrophysics Data System (ADS)
Yang, Changyuan; Chen, Xinyu; Chen, Renjie; Cai, Jing; Meng, Xia; Wan, Yue; Kan, Haidong
2016-08-01
Few previous studies have examined the association between temperature and renal colic in developing regions, especially in China, the largest developing country in the world. We collected daily emergency ambulance dispatches (EADs) for renal colic from Guangzhou Emergency Center from 1 January 2008 to 31 December 2012. We used a distributed-lag nonlinear model in addition to the over-dispersed generalized additive model to investigate the association between daily ambient temperature and renal colic incidence after controlling for seasonality, humidity, public holidays, and day of the week. We identified 3158 EADs for renal colic during the study period. This exposure-response curve was almost flat when the temperature was low and moderate and elevated when the temperature increased over 21 °C. For heat-related effects, the significant risk occurred on the concurrent day and diminished until lag day 7. The cumulative relative risk of hot temperatures (90th percentile) and extremely hot temperatures (99th percentile) over lag days 0-7 was 1.92 (95 % confidence interval, 1.21, 3.05) and 2.45 (95 % confidence interval, 1.50, 3.99) compared with the reference temperature of 21 °C. This time-series analysis in Guangzhou, China, suggested a nonlinear and lagged association between high outdoor temperatures and daily EADs for renal colic. Our findings might have important public health significance to prevent renal colic.
Advanced SuperDARN meteor wind observations based on raw time series analysis technique
NASA Astrophysics Data System (ADS)
Tsutsumi, M.; Yukimatu, A. S.; Holdsworth, D. A.; Lester, M.
2009-04-01
The meteor observation technique based on SuperDARN raw time series analysis has been upgraded. This technique extracts meteor information as biproducts and does not degrade the quality of normal SuperDARN operations. In the upgrade the radar operating system (RADOPS) has been modified so that it can oversample every 15 km during the normal operations, which have a range resolution of 45 km. As an alternative method for better range determination a frequency domain interferometry (FDI) capability was also coded in RADOPS, where the operating radio frequency can be changed every pulse sequence. Test observations were conducted using the CUTLASS Iceland East and Finland radars, where oversampling and FDI operation (two frequencies separated by 3 kHz) were simultaneously carried out. Meteor ranges obtained in both ranging techniques agreed very well. The ranges were then combined with the interferometer data to estimate meteor echo reflection heights. Although there were still some ambiguities in the arrival angles of echoes because of the rather long antenna spacing of the interferometers, the heights and arrival angles of most of meteor echoes were more accurately determined than previously. Wind velocities were successfully estimated over the height range of 84 to 110 km. The FDI technique developed here can be further applied to the common SuperDARN operation, and study of fine horizontal structures of F region plasma irregularities is expected in the future.
Multiscale InSAR Time Series (MInTS) analysis of surface deformation
NASA Astrophysics Data System (ADS)
Hetland, E. A.; Muse, P.; Simons, M.; Lin, Y. N.; Agram, P. S.; DiCaprio, C. J.
2011-12-01
We present a new approach to extracting spatially and temporally continuous ground deformation fields from interferometric synthetic aperture radar (InSAR) data. We focus on unwrapped interferograms from a single viewing geometry, estimating ground deformation along the line-of-sight. Our approach is based on a wavelet decomposition in space and a general parametrization in time. We refer to this approach as MInTS (Multiscale InSAR Time Series). The wavelet decomposition efficiently deals with commonly seen spatial covariances in repeat-pass InSAR measurements, such that coefficients of the wavelets are essentially spatially uncorrelated. Our time-dependent parametrization is capable of capturing both recognized and unrecognized processes, and is not arbitrarily tied to the times of the SAR acquisitions. We estimate deformation in the wavelet-domain, using a cross-validated, regularized least-squares inversion. We include a model-resolution-based regularization, in order to more heavily damp the model during periods of sparse SAR acquisitions, compared to during times of dense acquisitions. To illustrate the application of MInTS, we consider a catalog of 92 ERS and Envisat interferograms, spanning 16 years, in the Long Valley caldera, CA, region. MInTS analysis captures the ground deformation with high spatial density over the Long Valley region.
Multiscale InSAR Time Series (MInTS) analysis of surface deformation
NASA Astrophysics Data System (ADS)
Hetland, E. A.; Musé, P.; Simons, M.; Lin, Y. N.; Agram, P. S.; Dicaprio, C. J.
2012-02-01
We present a new approach to extracting spatially and temporally continuous ground deformation fields from interferometric synthetic aperture radar (InSAR) data. We focus on unwrapped interferograms from a single viewing geometry, estimating ground deformation along the line-of-sight. Our approach is based on a wavelet decomposition in space and a general parametrization in time. We refer to this approach as MInTS (Multiscale InSAR Time Series). The wavelet decomposition efficiently deals with commonly seen spatial covariances in repeat-pass InSAR measurements, since the coefficients of the wavelets are essentially spatially uncorrelated. Our time-dependent parametrization is capable of capturing both recognized and unrecognized processes, and is not arbitrarily tied to the times of the SAR acquisitions. We estimate deformation in the wavelet-domain, using a cross-validated, regularized least squares inversion. We include a model-resolution-based regularization, in order to more heavily damp the model during periods of sparse SAR acquisitions, compared to during times of dense acquisitions. To illustrate the application of MInTS, we consider a catalog of 92 ERS and Envisat interferograms, spanning 16 years, in the Long Valley caldera, CA, region. MInTS analysis captures the ground deformation with high spatial density over the Long Valley region.
Assessing coal-mine safety regulation: A pooled time-series analysis
Chun Youngpyoung.
1991-01-01
This study attempts to assess the independent, relative, and conjoint effects of four types of variables on coal-mine safety: administrative (mine inspections, mine investigations, and mine safety grants); political (state party competition, gubernatorial party affiliation, and deregulation); economic (state per-capita income and unemployment rates); task-related (mine size, technology, and type of mining), and state dummy variables. Trend, Pearson correlation, and pooled time-series analyses are performed on fatal and nonfatal injury rates reported in 25 coal-producing states during the 1975-1985 time period. These are then interpreted in light of three competing theories of regulation: capture, nonmarket failure, and threshold. Analysis reveals: (1) distinctions in the total explanatory power of the model across different types of injuries, as well as across presidential administrations; (2) a consistently more powerful impact on safety of informational implementation tools (safety education grants) over command-and-control approaches (inspections and investigations) or political variables; and (3) limited, albeit conjectural, support for a threshold theory of regulation in the coal mine safety arena.
Bayesian time series analysis of segments of the Rocky Mountain trumpeter swan population
Wright, Christopher K.; Sojda, Richard S.; Goodman, Daniel
2002-01-01
A Bayesian time series analysis technique, the dynamic linear model, was used to analyze counts of Trumpeter Swans (Cygnus buccinator) summering in Idaho, Montana, and Wyoming from 1931 to 2000. For the Yellowstone National Park segment of white birds (sub-adults and adults combined) the estimated probability of a positive growth rate is 0.01. The estimated probability of achieving the Subcommittee on Rocky Mountain Trumpeter Swans 2002 population goal of 40 white birds for the Yellowstone segment is less than 0.01. Outside of Yellowstone National Park, Wyoming white birds are estimated to have a 0.79 probability of a positive growth rate with a 0.05 probability of achieving the 2002 objective of 120 white birds. In the Centennial Valley in southwest Montana, results indicate a probability of 0.87 that the white bird population is growing at a positive rate with considerable uncertainty. The estimated probability of achieving the 2002 Centennial Valley objective of 160 white birds is 0.14 but under an alternative model falls to 0.04. The estimated probability that the Targhee National Forest segment of white birds has a positive growth rate is 0.03. In Idaho outside of the Targhee National Forest, white birds are estimated to have a 0.97 probability of a positive growth rate with a 0.18 probability of attaining the 2002 goal of 150 white birds.
Electroencephalography when meditation advances: a case-based time-series analysis.
Tsai, Jui-Feng; Jou, Shaw-Hwa; Cho, WenChun; Lin, Chieh-Min
2013-11-01
Increased alpha and theta activities in electroencephalography (EEG) have been found during various forms of meditation. However, advanced stage of meditation drew less attention to date. We aimed at exploring EEG characteristics during advanced meditation. Bilateral absolute alpha and theta EEG powers were recorded when a single meditator at rest, exercising breath meditation, and reaching the advanced meditative stage in 10 sessions of meditation. Averaged time-series data were analyzed using simulation modeling analysis to compare the powers during different meditative phases. During breath meditation, significantly higher activities compared with baseline were found only in bilateral theta (P = 0.0406, 0.0158 for left and right sides, respectively), but not in alpha (P = 0.1412, 0.0978 for left and right sides, respectively) bands. When meditation advanced, significantly increased activities were found both in bilateral alpha (P = 0.0218, 0.0258 for left and right sides, respectively) and theta (P = 0.0308, 0.0260 for left and right sides, respectively) bands compared against breath meditation. When advanced meditation compared against baseline, bilateral alpha (P = 0.0001, 0.0001 for left and right sides, respectively) and theta (P = 0.0001, 0.0001 for left and right sides, respectively) bands revealed significantly increased activities. Our findings support that internalized attention manifested as theta activity continuingly enhances significantly in sequential phases of meditation, while relaxation manifested as alpha activity is significant only after the advanced meditative phase is reached.
Nonlinear time series analysis of knee and ankle kinematics during side by side treadmill walking
NASA Astrophysics Data System (ADS)
Nessler, Jeff A.; De Leone, Charles J.; Gilliland, Sara
2009-06-01
Nonlinear time series analysis was used to estimate maximal Lyapunov exponents of select ankle and knee kinematics during three different conditions of treadmill walking: independent, side by side, and side by side with forced synchronization of stepping. Stride to stride variability was significantly increased for the condition in which individuals walked side by side and synchronized unintentionally when compared to the conditions of forced synchronization and independent walking. In addition, standard deviations of three kinematic variables of lower extremity movement were significantly increased during the condition in which unintentional synchronization occurred. No relationship was found between standard deviation and estimates of maximal Lyapunov exponents. An increase in kinematic variability during side by side walking for nonimpaired individuals who are not at risk of falling suggests that variability in certain aspects of performance might be indicative of a healthy system. Modeling this variability for an impaired individual to imitate may have beneficial effects on locomotor function. These results may therefore have implications for the rehabilitation of gait in humans by suggesting that a different functional outcome might be achieved by practicing side by side walking as opposed to more commonly used strategies involving independent walking.
Effectiveness of streamlined admissions to methadone treatment: a simplified time-series analysis.
Dennis, M L; Ingram, P W; Burks, M E; Rachal, J V
1994-01-01
Increasing the availability of, and streamlining the admissions process to, methadone treatment have consistently been the focus of national plans to address the acquired immune deficiency syndrome (AIDS) epidemic. This article uses simplified time-series analysis to evaluate one of the first methadone treatment Waiting List Reduction Demonstration Grants. The demonstration grant significantly increased both the number of people requesting intake appointments from 35 to 100 per month and the percentage of kept appointments from 33% to 54%. An additional 100 slots (an entire year's waiting list) were filled in fewer than three months and actually resulted in a net increase in the length of the waiting list. Relative to the preceding two years, new clients during the grant period were significantly more likely to be 41 or older, African-American, unemployed, daily opioid users, daily cocaine users, and dependent on public assistance to finance treatment. Controlling for the source of treatment financing (a case-mix adjustment), there were no significant changes in retention rates. The program's static client capacity rose from 310 prior to the grant to a peak of 449 during the grant, with a leveling to 410 after the grant. Given that it is clearly more humane and less expensive to treat people who want treatment rather than wait for them to commit a crime and be arrested or even executed, this study strongly suggests the need to make more treatment available on demand.
NASA Astrophysics Data System (ADS)
Cooper, Crystal Diane
A computer program was modified to model the dynamics of morphogen concentrations in a developing eye of a Xenopus laevis frog. The dynamics were modelled because it is believed that the behavior of the morphogen concentrations determine how the developing eye maps to the brain. The eye in the xenophus grows as a series of rings, and thus this is the model used. The basis for the simulation are experiments done by Sullivan et al. Following the experiment, aIl eye ring is 'split' in half, inverted, and then 'pasted' onto a donor half. The purpose of the program is to replicate and analyze the results that were found experimentally: a graft made on a north to south axis (dorsal to ventral) produces a change in vision along the east to west axis (anterior to posterior). Four modified Gierer-Meinhardt reaction- diffusion equations are used to simulate the operation. In the second part of the research, the program was further modified and a time series analysis was done on the results. It was found that the modified Gierer- Meinhardt equations demonstrated chaotic behavior under certain conditions. The dynamics included fixed points, limit cycles, transient chaos, intermittent chaos, and strange attractors. The creation and destruction of fractal torii was found.
The Terror Attacks of 9/11 and Suicides in Germany: A Time Series Analysis.
Medenwald, Daniel
2016-04-01
Data on the effect of the September 11, 2001 (9/11) terror attacks on suicide rates remain inconclusive. Reportedly, even people located far from the attack site have considerable potential for personalizing the events that occurred on 9/11. Durkheim's theory states that suicides decrease during wartime; thus, a decline in suicides might have been expected after 9/11. We conducted a time series analysis of 164,136 officially recorded suicides in Germany between 1995 and 2009 using the algorithm introduced by Box and Jenkins. Compared with the average death rate, we observed no relevant change in the suicide rate of either sex after 9/11. Our estimates of an excess of suicides approached the null effect value on and within a 7-day period after 9/11, which also held when subsamples of deaths in urban or rural settings were examined. No evidence of Durkheim's theory attributable to the 9/11attacks was found in this sample.
A Long-Term Prediction Model of Beijing Haze Episodes Using Time Series Analysis
Zhang, Zhongqiu; Sun, Liren; Xu, Cui
2016-01-01
The rapid industrial development has led to the intermittent outbreak of pm2.5 or haze in developing countries, which has brought about great environmental issues, especially in big cities such as Beijing and New Delhi. We investigated the factors and mechanisms of haze change and present a long-term prediction model of Beijing haze episodes using time series analysis. We construct a dynamic structural measurement model of daily haze increment and reduce the model to a vector autoregressive model. Typical case studies on 886 continuous days indicate that our model performs very well on next day's Air Quality Index (AQI) prediction, and in severely polluted cases (AQI ≥ 300) the accuracy rate of AQI prediction even reaches up to 87.8%. The experiment of one-week prediction shows that our model has excellent sensitivity when a sudden haze burst or dissipation happens, which results in good long-term stability on the accuracy of the next 3–7 days' AQI prediction. PMID:27597861
Inferring the connectivity of coupled oscillators from time-series statistical similarity analysis.
Tirabassi, Giulio; Sevilla-Escoboza, Ricardo; Buldú, Javier M; Masoller, Cristina
2015-06-04
A system composed by interacting dynamical elements can be represented by a network, where the nodes represent the elements that constitute the system, and the links account for their interactions, which arise due to a variety of mechanisms, and which are often unknown. A popular method for inferring the system connectivity (i.e., the set of links among pairs of nodes) is by performing a statistical similarity analysis of the time-series collected from the dynamics of the nodes. Here, by considering two systems of coupled oscillators (Kuramoto phase oscillators and Rössler chaotic electronic oscillators) with known and controllable coupling conditions, we aim at testing the performance of this inference method, by using linear and non linear statistical similarity measures. We find that, under adequate conditions, the network links can be perfectly inferred, i.e., no mistakes are made regarding the presence or absence of links. These conditions for perfect inference require: i) an appropriated choice of the observed variable to be analysed, ii) an appropriated interaction strength, and iii) an adequate thresholding of the similarity matrix. For the dynamical units considered here we find that the linear statistical similarity measure performs, in general, better than the non-linear ones.
NASA Astrophysics Data System (ADS)
Ku, Taeyun; Lee, Jungsul; Choi, Chulhee
2010-02-01
Measurement of cerebral perfusion is important for study of various brain disorders such as stroke, epilepsy, and vascular dementia; however, efficient and convenient methods which can provide quantitative information about cerebral blood flow are not developed. Here we propose an optical imaging method using time-series analysis of dynamics of indocyanine green (ICG) fluorescence to generate cerebral blood flow maps. In scalp-removed mice, ICG was injected intravenously, and 740nm LED light was illuminated for fluorescence emission signals around 820nm acquired by cooled-CCD. Time-lapse 2-dimensional images were analyzed by custom-built software, and the maximal time point of fluorescent influx in each pixel was processed as a blood flow-related parameter. The generated map exactly reflected the shape of the brain without any interference of the skull, the dura mater, and other soft tissues. This method may be further applicable for study of other disease models in which the cerebral hemodynamics is changed either acutely or chronically.
Predicting the Incidence of Smear Positive Tuberculosis Cases in Iran Using Time Series Analysis
MOOSAZADEH, Mahmood; KHANJANI, Narges; NASEHI, Mahshid; BAHRAMPOUR, Abbas
2015-01-01
Background: Determining the temporal variation and forecasting the incidence of smear positive tuberculosis (TB) can play an important role in promoting the TB control program. Its results may be used as a decision-supportive tool for planning and allocating resources. The present study forecasts the incidence of smear positive TB in Iran. Methods: This a longitudinal study using monthly tuberculosis incidence data recorded in the Iranian National Tuberculosis Control Program. The sum of registered cases in each month created 84 time points. Time series methods were used for analysis. Based on the residual chart of ACF, PACF, Ljung-Box tests and the lowest levels of AIC and BIC, the most suitable model was selected. Results: From April 2005 until March 2012, 34012 smear positive TB cases were recorded. The mean of TB monthly incidence was 404.9 (SD=54.7). The highest number of cases was registered in May and the difference in monthly incidence of smear positive TB was significant (P<0.001). SARIMA (0,1,1)(0,1,1)12 was selected as the most adequate model for prediction. It was predicted that the incidence of smear positive TB for 2015 will be about 9.8 per 100,000 people. Conclusion: Based on the seasonal pattern of smear positive TB recorded cases, seasonal ARIMA model was suitable for predicting its incidence. Meanwhile, prediction results show an increasing trend of smear positive TB cases in Iran. PMID:26744711
NASA Astrophysics Data System (ADS)
Galway, L. P.; Allen, D. M.; Parkes, M. W.; Li, L.; Takaro, T. K.
2015-02-01
Using epidemiologic time series analysis, we examine associations between three hydroclimatic variables (temperature, precipitation, and streamflow) and waterborne acute gastro-intestinal illness (AGI) in two communities in the province of British Columbia (BC), Canada. The communities were selected to represent the major hydroclimatic regimes that characterize BC: rainfall-dominated and snowfall dominated. Our results show that the number of monthly cases of AGI increased with increasing temperature, precipitation, and streamflow in the same month in the context of a rainfall-dominated regime, and with increasing streamflow in the previous month in the context of a snowfall-dominated regime. These results suggest that hydroclimatology plays a role in driving the occurrence and variability of AGI in these settings. Further, this study highlights that the nature and magnitude of the effects of hydroclimatic variability on AGI are different in the context of a snowfall-dominated regime versus a rainfall-dominated regimes. We conclude by proposing that the watershed may be an appropriate context for enhancing our understanding of the complex linkages between hydroclimatic variability and waterborne illness in the context of a changing climate.
A Long-Term Prediction Model of Beijing Haze Episodes Using Time Series Analysis.
Yang, Xiaoping; Zhang, Zhongxia; Zhang, Zhongqiu; Sun, Liren; Xu, Cui; Yu, Li
2016-01-01
The rapid industrial development has led to the intermittent outbreak of pm2.5 or haze in developing countries, which has brought about great environmental issues, especially in big cities such as Beijing and New Delhi. We investigated the factors and mechanisms of haze change and present a long-term prediction model of Beijing haze episodes using time series analysis. We construct a dynamic structural measurement model of daily haze increment and reduce the model to a vector autoregressive model. Typical case studies on 886 continuous days indicate that our model performs very well on next day's Air Quality Index (AQI) prediction, and in severely polluted cases (AQI ≥ 300) the accuracy rate of AQI prediction even reaches up to 87.8%. The experiment of one-week prediction shows that our model has excellent sensitivity when a sudden haze burst or dissipation happens, which results in good long-term stability on the accuracy of the next 3-7 days' AQI prediction. PMID:27597861
NASA Astrophysics Data System (ADS)
Tang, H.; Huang, C.; Dubayah, R.
2011-12-01
Forest often recovers after a disturbance event until it reaches an equilibrium stage. This process can be observed through examining several geophysical parameters (e.g. biomass, canopy height and LAI). Quantifying these parameters at fine scale is important for understanding carbon stocks and fluxes. The La Selva Biological Station in Costa Rica is a good example for studying secondary forest regrowth from disturbance. Since Lidar can provide the most accurate estimate of biomass compared to other remote sensing methods and Landsat has produced the longest imagery record of forest, we will explore the dynamics of tropical forest with both medium footprint lidar and landsat images. LVIS, a medium footprint airborne scanning lidar, has surveyed this area in March of 1998 and 2005. A highly automated algorithm, vegetation change tracker (VCT) has been developed for reconstructing recent forest disturbance history starting from 1984 using Landsat time series stacks (LTSS).Need to discuss what you will do, what are the expected results and their significances. We will try to establish empirical relationship between Lidar and landsat images to analysis tropical forest dynamics from 1984 to 2005.
The Terror Attacks of 9/11 and Suicides in Germany: A Time Series Analysis.
Medenwald, Daniel
2016-04-01
Data on the effect of the September 11, 2001 (9/11) terror attacks on suicide rates remain inconclusive. Reportedly, even people located far from the attack site have considerable potential for personalizing the events that occurred on 9/11. Durkheim's theory states that suicides decrease during wartime; thus, a decline in suicides might have been expected after 9/11. We conducted a time series analysis of 164,136 officially recorded suicides in Germany between 1995 and 2009 using the algorithm introduced by Box and Jenkins. Compared with the average death rate, we observed no relevant change in the suicide rate of either sex after 9/11. Our estimates of an excess of suicides approached the null effect value on and within a 7-day period after 9/11, which also held when subsamples of deaths in urban or rural settings were examined. No evidence of Durkheim's theory attributable to the 9/11attacks was found in this sample. PMID:27082561
Patel, M K; Waterhouse, J P
1993-03-01
A program written in FORTRAN-77 which executes an analysis for periodicity of a time series data set is presented. Time series analysis now has applicability and use in a wide range of biomedical studies. The analytical method termed here a method of partition is derived from periodogram analysis, but uses the principle of analysis of variance (ANOVA). It is effective when used on incomplete data sets. An example in which a data set is made progressively more incomplete by the random removal of values demonstrates this, and a listing of the program and a sample output in both an abbreviated and a full version are given.
Time series analysis of particle tracking data for molecular motion on the cell membrane.
Ying, Wenxia; Huerta, Gabriel; Steinberg, Stanly; Zúñiga, Martha
2009-11-01
Biophysicists use single particle tracking (SPT) methods to probe the dynamic behavior of individual proteins and lipids in cell membranes. The mean squared displacement (MSD) has proven to be a powerful tool for analyzing the data and drawing conclusions about membrane organization, including features like lipid rafts, protein islands, and confinement zones defined by cytoskeletal barriers. Here, we implement time series analysis as a new analytic tool to analyze further the motion of membrane proteins. The experimental data track the motion of 40 nm gold particles bound to Class I major histocompatibility complex (MHCI) molecules on the membranes of mouse hepatoma cells. Our first novel result is that the tracks are significantly autocorrelated. Because of this, we developed linear autoregressive models to elucidate the autocorrelations. Estimates of the signal to noise ratio for the models show that the autocorrelated part of the motion is significant. Next, we fit the probability distributions of jump sizes with four different models. The first model is a general Weibull distribution that shows that the motion is characterized by an excess of short jumps as compared to a normal random walk. We also fit the data with a chi distribution which provides a natural estimate of the dimension d of the space in which a random walk is occurring. For the biological data, the estimates satisfy 1 < d < 2, implying that particle motion is not confined to a line, but also does not occur freely in the plane. The dimension gives a quantitative estimate of the amount of nanometer scale obstruction met by a diffusing molecule. We introduce a new distribution and use the generalized extreme value distribution to show that the biological data also have an excess of long jumps as compared to normal diffusion. These fits provide novel estimates of the microscopic diffusion constant. Previous MSD analyses of SPT data have provided evidence for nanometer-scale confinement zones that
Determinants of healthcare expenditures in Iran: evidence from a time series analysis
Rezaei, Satar; Fallah, Razieh; Kazemi Karyani, Ali; Daroudi, Rajabali; Zandiyan, Hamed; Hajizadeh, Mohammad
2016-01-01
Background: A dramatic increase in healthcare expenditures is a major health policy concern worldwide. Understanding factors that underlie the growth in healthcare expenditures is essential to assist decision-makers in finding best policies to manage healthcare costs. We aimed to examine the determinants of healthcare spending in Iran over the periods of 1978-2011. Methods: A time series analysis was used to examine the effect of selected socio-economic, demographic and health service input on per capita healthcare expenditures (HCE) in Iran from 1978 to 2011. Data were retrieved from the Central Bank of Iran, Iranian Statistical Center and World Bank. Autoregressive distributed lag approach and error correction method were employed to examine long- and short-run effects of covariates. Results: Our findings indicated that the GDP per capita, degree of urbanization and illiteracy rate increase healthcare expenditures, while physician per 10,000 populations and proportion of population aged≥ 65 years decrease healthcare expenditures. In addition, we found that healthcare spending is a "necessity good" with long- and short-run income (GDP per capita), elasticities of 0.46 (p<0.01) and 0.67 (p = 0.01), respectively. Conclusion: Our analysis identified GDP per capita, illiteracy rate, degree of urbanization and number of physicians as some of the driving forces behind the persistent increase in HCE in Iran. These findings provide important insights into the growth in HCE in Iran. In addition, since we found that health spending is a "necessity good" in Iran, healthcare services should thus be the object of public funding and government intervention PMID:27390683
Performance consistency of international soccer teams in euro 2012: a time series analysis.
Shafizadeh, Mohsen; Taylor, Marc; Peñas, Carlos Lago
2013-01-01
The purpose of this study was to examine the consistency of performance in successive matches for international soccer teams from Europe which qualified for the quarter final stage of EURO 2012 in Poland and Ukraine. The eight teams that reached the quarter final stage and beyond were the sample teams for this time series analysis. The autocorrelation and cross-correlation functions were used to analyze the consistency of play and its association with the result of match in sixteen performance indicators of each team. The results of autocorrelation function showed that based on the number of consistent performance indicators, Spain and Italy demonstrated more consistency in successive matches in relation to other teams. This appears intuitive given that Spain played Italy in the final. However, it is arguable that other teams played at a higher performance levels at various parts of the competition, as opposed to performing consistently throughout the tournament. The results of the cross-correlation analysis showed that in relation to goal-related indicators, these had higher associations with the match results of Spain and France. In relation to the offensive-related indicators, France, England, Portugal, Greece, Czech Republic and Spain showed a positive correlation with the match result. In relation to the defensive-related indicators, France, England, Greece and Portugal showed a positive correlation with match results. In conclusion, in an international soccer tournament, the successful teams displayed a greater degree of performance consistency across all indicators in comparison to their competitors who occasionally would show higher levels of performance in individual games, yet not consistently across the overall tournament. The authors therefore conclude that performance consistency is more significant in international tournament soccer, versus occasionally excelling in some metrics and indicators in particular games.
Performance Consistency of International Soccer Teams in Euro 2012: a Time Series Analysis
Shafizadeh, Mohsen; Taylor, Marc; Peñas, Carlos Lago
2013-01-01
The purpose of this study was to examine the consistency of performance in successive matches for international soccer teams from Europe which qualified for the quarter final stage of EURO 2012 in Poland and Ukraine. The eight teams that reached the quarter final stage and beyond were the sample teams for this time series analysis. The autocorrelation and cross-correlation functions were used to analyze the consistency of play and its association with the result of match in sixteen performance indicators of each team. The results of autocorrelation function showed that based on the number of consistent performance indicators, Spain and Italy demonstrated more consistency in successive matches in relation to other teams. This appears intuitive given that Spain played Italy in the final. However, it is arguable that other teams played at a higher performance levels at various parts of the competition, as opposed to performing consistently throughout the tournament. The results of the cross-correlation analysis showed that in relation to goal-related indicators, these had higher associations with the match results of Spain and France. In relation to the offensive-related indicators, France, England, Portugal, Greece, Czech Republic and Spain showed a positive correlation with the match result. In relation to the defensive-related indicators, France, England, Greece and Portugal showed a positive correlation with match results. In conclusion, in an international soccer tournament, the successful teams displayed a greater degree of performance consistency across all indicators in comparison to their competitors who occasionally would show higher levels of performance in individual games, yet not consistently across the overall tournament. The authors therefore conclude that performance consistency is more significant in international tournament soccer, versus occasionally excelling in some metrics and indicators in particular games. PMID:24235996
Increase in dust storm related PM10 concentrations: A time series analysis of 2001-2015.
Krasnov, Helena; Katra, Itzhak; Friger, Michael
2016-06-01
Over the last decades, changes in dust storms characteristics have been observed in different parts of the world. The changing frequency of dust storms in the southeastern Mediterranean has led to growing concern regarding atmospheric PM10 levels. A classic time series additive model was used in order to describe and evaluate the changes in PM10 concentrations during dust storm days in different cities in Israel, which is located at the margins of the global dust belt. The analysis revealed variations in the number of dust events and PM10 concentrations during 2001-2015. A significant increase in PM10 concentrations was identified since 2009 in the arid city of Beer Sheva, southern Israel. Average PM10 concentrations during dust days before 2009 were 406, 312, and 364 μg m(-3) (median 337, 269,302) for Beer Sheva, Rehovot (central Israel) and Modi'in (eastern Israel), respectively. After 2009 the average concentrations in these cities during dust storms were 536, 466, and 428 μg m(-3) (median 382, 335, 338), respectively. Regression analysis revealed associations between PM10 variations and seasonality, wind speed, as well as relative humidity. The trends and periodicity are stronger in the southern part of Israel, where higher PM10 concentrations are found. Since 2009 dust events became more extreme with much higher daily and hourly levels. The findings demonstrate that in the arid area variations of dust storms can be quantified easier through PM10 levels over a relatively short time scale of several years. PMID:26874873
Efficient transfer entropy analysis of non-stationary neural time series.
Wollstadt, Patricia; Martínez-Zarzuela, Mario; Vicente, Raul; Díaz-Pernas, Francisco J; Wibral, Michael
2014-01-01
Information theory allows us to investigate information processing in neural systems in terms of information transfer, storage and modification. Especially the measure of information transfer, transfer entropy, has seen a dramatic surge of interest in neuroscience. Estimating transfer entropy from two processes requires the observation of multiple realizations of these processes to estimate associated probability density functions. To obtain these necessary observations, available estimators typically assume stationarity of processes to allow pooling of observations over time. This assumption however, is a major obstacle to the application of these estimators in neuroscience as observed processes are often non-stationary. As a solution, Gomez-Herrero and colleagues theoretically showed that the stationarity assumption may be avoided by estimating transfer entropy from an ensemble of realizations. Such an ensemble of realizations is often readily available in neuroscience experiments in the form of experimental trials. Thus, in this work we combine the ensemble method with a recently proposed transfer entropy estimator to make transfer entropy estimation applicable to non-stationary time series. We present an efficient implementation of the approach that is suitable for the increased computational demand of the ensemble method's practical application. In particular, we use a massively parallel implementation for a graphics processing unit to handle the computationally most heavy aspects of the ensemble method for transfer entropy estimation. We test the performance and robustness of our implementation on data from numerical simulations of stochastic processes. We also demonstrate the applicability of the ensemble method to magnetoencephalographic data. While we mainly evaluate the proposed method for neuroscience data, we expect it to be applicable in a variety of fields that are concerned with the analysis of information transfer in complex biological, social, and
A time-series analysis of mortality and air temperature in Greater Beirut.
El-Zein, Abbas; Tewtel-Salem, Mylene; Nehme, Gebran
2004-09-01
The literature on the association between health and weather in the temperate to semi-arid cities of the Eastern Mediterranean is scarce. The quantification of the relationship between temperature and daily mortality can be useful for developing policy interventions such as heat-warning systems. A time-series analysis of total daily mortality and weather data for the city of Beirut was carried out. The study covered the period between 1997 and 1999. Poisson auto-regressive models were constructed, with mean daily temperature and mean daily humidity as explanatory variables. Delayed effects, up to 2 weeks, were accounted for. The regression models were used next to assess the effect of an average increase in temperature on yearly mortality. The association between temperature and mortality was found to be significant. A relatively high minimum-mortality temperature (TMM) of 27.5 degrees C was calculated. A 1 degrees C rise in temperature yielded a 12.3% increase (95% confidence interval: 5.7-19.4%) and 2.9% decrease (95% confidence interval: 2-3.7%) in mortality, above and below TMM, respectively. Lag temperature variables were found to be significant below TMM but not above it. Where the temperature change was less than 0.5 degrees C, annual above-TMM losses were offset by below-TMM gains, within a 95% confidence interval. TMM for Beirut fell within the range usually associated with warm climates. However, the mild below-TMM and steep above-TMM slopes were more typical of cities with temperate to cold climates. Our findings suggest that heat-related mortality at moderately high temperatures can be a significant public health issue in countries with warm climates. Moreover, at the projected climate change over the next 50 years, heat-related losses are unlikely to be offset by cold-related gains. PMID:15325159
Efficient Transfer Entropy Analysis of Non-Stationary Neural Time Series
Vicente, Raul; Díaz-Pernas, Francisco J.; Wibral, Michael
2014-01-01
Information theory allows us to investigate information processing in neural systems in terms of information transfer, storage and modification. Especially the measure of information transfer, transfer entropy, has seen a dramatic surge of interest in neuroscience. Estimating transfer entropy from two processes requires the observation of multiple realizations of these processes to estimate associated probability density functions. To obtain these necessary observations, available estimators typically assume stationarity of processes to allow pooling of observations over time. This assumption however, is a major obstacle to the application of these estimators in neuroscience as observed processes are often non-stationary. As a solution, Gomez-Herrero and colleagues theoretically showed that the stationarity assumption may be avoided by estimating transfer entropy from an ensemble of realizations. Such an ensemble of realizations is often readily available in neuroscience experiments in the form of experimental trials. Thus, in this work we combine the ensemble method with a recently proposed transfer entropy estimator to make transfer entropy estimation applicable to non-stationary time series. We present an efficient implementation of the approach that is suitable for the increased computational demand of the ensemble method's practical application. In particular, we use a massively parallel implementation for a graphics processing unit to handle the computationally most heavy aspects of the ensemble method for transfer entropy estimation. We test the performance and robustness of our implementation on data from numerical simulations of stochastic processes. We also demonstrate the applicability of the ensemble method to magnetoencephalographic data. While we mainly evaluate the proposed method for neuroscience data, we expect it to be applicable in a variety of fields that are concerned with the analysis of information transfer in complex biological, social, and
Multi Band Insar Analysis of Subsidence Development Based on the Long Period Time Series
NASA Astrophysics Data System (ADS)
Çomut, F. C.; Ustun, A.; Lazecky, M.; Aref, M. M.
2015-12-01
The SAR Interferometry (InSAR) application has shown great potential in monitoring of land terrain changes and in detection of land deformations such as subsidence. Longer time analysis can lead to understand longer trends and changes. Using different bands of SAR satellite (C- from ERS 1-2 and Envisat, L- from ALOS) over the study area, we achieve knowledge of movements in long-term and evaluation of its dynamic changes within observed period of time. Results from InSAR processing fit with the position changes in vertical direction based on GPS network established over the basin as an effective geodetic network. Time series (StaMPS PS+SB) of several points over Çumra County in eastern part of Konya City show a general trend of the deformation that is expected to be approximately between -13 to -17 mm/year. Northern part of Karaman is affected by faster subsidence, borders of the subsidence trough were identified from Envisat. Presenting InSAR results together with GIS information about locations and time of occurrence of sudden subsidence, urban/industrial growth in time and climate changes helps in better understanding of the situation. This way, the impact of natural and man-made changes will be shown for urban planning thanks to InSAR and GIS comparisons with hydrogeological modeling. In this study we present results of differential and multitemporal InSAR series using different bands and GIS conjunction associated with seasonal and temporal groundwater level changes in Konya Closed Basin.
Analysis of cedar pollen time series: no evidence of low-dimensional chaotic behavior.
Delaunay, J-J; Konishi, R; Seymour, C
2006-01-01
Much of the current interest in pollen time series analysis is motivated by the possibility that pollen series arise from low-dimensional chaotic systems. If this is the case, short-range prediction using nonlinear modeling is justified and would produce high-quality forecasts that could be useful in providing pollen alerts to allergy sufferers. To date, contradictory reports about the characterization of the dynamics of pollen series can be found in the literature. Pollen series have been alternatively described as featuring and not featuring deterministic chaotic behavior. We showed that the choice of test for detection of deterministic chaos in pollen series is difficult because pollen series exhibit [see text] power spectra. This is a characteristic that is also produced by colored noise series, which mimic deterministic chaos in most tests. We proposed to apply the Ikeguchi-Aihara test to properly detect the presence of deterministic chaos in pollen series. We examined the dynamics of cedar (Cryptomeria japonica) hourly pollen series by means of the Ikeguchi-Aihara test and concluded that these pollen series cannot be described as low-dimensional deterministic chaos. Therefore, the application of low-dimensional chaotic deterministic models to the prediction of short-range pollen concentration will not result in high-accuracy pollen forecasts even though these models may provide useful forecasts for certain applications. We believe that our conclusion can be generalized to pollen series from other wind-pollinated plant species, as wind speed, the forcing parameter of the pollen emission and transport, is best described as a nondeterministic series that originates in the high dimensionality of the atmosphere.
TIME SERIES ANALYSIS OF REMOTELY-SENSED TIR EMISSION: linking anomalies to physical processes
NASA Astrophysics Data System (ADS)
Pavlidou, E.; van der Meijde, M.; Hecker, C.; van der Werff, H.; Ettema, J.
2013-12-01
In the last 15 years, remote sensing has been evaluated for detecting thermal anomalies as precursor to earthquakes. Important issues that need yet to be tackled include definition of: (a) thermal anomaly, taking into account weather conditions, observation settings and ';natural' variability caused by background sources (b) the length of observations required for this purpose; and (c) the location of detected anomalies, which should be physically related to the tectonic activity. To determine whether thermal anomalies are statistical noise, mere meteorological conditions, or actual earthquake-related phenomena, we apply a novel approach. We use brightness temperature (top-of-atmosphere) data from thermal infrared imagery acquired at a hypertemporal (sub-hourly) interval, from geostationary weather satellites over multiple years. The length of the time series allows for analysis of meteorological effects (diurnal, seasonal or annual trends) and background variability, through the application of a combined spatial and temporal filter to distinguish extreme occurrences from trends. The definition of potential anomalies is based on statistical techniques, taking into account published (geo)physical characteristics of earthquake related thermal anomalies. We use synthetic data to test the performance of the proposed detection method and track potential factors affecting the results. Subsequently, we apply the method on original data from Iran and Turkey, in quiescent and earthquake-struck periods alike. We present our findings with main focus to assess resulting anomalies in relation to physical processes thereby considering: (a) meteorological effects, (b) the geographical, geological and environmental settings, and (c) physically realistic distances and potential physical relations with the activity of causative faults.
DynPeak: An Algorithm for Pulse Detection and Frequency Analysis in Hormonal Time Series
Vidal, Alexandre; Zhang, Qinghua; Médigue, Claire; Fabre, Stéphane; Clément, Frédérique
2012-01-01
The endocrine control of the reproductive function is often studied from the analysis of luteinizing hormone (LH) pulsatile secretion by the pituitary gland. Whereas measurements in the cavernous sinus cumulate anatomical and technical difficulties, LH levels can be easily assessed from jugular blood. However, plasma levels result from a convolution process due to clearance effects when LH enters the general circulation. Simultaneous measurements comparing LH levels in the cavernous sinus and jugular blood have revealed clear differences in the pulse shape, the amplitude and the baseline. Besides, experimental sampling occurs at a relatively low frequency (typically every 10 min) with respect to LH highest frequency release (one pulse per hour) and the resulting LH measurements are noised by both experimental and assay errors. As a result, the pattern of plasma LH may be not so clearly pulsatile. Yet, reliable information on the InterPulse Intervals (IPI) is a prerequisite to study precisely the steroid feedback exerted on the pituitary level. Hence, there is a real need for robust IPI detection algorithms. In this article, we present an algorithm for the monitoring of LH pulse frequency, basing ourselves both on the available endocrinological knowledge on LH pulse (shape and duration with respect to the frequency regime) and synthetic LH data generated by a simple model. We make use of synthetic data to make clear some basic notions underlying our algorithmic choices. We focus on explaining how the process of sampling affects drastically the original pattern of secretion, and especially the amplitude of the detectable pulses. We then describe the algorithm in details and perform it on different sets of both synthetic and experimental LH time series. We further comment on how to diagnose possible outliers from the series of IPIs which is the main output of the algorithm. PMID:22802933
Ground Deformation Mapping of Houston-Galveston, Texas Using InSAR Time-Series Analysis
NASA Astrophysics Data System (ADS)
QU, F.; Lu, Z.; Bawden, G. W.; Kim, J. W.
2014-12-01
Houston-Galveston region in Texas has been subsiding due to the combined effects of groundwater withdrawal, hydrocarbon extraction, soil compaction, and active faulting. This human- and partially nature-induced ground deformation has gradually threatened the stability of urban infrastructure and caused the loss of wetland habitat along the Gulf of Mexico. Interferometric synthetic aperture radar (InSAR) exploiting multiple SAR images has the capability of obtaining ground motions in high spatial resolution over large coverage. In this study, ERS-1/2 (1993-2000), ENVISAT (2004-2010), and ALOS (2007-2011) datasets are used to unravel the characteristics of ground deformation from 1993 to 2011 over the Houston-Galveston area. The persistent scatterer InSAR (PSInSAR) time-series analysis technique is employed to estimate the spatial and temporal variations of ground motions during 20 years. The ERS-1/2 PSInSAR products have measured subsidence (up to 5 cm/yr) in the northwest Houston area as well as a slight uplift (1 cm/yr) in the southeast region from 1993 to 2000. The subsidence rate (up to 2 cm/yr) between 2004 and 2011 has been obtained from ENVISAT and ALOS data. Our results indicate that the pattern of ground deformation was nearly concentric around the location of intense groundwater withdrawal and the subsiding area has been shrinking and migrating toward the northeast after 2000. In addition, an approximately 2 cm of differential subsidence across faults are observed. Presence of faults can induce localized surface displacements, aggravate localized subsidence, discontinue the integrity of ground water flow, and limit the horizontal spread of subsidence funnels. Finally, our long-term measurement of ground deformation has also been validated by GPS observations in study area.
Analysis of time series of cattle rabies cases in Minas Gerais, Brazil, 2006-2013.
Lopes, Edna; Sáfadi, Thelma; Da Rocha, Christiane Maria Barcellos Magalhaes; Cardoso, Denis Lucio
2015-04-01
Vampire bats are potential transmitters of rabies in rural areas. Cattle rabies is relevant in the state of Minas Gerais due to the increasing cattle herds and geographical features of the area, which are favorable to bat populations. This study evaluated the occurrence of rabies in state cattle by analyzing the time series of monthly values, 2006-2012, describing some aspects of the areas and species affected. The study also pointed out the disease prediction for January-December 2013. We used monthly data of cases reported to the Continental Epidemiological Surveillance System (SIVCONT) of the Ministry of Agriculture, Livestock, and Supply (MAPA), January 2006-March 2013. We also collected data on municipalities and other animal species affected by rabies for a descriptive analysis of the disease. The results indicate that cattle rabies is endemic in the State, with different intensities in different regions. The variables frequency of notifications and bat shelters had a positive and regular correlation (P = 0.035; r = 0.567) between them. With respect to data series, there was a fluctuation of the number of cases (5 to 29 cases per month) over 2006 and 2013, without trend or seasonality, although there would visually appear to be a downward trend. The results also suggest that the forecasting method is suitable for predicting future cases. Bovine species had the highest number of reporting, with 1007 cases (88.88 %), followed by equine species with 112 (9.89 %). The information provided by this study may help understand disease occurrence and find the most effective measures for rabies control in endemic areas. PMID:25698529
Hybrid analysis for indicating patients with breast cancer using temperature time series.
Silva, Lincoln F; Santos, Alair Augusto S M D; Bravo, Renato S; Silva, Aristófanes C; Muchaluat-Saade, Débora C; Conci, Aura
2016-07-01
Breast cancer is the most common cancer among women worldwide. Diagnosis and treatment in early stages increase cure chances. The temperature of cancerous tissue is generally higher than that of healthy surrounding tissues, making thermography an option to be considered in screening strategies of this cancer type. This paper proposes a hybrid methodology for analyzing dynamic infrared thermography in order to indicate patients with risk of breast cancer, using unsupervised and supervised machine learning techniques, which characterizes the methodology as hybrid. The dynamic infrared thermography monitors or quantitatively measures temperature changes on the examined surface, after a thermal stress. In the dynamic infrared thermography execution, a sequence of breast thermograms is generated. In the proposed methodology, this sequence is processed and analyzed by several techniques. First, the region of the breasts is segmented and the thermograms of the sequence are registered. Then, temperature time series are built and the k-means algorithm is applied on these series using various values of k. Clustering formed by k-means algorithm, for each k value, is evaluated using clustering validation indices, generating values treated as features in the classification model construction step. A data mining tool was used to solve the combined algorithm selection and hyperparameter optimization (CASH) problem in classification tasks. Besides the classification algorithm recommended by the data mining tool, classifiers based on Bayesian networks, neural networks, decision rules and decision tree were executed on the data set used for evaluation. Test results support that the proposed analysis methodology is able to indicate patients with breast cancer. Among 39 tested classification algorithms, K-Star and Bayes Net presented 100% classification accuracy. Furthermore, among the Bayes Net, multi-layer perceptron, decision table and random forest classification algorithms, an
Time-series analysis of mortality effects from airborne particulate matter size fractions in Beijing
NASA Astrophysics Data System (ADS)
Li, Pei; Xin, Jinyuan; Wang, Yuesi; Wang, Shigong; Shang, Kezheng; Liu, Zirui; Li, Guoxing; Pan, Xiaochuan; Wei, Linbo; Wang, Mingzhen
2013-12-01
Evidence concerning the health risk of fine and coarse particles is limited in developing Asian countries. The modifying effect between particles and temperature and season also remains unclear. Our study is one of the first to investigate the acute effect of particles size fractions, modifying effects and interannual variations of relative risk in a developing megacity where particulate levels are extraordinarily high compared to other Asian cities. After controlling for potential confounding, the results of a time-series analysis during the period 2005-2009 show that a 10 μg m-3 increase in PM2.5 levels is associated with a 0.65% (95% CI: 0.29-0.80%), 0.63% (95% CI: 0.25-0.83%), and 1.38% (95% CI: 0.51-1.71%) increase in non-accidental mortality, respiratory mortality, and circulatory mortality, respectively, while a 10 μg m-3 increase in PM10 is similarly associated with increases of 0.15% (95% CI: 0.04-0.22%), 0.08% (95% CI: 0.01-0.18%), and 0.44% (95% CI: 0.12-0.63%). We did not find a significant effect of PM2.5-10 on daily mortality outcomes. Our analyses conclude that temperature and particulates, exposures to both of which are expected to increase with climate change, might act together to worsen human health in Beijing, especially in the cool seasons. The level of the estimated percentage increase assume an escalating tendency during the study period, in addition to having a low value in 2008, and after the Olympic Games, the values increased significantly as the temporary atmospheric pollution control measures were terminated mostly.
Reduction of maternal mortality due to preeclampsia in Colombia-an interrupted time-series analysis
Herrera-Medina, Rodolfo; Herrera-Escobar, Juan Pablo; Nieto-Díaz, Aníbal
2014-01-01
Introduction: Preeclampsia is the most important cause of maternal mortality in developing countries. A comprehensive prenatal care program including bio-psychosocial components was developed and introduced at a national level in Colombia. We report on the trends in maternal mortality rates and their related causes before and after implementation of this program. Methods: General and specific maternal mortality rates were monitored for nine years (1998-2006). An interrupted time-series analysis was performed with monthly data on cases of maternal mortality that compared trends and changes in national mortality rates and the impact of these changes attributable to the introduction of a bio-psychosocial model. Multivariate analyses were performed to evaluate correlations between the interventions. Results: Five years after (2002 - 2006) its introduction the general maternal mortality rate was significantly reduced to 23% (OR=0.77, CI 95% 0.71-0.82).The implementation of BPSM also reduced the incidence of preeclampsia in 22% (OR= 0.78, CI 95% 0.67-0.88), as also the labor complications by hemorrhage in 25% (OR=0.75, CI 95% 0.59-0.90) associated with the implementation of red code. The other causes of maternal mortality did not reveal significant changes. Biomedical, nutritional, psychosocial assessments, and other individual interventions in prenatal care were not correlated to maternal mortality (p= 0.112); however, together as a model we observed a significant association (p= 0.042). Conclusions: General maternal mortality was reduced after the implementation of a comprehensive national prenatal care program. Is important the evaluation of this program in others populations. PMID:24970956
Hybrid analysis for indicating patients with breast cancer using temperature time series.
Silva, Lincoln F; Santos, Alair Augusto S M D; Bravo, Renato S; Silva, Aristófanes C; Muchaluat-Saade, Débora C; Conci, Aura
2016-07-01
Breast cancer is the most common cancer among women worldwide. Diagnosis and treatment in early stages increase cure chances. The temperature of cancerous tissue is generally higher than that of healthy surrounding tissues, making thermography an option to be considered in screening strategies of this cancer type. This paper proposes a hybrid methodology for analyzing dynamic infrared thermography in order to indicate patients with risk of breast cancer, using unsupervised and supervised machine learning techniques, which characterizes the methodology as hybrid. The dynamic infrared thermography monitors or quantitatively measures temperature changes on the examined surface, after a thermal stress. In the dynamic infrared thermography execution, a sequence of breast thermograms is generated. In the proposed methodology, this sequence is processed and analyzed by several techniques. First, the region of the breasts is segmented and the thermograms of the sequence are registered. Then, temperature time series are built and the k-means algorithm is applied on these series using various values of k. Clustering formed by k-means algorithm, for each k value, is evaluated using clustering validation indices, generating values treated as features in the classification model construction step. A data mining tool was used to solve the combined algorithm selection and hyperparameter optimization (CASH) problem in classification tasks. Besides the classification algorithm recommended by the data mining tool, classifiers based on Bayesian networks, neural networks, decision rules and decision tree were executed on the data set used for evaluation. Test results support that the proposed analysis methodology is able to indicate patients with breast cancer. Among 39 tested classification algorithms, K-Star and Bayes Net presented 100% classification accuracy. Furthermore, among the Bayes Net, multi-layer perceptron, decision table and random forest classification algorithms, an
Tirabassi, Giulio; Masoller, Cristina
2016-01-01
Many natural systems can be represented by complex networks of dynamical units with modular structure in the form of communities of densely interconnected nodes. Unraveling this community structure from observed data requires the development of appropriate tools, particularly when the nodes are embedded in a regular space grid and the datasets are short and noisy. Here we propose two methods to identify communities, and validate them with the analysis of climate datasets recorded at a regular grid of geographical locations covering the Earth surface. By identifying mutual lags among time-series recorded at different grid points, and by applying symbolic time-series analysis, we are able to extract meaningful regional communities, which can be interpreted in terms of large-scale climate phenomena. The methods proposed here are valuable tools for the study of other systems represented by networks of dynamical units, allowing the identification of communities, through time-series analysis of the observed output signals. PMID:27406342
NASA Astrophysics Data System (ADS)
Tirabassi, Giulio; Masoller, Cristina
2016-07-01
Many natural systems can be represented by complex networks of dynamical units with modular structure in the form of communities of densely interconnected nodes. Unraveling this community structure from observed data requires the development of appropriate tools, particularly when the nodes are embedded in a regular space grid and the datasets are short and noisy. Here we propose two methods to identify communities, and validate them with the analysis of climate datasets recorded at a regular grid of geographical locations covering the Earth surface. By identifying mutual lags among time-series recorded at different grid points, and by applying symbolic time-series analysis, we are able to extract meaningful regional communities, which can be interpreted in terms of large-scale climate phenomena. The methods proposed here are valuable tools for the study of other systems represented by networks of dynamical units, allowing the identification of communities, through time-series analysis of the observed output signals.
NASA Astrophysics Data System (ADS)
Shayeganfar, F.; Hölling, M.; Peinke, J.; Reza Rahimi Tabar, M.
2012-01-01
The level crossing and inverse statistics analysis of DAX and oil price time series are given. We determine the average frequency of positive-slope crossings, να+, where Tα=1/να+ is the average waiting time for observing the level α again. We estimate the probability P(K,α), which provides us the probability of observing K times of the level α with positive slope, in time scale Tα. For analyzed time series, we found that maximum K is about ≈6. We show that by using the level crossing analysis one can estimate how the DAX and oil time series will develop. We carry out the same analysis for the increments of DAX and oil price log-returns (which is known as inverse statistics), and provide the distribution of waiting times to observe some level for the increments.
Fractal analysis of the short time series in a visibility graph method
NASA Astrophysics Data System (ADS)
Li, Ruixue; Wang, Jiang; Yu, Haitao; Deng, Bin; Wei, Xile; Chen, Yingyuan
2016-05-01
The aim of this study is to evaluate the performance of the visibility graph (VG) method on short fractal time series. In this paper, the time series of Fractional Brownian motions (fBm), characterized by different Hurst exponent H, are simulated and then mapped into a scale-free visibility graph, of which the degree distributions show the power-law form. The maximum likelihood estimation (MLE) is applied to estimate power-law indexes of degree distribution, and in this progress, the Kolmogorov-Smirnov (KS) statistic is used to test the performance of estimation of power-law index, aiming to avoid the influence of droop head and heavy tail in degree distribution. As a result, we find that the MLE gives an optimal estimation of power-law index when KS statistic reaches its first local minimum. Based on the results from KS statistic, the relationship between the power-law index and the Hurst exponent is reexamined and then amended to meet short time series. Thus, a method combining VG, MLE and KS statistics is proposed to estimate Hurst exponents from short time series. Lastly, this paper also offers an exemplification to verify the effectiveness of the combined method. In addition, the corresponding results show that the VG can provide a reliable estimation of Hurst exponents.
Hatch, C.E.; Fisher, A.T.; Revenaugh, J.S.; Constantz, J.; Ruehl, C.
2006-01-01
We present a method for determining streambed seepage rates using time series thermal data. The new method is based on quantifying changes in phase and amplitude of temperature variations between pairs of subsurface sensors. For a reasonable range of streambed thermal properties and sensor spacings the time series method should allow reliable estimation of seepage rates for a range of at least ??10 m d-1 (??1.2 ?? 10-2 m s-1), with amplitude variations being most sensitive at low flow rates and phase variations retaining sensitivity out to much higher rates. Compared to forward modeling, the new method requires less observational data and less setup and data handling and is faster, particularly when interpreting many long data sets. The time series method is insensitive to streambed scour and sedimentation, which allows for application under a wide range of flow conditions and allows time series estimation of variable streambed hydraulic conductivity. This new approach should facilitate wider use of thermal methods and improve understanding of the complex spatial and temporal dynamics of surface water-groundwater interactions. Copyright 2006 by the American Geophysical Union.
Kolmogorov Complexity Spectrum for Use in Analysis of Uv-B Radiation Time Series
NASA Astrophysics Data System (ADS)
Mihailović, Dragutin T.; Malinović-Milićević, Slavica; Arsenić, Ilija; Drešković, Nusret; Bukosa, Beata
2013-10-01
In this paper, we have used the Kolmogorov complexity and sample entropy measures to estimate the complexity of the UV-B radiation time series in the Vojvodina region (Serbia) for the period 1990-2007. We have defined the Kolmogorov complexity spectrum and have introduced the Kolmogorov complexity spectrum highest value (KCH). We have established the UV-B radiation time series on the basis of their daily sum (dose) for seven representative places in this region using: (i) measured data, (ii) data calculated via a derived empirical formula and (iii) data obtained by a parametric UV radiation model. We have calculated the Kolmogorov complexity (KC) based on the Lempel-Ziv algorithm (LZA), KCH and sample entropy (SE) values for each time series. We have divided the period 1990-2007 into two subintervals: (i) 1990-1998 and (ii) 1999-2007 and calculated the KC, KCH and SE values for the various time series in these subintervals. It is found that during the period 1999-2007, there is a decrease in the KC, KCH and SE, compared to the period 1990-1998. This complexity loss may be attributed to (i) the increased human intervention in the post civil war period causing increase of the air pollution and (ii) the increased cloudiness due to climate changes.
InSAR Time Series Analysis of Interseismic Deformation in Eastern Iran
NASA Astrophysics Data System (ADS)
Mousavi, Z.; Pathier, E.; Walpersdorf, A.; Lassere, C.; Tavakli, F.; Nankali, H.
2012-04-01
orbits. The 400 by 400 km studied area that includes the eastern part of the Doruneh fault is covered by seven satellite tracks (Descending: 120, 392, 163, 435 and 206 and Ascending: 156 and 385). The raw radar images are processed with ROI_PAC to construct the interferograms and unwrap them. The resulting differential interferogram phase is related to the deformation signal, changes of tropospheric delay, orbital and DEM errors and noise. We correct for the stratified part of tropospheric delay correlated with elevation using the observed phase-elevation correlation and for a twisted plane to remove orbital errors. Large scale seasonal atmospheric corrections are also investigated using the ERA-Interim meteorological model and GPS data. To investigate the long wavelength tectonic signal due to interseismic strain accumulation, a time series analysis of the selected images based on the small base line method (SBAS) has been done on a pixel basis in order to enhance the signal to noise ratio affected by a remaining atmospheric signal. The selection and the weighting of the interferograms are based on a noise energy function that measures the quality of each interferogram. The resulting displacement time series and a mean velocity map can be compared to GPS data.
Time series analysis and feature extraction techniques for structural health monitoring applications
NASA Astrophysics Data System (ADS)
Overbey, Lucas A.
Recently, advances in sensing and sensing methodologies have led to the deployment of multiple sensor arrays on structures for structural health monitoring (SHM) applications. Appropriate feature extraction, detection, and classification methods based on measurements obtained from these sensor networks are vital to the SHM paradigm. This dissertation focuses on a multi-input/multi-output approach to novel data processing procedures to produce detailed information about the integrity of a structure in near real-time. The studies employ nonlinear time series analysis techniques to extract three different types of features for damage diagnostics: namely, nonlinear prediction error, transfer entropy, and the generalized interdependence. These features form reliable measures of generalized correlations between multiple measurements to capture aspects of the dynamics related to the presence of damage. Several analyses are conducted on each of these features. Specifically, variations of nonlinear prediction error are introduced, analyzed, and validated, including the use of a stochastic excitation to augment generality, introduction of local state-space models for sensitivity enhancement, and the employment of comparisons between multiple measurements for localization capability. A modification and enhancement to transfer entropy is created and validated for improved sensitivity. In addition, a thorough analysis of the effects of variability to transfer entropy estimation is made. The generalized interdependence is introduced into the literature and validated as an effective measure of damage presence, extent, and location. These features are validated on a multi-degree-of-freedom dynamic oscillator and several different frame experiments. The evaluated features are then fed into four different classification schemes to obtain a concurrent set of outputs that categorize the integrity of the structure, e.g. the presence, extent, location, and type of damage, taking
Pancheliuga, V A; Pancheliuga, M S
2013-01-01
In the present work a methodological background for the histogram method of time series analysis is developed. Connection between shapes of smoothed histograms constructed on the basis of short segments of time series of fluctuations and the fractal dimension of the segments is studied. It is shown that the fractal dimension possesses all main properties of the histogram method. Based on it a further development of fractal dimension determination algorithm is proposed. This algorithm allows more precision determination of the fractal dimension by using the "all possible combination" method. The application of the method to noise-like time series analysis leads to results, which could be obtained earlier only by means of the histogram method based on human expert comparisons of histograms shapes. PMID:23755565
Multi-technique Analysis of the Solar 10.7 cm Radio Flux Time-Series in Relation to Predictability
NASA Astrophysics Data System (ADS)
Ghosh, Oindrilla; Ghosh, Tanushree; Chatterjee, T. N.
2014-06-01
We studied the predictability of the 10.7 cm solar radio flux by using stationary and non-stationary time-series analysis techniques of fractal theory to find the correlation exponent, the spectral exponent, the Hurst exponent, and the fluctuation exponent of the time series. The Hurst exponent was determined, from which the fractal dimension and consequently the predictability was evaluated. The results suggest that stationary methods of analysis yield inconsistent result, that is, amongst the four techniques used, the values of the exponents show great disparity. While two of the techniques, namely the auto-correlation function analysis and the spectral analysis, indicate long-term positive correlation, the other two methods, specifically the Hurst rescaled range-analysis and the fluctuation analysis, clearly exhibit the anti-correlated nature of the time series. The two non-stationary methods, that is, the discrete wavelet transform and the centered moving-average analysis, yielded values of the Hurst exponent that are indicative of positive correlation, of persistent behavior, and also showed that the time series is predictable to a certain extent.
NASA Astrophysics Data System (ADS)
Telesca, Luciano; Lovallo, Michele; Shaban, Amin; Darwich, Talal; Amacha, Nabil
2013-09-01
In this study, the time dynamics of water flow from Anjar Spring was investigated, which is one of the major issuing springs in the central part of Lebanon. Likewise, many water sources in Lebanon, this spring has no continuous records for the discharge, and this would prevent the application of standard time series analysis tools. Furthermore, the highly nonstationary character of the series implies that suited methodologies can be employed to get insight into its dynamical features. Therefore, the Singular Spectrum Analysis (SSA) and Fisher-Shannon (FS) method, which are useful methods to disclose dynamical features in noisy nonstationary time series with gaps, are jointly applied to analyze the Anjar Spring water flow series. The SSA revealed that the series can be considered as the superposition of meteo-climatic periodic components, low-frequency trend and noise-like high-frequency fluctuations. The FS method allowed to extract and to identify among all the SSA reconstructed components the long-term trend of the series. The long-term trend is characterized by higher Fisher Information Measure (FIM) and lower Shannon entropy, and thus, represents the main informative component of the whole series. Generally water discharge time series presents very complex time structure, therefore the joint application of the SSA and the FS method would be very useful in disclosing the main informative part of such kind of data series in the view of existing climatic variability and/or anthropogenic challenges.
Changes in Youth Smoking, 1976–2002: A Time-Series Analysis
Pampel, Fred C.; Aguilar, Jade
2009-01-01
During the past several decades, smoking prevalence among youth has fluctuated in puzzling and unexpected ways. To help understand these changes, this study tests seven explanations: (a) compositional changes, (b) sample selection, (c) adult smoking, (d) social strain, (e) cigarette prices, (f) tobacco advertising, and (g) other drug use. Figures on smoking prevalence come from the Monitoring the Future (MTF) Surveys from 1976–2002, whereas figures on aggregate determinants for the same time period come from government publications. Graphs of the time-series trends to determine temporal correspondence and time-series regression models to test for statistical influence reveal two variables that have expected effects. Increases in cigarette prices reduce smoking, particularly in the most recent years, and higher marijuana initiation (or use) is associated with greater smoking during most of the time period. However, much of the change in youth smoking, particularly the most recent rise and fall, remains unexplained. PMID:19652692
Analysis of three amphibian populations with quarter-century long time-series.
Meyer, A H; Schimidt, B R; Grossenbacher, K
1998-01-01
Amphibians are in decline in many parts of the world. Long tme-series of amphibian populations are necessary to distinguish declines from the often strong fluctuations observed in natural populations. Time-series may also help to understand the causes of these declines. We analysed 23-28-year long time-series of the frog Rana temporaria. Only one of the three studied populations showed a negative trend which was probably caused by the introduction of fish. Two populations appeared to be density regulated. Rainfall had no obvious effect on the population fluctuations. Whereas long-term studies of amphibian populations are valuable to document population declines, most are too short to reveal those factors that govern population dynamics or cause amphibian populations to decline. PMID:9606133
Analysis of three amphibian populations with quarter-century long time-series.
Meyer, A H; Schimidt, B R; Grossenbacher, K
1998-03-22
Amphibians are in decline in many parts of the world. Long tme-series of amphibian populations are necessary to distinguish declines from the often strong fluctuations observed in natural populations. Time-series may also help to understand the causes of these declines. We analysed 23-28-year long time-series of the frog Rana temporaria. Only one of the three studied populations showed a negative trend which was probably caused by the introduction of fish. Two populations appeared to be density regulated. Rainfall had no obvious effect on the population fluctuations. Whereas long-term studies of amphibian populations are valuable to document population declines, most are too short to reveal those factors that govern population dynamics or cause amphibian populations to decline. PMID:9606133
The study of coastal groundwater depth and salinity variation using time-series analysis
Tularam, G.A. . E-mail: a.tularam@griffith.edu.au; Keeler, H.P. . E-mail: p.keeler@ms.unimelb.edu.au
2006-10-15
A time-series approach is applied to study and model tidal intrusion into coastal aquifers. The authors examine the effect of tidal behaviour on groundwater level and salinity intrusion for the coastal Brisbane region using auto-correlation and spectral analyses. The results show a close relationship between tidal behaviour, groundwater depth and salinity levels for the Brisbane coast. The known effect can be quantified and incorporated into new models in order to more accurately map salinity intrusion into coastal groundwater table.
Effect of Environmental Factors on Low Weight in Non-Premature Births: A Time Series Analysis
Díaz, Julio; Arroyo, Virginia; Ortiz, Cristina; Carmona, Rocío; Linares, Cristina
2016-01-01
Objective Exposure to pollutants during pregnancy has been related to adverse birth outcomes. LBW can give rise to lifelong impairments. Prematurity is the leading cause of LBW, yet few studies have attempted to analyse how environmental factors can influence LBW in infants who are not premature. This study therefore sought to analyse the influence of air pollution, noise levels and temperature on LBW in non-premature births in Madrid during the period 2001–2009. Methods Ecological time-series study to assess the impact of PM2.5, NO2 and O3 concentrations, noise levels, and temperatures on LBW among non-premature infants across the period 2001–2009. Our analysis extended to infants having birth weights of 1,500 g to 2,500 g (VLBW) and less than 1,500 g (ELBW). Environmental variables were lagged until 37 weeks with respect to the date of birth, and cross-correlation functions were used to identify explaining lags. Results were quantified using Poisson regression models. Results Across the study period 298,705 births were registered in Madrid, 3,290 of which had LBW; of this latter total, 1,492 were non-premature. PM2.5 was the only pollutant to show an association with the three variables of LBW in non-premature births. This association occurred at around the third month of gestation for LBW and VLBW (LBW: lag 23 and VLBW: lag 25), and at around the eighth month of gestation for ELBW (lag 6). Leqd was linked to LBW at lag zero. The RR of PM2.5 on LBW was 1.01 (1.00 1.03). The RR of Leqd on LBW was 1.09 (0.99 1.19)(p<0.1). Conclusions The results obtained indicate that PM2.5 had influence on LBW. The adoption of measures aimed at reducing the number of vehicles would serve to lower pregnant women's exposure. In the case of noise should be limited the exposure to high levels during the final weeks of pregnancy. PMID:27788159
An analysis of multifractal characteristics of API time series in Nanjing, China
NASA Astrophysics Data System (ADS)
Shen, Chen-hua; Huang, Yi; Yan, Ya-ni
2016-06-01
This paper describes multifractal characteristics of daily air pollution index (API) records in Nanjing from 2001 to 2012. The entire daily API time series is first divided into 12 parts that serve as research objects, and the generalized Hurst exponent is calculated for each series. And then, the multifractal sources are analyzed and singularity spectra are shown. Next, based on a singularity spectrum, the multifractal-characteristics parameters (maximum exponent α0, spectrum width Δ α, and asymmetry Δ αas) are introduced. The results show that the fractality of daily API for each year is multifractal. The multifractal sources originate from both a broad probability density function and different long-range correlations with small and large fluctuations. The strength of the distribution multifractality is stronger than that of the correlation multifractality. The variation in the structure of API time series with increasing years is mainly related to long-range correlations. The structure of API time series in some years is richer. These findings can provide a scientific basis for further probing into the complexity of API.
Nease, Brian R. Ueki, Taro
2009-12-10
A time series approach has been applied to the nuclear fission source distribution generated by Monte Carlo (MC) particle transport in order to calculate the non-fundamental mode eigenvalues of the system. The novel aspect is the combination of the general technical principle of projection pursuit for multivariate data with the neutron multiplication eigenvalue problem in the nuclear engineering discipline. Proof is thoroughly provided that the stationary MC process is linear to first order approximation and that it transforms into one-dimensional autoregressive processes of order one (AR(1)) via the automated choice of projection vectors. The autocorrelation coefficient of the resulting AR(1) process corresponds to the ratio of the desired mode eigenvalue to the fundamental mode eigenvalue. All modern MC codes for nuclear criticality calculate the fundamental mode eigenvalue, so the desired mode eigenvalue can be easily determined. This time series approach was tested for a variety of problems including multi-dimensional ones. Numerical results show that the time series approach has strong potential for three dimensional whole reactor core. The eigenvalue ratio can be updated in an on-the-fly manner without storing the nuclear fission source distributions at all previous iteration cycles for the mean subtraction. Lastly, the effects of degenerate eigenvalues are investigated and solutions are provided.
Bernal, S; Belillas, C; Ibáñez, J J; Àvila, A
2013-08-01
The aim of this study was to gain insights on the potential hydrological and biogeochemical mechanisms controlling the response of two nested Mediterranean catchments to long-term changes in atmospheric inorganic nitrogen and sulphate deposition. One catchment was steep and fully forested (TM9, 5.9 ha) and the other one had gentler slopes and heathlands in the upper part while side slopes were steep and forested (TM0, 205 ha). Both catchments were highly responsive to the 45% decline in sulphate concentration measured in atmospheric deposition during the 1980s and 1990s, with stream concentrations decreasing by 1.4 to 3.4 μeq L(-1) y(-1). Long-term changes in inorganic nitrogen in both, atmospheric deposition and stream water were small compared to sulphate. The quick response to changes in atmospheric inputs could be explained by the small residence time of water (4-5 months) in these catchments (inferred from chloride time series variance analysis), which was attributed to steep slopes and the role of macropore flow bypassing the soil matrix during wet periods. The estimated residence time for sulphate (1.5-3 months) was substantially lower than for chloride suggesting unaccounted sources of sulphate (i.e., dry deposition, or depletion of soil adsorbed sulphate). In both catchments, inorganic nitrogen concentration in stream water was strongly damped compared to precipitation and its residence time was of the order of decades, indicating that this essential nutrient was strongly retained in these catchments. Inorganic nitrogen concentration tended to be higher at TM0 than at TM9 which was attributed to the presence of nitrogen fixing species in the heathlands. Our results indicate that these Mediterranean catchments react rapidly to environmental changes, which make them especially vulnerable to changes in atmospheric deposition.
Nonlinear time-series analysis of current signal in cathodic contact glow discharge electrolysis
NASA Astrophysics Data System (ADS)
Allagui, Anis; Rojas, Andrea Espinel; Bonny, Talal; Elwakil, Ahmed S.; Abdelkareem, Mohammad Ali
2016-05-01
In the standard two-electrode configuration employed in electrolytic process, when the control dc voltage is brought to a critical value, the system undergoes a transition from conventional electrolysis to contact glow discharge electrolysis (CGDE), which has also been referred to as liquid-submerged micro-plasma, glow discharge plasma electrolysis, electrode effect, electrolytic plasma, etc. The light-emitting process is associated with the development of an irregular and erratic current time-series which has been arbitrarily labelled as "random," and thus dissuaded further research in this direction. Here, we examine the current time-series signals measured in cathodic CGDE configuration in a concentrated KOH solution at different dc bias voltages greater than the critical voltage. We show that the signals are, in fact, not random according to the NIST SP. 800-22 test suite definition. We also demonstrate that post-processing low-pass filtered sequences requires less time than the native as-measured sequences, suggesting a superposition of low frequency chaotic fluctuations and high frequency behaviors (which may be produced by more than one possible source of entropy). Using an array of nonlinear time-series analyses for dynamical systems, i.e., the computation of largest Lyapunov exponents and correlation dimensions, and re-construction of phase portraits, we found that low-pass filtered datasets undergo a transition from quasi-periodic to chaotic to quasi-hyper-chaotic behavior, and back again to chaos when the voltage controlling-parameter is increased. The high frequency part of the signals is discussed in terms of highly nonlinear turbulent motion developed around the working electrode.
NASA Astrophysics Data System (ADS)
Stanley, R. H. R.; Jenkins, W. J.; Doney, S. C.; Lott, D. E., III
2015-09-01
Significant rates of primary production occur in the oligotrophic ocean, without any measurable nutrients present in the mixed layer, fueling a scientific paradox that has lasted for decades. Here, we provide a new determination of the annual mean physical supply of nitrate to the euphotic zone in the western subtropical North Atlantic. We combine a 3-year time series of measurements of tritiugenic 3He from 2003 to 2006 in the surface ocean at the Bermuda Atlantic Time-series Study (BATS) site with a sophisticated noble gas calibrated air-sea gas exchange model to constrain the 3He flux across the sea-air interface, which must closely mirror the upward 3He flux into the euphotic zone. The product of the 3He flux and the observed subsurface nitrate-3He relationship provides an estimate of the minimum rate of new production in the BATS region. We also apply the gas model to an earlier time series of 3He measurements at BATS in order to recalculate new production fluxes for the 1985 to 1988 time period. The observations, despite an almost 3-fold difference in the nitrate-3He relationship, yield a roughly consistent estimate of nitrate flux. In particular, the nitrate flux from 2003 to 2006 is estimated to be 0.65 ± 0.14 mol m-2 yr-1, which is ~40 % smaller than the calculated flux for the period from 1985 to 1988. The difference in nitrate flux between the time periods may be signifying a real difference in new production resulting from changes in subtropical mode water formation. Overall, the nitrate flux is larger than most estimates of export fluxes or net community production fluxes made locally for the BATS site, which is likely a reflection of the larger spatial scale covered by the 3He technique and potentially also by the decoupling of 3He and nitrate during the obduction of water masses from the main thermocline into the upper ocean. The upward nitrate flux is certainly large enough to support observed rates of primary production at BATS and more generally
Validity of threshold-crossing analysis of symbolic dynamics from chaotic time series
Bollt; Stanford; Lai; Zyczkowski
2000-10-16
A practical and popular technique to extract the symbolic dynamics from experimentally measured chaotic time series is the threshold-crossing method, by which an arbitrary partition is utilized for determining the symbols. We address to what extent the symbolic dynamics so obtained can faithfully represent the phase-space dynamics. Our principal result is that such a practice can lead to a severe misrepresentation of the dynamical system. The measured topological entropy is a Devil's staircase-like, but surprisingly nonmonotone, function of a parameter characterizing the amount of misplacement of the partition.
Update on EMD and Hilbert-Spectra Analysis of Time Series
NASA Technical Reports Server (NTRS)
Huang, Norden E.
2003-01-01
This method is especially well suited for analyzing time-series data that represent nonstationary and nonlinear physical phenomena. The method is based principally on the concept of empirical mode decomposition (EMD), according to which any complicated signal (as represented by digital samples) can be decomposed into a finite number of functions, called "intrinsic mode functions" (IMFs), that admit well-behaved Hilbert transforms. The local energies and the instantaneous frequencies derived from the IMFs through Hilbert transforms can be used to construct an energy-frequency-time distribution, denoted a Hilbert spectrum.
NASA Astrophysics Data System (ADS)
Sawant, S. A.; Chakraborty, M.; Suradhaniwar, S.; Adinarayana, J.; Durbha, S. S.
2016-06-01
Satellite based earth observation (EO) platforms have proved capability to spatio-temporally monitor changes on the earth's surface. Long term satellite missions have provided huge repository of optical remote sensing datasets, and United States Geological Survey (USGS) Landsat program is one of the oldest sources of optical EO datasets. This historical and near real time EO archive is a rich source of information to understand the seasonal changes in the horticultural crops. Citrus (Mandarin / Nagpur Orange) is one of the major horticultural crops cultivated in central India. Erratic behaviour of rainfall and dependency on groundwater for irrigation has wide impact on the citrus crop yield. Also, wide variations are reported in temperature and relative humidity causing early fruit onset and increase in crop water requirement. Therefore, there is need to study the crop growth stages and crop evapotranspiration at spatio-temporal scale for managing the scarce resources. In this study, an attempt has been made to understand the citrus crop growth stages using Normalized Difference Time Series (NDVI) time series data obtained from Landsat archives (http://earthexplorer.usgs.gov/). Total 388 Landsat 4, 5, 7 and 8 scenes (from year 1990 to Aug. 2015) for Worldwide Reference System (WRS) 2, path 145 and row 45 were selected to understand seasonal variations in citrus crop growth. Considering Landsat 30 meter spatial resolution to obtain homogeneous pixels with crop cover orchards larger than 2 hectare area was selected. To consider change in wavelength bandwidth (radiometric resolution) with Landsat sensors (i.e. 4, 5, 7 and 8) NDVI has been selected to obtain continuous sensor independent time series. The obtained crop growth stage information has been used to estimate citrus basal crop coefficient information (Kcb). Satellite based Kcb estimates were used with proximal agrometeorological sensing system
Short-term pollution forecasts based on linear and nonlinear methods of time series analysis
NASA Astrophysics Data System (ADS)
Russo, A.; Trigo, R. M.
2012-04-01
Urban air pollution is a complex mixture of toxic components, which may induce acute and chronic responses from sensitive groups, such as children and people with previous heart and respiratory insufficiencies. However, air pollution, presents a highly chaotic and non-linear behavior. In this work we analyzed several pollutants time series recorded in the urban area of Lisbon (Portugal) for the 2002-2006 period. Linear and nonlinear methods were applied in order to assess NO2, PM10 and O3 main trends and fluctuations and finally, to produce daily forecasts of the referred pollutants. Here we evaluate the potential of linear and non-linear neural networks (NN) to produce short-term forecasts, and also the contribution of meteorological variables (daily mean temperature, radiation, wind speed and direction, boundary layer height, humidity) to pollutants dispersion. Additionally, we assess the role of large-scale circulation patterns, usually referred as Weather types (WT) (from the ERA40/ECMWF and ECMWF SLP database) towards the occurrence of critical pollution events identified previously. The presence and importance of trends and fluctuation is addressed by means of two modelling approaches: (1) raw data modelling; (2) residuals modelling (after the removal of the trends from the original data). The relative importance of two periodic components, the weekly and the monthly cycles, is addressed. For the three pollutants, the approach based on the removal of the weekly cycle presents the best results, comparatively to the removal of the monthly cycle or to the use of the raw data. The best predictors are chosen independently for each monitoring station and pollutant through an objective procedure (backward stepwise regression). The analysis reveals that the most significant variables in predicting NO2 concentration are several NO2 measures, wind direction and speed and global radiation, while for O3 correspond to several O3 measures, O3 precursors and WT
[Improving data warehouse environments for efficient analysis of long time-series data].
Kataoka, Hiromi; Hatakeyama, Yutaka; Okuhara, Yoshiyasu; Sugiura, Tetsuro
2012-07-01
Medical records contain enormous amounts of data. It is important to extract useful evidence from such data and feedback to clinical medicine. Evidence-based medicine (EBM) was introduced in the 1990s and has been widely used for more than 20 years, however, hospital information system environments that take advantage of the ideas of EBM have not yet been established. Recently, the numbers of medical institutions with multilateral search systems for the medical records stored in data warehouses (DWHs) have been increasing, but these institutions' systems cannot deal fully with issues such as data reliability and high-dimensional, high-speed searches. DWHs can control long time-series data. Although, the measurement methods and analytical equipment used have been modified and improved with advances in testing techniques, this may have induced shifting and/or fragmentation of these types of data. Furthermore, database design has to be flexible to satisfy the various demands of information retrieval; systems must therefore have the structures to deal with such demands. We report here our new system infrastructure, which exchanges data in order to absorb the data shifting associated with changes in the testing methods. The system enables the preparation of DWH environments that can be used to seamlessly analyze long time-series data, record in knowledge databases the results of comprehensive analyses of institutions' characteristics of laboratory diagnoses, and use the data in education, research and clinical practice.
Beyond Fractals and 1/f Noise: Multifractal Analysis of Complex Physiological Time Series
NASA Astrophysics Data System (ADS)
Ivanov, Plamen Ch.; Amaral, Luis A. N.; Ashkenazy, Yosef; Stanley, H. Eugene; Goldberger, Ary L.; Hausdorff, Jeffrey M.; Yoneyama, Mitsuru; Arai, Kuniharu
2001-03-01
We investigate time series with 1/f-like spectra generated by two physiologic control systems --- the human heartbeat and human gait. We show that physiological fluctuations exhibit unexpected ``hidden'' structures often described by scaling laws. In particular, our studies indicate that when analyzed on different time scales the heartbeat fluctuations exhibit cascades of branching patterns with self-similar (fractal) properties, characterized by long-range power-law anticorrelations. We find that these scaling features change during sleep and wake phases, and with pathological perturbations. Further, by means of a new wavelet-based technique, we find evidence of multifractality in the healthy human heartbeat even under resting conditions, and show that the multifractal character and nonlinear properties of the healthy heart are encoded in the Fourier phases. We uncover a loss of multifractality for a life-threatening condition, congestive heart failure. In contrast to the heartbeat, we find that the interstride interval time series of healthy human gait, a voluntary process under neural regulation, is described by a single fractal dimension (such as classical 1/f noise) indicating monofractal behavior. Thus our approach can help distinguish physiological and physical signals with comparable frequency spectra and two-point correlations, and guide modeling of their control mechanisms.
A Regularized Linear Dynamical System Framework for Multivariate Time Series Analysis
Liu, Zitao; Hauskrecht, Milos
2015-01-01
Linear Dynamical System (LDS) is an elegant mathematical framework for modeling and learning Multivariate Time Series (MTS). However, in general, it is difficult to set the dimension of an LDS’s hidden state space. A small number of hidden states may not be able to model the complexities of a MTS, while a large number of hidden states can lead to overfitting. In this paper, we study learning methods that impose various regularization penalties on the transition matrix of the LDS model and propose a regularized LDS learning framework (rLDS) which aims to (1) automatically shut down LDSs’ spurious and unnecessary dimensions, and consequently, address the problem of choosing the optimal number of hidden states; (2) prevent the overfitting problem given a small amount of MTS data; and (3) support accurate MTS forecasting. To learn the regularized LDS from data we incorporate a second order cone program and a generalized gradient descent method into the Maximum a Posteriori framework and use Expectation Maximization to obtain a low-rank transition matrix of the LDS model. We propose two priors for modeling the matrix which lead to two instances of our rLDS. We show that our rLDS is able to recover well the intrinsic dimensionality of the time series dynamics and it improves the predictive performance when compared to baselines on both synthetic and real-world MTS datasets. PMID:25905027
Ordinal pattern and statistical complexity analysis of daily stream flow time series
NASA Astrophysics Data System (ADS)
Lange, H.; Rosso, O. A.; Hauhs, M.
2013-06-01
When calculating the Bandt and Pompe ordinal pattern distribution from given time series at depth D, some of the D! patterns might not appear. This could be a pure finite size effect (missing patterns) or due to dynamical properties of the observed system (forbidden patterns). For pure noise, no forbidden patterns occur, contrary to deterministic chaotic maps. We investigate long time series of river runoff for missing patterns and calculate two global properties of their pattern distributions: the Permutation Entropy and the Permutation Statistical Complexity. This is compared to purely stochastic but long-range correlated processes, the k-noise (noise with power spectrum f - k ), where k is a parameter determining the strength of the correlations. Although these processes closely resemble runoff series in their correlation behavior, the ordinal pattern statistics reveals qualitative differences, which can be phrased in terms of missing patterns behavior or the temporal asymmetry of the observed series. For the latter, an index is developed in the paper, which may be used to quantify the asymmetry of natural processes as opposed to artificially generated data.
NASA Astrophysics Data System (ADS)
Alexander, Robert L.; O'Modhrain, Sile; Roberts, D. Aaron; Gilbert, Jason A.; Zurbuchen, Thomas H.
2014-07-01
The effective navigation, mining, and analysis of large time series data sets presents a recurring challenge throughout heliophysics. Audification, a specific form of auditory analysis commonly used in other fields of research (such as geoseismology), provides a promising technique for the evaluation of spectral features in long heliospheric time series data sets. Following a standard research methodology for the development of new analysis techniques, this paper presents a detailed case study in which audification was introduced into the working process of an experienced heliophysics research scientist and used for the identification and classification of features in high-resolution magnetometer data during a structured analysis task. Auditory evaluation successfully led to the detection of artificial, instrument-induced noise that was not previously observed by the scientist and also the identification of wave activity embedded within turbulent solar wind data. A follow-up interview indicated that the scientist continued using these auditory analysis methods in the assessment of every large data set during the 2 months after the study was completed. These findings indicate that audification can be valuable and enabling for researchers in forming a deeper understanding of both microstructures and macrostructures within large time series. Additionally, as both a standalone methodology and a supplement to visual analysis methods, audification can expedite certain stages of the data survey, analysis, and mining process and provide new qualitative insight into the spectral content of time-varying signals.
Wang, Wei; Shen, Hao; Xie, Jingjing; Zhou, Qiang; Chen, Yu; Lu, Hua
2014-06-01
The present study was aimed to explore possible key genes and bioprocess affected by age during fracture healing. GSE589, GSE592 and GSE1371 were downloaded from gene expression omnibus database. The time-series genes of three age levels rats were firstly identified with hclust function in R. Then functional and pathway enrichment analysis for selected time-series genes were performed. Finally, the VennDiagram package of R language was used to screen overlapping n time-series genes. The expression changes of time-series genes in the rats of three age levels were classified into two types: one was higher expressed at 0 day, decreased at 3 day to 2 week, and increased from 4 to 6 week; the other was the opposite. Functional and pathways enrichment analysis showed that 12 time-series genes of adult and old rats were significantly involved in ECM-receptor interaction pathway. The expression changes of 11 genes were consistent with time axis, 10 genes were up-regulated at 3 days after fracture, and increased slowly in 6 week, while Itga2b was down-regulated. The functions of 106 overlapping genes were all associated with growth and development of bone after fracture. The key genes in ECM-receptor interaction pathway including Spp1, Ibsp, Tnn and Col3a1 have been reported to be related to fracture in literatures. The difference during fracture healing in three age levels rats is mainly related to age. The Spp1, Ibsp, Tnn and Col3a1 are possible potential age-related genes and ECM-receptor interaction pathway is the potential age-related process during fracture healing. PMID:24627361
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
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
A time series analysis of the rabies control programme in Chile.
Ernst, S. N.; Fabrega, F.
1989-01-01
The classical time series decomposition method was used to compare the temporal pattern of rabies in Chile before and after the implementation of the control programme. In the years 1950-60, a period without control measures, rabies showed an increasing trend, a seasonal excess of cases in November and December and a cyclic behaviour with outbreaks occurring every 5 years. During 1961-1970 and 1971-86, a 26-year period that includes two different phases of the rabies programme which started in 1961, there was a general decline in the incidence of rabies. The seasonality disappeared when the disease reached a low frequency level and the cyclical component was not evident. PMID:2606167
A time-series analysis of flood disaster around Lena river using Landsat TM/ETM+
NASA Astrophysics Data System (ADS)
Sakai, Toru; Hatta, Shigemi; Okumura, Makoto; Takeuchi, Wataru; Hiyama, Tetsuya; Inoue, Gen
2010-05-01
Landsat satellite has provided a continuous record of earth observation since 1972, gradually improving sensors (i.e. MSS, TM and ETM+). Already processed archives of Landsat image are now available free of charge from the internet. The Landsat image of 30 m spatial resolution with multiple spectral bands between 450 and 2350 nm is appropriate for detailed mapping of natural resource at wide geographical areas. However, one of the biggest concerns in the use of Landsat image is the uncertainty in the timing of acquisitions. Although detection of land cover change usually requires acquisitions before and after the change, the Landsat image is often unavailable because of the long-term intervals (16 days) and variation in atmosphere. Nearly cloud-free image is acquired at least once per year (total of 22 or 23 scenes per year). Therefore, it may be difficult to acquire appropriate images for monitoring natural disturbances caused at short-term intervals (e.g., flood, forest fire and hurricanes). Our objectives are: (1) to examine whether a time-series of Landsat image is available for monitoring a flood disaster, and (2) to evaluate the impact and timing of the flood disaster around Lena river in Siberia. A set of Landsat TM/ETM+ satellite images was used to enable acquisition of cloud-free image, although Landsat ETM+ images include failure of the Scan Line Corrector (SLC) from May 2003. The overlap area of a time series of 20 Landsat TM/ETM+ images (path 120-122, row 17) from April 2007 to August 2007 was clipped (approximately 33 km × 90 km), and the other area was excluded from the analyses. Image classification was performed on each image separately using an unsupervised ISODATA method, and each Landsat TM/ETM+ image was classified into three land cover types: (1) ice, (2) water, and (3) land. From three land cover types, the area of Lena river was estimated. The area of Lena river dramatically changed after spring breakup. The middle part of Lena river around
PreAnalyseExtended: A graphical tool for (geophysical) time series analysis
NASA Astrophysics Data System (ADS)
Gebauer, André
2016-04-01
Time depending records of different geophysical and geodetic measurement systems require screening and post-processing, often combining the primary observable with additional measurement quantities from other external sensors or geophysical models. The ring laser 'G' located at the Geodetic Observatory Wettzell for example observes rotational ground motions depending on the sensor orientation. Hence tilt effects need to be corrected from the raw measurements of rotation. While the local tilt is taken from an independent time series of an auxiliary sensor, solid Earth tides and polar motion are corrected based on appropriate models. PreAnalyseExtended is a powerful software tool that combines the screening and processing of geophysical measurements of a variety of input sensors with a unique set of at least seven fully included models. This talk provides an introduction the important features of this open source tool.
NASA Technical Reports Server (NTRS)
Scargle, Jeffrey D.
1990-01-01
While chaos arises only in nonlinear systems, standard linear time series models are nevertheless useful for analyzing data from chaotic processes. This paper introduces such a model, the chaotic moving average. This time-domain model is based on the theorem that any chaotic process can be represented as the convolution of a linear filter with an uncorrelated process called the chaotic innovation. A technique, minimum phase-volume deconvolution, is introduced to estimate the filter and innovation. The algorithm measures the quality of a model using the volume covered by the phase-portrait of the innovation process. Experiments on synthetic data demonstrate that the algorithm accurately recovers the parameters of simple chaotic processes. Though tailored for chaos, the algorithm can detect both chaos and randomness, distinguish them from each other, and separate them if both are present. It can also recover nonminimum-delay pulse shapes in non-Gaussian processes, both random and chaotic.
Solving Logistic Regression with Group Cardinality Constraints for Time Series Analysis
Zhang, Yong; Pohl, Kilian M.
2016-01-01
We propose an algorithm to distinguish 3D+t images of healthy from diseased subjects by solving logistic regression based on cardinality constrained, group sparsity. This method reduces the risk of overfitting by providing an elegant solution to identifying anatomical regions most impacted by disease. It also ensures that consistent identification across the time series by grouping each image feature across time and counting the number of non-zero groupings. While popular in medical imaging, group cardinality constrained problems are generally solved by relaxing counting with summing over the groupings. We instead solve the original problem by generalizing a penalty decomposition algorithm, which alternates between minimizing a logistic regression function with a regularizer based on the Frobenius norm and enforcing sparsity. Applied to 86 cine MRIs of healthy cases and subjects with Tetralogy of Fallot (TOF), our method correctly identifies regions impacted by TOF and obtains a statistically significant higher classification accuracy than logistic regression without and relaxed grouped sparsity constraint.
Edgelist phase unwrapping algorithm for time series InSAR analysis.
Shanker, A Piyush; Zebker, Howard
2010-03-01
We present here a new integer programming formulation for phase unwrapping of multidimensional data. Phase unwrapping is a key problem in many coherent imaging systems, including time series synthetic aperture radar interferometry (InSAR), with two spatial and one temporal data dimensions. The minimum cost flow (MCF) [IEEE Trans. Geosci. Remote Sens. 36, 813 (1998)] phase unwrapping algorithm describes a global cost minimization problem involving flow between phase residues computed over closed loops. Here we replace closed loops by reliable edges as the basic construct, thus leading to the name "edgelist." Our algorithm has several advantages over current methods-it simplifies the representation of multidimensional phase unwrapping, it incorporates data from external sources, such as GPS, where available to better constrain the unwrapped solution, and it treats regularly sampled or sparsely sampled data alike. It thus is particularly applicable to time series InSAR, where data are often irregularly spaced in time and individual interferograms can be corrupted with large decorrelated regions. We show that, similar to the MCF network problem, the edgelist formulation also exhibits total unimodularity, which enables us to solve the integer program problem by using efficient linear programming tools. We apply our method to a persistent scatterer-InSAR data set from the creeping section of the Central San Andreas Fault and find that the average creep rate of 22 mm/Yr is constant within 3 mm/Yr over 1992-2004 but varies systematically with ground location, with a slightly higher rate in 1992-1998 than in 1999-2003. PMID:20208954
Farag, Tamer H.; Faruque, Abu S.; Wu, Yukun; Das, Sumon K.; Hossain, Anowar; Ahmed, Shahnawaz; Ahmed, Dilruba; Nasrin, Dilruba; Kotloff, Karen L.; Panchilangam, Sandra; Nataro, James P.; Cohen, Dani; Blackwelder, William C.; Levine, Myron M.
2013-01-01
Background Shigella infections are a public health problem in developing and transitional countries because of high transmissibility, severity of clinical disease, widespread antibiotic resistance and lack of a licensed vaccine. Whereas Shigellae are known to be transmitted primarily by direct fecal-oral contact and less commonly by contaminated food and water, the role of the housefly Musca domestica as a mechanical vector of transmission is less appreciated. We sought to assess the contribution of houseflies to Shigella-associated moderate-to-severe diarrhea (MSD) among children less than five years old in Mirzapur, Bangladesh, a site where shigellosis is hyperendemic, and to model the potential impact of a housefly control intervention. Methods Stool samples from 843 children presenting to Kumudini Hospital during 2009–2010 with new episodes of MSD (diarrhea accompanied by dehydration, dysentery or hospitalization) were analyzed. Housefly density was measured twice weekly in six randomly selected sentinel households. Poisson time series regression was performed and autoregression-adjusted attributable fractions (AFs) were calculated using the Bruzzi method, with standard errors via jackknife procedure. Findings Dramatic springtime peaks in housefly density in 2009 and 2010 were followed one to two months later by peaks of Shigella-associated MSD among toddlers and pre-school children. Poisson time series regression showed that housefly density was associated with Shigella cases at three lags (six weeks) (Incidence Rate Ratio = 1.39 [95% CI: 1.23 to 1.58] for each log increase in fly count), an association that was not confounded by ambient air temperature. Autocorrelation-adjusted AF calculations showed that a housefly control intervention could have prevented approximately 37% of the Shigella cases over the study period. Interpretation Houseflies may play an important role in the seasonal transmission of Shigella in some developing country ecologies
Trend analysis of air temperature and precipitation time series over Greece: 1955-2010
NASA Astrophysics Data System (ADS)
Marougianni, G.; Melas, D.; Kioutsioukis, I.; Feidas, H.; Zanis, P.; Anandranistakis, E.
2012-04-01
In this study, a database of air temperature and precipitation time series from the network of Hellenic National Meteorological Service has been developed in the framework of the project GEOCLIMA, co-financed by the European Union and Greek national funds through the Operational Program "Competitiveness and Entrepreneurship" of the Research Funding Program COOPERATION 2009. Initially, a quality test was applied to the raw data and then missing observations have been imputed with a regularized, spatial-temporal expectation - maximization algorithm to complete the climatic record. Next, a quantile - matching algorithm was applied in order to verify the homogeneity of the data. The processed time series were used for the calculation of temporal annual and seasonal trends of air temperature and precipitation. Monthly maximum and minimum surface air temperature and precipitation means at all available stations in Greece were analyzed for temporal trends and spatial variation patterns for the longest common time period of homogenous data (1955 - 2010), applying the Mann-Kendall test. The majority of the examined stations showed a significant increase in the summer maximum and minimum temperatures; this could be possibly physically linked to the Etesian winds, because of the less frequent expansion of the low over the southeastern Mediterranean. Summer minimum temperatures have been increasing at a faster rate than that of summer maximum temperatures, reflecting an asymmetric change of extreme temperature distributions. Total annual precipitation has been significantly decreased at the stations located in western Greece, as well as in the southeast, while the remaining areas exhibit a non-significant negative trend. This reduction is very likely linked to the positive phase of the NAO that resulted in an increase in the frequency and persistence of anticyclones over the Mediterranean.
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
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).
Assimakis, P D; Dillbeck, M C
1995-06-01
Two replication studies test in Canada a field theory of the effect of consciousness on social change. The exogenous variable is the number of participants in the largest North American group practice of the Transcendental Meditation and TM-Sidhi program, in Iowa. The first study indicated a significant reduction in violent deaths (homicide, suicide, and motor vehicle fatalities), using both time series intervention analysis and transfer function analysis methods, in weeks following change in the exogenous variable during the period 1983 to 1985. The second study, using time series intervention analysis, gave during and after intervention periods a significant improvement in quality of life on an index composed of the behavioral variables available on a monthly basis for Canada from 1972 to 1986-homicide, suicide, motor vehicle fatalities, cigarette consumption, and workers' days lost due to strikes. Implications of the findings for theory and social policy are noted briefly.
NASA Astrophysics Data System (ADS)
Lu, Wen Xi; Zhao, Ying; Chu, Hai Bo; Yang, Lei Lei
2014-09-01
To enhance our understanding of the dynamic characteristics of groundwater level in the western Jilin Province of China, two models of decomposition method in time series analysis, additive model and multiplicative model, are employed in this study. The data used in the models are the monthly groundwater levels of three wells observed from 1986 to 2011. Moreover, the analysis of three wells, located in the upper, middle and downstream of the groundwater flow path, helps to obtain the variation in each well and the mutual comparison among them. The final results indicate that the groundwater levels show a decreasing trend and the period of variation last for about 7 years. In addition, hydrographs of the three wells manifest the impacts of human behavior on groundwater level increases since 1995. Furthermore, compared with the autoregressive integrated moving average model, the decomposition method is recommended in the analysis and prediction of groundwater levels.
Scottish Keep Well health check programme: an interrupted time series analysis
Geue, Claudia; Lewsey, James D; MacKay, Daniel F; Antony, Grace; Fischbacher, Colin M; Muirie, Jill; McCartney, Gerard
2016-01-01
Background Effective interventions are available to reduce cardiovascular risk. Recently, health check programmes have been implemented to target those at high risk of cardiovascular disease (CVD), but there is much debate whether these are likely to be effective at population level. This paper evaluates the impact of wave 1 of Keep Well, a Scottish health check programme, on cardiovascular outcomes. Methods Interrupted time series analyses were employed, comparing trends in outcomes in participating and non-participating practices before and after the introduction of health checks. Health outcomes are defined as CVD mortality, incident hospitalisations and prescribing of cardiovascular drugs. Results After accounting for secular trends and seasonal variation, coronary heart disease mortality and hospitalisations changed by 0.4% (95% CI −5.2% to 6.3%) and −1.1% (−3.4% to 1.3%) in Keep Well practices and by −0.3% (−2.7% to 2.2%) and −0.1% (−1.8% to 1.7%) in non-Keep Well practices, respectively, following the intervention. Adjusted changes in prescribing in Keep Well and non-Keep Well practices were 0.4% (−10.4% to 12.5%) and −1.5% (−9.4% to 7.2%) for statins; −2.5% (−12.3% to 8.4%) and −1.6% (−7.1% to 4.3%) for antihypertensive drugs; and −0.9% (−6.5% to 5.0%) and −2.4% (−10.1% to 6.0%) for antiplatelet drugs. Conclusions Any impact of the Keep Well health check intervention on CVD outcomes and prescribing in Scotland was very small. Findings do not support the use of the screening approach used by current health check programmes to address CVD. We used an interrupted time series method, but evaluation methods based on randomisation are feasible and preferable and would have allowed more reliable conclusions. These should be considered more often by policymakers at an early stage in programme design when there is uncertainty regarding programme effectiveness. PMID:27072868
NASA Astrophysics Data System (ADS)
Cho, S.; Woo, N. C.; Lee, J. M.
2015-12-01
This study is aimed at developing process to analyze and predict groundwater drought potentials for Winter and Spring droughts in Korea using a long-term groundwater monitoring data. So far, most drought researches have been focused on precipitation and stream-flow data, although these data are considered to be non-linear. Subsequently, the prediction of drought events has been very difficult in practice. In this study, we targets to analyze the groundwater system as an intermediate stage between precipitation and stream-flow, but still has semi-linear characteristics. By the analysis of past trends of groundwater time-series compared with drought events, we will identify characteristics of fluctuation between groundwater-level and precipitation of the year before the droughts. Then, the characteristics will be tested with recent drought events in Korea. For this analysis, The updated ATGT (Analysis Tool for Groundwater Time-series data program version 1.0 based on JAVA), that was developed for analyzing and presenting groundwater time-series data, basically to identify abnormal changes in groundwater fluctuations, will be presented with additional functions including cross-correlation between groundwater and drought based on the PYTHON language.
Overland Flow Analysis Using Time Series of Suas-Derived Elevation Models
NASA Astrophysics Data System (ADS)
Jeziorska, J.; Mitasova, H.; Petrasova, A.; Petras, V.; Divakaran, D.; Zajkowski, T.
2016-06-01
With the advent of the innovative techniques for generating high temporal and spatial resolution terrain models from Unmanned Aerial Systems (UAS) imagery, it has become possible to precisely map overland flow patterns. Furthermore, the process has become more affordable and efficient through the coupling of small UAS (sUAS) that are easily deployed with Structure from Motion (SfM) algorithms that can efficiently derive 3D data from RGB imagery captured with consumer grade cameras. We propose applying the robust overland flow algorithm based on the path sampling technique for mapping flow paths in the arable land on a small test site in Raleigh, North Carolina. By comparing a time series of five flights in 2015 with the results of a simulation based on the most recent lidar derived DEM (2013), we show that the sUAS based data is suitable for overland flow predictions and has several advantages over the lidar data. The sUAS based data captures preferential flow along tillage and more accurately represents gullies. Furthermore the simulated water flow patterns over the sUAS based terrain models are consistent throughout the year. When terrain models are reconstructed only from sUAS captured RGB imagery, however, water flow modeling is only appropriate in areas with sparse or no vegetation cover.
New Ground Truth Capability from InSAR Time Series Analysis
Buckley, S; Vincent, P; Yang, D
2005-07-13
We demonstrate that next-generation interferometric synthetic aperture radar (InSAR) processing techniques applied to existing data provide rich InSAR ground truth content for exploitation in seismic source identification. InSAR time series analyses utilize tens of interferograms and can be implemented in different ways. In one such approach, conventional InSAR displacement maps are inverted in a final post-processing step. Alternatively, computationally intensive data reduction can be performed with specialized InSAR processing algorithms. The typical final result of these approaches is a synthesized set of cumulative displacement maps. Examples from our recent work demonstrate that these InSAR processing techniques can provide appealing new ground truth capabilities. We construct movies showing the areal and temporal evolution of deformation associated with previous nuclear tests. In other analyses, we extract time histories of centimeter-scale surface displacement associated with tunneling. The potential exists to identify millimeter per year surface movements when sufficient data exists for InSAR techniques to isolate and remove phase signatures associated with digital elevation model errors and the atmosphere.
Sample Preparation for Phosphoproteomic Analysis of Circadian Time Series in Arabidopsis thaliana
Krahmer, Johanna; Hindle, Matthew M.; Martin, Sarah F.; Le Bihan, Thierry; Millar, Andrew J.
2015-01-01
Systems biological approaches to study the Arabidopsis thaliana circadian clock have mainly focused on transcriptomics while little is known about the proteome, and even less about posttranslational modifications. Evidence has emerged that posttranslational protein modifications, in particular phosphorylation, play an important role for the clock and its output. Phosphoproteomics is the method of choice for a large-scale approach to gain more knowledge about rhythmic protein phosphorylation. Recent plant phosphoproteomics publications have identified several thousand phosphopeptides. However, the methods used in these studies are very labor-intensive and therefore not suitable to apply to a well-replicated circadian time series. To address this issue, we present and compare different strategies for sample preparation for phosphoproteomics that are compatible with large numbers of samples. Methods are compared regarding number of identifications, variability of quantitation, and functional categorization. We focus on the type of detergent used for protein extraction as well as methods for its removal. We also test a simple two-fraction separation of the protein extract. PMID:25662467
On the embedding-dimension analysis of AE and AL time series
NASA Technical Reports Server (NTRS)
Shan, Lin-Hua; Goertz, Christoph; Smith, Robert A.
1991-01-01
Several authors have employed the embedding-dimension method to analyze time series of geomagnetic indices, with differing results for the value of the correlation dimension nu. It is argued that these differences may arise from corresponding differences in the length and construction of the various data sets used. Practical application of the method to sets of discretized data requires use of a delay time scale set by the autocorrelation time of the data set. It is found that a particular data set containing 35 days of AE exhibits an autocorrelation time tau(c) longer by an order of magnitude than that of a short-duration (less than 5 days) set, raising the possibility that extant analyses of long-duration sets may have employed delay times shorter than tau(c). In addition, the power spectrum of AE reveals modulation at a period of 24 hr. A numerical experiment on the logistic map shows that such modulation introduces an extra degree of freedom in the data, resulting in an augmented correlation dimension.
Li, Jing; Zipper, Carl E; Donovan, Patricia F; Wynne, Randolph H; Oliphant, Adam J
2015-09-01
Surface mining disturbances have attracted attention globally due to extensive influence on topography, land use, ecosystems, and human populations in mineral-rich regions. We analyzed a time series of Landsat satellite imagery to produce a 28-year disturbance history for surface coal mining in a segment of eastern USA's central Appalachian coalfield, southwestern Virginia. The method was developed and applied as a three-step sequence: vegetation index selection, persistent vegetation identification, and mined-land delineation by year of disturbance. The overall classification accuracy and kappa coefficient were 0.9350 and 0.9252, respectively. Most surface coal mines were identified correctly by location and by time of initial disturbance. More than 8 % of southwestern Virginia's >4000-km(2) coalfield area was disturbed by surface coal mining over the 28-year period. Approximately 19.5 % of the Appalachian coalfield surface within the most intensively mined county (Wise County) has been disturbed by mining. Mining disturbances expanded steadily and progressively over the study period. Information generated can be applied to gain further insight concerning mining influences on ecosystems and other essential environmental features.
Hogan, Alexandra B; Anderssen, Robert S; Davis, Stephanie; Moore, Hannah C; Lim, Faye J; Fathima, Parveen; Glass, Kathryn
2016-09-01
Respiratory syncytial virus (RSV) causes respiratory illness in young children and is most commonly associated with bronchiolitis. RSV typically occurs as annual or biennial winter epidemics in temperate regions, with less pronounced seasonality in the tropics. We sought to characterise and compare the seasonality of RSV and bronchiolitis in temperate and tropical Western Australia. We examined over 13 years of RSV laboratory identifications and bronchiolitis hospitalisations in children, using an extensive linked dataset from Western Australia. We applied mathematical time series analyses to identify the dominant seasonal cycle, and changes in epidemic size and timing over this period. Both the RSV and bronchiolitis data showed clear winter epidemic peaks in July or August in the southern Western Australia regions, but less identifiable seasonality in the northern regions. Use of complex demodulation proved very effective at comparing disease epidemics. The timing of RSV and bronchiolitis epidemics coincided well, but the size of the epidemics differed, with more consistent peak sizes for bronchiolitis than for RSV. Our results show that bronchiolitis hospitalisations are a reasonable proxy for the timing of RSV detections, but may not fully capture the magnitude of RSV epidemics. PMID:27294794
Analysis of long time series of reprocessed GPS total column water vapour estimates
NASA Astrophysics Data System (ADS)
Bock, O.; Garayt, B.; Bar-Sever, Y.; Byun, S.
2012-04-01
Reprocessed GPS data provide accurate and stable estimates of zenith tropospheric delay (ZTD) and total column water vapour (TCWV) estimates. Time series exceeding 15 years become progressively available over the globally distributed continuously-operating International GNSS Service (IGS) network and the European EUREF Permanent Network (EPN). This work aims at assessing the quality of such reprocessed ZTD solutions and using them for climate monitoring and model validation. First we assessed the quality of three ZTD solutions: (i) the reprocessed tropospheric solution produced at JPL for IGS (repro1, covering period 1995-2007), (ii) the operational IGS tropospheric solution (trop_new, covering period 2001-2010), and (iii) a reprocessed solution produced at IGN (sgn_repro1, covering period 2004-2010). All three solutions show a good overall agreement. Slight differences are due to use of different data processing procedures (e.g. antenna model, mapping function). In several cases, doubtful metadata (e.g. logfile not updated) seems responsible of discrepancies in the operational solution which were corrected during reprocessing. The reprocessed GPS ZTD estimates were converted into TCWV and analysed globally and for different regions, with a focus on timescales pertinent to climate (seasonal cycle, diurnal cycle, etc.). The GPS TCWV estimates were also compared to the ECMWF reanalysis ERA-Interim and overall good agreement is found.
Non-linear time series analysis of precipitation events using regional climate networks for Germany
NASA Astrophysics Data System (ADS)
Rheinwalt, Aljoscha; Boers, Niklas; Marwan, Norbert; Kurths, Jürgen; Hoffmann, Peter; Gerstengarbe, Friedrich-Wilhelm; Werner, Peter
2016-02-01
Synchronous occurrences of heavy rainfall events and the study of their relation in time and space are of large socio-economical relevance, for instance for the agricultural and insurance sectors, but also for the general well-being of the population. In this study, the spatial synchronization structure is analyzed as a regional climate network constructed from precipitation event series. The similarity between event series is determined by the number of synchronous occurrences. We propose a novel standardization of this number that results in synchronization scores which are not biased by the number of events in the respective time series. Additionally, we introduce a new version of the network measure directionality that measures the spatial directionality of weighted links by also taking account of the effects of the spatial embedding of the network. This measure provides an estimate of heavy precipitation isochrones by pointing out directions along which rainfall events synchronize. We propose a climatological interpretation of this measure in terms of propagating fronts or event traces and confirm it for Germany by comparing our results to known atmospheric circulation patterns.
Reservoir computing and extreme learning machines for non-linear time-series data analysis.
Butcher, J B; Verstraeten, D; Schrauwen, B; Day, C R; Haycock, P W
2013-02-01
Random projection architectures such as Echo state networks (ESNs) and Extreme Learning Machines (ELMs) use a network containing a randomly connected hidden layer and train only the output weights, overcoming the problems associated with the complex and computationally demanding training algorithms traditionally used to train neural networks, particularly recurrent neural networks. In this study an ESN is shown to contain an antagonistic trade-off between the amount of non-linear mapping and short-term memory it can exhibit when applied to time-series data which are highly non-linear. To overcome this trade-off a new architecture, Reservoir with Random Static Projections (R(2)SP) is investigated, that is shown to offer a significant improvement in performance. A similar approach using an ELM whose input is presented through a time delay (TD-ELM) is shown to further enhance performance where it significantly outperformed the ESN and R(2)SP as well other architectures when applied to a novel task which allows the short-term memory and non-linearity to be varied. The hard-limiting memory of the TD-ELM appears to be best suited for the data investigated in this study, although ESN-based approaches may offer improved performance when processing data which require a longer fading memory.
NASA Astrophysics Data System (ADS)
Goela, Priscila Costa; Cordeiro, Clara; Danchenko, Sergei; Icely, John; Cristina, Sónia; Newton, Alice
2016-11-01
This study relates sea surface temperature (SST) to the upwelling conditions off the southwest coast of Portugal using statistical analyses of publically available data. Optimum Interpolation (OI) of daily SST data were extracted from the United States (US) National Oceanic and Atmospheric Administration (NOAA) and data for wind speed and direction were from the US National Climatic Data Center. Time series were extracted at a daily frequency for a time horizon of 26 years. Upwelling indices were estimated using westerly (Qx) and southerly (Qy) Ekman transport components. In the first part of the study, time series were inspected for trend and seasonality over the whole period. The seasonally adjusted time series revealed an increasing slope for SST (0.15 °C per decade) and decreasing slopes for Qx (- 84.01 m3 s- 1 km- 1 per decade) and Qy (- 25.20 m3 s- 1 km- 1 per decade), over the time horizon. Structural breaks analysis applied to the time series showed that a statistically significant incremental increase in SST was more pronounced during the last decade. Cross-correlation between upwelling indices and SST revealed a time delay of 5 and 2 days between Qx and SST, and between Qy and SST, respectively. A spectral analysis combined with the previous analysis enabled the identification of four oceanographic seasons. Those seasons were later recognised over a restricted time period of 4 years, between 2008 and 2012, when there was an extensive sampling programme for the validation of ocean colour remote sensing imagery. The seasons were defined as: summer, with intense and regular events of upwelling; autumn, indicating relaxation of upwelling conditions; and spring and winter, showing high interannual variability in terms of number and intensity of upwelling events.
Sun, Bruce Qiang; Zhang, Jie
2016-03-01
For the effects of social integration on suicides, there have been different and even contradictive conclusions. In this study, the selected economic and social risks of suicide for different age groups and genders in the United Kingdom were identified and the effects were estimated by the multilevel time series analyses. To our knowledge, there exist no previous studies that estimated a dynamic model of suicides on the time series data together with multilevel analysis and autoregressive distributed lags. The investigation indicated that unemployment rate, inflation rate, and divorce rate are all significantly and positively related to the national suicide rates in the United Kingdom from 1981 to 2011. Furthermore, the suicide rates of almost all groups above 40 years are significantly associated with the risk factors of unemployment and inflation rate, in comparison with the younger groups.
Sun, Bruce Qiang; Zhang, Jie
2016-03-01
For the effects of social integration on suicides, there have been different and even contradictive conclusions. In this study, the selected economic and social risks of suicide for different age groups and genders in the United Kingdom were identified and the effects were estimated by the multilevel time series analyses. To our knowledge, there exist no previous studies that estimated a dynamic model of suicides on the time series data together with multilevel analysis and autoregressive distributed lags. The investigation indicated that unemployment rate, inflation rate, and divorce rate are all significantly and positively related to the national suicide rates in the United Kingdom from 1981 to 2011. Furthermore, the suicide rates of almost all groups above 40 years are significantly associated with the risk factors of unemployment and inflation rate, in comparison with the younger groups. PMID:27404607
NASA Astrophysics Data System (ADS)
Schultz, Michael; Verbesselt, Jan; Herold, Martin; Avitabile, Valerio
2013-10-01
Researchers who use remotely sensed data can spend half of their total effort analysing prior data. If this data preprocessing does not match the application, this time spent on data analysis can increase considerably and can lead to inaccuracies. Despite the existence of a number of methods for pre-processing Landsat time series, each method has shortcomings, particularly for mapping forest changes under varying illumination, data availability and atmospheric conditions. Based on the requirements of mapping forest changes as defined by the United Nations (UN) Reducing Emissions from Forest Degradation and Deforestation (REDD) program, the accurate reporting of the spatio-temporal properties of these changes is necessary. We compared the impact of three fundamentally different radiometric preprocessing techniques Moderate Resolution Atmospheric TRANsmission (MODTRAN), Second Simulation of a Satellite Signal in the Solar Spectrum (6S) and simple Dark Object Subtraction (DOS) on mapping forest changes using Landsat time series data. A modification of Breaks For Additive Season and Trend (BFAST) monitor was used to jointly map the spatial and temporal agreement of forest changes at test sites in Ethiopia and Viet Nam. The suitability of the pre-processing methods for the occurring forest change drivers was assessed using recently captured Ground Truth and high resolution data (1000 points). A method for creating robust generic forest maps used for the sampling design is presented. An assessment of error sources has been performed identifying haze as a major source for time series analysis commission error.
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.
Toledo, B A; Chian, A C-L; Rempel, E L; Miranda, R A; Muñoz, P R; Valdivia, J A
2013-02-01
We study general multifractal properties of tidal gauge and long-wave time series which show a well defined transition between two states, as is the case of sea level when a tsunami arrives. We adopt a method based on discrete wavelets, called wavelet leaders, which has been successfully used in a wide range of applications from image analysis to biomedical signals. First, we analyze an empirical time series of tidal gauge from the tsunami event of 27 February 2010 in Chile. Then, we study a numerical solution of the driven-damped regularized long-wave equation (RLWE) which displays on-off intermittency. Both time series are characterized by a sudden change between two sharply distinct dynamical states. Our analysis suggests a correspondence between the pre- and post-tsunami states (ocean background) and the on state in the RLWE, and also between the tsunami state (disturbed ocean) and the off state in the RLWE. A qualitative similarity in their singularity spectra is observed, and since the RLWE is used to model shallow water dynamics, this result could imply an underlying dynamical similarity.
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).
Multi-locus analysis of genomic time series data from experimental evolution.
Terhorst, Jonathan; Schlötterer, Christian; Song, Yun S
2015-04-01
Genomic time series data generated by evolve-and-resequence (E&R) experiments offer a powerful window into the mechanisms that drive evolution. However, standard population genetic inference procedures do not account for sampling serially over time, and new methods are needed to make full use of modern experimental evolution data. To address this problem, we develop a Gaussian process approximation to the multi-locus Wright-Fisher process with selection over a time course of tens of generations. The mean and covariance structure of the Gaussian process are obtained by computing the corresponding moments in discrete-time Wright-Fisher models conditioned on the presence of a linked selected site. This enables our method to account for the effects of linkage and selection, both along the genome and across sampled time points, in an approximate but principled manner. We first use simulated data to demonstrate the power of our method to correctly detect, locate and estimate the fitness of a selected allele from among several linked sites. We study how this power changes for different values of selection strength, initial haplotypic diversity, population size, sampling frequency, experimental duration, number of replicates, and sequencing coverage depth. In addition to providing quantitative estimates of selection parameters from experimental evolution data, our model can be used by practitioners to design E&R experiments with requisite power. We also explore how our likelihood-based approach can be used to infer other model parameters, including effective population size and recombination rate. Then, we apply our method to analyze genome-wide data from a real E&R experiment designed to study the adaptation of D. melanogaster to a new laboratory environment with alternating cold and hot temperatures.
Changes in the Use of Broad-Spectrum Antibiotics after Cefepime Shortage: a Time Series Analysis
Pannatier, A.; Ruffieux, C.; Kronenberg, A.; Mühlemann, K.; Zanetti, G.
2012-01-01
The original cefepime product was withdrawn from the Swiss market in January 2007 and replaced by a generic 10 months later. The goals of the study were to assess the impact of this cefepime shortage on the use and costs of alternative broad-spectrum antibiotics, on antibiotic policy, and on resistance of Pseudomonas aeruginosa toward carbapenems, ceftazidime, and piperacillin-tazobactam. A generalized regression-based interrupted time series model assessed how much the shortage changed the monthly use and costs of cefepime and of selected alternative broad-spectrum antibiotics (ceftazidime, imipenem-cilastatin, meropenem, piperacillin-tazobactam) in 15 Swiss acute care hospitals from January 2005 to December 2008. Resistance of P. aeruginosa was compared before and after the cefepime shortage. There was a statistically significant increase in the consumption of piperacillin-tazobactam in hospitals with definitive interruption of cefepime supply and of meropenem in hospitals with transient interruption of cefepime supply. Consumption of each alternative antibiotic tended to increase during the cefepime shortage and to decrease when the cefepime generic was released. These shifts were associated with significantly higher overall costs. There was no significant change in hospitals with uninterrupted cefepime supply. The alternative antibiotics for which an increase in consumption showed the strongest association with a progression of resistance were the carbapenems. The use of alternative antibiotics after cefepime withdrawal was associated with a significant increase in piperacillin-tazobactam and meropenem use and in overall costs and with a decrease in susceptibility of P. aeruginosa in hospitals. This warrants caution with regard to shortages and withdrawals of antibiotics. PMID:22123703
Extreme value analysis in the Danube lower basin discharge time series in the twentieth century
NASA Astrophysics Data System (ADS)
Mares, C.; Mares, Ileana; Stanciu, Antoaneta
2009-03-01
The daily discharge time series in the lower Danube basin (Orsova) have been considered for the 1900-2005 period. The extreme value theory (EVT) is applied for the study of daily discharges incorporating some covariates. Two methods are applied for fitting the data to an extreme value distribution: block maxima and peaks over thresholds (POT). Using the block maxima approach associated with the use of the generalised extreme value (GEV) distribution, monthly and seasonal maxima of daily discharge for 1900-2005 have been analysed. Separately the monthly maxima of daily discharge for the 1958-2001 was analysed in order to be compatible with atmospheric circulation available from ERA-40. For performing parameter estimation, the maximum likelihood estimation (MLE) method was used. From the three possible types of GEV distribution, a Weibull distribution fits both the monthly and seasonal maxima of the daily discharges very well. The North Atlantic Oscillation (NAO) and the first ten principal components (PC) of the decomposition in multi-variate empirical orthogonal functions (MEOF) of three atmospheric fields (sea level pressure, 500 hPa and 500-1000 hPa thickness) over the Atlantic-European region (ERA-40), have been introduced as covariates. An improvement over the model without the covariate is found by incorporating NAO as the covariate in location parameter, especially for the spring maxima having the NAO as predictor during the winter. Related to atmospheric circulation influence, the most significant results are obtained by incorporating the first 10 PCs of the MEOF in the location parameter of GEV distribution within a month before the month of the discharge level. Regarding the POT approach associated with generalised Pareto distribution (GPD), different thresholds have been tested for daily discharges in the period 1900-2005, where the maxima were fitted by a bounded (or beta) distribution.
Daily Mean Temperature Affects Urolithiasis Presentation in Seoul: a Time-series Analysis.
Lee, SeoYeon; Kim, Min-Su; Kim, Jung Hoon; Kwon, Jong Kyou; Chi, Byung Hoon; Kim, Jin Wook; Chang, In Ho
2016-05-01
This study aimed to investigate the overall cumulative exposure-response and the lag response relationships between daily temperature and urolithiasis presentation in Seoul. Using a time-series design and distributing lag nonlinear methods, we estimated the relative risk (RR) of urolithiasis presentation associated with mean daily temperature, including the cumulative RR for a 20 days period, and RR for individual daily lag through 20 days. We analyzed data from 14,518 patients of 4 hospitals emergency department who sought medical evaluation or treatment of urolithiasis from 2005-2013 in Seoul. RR was estimated according to sex and age. Associations between mean daily temperature and urolithiasis presentation were not monotonic. Furthermore, there was variation in the exposure-response curve shapes and the strength of association at different temperatures, although in most cases RRs increased for temperatures above the 13°C reference value. The RRs for urolothiasis at 29°C vs. 13°C were 2.54 in all patients (95% confidence interval [CI]: 1.67-3.87), 2.59 in male (95% CI, 1.56-4.32), 2.42 in female (95% CI, 1.15-5.07), 3.83 in male less than 40 years old (95% CI, 1.78-8.26), and 2.47 in male between 40 and 60 years old (95% CI, 1.15-5.34). Consistent trends of increasing RR of urolithiasis presentation were observed within 5 days of high temperatures across all groups. Urolithiasis presentation increased with high temperature with higher daily mean temperatures, with the strongest associations estimated for lags of only a few days, in Seoul, a metropolitan city in Korea.
Zhou, Jiang; Ito, Kazuhiko; Lall, Ramona; Lippmann, Morton; Thurston, George
2011-01-01
Background Recent toxicological and epidemiological studies have shown associations between particulate matter (PM) and adverse health effects, but which PM components are most influential is less well known. Objectives In this study, we used time-series analyses to determine the associations between daily fine PM [PM ≤ 2.5 μm in aerodynamic diameter (PM2.5)] concentrations and daily mortality in two U.S. cities—Seattle, Washington, and Detroit, Michigan. Methods We obtained daily PM2.5 filters for the years of 2002–2004 and analyzed trace elements using X-ray fluorescence and black carbon using light reflectance as a surrogate measure of elemental carbon. We used Poisson regression and distributed lag models to estimate excess deaths for all causes and for cardiovascular and respiratory diseases adjusting for time-varying covariates. We computed the excess risks for interquartile range increases of each pollutant at lags of 0 through 3 days for both warm and cold seasons. Results The cardiovascular and respiratory mortality series exhibited different source and seasonal patterns in each city. The PM2.5 components and gaseous pollutants associated with mortality in Detroit were most associated with warm season secondary aerosols and traffic markers. In Seattle, the component species most closely associated with mortality included those for cold season traffic and other combustion sources, such as residual oil and wood burning. Conclusions The effects of PM2.5 on daily mortality vary with source, season, and locale, consistent with the hypothesis that PM composition has an appreciable influence on the health effects attributable to PM. PMID:21193387
Multi-locus Analysis of Genomic Time Series Data from Experimental Evolution
Terhorst, Jonathan; Schlötterer, Christian; Song, Yun S.
2015-01-01
Genomic time series data generated by evolve-and-resequence (E&R) experiments offer a powerful window into the mechanisms that drive evolution. However, standard population genetic inference procedures do not account for sampling serially over time, and new methods are needed to make full use of modern experimental evolution data. To address this problem, we develop a Gaussian process approximation to the multi-locus Wright-Fisher process with selection over a time course of tens of generations. The mean and covariance structure of the Gaussian process are obtained by computing the corresponding moments in discrete-time Wright-Fisher models conditioned on the presence of a linked selected site. This enables our method to account for the effects of linkage and selection, both along the genome and across sampled time points, in an approximate but principled manner. We first use simulated data to demonstrate the power of our method to correctly detect, locate and estimate the fitness of a selected allele from among several linked sites. We study how this power changes for different values of selection strength, initial haplotypic diversity, population size, sampling frequency, experimental duration, number of replicates, and sequencing coverage depth. In addition to providing quantitative estimates of selection parameters from experimental evolution data, our model can be used by practitioners to design E&R experiments with requisite power. We also explore how our likelihood-based approach can be used to infer other model parameters, including effective population size and recombination rate. Then, we apply our method to analyze genome-wide data from a real E&R experiment designed to study the adaptation of D. melanogaster to a new laboratory environment with alternating cold and hot temperatures. PMID:25849855
Daily Mean Temperature Affects Urolithiasis Presentation in Seoul: a Time-series Analysis
2016-01-01
This study aimed to investigate the overall cumulative exposure-response and the lag response relationships between daily temperature and urolithiasis presentation in Seoul. Using a time-series design and distributing lag nonlinear methods, we estimated the relative risk (RR) of urolithiasis presentation associated with mean daily temperature, including the cumulative RR for a 20 days period, and RR for individual daily lag through 20 days. We analyzed data from 14,518 patients of 4 hospitals emergency department who sought medical evaluation or treatment of urolithiasis from 2005-2013 in Seoul. RR was estimated according to sex and age. Associations between mean daily temperature and urolithiasis presentation were not monotonic. Furthermore, there was variation in the exposure-response curve shapes and the strength of association at different temperatures, although in most cases RRs increased for temperatures above the 13°C reference value. The RRs for urolothiasis at 29°C vs. 13°C were 2.54 in all patients (95% confidence interval [CI]: 1.67-3.87), 2.59 in male (95% CI, 1.56-4.32), 2.42 in female (95% CI, 1.15-5.07), 3.83 in male less than 40 years old (95% CI, 1.78-8.26), and 2.47 in male between 40 and 60 years old (95% CI, 1.15-5.34). Consistent trends of increasing RR of urolithiasis presentation were observed within 5 days of high temperatures across all groups. Urolithiasis presentation increased with high temperature with higher daily mean temperatures, with the strongest associations estimated for lags of only a few days, in Seoul, a metropolitan city in Korea. PMID:27134497
Time Series Analysis of Meteorological Factors Influencing Malaria in South Eastern Iran
Ostovar, Afshin; Haghdoost, Ali Akbar; Rahimiforoushani, Abbas; Raeisi, Ahmad; Majdzadeh, Reza
2016-01-01
Background: The Malaria Early Warning System is defined as the use of prognostic variables for predicting the occurrence of malaria epidemics several months in advance. The principal objective of this study was to provide a malaria prediction model by using meteorological variables and historical malaria morbidity data for malaria-endemic areas in south eastern Iran. Methods: A total of 2002 locally transmitted microscopically confirmed malaria cases, which occurred in the Minab district of Hormozgan Province in Iran over a period of 6 years from March 2003 to March 2009, were analysed. Meteorological variables (the rainfall, temperature, and relative humidity in this district) were also assessed. Monthly and weekly autocorrelation functions, partial autocorrelation functions, and cross-correlation graphs were examined to explore the relationship between the historical morbidity data and meteorological variables and the number of cases of malaria. Having used univariate auto-regressive integrated moving average or transfer function models, significant predictors among the meteorological variables were selected to predict the number of monthly and weekly malaria cases. Ljung-Box statistics and stationary R-squared were used for model diagnosis and model fit, respectively. Results: The weekly model had a better fit (R2= 0.863) than the monthly model (R2= 0.424). However, the Ljung-Box statistic was significant for the weekly model. In addition to autocorrelations, meteorological variables were not significant, except for different orders of maximum and minimum temperatures in the monthly model. Conclusions: Time-series models can be used to predict malaria incidence with acceptable accuracy in a malaria early-warning system. The applicability of using routine meteorological data in statistical models is seriously limited. PMID:27308280
Time-series analysis of weather and mortality patterns in Nairobi's informal settlements
Egondi, Thaddaeus; Kyobutungi, Catherine; Kovats, Sari; Muindi, Kanyiva; Ettarh, Remare; Rocklöv, Joacim
2012-01-01
Background Many studies have established a link between weather (primarily temperature) and daily mortality in developed countries. However, little is known about this relationship in urban populations in sub-Saharan Africa. Objectives The objective of this study was to describe the relationship between daily weather and mortality in Nairobi, Kenya, and to evaluate this relationship with regard to cause of death, age, and sex. Methods We utilized mortality data from the Nairobi Urban Health and Demographic Surveillance System and applied time-series models to study the relationship between daily weather and mortality for a population of approximately 60,000 during the period 2003–2008. We used a distributed lag approach to model the delayed effect of weather on mortality, stratified by cause of death, age, and sex. Results Increasing temperatures (above 75th percentile) were significantly associated with mortality in children and non-communicable disease (NCD) deaths. We found all-cause mortality of shorter lag of same day and previous day to increase by 3.0% for a 1 degree decrease from the 25th percentile of 18°C (not statistically significant). Mortality among people aged 50+ and children aged below 5 years appeared most susceptible to cold compared to other age groups. Rainfall, in the lag period of 0–29 days, increased all-cause mortality in general, but was found strongest related to mortality among females. Low temperatures were associated with deaths due to acute infections, whereas rainfall was associated with all-cause pneumonia and NCD deaths. Conclusions Increases in mortality were associated with both hot and cold weather as well as rainfall in Nairobi, but the relationship differed with regard to age, sex, and cause of death. Our findings indicate that weather-related mortality is a public health concern for the population in the informal settlements of Nairobi, Kenya, especially if current trends in climate change continue. PMID:23195509
NASA Astrophysics Data System (ADS)
Hackl, M.; Malservisi, R.; Hugentobler, U.; Wonnacott, R.
2011-11-01
We present a method to derive velocity uncertainties from GPS position time series that are affected by time-correlated noise. This method is based on the Allan variance, which is widely used in the estimation of oscillator stability and requires neither spectral analysis nor maximum likelihood estimation (MLE). The Allan variance of the rate (AVR) is calculated in the time domain and hence is not too sensitive to gaps in the time series. We derived analytical expressions of the AVR for different kinds of noises like power law noise, white noise, flicker noise, and random walk and found an expression for the variance produced by an annual signal. These functional relations form the basis of error models that have to be fitted to the AVR in order to estimate the velocity uncertainty. Finally, we applied the method to the South Africa GPS network TrigNet. Most time series show noise characteristics that can be modeled by a power law noise plus an annual signal. The method is computationally very cheap, and the results are in good agreement with the ones obtained by methods based on MLE.
NASA Astrophysics Data System (ADS)
Feigin, A. M.; Mukhin, D.; Volodin, E. M.; Gavrilov, A.; Loskutov, E. M.
2013-12-01
The new method of decomposition of the Earth's climate system into well separated spatial-temporal patterns ('climatic modes') is discussed. The method is based on: (i) generalization of the MSSA (Multichannel Singular Spectral Analysis) [1] for expanding vector (space-distributed) time series in basis of spatial-temporal empirical orthogonal functions (STEOF), which makes allowance delayed correlations of the processes recorded in spatially separated points; (ii) expanding both real SST data, and longer by several times SST data generated numerically, in STEOF basis; (iii) use of the numerically produced STEOF basis for exclusion of 'too slow' (and thus not represented correctly) processes from real data. The application of the method allows by means of vector time series generated numerically by the INM RAS Coupled Climate Model [2] to separate from real SST anomalies data [3] two climatic modes possessing by noticeably different time scales: 3-5 and 9-11 years. Relations of separated modes to ENSO and PDO are investigated. Possible applications of spatial-temporal climatic patterns concept to prognosis of climate system evolution is discussed. 1. Ghil, M., R. M. Allen, M. D. Dettinger, K. Ide, D. Kondrashov, et al. (2002) "Advanced spectral methods for climatic time series", Rev. Geophys. 40(1), 3.1-3.41. 2. http://83.149.207.89/GCM_DATA_PLOTTING/GCM_INM_DATA_XY_en.htm 3. http://iridl.ldeo.columbia.edu/SOURCES/.KAPLAN/.EXTENDED/.v2/.ssta/
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
Trends in Statin Use in Seniors 1999 to 2013: Time Series Analysis
Corkum, Amber; Sketris, Ingrid; Fisher, Judith; Zhang, Ying; Saleh, Ahmed
2016-01-01
Purpose To examine HMG-CoA reductase inhibitor (statin) drug dispensing patterns to Nova Scotia Seniors' Pharmacare program (NSSPP) beneficiaries over a 14-year period in response to: 1) rosuvastatin market entry in 2003, 2) JUPITER trial publication in 2008, and 3) generic atorvastatin availability in 2010. Methods All NSSPP beneficiaries who redeemed at least one prescription for a statin from April 1, 1999 to March 31, 2013 were included. Aggregated, anonymous monthly prescription counts were extracted by the Nova Scotia Department of Health and Wellness (Nova Scotia, Canada) and changes in dispensing patterns of statins were measured. Data were analyzed using descriptive analyses and interrupted time series methods. Results The percentage of NSSPP beneficiaries dispensed any statin increased from 5.3% in April 1999 to 20.7% in March 2013. In 1999, most NSSPP beneficiaries were dispensed either simvastatin (29.5%) or atorvastatin (28.7%). When rosuvastatin was added to the NSSPP Formulary in August 2003, prescriptions dispensed for simvastatin, lovastatin, pravastatin, and fluvastatin declined significantly (slope change, -0.0027; 95% confidence interval (CI), (-0.0046, -0.0009)). This significant decline continued following the publication of JUPITER (level change, -0.1974; 95% CI, (-0.2991, -0.0957)) and the availability of generic atorvastatin (level change, -0.2436; 95% CI, (-0.3314, -0.1558)). Atorvastatin was not significantly affected by any of the three interventions, although it maintained an overall decreasing trend. Only upon the availability of generic atorvastatin did the upward trend in rosuvastatin use decrease significantly (slope change, -0.0010, 95% CI, (-0.0015, -0.0005)). Conclusions The type and rate of statins dispensed to NSSPP beneficiaries changed from 1999 to 2013 in response to the availability of new agents and publication of the JUPITER trial. The overall proportion of NSSPP beneficiaries dispensed a statin increased approximately 4
Investigating the Creeping Segment of the San Andreas Fault using InSAR time series analysis
NASA Astrophysics Data System (ADS)
Rolandone, Frederique; Ryder, Isabelle; Agram, Piyush S.; Burgmann, Roland; Nadeau, Robert M.
2010-05-01
We exploit the advanced Interferometric Synthetic Aperture Radar (InSAR) technique referred to as the Small BAseline Subset (SBAS) algorithm to analyze the creeping section of the San Andreas Fault in Central California. Various geodetic creep rate measurements along the Central San Andreas Fault (CSAF) have been made since 1969 including creepmeters, alignment arrays, geodolite, and GPS. They show that horizontal surface displacements increase from a few mm/yr at either end to a maximum of up to ~34 mm/yr in the central portion. They also indicate some discrepancies in rate estimates, with the range being as high as 10 mm/yr at some places along the fault. This variation is thought to be a result of the different geodetic techniques used and of measurements being made at variable distances from the fault. An interferometric stack of 12 interferograms for the period 1992-2001 shows the spatial variation of creep that occurs within a narrow (<2 km) zone close to the fault trace. The creep rate varies spatially along the fault but also in time. Aseismic slip on the CSAF shows several kinds of time dependence. Shallow slip, as measured by surface measurements across the narrow creeping zone, occurs partly as ongoing steady creep, along with brief episodes with slip from mm to cm. Creep rates along the San Juan Bautista segment increased after the 1989 Loma Prieta earthquake and slow slip transients of varying duration and magnitude occurred in both transition segments The main focus of this work is to use the SBAS technique to identify spatial and temporal variations of creep on the CSAF. We will present time series of line-of-sight (LOS) displacements derived from SAR data acquired by the ASAR instrument, on board the ENVISAT satellite, between 2003 and 2009. For each coherent pixel of the radar images we compute time-dependent surface displacements as well as the average LOS deformation rate. We compare our results with characteristic repeating microearthquakes that
Analysis of time series of Cs-137 concentration in sewage sludge at Fukushima City
NASA Astrophysics Data System (ADS)
Fischer, Helmut W.; Mack, Majvor; Shikano, Yudai; Yokoo, Yoshiyuki
2015-04-01
Daily routine radioisotope measurements of sewage sludge at the sewage plant of Fukushima City starting in 2011 have provided a detailed data set for the isotopes Cs-137, Cs-134 and I-131. The long-term trend for the Cs isotopes is comparable to data sets from Central Europe caused by the Chernobyl emissions in 1986 - the average Cs-137 concentration decreases faster in the first year (T1/2 < 1 yr) and slower in later years (T1/2 > 1 yr). Absolute values at Fukushima City are comparably low (mostly below 1 kBq/kg dry mass), due to the existence of separate wastewater and rainwater sewer systems, with only a small portion of rainwater and erosion products reaching the purification plant. Cs-134 data decay faster due to the shorter radioactive half-life. I-131 appears even years after the NPP releases and is assumed to originate from the common medical usage of the isotope for thyroid treatment. Short-term Cs data show a clear dependence on rainfall: each significant rainfall event causes a concentration increase in sludge of up to a factor of ten. Therefore the time series exhibits high short-term variability. Here we attempt to numerically analyse the detailed Cs-137 data set, using two separate approaches: The first method tries to connect parameters like the local surface deposition density, surface types (sealed/unsealed), rainfall statistics, rainfall-induced erosion rate, leakage rate from rainwater to wastewater sewer, transport time in the sewer and residence time in the purification plant for a basically physical approach. As not all parameters are known, values have to be assumed or can be extracted in the course of the fitting process. The second approach is purely heuristic, based on a water surface runoff and transport model. Whilst there is no ad-hoc physical meaning in the extracted parameters, they can possibly be interpreted as such when compared with physical modeling results. The combination of both methods is expected to give a deeper insight
GPS Sensor Web Time Series Analysis Using SensorGrid Technology
NASA Astrophysics Data System (ADS)
Granat, R.; Pierce, M.; Aydin, G.; Qi, Z.
2006-12-01
We present a method for performing signal detection and classification on real-time streams of GPS sensor web data. Our approach has two parts. The first is a hidden Markov model fitting methodology that enables us to robustly describe the statistics of the data. The second is the SensorGrid technology which allows us to manage the data streams through a series of filters tied together with a publish/subscribe messaging system. In this framework, the HMM algorithm is viewed as a filter. The sensor web data we use in this work comes from the Southern California Integrated GPS Network (SCIGN), which produces a number of data products. In this work, we use the real-time (1Hz for most stations) three-dimensional position information. This data is collected from a system which is not only noisy but also poorly understood; driving forces on the system derive not only from the physical processes of the solid earth but also from external factors, including atmospheric effects and human activity. Fitting an HMM to time series allows us to describe the statistics of the data in a simple way that ascribes discrete modes of behavior to the system. By matching incoming data against the statistics of previously learned modes, we can perform classification according to the best match. In addition, we can perform signal detection across the entire sensor web by correlating mode changes in time; a significant number of mode changes across the network or within a certain sub-network is an indication of an event that is occurring over a wide geographical area. For most applications, reliable HMM fitting results are achieved by using a priori information to form constraints that reduce the number of free parameters. For GPS data, however, this information is not available as the underlying system is not well understood. As a result, we use the regularized deterministic annealing expectation-maximization (RDAEM) algorithm to perform the fit. This method provides high-quality, self
NASA Astrophysics Data System (ADS)
Sohrabinia, M.; Rack, W.; Zawar-Reza, P.
2012-07-01
The objective of this analysis is to provide a quantitative estimate of the fluctuations of land surface temperature (LST) with varying near surface soil moisture (SM) on different land-cover (LC) types. The study area is located in the Canterbury Plains in the South Island of New Zealand. Time series of LST from the MODerate resolution Imaging Spectro-radiometer (MODIS) have been analysed statistically to study the relationship between the surface skin temperature and near-surface SM. In-situ measurements of the skin temperature and surface SM with a quasi-experimental design over multiple LC types are used for validation. Correlations between MODIS LST and in-situ SM, as well as in-situ surface temperature and SM are calculated. The in-situ measurements and MODIS data are collected from various LC types. Pearson's r correlation coefficient and linear regression are used to fit the MODIS LST and surface skin temperature with near-surface SM. There was no significant correlation between time-series of MODIS LST and near-surface SM from the initial analysis, however, careful analysis of the data showed significant correlation between the two parameters. Night-time series of the in-situ surface temperature and SM from a 12 hour period over Irrigated-Crop, Mixed-Grass, Forest, Barren and Open- Grass showed inverse correlations of -0.47, -0.68, -0.74, -0.88 and -0.93, respectively. These results indicated that the relationship between near-surface SM and LST in short-terms (12 to 24 hours) is strong, however, remotely sensed LST with higher temporal resolution is required to establish this relationship in such time-scales. This method can be used to study near-surface SM using more frequent LST observations from a geostationary satellite over the study area.
Wright, Nat M J; Roberts, Alison J; Allgar, Victoria L; Tompkins, Charlotte N E; Greenwood, Darren C; Laurence, Gillian
2004-01-01
In December 2000, the Committee for Safety of Medicines (CSM) advised that thioridazine may prolong QT intervals risking arrhythmias. We investigated the impact on general practitioner prescribing of thioridazine using a time series analysis. Numbers of items and costs of antipsychotics and benzodiazepines prescribed in Leeds from May 1999 until April 2002 were collated. Post-advice, thioridazine prescriptions dropped by 810 items per month (95% confidence interval = 420 to 1200, P<0.001) but others increased slightly in response. Costs mimicked these changes. Fresh criteria are proposed for appraising the quality of evidence needed to inform future urgent facsimile transmissions. PMID:15113522
NASA Astrophysics Data System (ADS)
Lange, Oliver; Meyer-Baese, Anke; Wismuller, Axel; Hurdal, Monica
2005-03-01
We employ unsupervised clustering techniques for the analysis of dynamic contrast-enhanced perfusion MRI time-series in patients with and without stroke. "Neural gas" network, fuzzy clustering based on deterministic annealing, self-organizing maps, and fuzzy c-means clustering enable self-organized data-driven segmentation w.r.t.fine-grained differences of signal amplitude and dynamics, thus identifying asymmetries and local abnormalities of brain perfusion. We conclude that clustering is a useful extension to conventional perfusion parameter maps.
NASA Astrophysics Data System (ADS)
Donges, J. F.; Donner, R. V.; Trauth, M. H.; Marwan, N.; Schellnhuber, H. J.; Kurths, J.
2012-04-01
The analysis of paleoclimate time series is usually affected by severe methodological problems, resulting primarily from non-equidistant sampling and uncertain age models. As an alternative to existing methods of time series analysis, the statistical properties of recurrence networks are promising candidates for characterizing a system's nonlinear dynamics and quantifying structural changes in its reconstructed phase space as time evolves. The results of recurrence network analysis are robust under changes in the age model and are not directly affected by non-equidistant sampling of the data. Specifically, we investigate three marine records of African climate variability during the Plio-Pleistocene. We detect several statistically significant dynamical transitions or tipping points and show that the obtained results are qualitatively robust under changes of the relevant parameters of our method, including detrending, size of the running window used for analysis, and embedding delay. Finally, relating the identified tipping points in paleoclimate-variability to speciation and extinction events in the available fossil record of human ancestors contributes to the understanding of climatic mechanisms driving human evolution in Africa during the past 5 million years.
Sreeharan, Vaishnavee; Madden, Hugo; Lee, John Tayu; Millett, Christopher; Majeed, Azeem
2013-01-01
Background Antidepressant prescribing rates in England have been increasing since the 1970s. The impact of the Improving Access to Psychological Therapies (IAPT) initiative on antidepressant prescribing rates is unknown. Aim To investigate the impact of the establishment of IAPT services on antidepressant prescribing rates in primary care trusts (PCTs) in England. Design and setting A longitudinal time-series analysis, using PCT-level data from 2008 to 2011 set in England. Method A time-series analysis was conducted using PCT-level prescription data, dates of establishment of IAPT services, and covariate data for age, sex, and socioeconomic status. Statistical analysis was carried out using analysis of variance and a random-effect negative binomial model. Results Antidepressant prescribing rates in England increased by 10% per year during the study period (adjusted rate ratio = 1.10, 95% CI = 1.09 to 1.10). The implementation of IAPT services had no significant effect on antidepressant prescribing (adjusted rate ratio = 0.99, 95% CI = 0.99 to 1.00). Conclusion Introduction of a large-scale initiative to increase provision of psychological therapies has not curbed the long-term increased prescribing of antidepressants in England. PMID:23998846
NASA Astrophysics Data System (ADS)
Shirzaei, M.; Bürgmann, R.; Foster, J.; Walter, T. R.; Brooks, B. A.
2013-08-01
The Hilina Fault System (HFS) is located on the south flank of Kilauea volcano and is thought to represent the surface expression of an unstable edifice sector that is active during seismic events such as the 1975 Kalapana earthquake. Despite its potential for hazardous landsliding and associated tsunamis, no fault activity has yet been detected by means of modern geodetic methods, since the 1975 earthquake. We present evidence from individual SAR interferograms, as well as cluster analysis and wavelet analysis of GPS and InSAR time series, which suggest an inferred differential motion at HFS. To investigate the effect of atmospheric delay on the observed differential motion, we implement a statistical approach using wavelet transforms. We jointly analyze InSAR and continuous GPS deformation data from 2003 to 2010, to estimate the likelihood that the subtle time-dependent deformation signal about the HFS scarps is not associated with the atmospheric delay. This integrated analysis reveals localized deformation components in the InSAR deformation time series that are superimposed on the coherent motion of Kilauea's south flank. The statistical test suggests that at 95% confidence level, the identified differential deformation at HFS is not due to atmospheric artifacts. Since no significant shallow seismicity is observed over the study period, we suggest that this deformation occurred aseismically.
NASA Astrophysics Data System (ADS)
Koeppen, W. C.; Wright, R.; Pilger, E.
2009-12-01
We developed and tested a new, automated algorithm, MODVOLC2, which analyzes thermal infrared satellite time series data to detect and quantify the excess energy radiated from thermal anomalies such as active volcanoes, fires, and gas flares. MODVOLC2 combines two previously developed algorithms, a simple point operation algorithm (MODVOLC) and a more complex time series analysis (Robust AVHRR Techniques, or RAT) to overcome the limitations of using each approach alone. MODVOLC2 has four main steps: (1) it uses the original MODVOLC algorithm to process the satellite data on a pixel-by-pixel basis and remove thermal outliers, (2) it uses the remaining data to calculate reference and variability images for each calendar month, (3) it compares the original satellite data and any newly acquired data to the reference images normalized by their variability, and it detects pixels that fall outside the envelope of normal thermal behavior, (4) it adds any pixels detected by MODVOLC to those detected in the time series analysis. Using test sites at Anatahan and Kilauea volcanoes, we show that MODVOLC2 was able to detect ~15% more thermal anomalies than using MODVOLC alone, with very few, if any, known false detections. Using gas flares from the Cantarell oil field in the Gulf of Mexico, we show that MODVOLC2 provided results that were unattainable using a time series-only approach. Some thermal anomalies (e.g., Cantarell oil field flares) are so persistent that an additional, semi-automated 12-µm correction must be applied in order to correctly estimate both the number of anomalies and the total excess radiance being emitted by them. Although all available data should be included to make the best possible reference and variability images necessary for the MODVOLC2, we estimate that at least 80 images per calendar month are required to generate relatively good statistics from which to run MODVOLC2, a condition now globally met by a decade of MODIS observations. We also found
The Use of Time Series Analysis and t Tests with Serially Correlated Data Tests.
ERIC Educational Resources Information Center
Nicolich, Mark J.; Weinstein, Carol S.
1981-01-01
Results of three methods of analysis applied to simulated autocorrelated data sets with an intervention point (varying in autocorrelation degree, variance of error term, and magnitude of intervention effect) are compared and presented. The three methods are: t tests; maximum likelihood Box-Jenkins (ARIMA); and Bayesian Box Jenkins. (Author/AEF)
Statistics for Time-Series Spatial Data: Applying Survival Analysis to Study Land-Use Change
ERIC Educational Resources Information Center
Wang, Ninghua Nathan
2013-01-01
Traditional spatial analysis and data mining methods fall short of extracting temporal information from data. This inability makes their use difficult to study changes and the associated mechanisms of many geographic phenomena of interest, for example, land-use. On the other hand, the growing availability of land-change data over multiple time…
PlanetPack: Radial-velocity time-series analysis tool
NASA Astrophysics Data System (ADS)
Baluev, Roman V.
2013-11-01
PlanetPack facilitates and standardizes the advanced analysis of radial velocity (RV) data for the goal of exoplanets detection, characterization, and basic dynamical N-body simulations. PlanetPack is a command-line interpreter that can run either in an interactive mode or in a batch mode of automatic script interpretation.
NASA Astrophysics Data System (ADS)
Park, S.
2015-04-01
The spatiotemporal influences of climatic factors and atmospheric aerosol on vegetative phenological cycles of the Korean Peninsula was analysed based on four major forest types. High temporal-resolution satellite data can overcome limitations of ground-based phenological studies with reasonable spatial resolution. Moderate Resolution Imaging Spectroradiometer (MODIS) vegetation index (VI) (MOD13Q1 and MYD13Q1) and aerosol (MOD04_D3) data were downloaded from the USGS Earth Observation and Science (EROS) Data Center and NASA Goddard Space Flight Center. Harmonic analysis was used to describe and compare the periodic phenomena of the vegetative phenology and atmospheric aerosol optical thickness (AOT). The method transforms complex timeseries to a sum of various sinusoidal functions, or harmonics. Each harmonic curve, or term (or Fourier series), from time-series data us defined by a unique amplitude and a phase, indicating the half of the height and the peak time of a curve. Therefore, the mean, phase, and amplitude of harmonic terms of the data provided the temporal relationships between AOT and VI time series. The phenological characteristics of evergreen forest, deciduous forest, and grassland were similar to each other, but the inter-annual VI amplitude of mixed forest was differentiated from the other forest types. Overall, forests with high VI amplitude reached their maximum greenness earlier, and the phase of VI, or the peak time of greenness, was significantly influenced by air temperature. AOT time-series showed strong seasonal and inter-annual variations. Generally, aerosol concentrations were peaked during late spring and early summer. However, inter-annual AOT variations did not have significant relationships with those of VI. Weak relationships between inter-annual AOT and VI variations indicate that the impacts of aerosols on vegetation growth may be limited for the temporal scale investigated in the region.
NASA Astrophysics Data System (ADS)
van der Voort, Tessa Sophia; Hagedorn, Frank; Zell, Claudia; McIntyre, Cameron; Eglinton, Tim
2016-04-01
Understanding the interaction between soil organic matter (SOM) and climatic, geologic and ecological factors is essential for the understanding of potential susceptibility and vulnerability to climate and land use change. Radiocarbon constitutes a powerful tool for unraveling SOM dynamics and is increasingly used in studies of carbon turnover. The complex and inherently heterogeneous nature of SOM renders it challenging to assess the processes that govern SOM stability by solely looking at the bulk signature on a plot-scale level. This project combines bulk radiocarbon measurements on a regional-scale spanning wide climatic and geologic gradients with a more in-depth approach for a subset of locations. For this subset, time-series and carbon pool-specific radiocarbon data has been acquired for both topsoil and deeper soils. These well-studied sites are part of the Long-Term Forest Ecosystem Research (LWF) program of the Swiss Federal Institute for Forest, Snow and Landscape research (WSL). Statistical analysis was performed to examine relationships of radiocarbon signatures with variables such as temperature, precipitation and elevation. Bomb-curve modeling was applied determine carbon turnover using time-series data. Results indicate that (1) there is no significant correlation between Δ14C signature and environmental conditions except a weak positive correlation with mean annual temperature, (2) vertical gradients in Δ14C signatures in surface and deeper soils are highly similar despite covering disparate soil-types and climatic systems, and (3) radiocarbon signatures vary significantly between time-series samples and carbon pools. Overall, this study provides a uniquely comprehensive dataset that allows for a better understanding of links between carbon dynamics and environmental settings, as well as for pool-specific and long-term trends in carbon (de)stabilization.
Time-series analysis of chemical trends in a dated ice core from Antarctica
Keskin, S.S.; Olmez, I.; Langway, C.C. Jr.
1994-12-31
Polar ice sheets contain valuable information about past atmospheric conditions. Atmospherically produced or transported substances from natural and anthropogenic sources are preserved stratigraphically within the ice layers as a result of both wet and dry deposition mechanisms. Substances deposited include aerosols and gaseous compounds. The analysis of trace elements contained in dated annual snow layers provides a measure of the elemental chemistry content of the atmosphere during the same time interval. The aerosol content of the atmosphere and ice sheets is one of the most important parameters for cloud/radiation interaction processes. Ice cores were obtained from the Byrd Station, West Antarctica, in November, 1989. This study presents results obtained from instrumental neutron activation analysis and ion chromatography on 30 samples over a 20 year period.
NASA Astrophysics Data System (ADS)
Wang, H. Y.; Li, Z. Y.; Gao, Z. H.; Wu, J. J.; Sun, B.; Li, C. L.
2014-03-01
Land condition assessment is a basic prerequisite for finding the degradation of a territory, which might lead to desertification under climatic and human pressures. The temporal change in vegetation productivity is a key indicator of land degradation. In this paper, taking the Otindag Sandy Land as a case, the mean normalized difference vegetation index (NDVI_a), net primary production (NPP) and vegetation rain use efficiency (RUE) dynamic trends during 2001-2010 were analysed. The Mann-Kendall test and the Correlation Analysis method were used and their sensitivities to land degradation were evaluated. The results showed that the three vegetation indicators (NDVI_a, NPP and RUE) showed a downward trend with the two methods in the past 10 years and the land was degraded. For the analysis of the three vegetation indicators (NDVI_a, NPP and RUE), it indicated a decreasing trend in 62.57%, 74.16% and 88.56% of the study area according to the Mann-Kendall test and in 57.85%, 68.38% and 85.29% according to the correlation analysis method. However, the change trends were not significant, the significant trends at the 95% confidence level only accounted for a small proportion. Analysis of NDVI_a, NPP and RUE series showed a significant decreasing trend in 9.21%, 4.81% and 6.51% with the Mann-Kendall test. The NPP change trends showed obvious positive link with the precipitation in the study area. While the effect of the inter-annual variation of the precipitation for RUE was small, the vegetation RUE can provide valuable insights into the status of land condition and had best sensitivity to land degradation.
Doherty, Sean T; Greaves, Stephen P
2015-01-01
Type 2 diabetes is known to be associated with environmental, behavioral, and lifestyle factors. However, the actual impacts of these factors on blood glucose (BG) variation throughout the day have remained relatively unexplored. Continuous blood glucose monitors combined with human activity tracking technologies afford new opportunities for exploration in a naturalistic setting. Data from a study of 40 patients with diabetes is utilized in this paper, including continuously monitored BG, food/medicine intake, and patient activity/location tracked using global positioning systems over a 4-day period. Standard linear regression and more disaggregated time-series analysis using autoregressive integrated moving average (ARIMA) are used to explore patient BG variation throughout the day and over space. The ARIMA models revealed a wide variety of BG correlating factors related to specific activity types, locations (especially those far from home), and travel modes, although the impacts were highly personal. Traditional variables related to food intake and medications were less often significant. Overall, the time-series analysis revealed considerable patient-by-patient variation in the effects of geographic and daily lifestyle factors. We would suggest that maps of BG spatial variation or an interactive messaging system could provide new tools to engage patients and highlight potential risk factors.
A time-series analysis framework for the flood-wave method to estimate groundwater model parameters
NASA Astrophysics Data System (ADS)
Obergfell, Christophe; Bakker, Mark; Maas, Kees
2016-06-01
The flood-wave method is implemented within the framework of time-series analysis to estimate aquifer parameters for use in a groundwater model. The resulting extended flood-wave method is applicable to situations where groundwater fluctuations are affected significantly by time-varying precipitation and evaporation. Response functions for time-series analysis are generated with an analytic groundwater model describing stream-aquifer interaction. Analytical response functions play the same role as the well function in a pumping test, which is to translate observed head variations into groundwater model parameters by means of a parsimonious model equation. An important difference as compared to the traditional flood-wave method and pumping tests is that aquifer parameters are inferred from the combined effects of precipitation, evaporation, and stream stage fluctuations. Naturally occurring fluctuations are separated in contributions from different stresses. The proposed method is illustrated with data collected near a lowland river in the Netherlands. Special emphasis is put on the interpretation of the streambed resistance. The resistance of the streambed is the result of stream-line contraction instead of a semi-pervious streambed, which is concluded through comparison with the head loss calculated with an analytical two-dimensional cross-section model.
The GPS Analysis Package for Exploration and Understanding of Geodetic Sensor Web Time Series Data
NASA Astrophysics Data System (ADS)
Granat, R. A.; Moghaddam, B.; Donnellan, A.
2012-12-01
We introduce the GPS Analysis Package (GAP), a Matlab toolbox for GPS data exploration and understanding. The toolbox is designed to support scientists and engineers studying the motion of the solid Earth both in an academic environment and in the course of NASA missions such as UAVSAR and future InSAR satellite missions. It includes an ensemble of low-level routines to perform basic signal processing operations, such as removal of secular motion, de-noising, and removal of seasonal signals. It also includes a suite of more sophisticated statistical pattern recognition techniques, including hidden Markov models and Bayes nets, to detect changes, identify transient signals, understand regional motion, and uncover relationships between geographically removed nodes in the GPS network. Finally, it provides an assortment of methods for estimating missing observations in the network. We provide usage examples of the package applied to particular scenarios, including the 2010 El Mayor-Cucapah earthquake, the 2011 Tohoku-Oki earthquake, and ongoing slow slip events in the Cascadia region. We also demonstrate the utility of the package within a web portal and web services environment by showcasing its use in the QuakeSim web portal. The QuakeSim portal allows easy access to GPS data sources provided by multiple institutions as well as a map and plotting interface to quickly assess analysis results. Finally, we show the extensibility of the package to other problem domains and sensor network data sources, demonstrating the analysis tools as applied to seismic network data, autonomous robotic navigation, and fault detection in engineering data streams from the International Space Station.
EMCS and time-series energy data analysis in a large government office building
Piette, Mary Ann; Kinney, Satkartar; Friedman, Hannah
2001-04-01
Energy Management Control System (EMCS) data are an underutilized source of information on the performance of commercial buildings. Newer EMCS's have the ability and storage capacity to trend large amounts of data and perform preliminary analyses; however, these features often receive little or no use, as operators are generally not trained in data management, visualization, and analysis. Whole-building hourly electric-utility data are another readily available and underutilized source of information. This paper outlines the use of EMCS and utility data to evaluate the performance of the Ronald V. Dellums Federal Building in Oakland, California, a large office building operated by the Federal General Services Administration (GSA). The project began as an exploratory effort at Lawrence Berkeley National Laboratory (LBNL) to examine the procedures operators were using to obtain information and operate their buildings. Trending capabilities were available, but in limited use by the operators. LBNL worked with the building operators to use EMCS to trend one-minute data for over one-hundred points. Hourly electricity-use data were also used to understand usage patterns and peak demand. The paper describes LBNL's key findings in the following areas: Characterization of cooling plant operations; Characterization of economizer performance; Analysis of annual energy use and peak demand operations; Techniques, strengths, and shortcomings of EMCS data analysis; Future plans at the building for web-based remote monitoring and diagnostics. These findings have helped GSA develop strategies for peak demand reduction in this and other GSA buildings. Such activities are of great interest in California and elsewhere, where electricity reliability and demand are currently problematic. Overall, though the building's energy use is fairly low, significant energy savings are available by improving the existing EMCS control strategies.
NASA Astrophysics Data System (ADS)
Olofsson, Pontus; Holden, Christopher E.; Bullock, Eric L.; Woodcock, Curtis E.
2016-06-01
Land cover and land change were monitored continuously between 1985 and 2011 at 30 m resolution across New England in the Northeastern United States in support of modeling the terrestrial carbon budget. It was found that the forest area has been decreasing throughout the study period in each state of the region since the 1980s. A total of 386 657 ± 98 137 ha (95% confidence interval) of forest has been converted to other land covers since 1985. Mainly driven by low density residential development, the deforestation accelerated in the mid-1990s until 2007 when it plateaued as a result of declining new residential construction and in turn, the financial crisis of 2007–08. The area of forest harvest, estimated at 226 519 ± 66 682 ha, was mapped separately and excluded from the deforestation estimate, while the area of forest expansion on non-forested lands was found to not be significantly different from zero. New England is often held as a principal example of a forest transition with historical widespread deforestation followed by recovery of forestlands as farming activities diminished, but the results of this study support the notion of a reversal of the forest transition as the region again is experiencing widespread deforestation. All available Landsat imagery acquired after 1985 for the study area were collected and used in the analysis. Areas of land cover and land change were estimated from a random sample of reference observations stratified by a twelve-class land change map encompassing the entire study area and period. The statistical analysis revealed that the net change in forest area and the associated modeled impact on the terrestrial carbon balance would have been considerably different if the results of the map were used without inferring the area of forest change by analysis of a reference sample.
NASA Astrophysics Data System (ADS)
Olofsson, Pontus; Holden, Christopher E.; Bullock, Eric L.; Woodcock, Curtis E.
2016-06-01
Land cover and land change were monitored continuously between 1985 and 2011 at 30 m resolution across New England in the Northeastern United States in support of modeling the terrestrial carbon budget. It was found that the forest area has been decreasing throughout the study period in each state of the region since the 1980s. A total of 386 657 ± 98 137 ha (95% confidence interval) of forest has been converted to other land covers since 1985. Mainly driven by low density residential development, the deforestation accelerated in the mid-1990s until 2007 when it plateaued as a result of declining new residential construction and in turn, the financial crisis of 2007-08. The area of forest harvest, estimated at 226 519 ± 66 682 ha, was mapped separately and excluded from the deforestation estimate, while the area of forest expansion on non-forested lands was found to not be significantly different from zero. New England is often held as a principal example of a forest transition with historical widespread deforestation followed by recovery of forestlands as farming activities diminished, but the results of this study support the notion of a reversal of the forest transition as the region again is experiencing widespread deforestation. All available Landsat imagery acquired after 1985 for the study area were collected and used in the analysis. Areas of land cover and land change were estimated from a random sample of reference observations stratified by a twelve-class land change map encompassing the entire study area and period. The statistical analysis revealed that the net change in forest area and the associated modeled impact on the terrestrial carbon balance would have been considerably different if the results of the map were used without inferring the area of forest change by analysis of a reference sample.
NASA Technical Reports Server (NTRS)
Mourad, A. G. (Principal Investigator); Fubara, D. M. J.
1973-01-01
The author has identified the following significant results. The analysis was based on a time series intrinsic relationship between the satellite ephemeris, altimeter measured ranges, and the corresponding a priori values of subsatellite geoidal heights. Using sequential least squares processing with parameter weighting, the objective was to recover (1) the absolute geoidal heights of the subsatellite points, and (2) the associated altimeter calibration constant(s). Preliminary results from Skylab altimetry are given, using various combinations of orbit ephemeris and altimeter ranges as computed differently by NASA/JSC and NASA/Wallops. The influences of orbit accuracy, weighting functions, and a priori ground truth are described, based on the various combination solutions. It is shown that to deduce geoidal height by merely subtracting the height of the satellite from the altimeter range is inadmissible. The results of such direct subtraction can be very misleading if the orbit used is computed from data that included altimeter data used as height constraints. In view of the current state of knowledge, the use of geodetic ground truth samples as control benchmarks appears indispensable for the recovery of absolute geoidal heights with correct scale.
Hutchinson, J M S; Jacquin, A; Hutchinson, S L; Verbesselt, J
2015-03-01
Given the significant land holdings of the U.S. Department of Defense, and the importance of those lands to support a variety of inherently damaging activities, application of sound natural resource conservation principles and proactive monitoring practices are necessary to manage military training lands in a sustainable manner. This study explores a method for, and the utility of, analyzing vegetation condition and trends as sustainability indicators for use by military commanders and land managers, at both the national and local levels, in identifying when and where vegetation-related environmental impacts might exist. The BFAST time series decomposition method was applied to a ten-year MODIS NDVI time series dataset for the Fort Riley military installation and Konza Prairie Biological Station (KPBS) in northeastern Kansas. Imagery selected for time-series analysis were 16-day MODIS NDVI (MOD13Q1 Collection 5) composites capable of characterizing vegetation change induced by human activities and climate variability. Three indicators related to gradual interannual or abrupt intraannual vegetation change for each pixel were calculated from the trend component resulting from the BFAST decomposition. Assessment of gradual interannual NDVI trends showed the majority of Fort Riley experienced browning between 2001 and 2010. This result is supported by validation using high spatial resolution imagery. The observed versus expected frequency of linear trends detected at Fort Riley and KPBS were significantly different and suggest a causal link between military training activities and/or land management practices. While both sites were similar with regards to overall disturbance frequency and the relative spatial extents of monotonic or interrupted trends, vegetation trajectories after disturbance were significantly different. This suggests that the type and magnitude of disturbances characteristic of each location result in distinct post-disturbance vegetation responses
Oomens, Wouter; Maes, Joseph H. R.; Hasselman, Fred; Egger, Jos I. M.
2015-01-01
The concept of executive functions plays a prominent role in contemporary experimental and clinical studies on cognition. One paradigm used in this framework is the random number generation (RNG) task, the execution of which demands aspects of executive functioning, specifically inhibition and working memory. Data from the RNG task are best seen as a series of successive events. However, traditional RNG measures that are used to quantify executive functioning are mostly summary statistics referring to deviations from mathematical randomness. In the current study, we explore the utility of recurrence quantification analysis (RQA), a non-linear method that keeps the entire sequence intact, as a better way to describe executive functioning compared to traditional measures. To this aim, 242 first- and second-year students completed a non-paced RNG task. Principal component analysis of their data showed that traditional and RQA measures convey more or less the same information. However, RQA measures do so more parsimoniously and have a better interpretation. PMID:26097449
Time Series Analysis of Monte Carlo Fission Sources - I: Dominance Ratio Computation
Ueki, Taro; Brown, Forrest B.; Parsons, D. Kent; Warsa, James S.
2004-11-15
In the nuclear engineering community, the error propagation of the Monte Carlo fission source distribution through cycles is known to be a linear Markov process when the number of histories per cycle is sufficiently large. In the statistics community, linear Markov processes with linear observation functions are known to have an autoregressive moving average (ARMA) representation of orders p and p - 1. Therefore, one can perform ARMA fitting of the binned Monte Carlo fission source in order to compute physical and statistical quantities relevant to nuclear criticality analysis. In this work, the ARMA fitting of a binary Monte Carlo fission source has been successfully developed as a method to compute the dominance ratio, i.e., the ratio of the second-largest to the largest eigenvalues. The method is free of binning mesh refinement and does not require the alteration of the basic source iteration cycle algorithm. Numerical results are presented for problems with one-group isotropic, two-group linearly anisotropic, and continuous-energy cross sections. Also, a strategy for the analysis of eigenmodes higher than the second-largest eigenvalue is demonstrated numerically.
Time-series metagenomic analysis reveals robustness of soil microbiome against chemical disturbance
Kato, Hiromi; Mori, Hiroshi; Maruyama, Fumito; Toyoda, Atsushi; Oshima, Kenshiro; Endo, Ryo; Fuchu, Genki; Miyakoshi, Masatoshi; Dozono, Ayumi; Ohtsubo, Yoshiyuki; Nagata, Yuji; Hattori, Masahira; Fujiyama, Asao; Kurokawa, Ken; Tsuda, Masataka
2015-01-01
Soil microbial communities have great potential for bioremediation of recalcitrant aromatic compounds. However, it is unclear which taxa and genes in the communities, and how they contribute to the bioremediation in the polluted soils. To get clues about this fundamental question here, time-course (up to 24 weeks) metagenomic analysis of microbial community in a closed soil microcosm artificially polluted with four aromatic compounds, including phenanthrene, was conducted to investigate the changes in the community structures and gene pools. The pollution led to drastic changes in the community structures and the gene sets for pollutant degradation. Complete degradation of phenanthrene was strongly suggested to occur by the syntrophic metabolism by Mycobacterium and the most proliferating genus, Burkholderia. The community structure at Week 24 (∼12 weeks after disappearance of the pollutants) returned to the structure similar to that before pollution. Our time-course metagenomic analysis of phage genes strongly suggested the involvement of the ‘kill-the-winner’ phenomenon (i.e. phage predation of Burkholderia cells) for the returning of the microbial community structure. The pollution resulted in a decrease in taxonomic diversity and a drastic increase in diversity of gene pools in the communities, showing the functional redundancy and robustness of the communities against chemical disturbance. PMID:26428854
Time-series metagenomic analysis reveals robustness of soil microbiome against chemical disturbance.
Kato, Hiromi; Mori, Hiroshi; Maruyama, Fumito; Toyoda, Atsushi; Oshima, Kenshiro; Endo, Ryo; Fuchu, Genki; Miyakoshi, Masatoshi; Dozono, Ayumi; Ohtsubo, Yoshiyuki; Nagata, Yuji; Hattori, Masahira; Fujiyama, Asao; Kurokawa, Ken; Tsuda, Masataka
2015-12-01
Soil microbial communities have great potential for bioremediation of recalcitrant aromatic compounds. However, it is unclear which taxa and genes in the communities, and how they contribute to the bioremediation in the polluted soils. To get clues about this fundamental question here, time-course (up to 24 weeks) metagenomic analysis of microbial community in a closed soil microcosm artificially polluted with four aromatic compounds, including phenanthrene, was conducted to investigate the changes in the community structures and gene pools. The pollution led to drastic changes in the community structures and the gene sets for pollutant degradation. Complete degradation of phenanthrene was strongly suggested to occur by the syntrophic metabolism by Mycobacterium and the most proliferating genus, Burkholderia. The community structure at Week 24 (∼12 weeks after disappearance of the pollutants) returned to the structure similar to that before pollution. Our time-course metagenomic analysis of phage genes strongly suggested the involvement of the 'kill-the-winner' phenomenon (i.e. phage predation of Burkholderia cells) for the returning of the microbial community structure. The pollution resulted in a decrease in taxonomic diversity and a drastic increase in diversity of gene pools in the communities, showing the functional redundancy and robustness of the communities against chemical disturbance.
Program for the analysis of time series. [by means of fast Fourier transform algorithm
NASA Technical Reports Server (NTRS)
Brown, T. J.; Brown, C. G.; Hardin, J. C.
1974-01-01
A digital computer program for the Fourier analysis of discrete time data is described. The program was designed to handle multiple channels of digitized data on general purpose computer systems. It is written, primarily, in a version of FORTRAN 2 currently in use on CDC 6000 series computers. Some small portions are written in CDC COMPASS, an assembler level code. However, functional descriptions of these portions are provided so that the program may be adapted for use on any facility possessing a FORTRAN compiler and random-access capability. Properly formatted digital data are windowed and analyzed by means of a fast Fourier transform algorithm to generate the following functions: (1) auto and/or cross power spectra, (2) autocorrelations and/or cross correlations, (3) Fourier coefficients, (4) coherence functions, (5) transfer functions, and (6) histograms.
Velocity field from twenty-two years of combined GPS daily coordinate time series analysis
NASA Astrophysics Data System (ADS)
Susilo, Meilano, Irwan; Abidin, Hasanuddin Z.; Sapiie, Benyamin; Efendi, Joni; Wijanarto, Antonius B.
2016-05-01
We uses survey mode (sGPS) and continuous GPS (cGPS) from Geospatial Information Agency, National Land Agency and Sumatran GPS Array (SUGAR) from 1993 - 2014 to derive new GPS velocities field in Indonesia region. In this study we quantify the velocities field from our GPS sites during this period. We reprocess and analyses our GPS data using the GAMIT/GLOBK 10.5 software suite. Our analysis reveals that the velocities field in Indonesia region has a distinctly pattern with the different direction and magnitude which represents the plates or blocks tectonic motion in Indonesia region. This information is useful for determines Indonesian deformation model to support the new Indonesian datum which called Sistem Referensi Geospasial Indonesia 2013 (Indonesian Geospatial Reference System 2013).
Singular Spectrum Analysis for Astronomical Time Series: Constructing a Parsimonious Hypothesis Test
NASA Astrophysics Data System (ADS)
Greco, G.; Kondrashov, D.; Kobayashi, S.; Ghil, M.; Branchesi, M.; Guidorzi, C.; Stratta, G.; Ciszak, M.; Marino, F.; Ortolan, A.
We present a data-adaptive spectral method - Monte Carlo Singular Spectrum Analysis (MC-SSA) - and its modification to tackle astrophysical problems. Through numerical simulations we show the ability of the MC-SSA in dealing with 1/f β power-law noise affected by photon counting statistics. Such noise process is simulated by a first-order autoregressive, AR(1) process corrupted by intrinsic Poisson noise. In doing so, we statistically estimate a basic stochastic variation of the source and the corresponding fluctuations due to the quantum nature of light. In addition, MC-SSA test retains its effectiveness even when a significant percentage of the signal falls below a certain level of detection, e.g., caused by the instrument sensitivity. The parsimonious approach presented here may be broadly applied, from the search for extrasolar planets to the extraction of low-intensity coherent phenomena probably hidden in high energy transients.
Time Series Analysis of Hemorrhagic Fever with Renal Syndrome: A Case Study in Jiaonan County, China
Li, Shujuan; Cao, Wei; Ren, Hongyan; Lu, Liang; Zhuang, Dafang; Liu, Qiyong
2016-01-01
Exact prediction of Hemorrhagic fever with renal syndrome (HFRS) epidemics must improve to establish effective preventive measures in China. A Seasonal Autoregressive Integrated Moving Average (SARIMA) model was applied to establish a highly predictive model of HFRS. Meteorological factors were considered external variables through a cross correlation analysis. Then, these factors were included in the SARIMA model to determine if they could improve the predictive ability of HFRS epidemics in the region. The optimal univariate SARIMA model was identified as (0,0,2)(1,1,1)12. The R2 of the prediction of HFRS cases from January 2014 to December 2014 was 0.857, and the Root mean square error (RMSE) was 2.708. However, the inclusion of meteorological variables as external regressors did not significantly improve the SARIMA model. This result is likely because seasonal variations in meteorological variables were included in the seasonal characteristics of the HFRS itself. PMID:27706256
A time series analysis of Swedish illegitimacy rates, 1911-1974.
Kelly, W R; Cutright, P
1983-04-01
Using a sociodemographic model of the determinants of illegitimacy rates, a multivariate regression analysis of annual change in age-specific Swedish illegitimacy rates is applied to the 1911-74 period. The proxy measure of change in sexual activity was significant for all age groups. Legitimation rates for out-of-wedlock conceived births were significant for all ages except teenagers, and the final predictor, women's status, was significant for all ages except women 35-44. Explained variance for annual change was highest among ages 20-24 (66%), 25-29 (66%), and 30-34 (63%) and lower among teens (34%) and women 35-44 (47%). These results support earlier research that used a sociodemographic model to explain post-World War II change in cross-national illegitimacy rates among 23 developed countries. PMID:12340179
Trend analysis of rainfall time series for Sindh river basin in India
NASA Astrophysics Data System (ADS)
Gajbhiye, Sarita; Meshram, Chandrashekhar; Mirabbasi, Rasoul; Sharma, S. K.
2016-08-01
The study of precipitation trends is critically important for a country like India whose food security and economy are dependent on the timely availability of water such as 83 % water used for agriculture sector, 12 % for industry sector and only 5 % for domestic sector. In this study, the historical rainfall data for the periods 1901-2002 and 1942-2002 of the Sindh river basin, India, were analysed for monthly, seasonal and annual trends. The conventional Mann-Kendall test (MK) and Mann-Kendall test (MMK), after the removal of the effect of all significant autocorrelation coefficients, and Sen's slope estimator were used to identify the trends. Kriging technique was used for interpolating the spatial pattern using Arc GIS 9.3. The analysis suggested significant increase in the trend of rainfall for seasonal and annual series in the Sindh basin during 1901-2002.
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
NASA Astrophysics Data System (ADS)
Yin, Yi; Shang, Pengjian
2015-04-01
In this paper, we propose multiscale detrended cross-correlation analysis (MSDCCA) to detect the long-range power-law cross-correlation of considered signals in the presence of nonstationarity. For improving the performance and getting better robustness, we further introduce the empirical mode decomposition (EMD) to eliminate the noise effects and propose MSDCCA method combined with EMD, which is called MS-EDXA method, then systematically investigate the multiscale cross-correlation structure of the real traffic signals. We apply the MSDCCA and MS-EDXA methods to study the cross-correlations in three situations: velocity and volume on one lane, velocities on the present and the next moment and velocities on the adjacent lanes, and further compare their spectrums respectively. When the difference between the spectrums of MSDCCA and MS-EDXA becomes unobvious, there is a crossover which denotes the turning point of difference. The crossover results from the competition between the noise effects in the original signals and the intrinsic fluctuation of traffic signals and divides the plot of spectrums into two regions. In all the three case, MS-EDXA method makes the average of local scaling exponents increased and the standard deviation decreased and provides a relative stable persistent scaling cross-correlated behavior which gets the analysis more precise and more robust and improves the performance after noises being removed. Applying MS-EDXA method avoids the inaccurate characteristics of multiscale cross-correlation structure at the short scale including the spectrum minimum, the range for the spectrum fluctuation and general trend, which are caused by the noise in the original signals. We get the conclusions that the traffic velocity and volume are long-range cross-correlated, which is accordant to their actual evolution, while velocities on the present and the next moment and velocities on adjacent lanes reflect the strong cross-correlations both in temporal and
Trend analysis of time-series phenology of North America derived from satellite data
Reed, B.C.
2006-01-01
Remote sensing information has been used in studies of the seasonal dynamics (phenology) of the land surface since the 1980s. While our understanding of remote sensing phenology is still in development, it is regarded as a key to understanding land-surface processes over large areas. Phenologic metrics, including start of season, end of season, duration of season, and seasonally integrated greenness, were derived from 8 km advanced very high resolution radiometer (AVHRR) data over North America spanning the years 1982-2003. Trend analysis was performed on annual summaries of the metrics to determine areas with increasing or decreasing growing season trends for the time period under study. Results show a trend toward earlier starts of season in limited areas of the mixed boreal forest, and a trend toward later end of season in well-defined areas of New England and southeastern Canada. Results in Saskatchewan, Canada, include a trend toward longer duration of season over a well-defined area, principally as a result of regional changes in land use practices. Changing seasonality appears to be an integrated response to a complex of factors, including climate change, but also, in many places, changes in land use practices. Copyright ?? 2006 by V. H. Winston & Son, Inc. All rights reserved.
The Tracking Meteogram, an AWIPS II Tool for Time-Series Analysis
NASA Technical Reports Server (NTRS)
Burks, Jason Eric; Sperow, Ken
2015-01-01
A new tool has been developed for the National Weather Service (NWS) Advanced Weather Interactive Processing System (AWIPS) II through collaboration between NASA's Short-term Prediction Research and Transition (SPoRT) and the NWS Meteorological Development Laboratory (MDL). Referred to as the "Tracking Meteogram", the tool aids NWS forecasters in assessing meteorological parameters associated with moving phenomena. The tool aids forecasters in severe weather situations by providing valuable satellite and radar derived trends such as cloud top cooling rates, radial velocity couplets, reflectivity, and information from ground-based lightning networks. The Tracking Meteogram tool also aids in synoptic and mesoscale analysis by tracking parameters such as the deepening of surface low pressure systems, changes in surface or upper air temperature, and other properties. The tool provides a valuable new functionality and demonstrates the flexibility and extensibility of the NWS AWIPS II architecture. In 2014, the operational impact of the tool was formally evaluated through participation in the NOAA/NWS Operations Proving Ground (OPG), a risk reduction activity to assess performance and operational impact of new forecasting concepts, tools, and applications. Performance of the Tracking Meteogram Tool during the OPG assessment confirmed that it will be a valuable asset to the operational forecasters. This presentation reviews development of the Tracking Meteogram tool, performance and feedback acquired during the OPG activity, and future goals for continued support and extension to other application areas.
Analysis of the mass balance time series of glaciers in the Italian Alps
NASA Astrophysics Data System (ADS)
Carturan, Luca; Baroni, Carlo; Brunetti, Michele; Carton, Alberto; Dalla Fontana, Giancarlo; Salvatore, Maria Cristina; Zanoner, Thomas; Zuecco, Giulia
2016-03-01
This work presents an analysis of the mass balance series of nine Italian glaciers, which were selected based on the length, continuity and reliability of observations. All glaciers experienced mass loss in the observation period, which is variable for the different glaciers and ranges between 10 and 47 years. The longest series display increasing mass loss rates, which were mainly due to increased ablation during longer and warmer ablation seasons. The mean annual mass balance (Ba) in the decade from 2004 to 2013 ranged from -1788 to -763 mm w.e. yr-1. Low-altitude glaciers with low range of elevation are more out of balance than the higher, larger and steeper glaciers, which maintain residual accumulation areas in their upper reaches. The response of glaciers is mainly controlled by the combination of October-May precipitations and June-September temperatures, but rapid geometric adjustments and atmospheric changes lead to modifications in their response to climatic variations. In particular, a decreasing correlation of Ba with the June-September temperatures and an increasing correlation with October-May precipitations are observed for some glaciers. In addition, the October-May temperatures tend to become significantly correlated with Ba, possibly indicating a decrease in the fraction of solid precipitation, and/or increased ablation, during the accumulation season. Because most of the monitored glaciers have no more accumulation area, their observations series are at risk due to their impending extinction, thus requiring a replacement soon.
A time series analysis of falls and injury in the inpatient rehabilitation setting.
Frisina, Pasquale G; Guellnitz, Rita; Alverzo, Joan
2010-01-01
The purpose of this study is to assess whether falls and injuries are influenced by a temporal pattern (defined as a pattern based on the time of day) in the inpatient acute rehabilitation unit/hospital (IRU/H) setting. A retrospective chart review and analysis of falls and injuries among inpatients admitted to our facility during a 9-month period was performed. The sample consisted of 367 patients who had fallen at least once; 71 had repeated falls, bringing the total number of falls to 438. Significant variation in the prevalence of falls (chi2 = 24.1, p <. 01) and injuries (chi2 = 12.90, p < .01) based on time of day and shift was observed. In addition, a temporal pattern of fall-related injuries with patients who had sustained stroke and brain injury (chi2 = 12.74, p = .045) was also observed. The findings from this study allow for the development of interventions that are appropriate when falls and injury are most prevalent for different clinical populations in the IRU/H setting.
Walsh, J.J.; Dieterle, D.A.; Gregg, W.W.; Pribble, J.R.
1989-01-01
A two-layered baroclinic circulation model and a 21-layered biochemical model are used to explore the consequences of Loop Current-induced upwelling and terrestrial eutrophication on ''new''production within the Gulf of Mexico. During a quasi-annual penetration and eddy-shedding cycle of the Loop Current, the simulated seasonal changes of incident radiation, wind stress, and surface mixed layer depth induce an annual cycle of algal biomass that corresponds to in situ and satellite time series of chlorophyll. The simulated nitrate fields match those of shipboard surveys, while fallout of particulate matter approximates that caught in sediment traps and accumulating in bottom sediments. Assuming an f ratio of 0.06--0.12, the total primary production of the Gulf of Mexico might be 105--210 g C m /sup /minus//2 yr/sup /minus//1 in the absence of anthropogenic nutrient loadings, i.e., 2--3 fold that of oligotrophic regions not impacted by western boundary currents. Less than 25% of the nitrogen effluent of the Mississippi River may be stored in bottom sediments, with most of this input dispersed in dissolved form beneath the pycnocline, after remineralization of particulate detritus within several production cycles derived from riverine loading. At a sinking rate of 3 m day /sup /minus//1, however, sufficient phytodetritus survives oxidation in the water column to balance estimates of bottom metabolism and burial at the margins.
Monitoring the Urban Growth on Vitosha Northeast Slope by Time Series Analysis
NASA Astrophysics Data System (ADS)
Nikolov, Hristo
2015-04-01
In last decades satellites are routinely used in solving large amount of Earth observation (EO) tasks. One of the phenomena that can be easily noted from EO images is the urban sprawl caused by urbanization process and formation of megacities. Two concurrent processes are observed in urban area enlargement - the loss of vegetation cover by soil sealing and the increase of impervious surfaces. The area for this specific study was selected due to its economic attractiveness and closeness to one of the biggest national parks - mountain Vitosha. Better identification of the ongoing changes in this particular area is considered to be of public interest. The basic task of this research was to trace the city growth by means of multispectral data and spectral indices and list possible reasons for the changes occurred. Important advantage in case instruments onboard satellites are used in such scenarios are the global coverage, repeatability, provision of historical data sets, and data consistency from one instrument to its successor. Other goal set in this study is establish method for better delineation of built/nobuilt areas as trade off between widely used spectral indices used for change detection in urban areas and the density of the buildings in the selected area derived by means of subpixel mixture analysis. These tasks were achieved by creating several new vector layers corresponding to shape and area of the land use change in the studied area. In the framework of this study used are the freely provided by USGS multispectral data from the series of TM/ETM+ instruments onboard Landsat satellites. The product used for tasks aforementioned is level L1T(G) radiometrically corrected and orthotransformed images that has been verified in large number of experiments and cited in numerous publications. For ground truthing several sources have been used - orthophoto images for visual inspection and CLC vector layers for years 1990, 2000, 2006 and 2012.
Time series analysis of cholera in Matlab, Bangladesh, during 1988-2001.
Ali, Mohammad; Kim, Deok Ryun; Yunus, Mohammad; Emch, Michael
2013-03-01
The study examined the impact of in-situ climatic and marine environmental variability on cholera incidence in an endemic area of Bangladesh and developed a forecasting model for understanding the magnitude of incidence. Diarrhoea surveillance data collected between 1988 and 2001 were obtained from a field research site in Matlab, Bangladesh. Cholera cases were defined as Vibrio cholerae O1 isolated from faecal specimens of patients who sought care at treatment centres serving the Matlab population. Cholera incidence for 168 months was correlated with remotely-sensed sea-surface temperature (SST) and in-situ environmental data, including rainfall and ambient temperature. A seasonal autoregressive integrated moving average (SARIMA) model was used for determining the impact of climatic and environmental variability on cholera incidence and evaluating the ability of the model to forecast the magnitude of cholera. There were 4,157 cholera cases during the study period, with an average of 1.4 cases per 1,000 people. Since monthly cholera cases varied significantly by month, it was necessary to stabilize the variance of cholera incidence by computing the natural logarithm to conduct the analysis. The SARIMA model shows temporal clustering of cholera at one- and 12-month lags. There was a 6% increase in cholera incidence with a minimum temperature increase of one degree celsius in the current month. For increase of SST by one degree celsius, there was a 25% increase in the cholera incidence at currrent month and 18% increase in the cholera incidence at two months. Rainfall did not influenc to cause variation in cholera incidence during the study period. The model forecast the fluctuation of cholera incidence in Matlab reasonably well (Root mean square error, RMSE: 0.108). Thus, the ambient and sea-surface temperature-based model could be used in forecasting cholera outbreaks in Matlab.
Schulz, Marcus; Krone, Roland; Dederer, Gabriele; Wätjen, Kai; Matthies, Michael
2015-05-01
The comparative analysis of marine litter in different marine compartments has rarely been attempted. In this study, long-term time series of marine litter abundance on the seafloor and on the coast, both from the southeastern North Sea, were analyzed for temporal trends and correlations. On four beach sections of 100 m length, mean abundances of total beach litter collected four times a year from 2002 to 2008 varied between 105 and 435 items. Mean densities of total inorganic litter on the seafloor amounted to 10.6 ± 9.7 kg km(-2) in the offshore region (2001-2010) and 13.7 ± 12.6 kg km(-2) in the Wadden Sea (1998-2007), respectively. In the offshore region, there was no significant long-term trend, while in the Wadden Sea, densities of marine litter declined significantly. Correlations between time series were weak, indicating different sources and transport processes responsible for compositions of beach litter and litter on the seafloor. Decreases in inputs from fisheries and substantial export due to resuspension are discussed as reasons for the decrease in litter on the seafloor in the Wadden Sea.
Yu, Hwa-Lung; Lin, Yuan-Chien; Kuo, Yi-Ming
2015-09-01
Understanding the temporal dynamics and interactions of particulate matter (PM) concentration and composition is important for air quality control. This paper applied a dynamic factor analysis method (DFA) to reveal the underlying mechanisms of nonstationary variations in twelve ambient concentrations of aerosols and gaseous pollutants, and the associations with meteorological factors. This approach can consider the uncertainties and temporal dependences of time series data. The common trends of the yearlong and three selected diurnal variations were obtained to characterize the dominant processes occurring in general and specific scenarios in Taipei during 2009 (i.e., during Asian dust storm (ADS) events, rainfall, and under normal conditions). The results revealed the two distinct yearlong NOx transformation processes, and demonstrated that traffic emissions and photochemical reactions both critically influence diurnal variation, depending upon meteorological conditions. During an ADS event, transboundary transport and distinct weather conditions both influenced the temporal pattern of identified common trends. This study shows the DFA method can effectively extract meaningful latent processes of time series data and provide insights of the dominant associations and interactions in the complex air pollution processes. PMID:25600321
Chao, Yu-Long
2008-01-01
The state of recycling in Taiwan has seen significant achievements due to various recycling policies implemented by environmental agencies in recent years. These policies include the "Keep Trash Off the Ground" (KTOG) measure, the "Four-in-One Recycling Plan", the per-bag trash collection fee and mandatory garbage sorting. An important question worthy of study is which of these policies has had a more pervasive and critical impact on the outcome of recycling. For example, there is evidence that the KTOG measure made it more convenient for people to begin recycling. This study therefore first analyzed the monthly data over the past decade on the amounts of recyclables in Taiwan's three major cities. By examining time series plots and employing an analysis of the time series intervention model, we can better understand the extent of the effects of the KTOG measure on these cities' amounts of recyclables. The same effects were also analyzed for the mandatory garbage sorting policy and the per-bag trash collection fee. Results show that the KTOG measure, essentially a change in refuse collection practice, presented consistent and significant effects on these cities' amounts of recyclables. It is suggested that the key to improving participation in a recycling program in waste management is for techniques to be tailored to actual settings in a way that facilitates citizen cooperation.
NASA Astrophysics Data System (ADS)
Dutton, Steven James
Particulate air pollution has demonstrated significant health effects ranging from worsening of asthma to increased rates of respiratory and cardiopulmonary mortality. These results have prompted the US-EPA to include particulate matter (PM) as one of the six criteria air pollutants regulated under the Clean Air Act. The diverse chemical make-up and physical characteristics of PM make it a challenging pollutant to characterize and regulate. Particulate matter less than 2.5 microns in diameter (PM2.5) has the ability to travel deep into the lungs and therefore has been linked with some of the more significant health effects. The toxicity of any given particle is likely dependent on its chemical composition. The goal of this project has been to chemically characterize a long time series of PM 2.5 measurements collected at a receptor site in Denver to a level of detail that has not been done before on this size data set. This has involved characterization of inorganic ions using ion chromatography, total elemental and organic carbon using thermal optical transmission, and organic molecular marker species using gas chromatography-mass spectrometry. Methods have been developed to allow for daily measurement and speciation for these compounds over a six year period. Measurement methods, novel approaches to uncertainty estimation, time series analysis, spectral and pattern analyses and source apportionment using two multivariate factor analysis models are presented. Analysis results reveal several natural and anthropogenic sources contributing to PM2.5 in Denver. The most distinguishable sources are motor vehicles and biomass combustion. This information will be used in a health effect analysis as part of a larger study called the Denver Aerosol Sources and Health (DASH) study. Such results will inform regulatory decisions and may help create a better understanding of the underlying mechanisms for the observed adverse health effects associated with PM2.5.
NASA Astrophysics Data System (ADS)
Gualandi, A.; Serpelloni, E.; Belardinelli, M. E.
2014-12-01
A critical point in the analysis of ground displacements time series is the development of data driven methods that allow to discern and characterize the different sources that generate the observed displacements. A widely used multivariate statistical technique is the Principal Component Analysis (PCA), which allows to reduce the dimensionality of the data space maintaining most of the variance of the dataset explained. It reproduces the original data using a limited number of Principal Components, but it also shows some deficiencies. Indeed, PCA does not perform well in finding the solution to the so-called Blind Source Separation (BSS) problem, i.e. in recovering and separating the original sources that generated the observed data. This is mainly due to the assumptions on which PCA relies: it looks for a new Euclidean space where the projected data are uncorrelated. Usually, the uncorrelation condition is not strong enough and it has been proven that the BSS problem can be tackled imposing on the components to be independent. The Independent Component Analysis (ICA) is, in fact, another popular technique adopted to approach this problem, and it can be used in all those fields where PCA is also applied. An ICA approach enables us to explain the time series imposing a fewer number of constraints on the model, and to reveal anomalies in the data such as transient signals. However, the independence condition is not easy to impose, and it is often necessary to introduce some approximations. To work around this problem, we use a variational bayesian ICA (vbICA) method, which models the probability density function (pdf) of each source signal using a mix of Gaussian distributions. This technique allows for more flexibility in the description of the pdf of the sources, giving a more reliable estimate of them. Here we present the application of the vbICA technique to GPS position time series. First, we use vbICA on synthetic data that simulate a seismic cycle
NASA Astrophysics Data System (ADS)
Liang, Y.; Gallaher, D. W.; Grant, G.; Lv, Q.
2011-12-01
Change over time, is the central driver of climate change detection. The goal is to diagnose the underlying causes, and make projections into the future. In an effort to optimize this process we have developed the Data Rod model, an object-oriented approach that provides the ability to query grid cell changes and their relationships to neighboring grid cells through time. The time series data is organized in time-centric structures called "data rods." A single data rod can be pictured as the multi-spectral data history at one grid cell: a vertical column of data through time. This resolves the long-standing problem of managing time-series data and opens new possibilities for temporal data analysis. This structure enables rapid time- centric analysis at any grid cell across multiple sensors and satellite platforms. Collections of data rods can be spatially and temporally filtered, statistically analyzed, and aggregated for use with pattern matching algorithms. Likewise, individual image pixels can be extracted to generate multi-spectral imagery at any spatial and temporal location. The Data Rods project has created a series of prototype databases to store and analyze massive datasets containing multi-modality remote sensing data. Using object-oriented technology, this method overcomes the operational limitations of traditional relational databases. To demonstrate the speed and efficiency of time-centric analysis using the Data Rods model, we have developed a sea ice detection algorithm. This application determines the concentration of sea ice in a small spatial region across a long temporal window. If performed using traditional analytical techniques, this task would typically require extensive data downloads and spatial filtering. Using Data Rods databases, the exact spatio-temporal data set is immediately available No extraneous data is downloaded, and all selected data querying occurs transparently on the server side. Moreover, fundamental statistical
Time-Series Data Analysis of Long-Term Home Blood Pressure Measurements in Relation to Lifestyle.
Takeuchi, Hiroshi; Kodama, Naoki; Takahashi, Shingo
2015-01-01
We conducted a long-term time-series analysis of an individual's home blood pressure measurements, stored on a personal healthcare system in cloud, relative to the individual's life-style. In addition to daily scattering, apparent seasonal variations were observed in both systolic and diastolic blood pressure measurements. We examined the effect of seasonal variations on the outcome of a healthcare data mining process that extracts rules between blood pressure measurements and life-style components such as exercise and diet, and found that the daily blood pressure data approached a normal distribution when adjusted for the seasonal variations. This implies that an adjustment is desirable in order to produce appropriate rules in the healthcare data mining process.
NASA Astrophysics Data System (ADS)
Flores-Marquez, E. L.; Galvez-Coyt, G.; Cifuentes-Nava, G.
2012-12-01
Fractal analysis of the total magnetic field (TMF) time series from 1997 to 2003 at Popocatépetl Volcano is performed and compared with the TMF-series of the Teoloyucan Magnetic Observatory, 100 km away. Using Higuchi's fractal dimension method (D). The D changes over time for both series were computed. It was observed, when the time windows used to compute D increase in length, both series show nearly the same behavior. Some criteria of comparison were employed to discriminate the local effects inherent to volcano-magnetism. The simultaneous maximum in D (1.8) of the TMF series at Popocatépetl Volcano and the recovered volcanic activity indicates a scaling relation of the TMF at Popocatépetl Volcano and demonstrates a link between the magnetic field and volcanic activity.
Sizirici, Banu; Tansel, Berrin
2010-01-01
The purpose of this study was to evaluate suitability of using the time series analysis for selected leachate quantity and quality parameters to forecast the duration of post closure period of a closed landfill. Selected leachate quality parameters (i.e., sodium, chloride, iron, bicarbonate, total dissolved solids (TDS), and ammonium as N) and volatile organic compounds (VOCs) (i.e., vinyl chloride, 1,4-dichlorobenzene, chlorobenzene, benzene, toluene, ethyl benzene, xylenes, total BTEX) were analyzed by the time series multiplicative decomposition model to estimate the projected levels of the parameters. These parameters were selected based on their detection levels and consistency of detection in leachate samples. In addition, VOCs detected in leachate and their chemical transformations were considered in view of the decomposition stage of the landfill. Projected leachate quality trends were analyzed and compared with the maximum contaminant level (MCL) for the respective parameters. Conditions that lead to specific trends (i.e., increasing, decreasing, or steady) and interactions of leachate quality parameters were evaluated. Decreasing trends were projected for leachate quantity, concentrations of sodium, chloride, TDS, ammonia as N, vinyl chloride, 1,4-dichlorobenzene, benzene, toluene, ethyl benzene, xylenes, and total BTEX. Increasing trends were projected for concentrations of iron, bicarbonate, and chlorobenzene. Anaerobic conditions in landfill provide favorable conditions for corrosion of iron resulting in higher concentrations over time. Bicarbonate formation as a byproduct of bacterial respiration during waste decomposition and the lime rock cap system of the landfill contribute to the increasing levels of bicarbonate in leachate. Chlorobenzene is produced during anaerobic biodegradation of 1,4-dichlorobenzene, hence, the increasing trend of chlorobenzene may be due to the declining trend of 1,4-dichlorobenzene. The time series multiplicative
NASA Astrophysics Data System (ADS)
Klarenberg, G.
2015-12-01
Infrastructure projects such as road paving have proven to bring a variety of (mainly) socio-economic advantages to countries and populations. However, many studies have also highlighted the negative socio-economic and biophysical effects that these developments have at local, regional and even larger scales. The "MAP" area (Madre de Dios in Peru, Acre in Brazil, and Pando in Bolivia) is a biodiversity hotspot in the southwestern Amazon where sections of South America's Inter-Oceanic Highway were paved between 2006 and 2010. We are interested in vegetation dynamics in the area since it plays an important role in ecosystem functions and ecosystem services in socio-ecological systems: it provides information on productivity and structure of the forest. In preparation of more complex and mechanistic simulation of vegetation, non-linear time series analysis and Dynamic Factor Analysis (DFA) was conducted on Enhanced Vegetation Index (EVI) time series - which is a remote sensing product and provides information on vegetation dynamics as it detects chlorophyll (productivity) and structural change. Time series of 30 years for EVI2 (from MODIS and AVHRR) were obtained for 100 communities in the area. Through specific time series cluster analysis of the vegetation data, communities were clustered to facilitate data analysis and pattern recognition. The clustering is spatially consistent, and appears to be driven by median road paving progress - which is different for each cluster. Non-linear time series analysis (multivariate singular spectrum analysis, MSSA) separates common signals (or low-dimensional attractors) across clusters. Despite the presence of this deterministic structure though, time series behavior is mostly stochastic. Granger causality analysis between EVI2 and possible response variables indicates which variables (and with what lags) are to be included in DFA, resulting in unique Dynamic Factor Models for each cluster.
NASA Astrophysics Data System (ADS)
Svensen, Henrik; Hammer, Ã.Yvind; Mazzini, Adriano; Onderdonk, Nathan; Polteau, Stephane; Planke, Sverre; Podladchikov, Yuri Y.
2009-09-01
Water-, mud-, gas-, and