Detecting chaos in irregularly sampled time series.

PubMed

Kulp, C W

2013-09-01

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

Behavioral Correlates of System Operational Readiness (SOR): Summary of Workshop Proceedings.

DTIC Science & Technology

1983-10-01

1978) time series ARIMA models Use ARIMA models for (Box & Jenkins, 1976) interrupted time series Stage 7. Interpretation 7.1 Formatting and re...This report describes a 2-day conference called to explore the methodology required to develop a behavioral model of system operational readiness (SOR...Participants discussed (4) the behavioral variables that should be included in the model , (2) the system level measures that should be included, (3

Using time series structural characteristics to analyze grain prices in food insecure countries

USGS Publications Warehouse

Davenport, Frank; Funk, Chris

2015-01-01

Two components of food security monitoring are accurate forecasts of local grain prices and the ability to identify unusual price behavior. We evaluated a method that can both facilitate forecasts of cross-country grain price data and identify dissimilarities in price behavior across multiple markets. This method, characteristic based clustering (CBC), identifies similarities in multiple time series based on structural characteristics in the data. Here, we conducted a simulation experiment to determine if CBC can be used to improve the accuracy of maize price forecasts. We then compared forecast accuracies among clustered and non-clustered price series over a rolling time horizon. We found that the accuracy of forecasts on clusters of time series were equal to or worse than forecasts based on individual time series. However, in the following experiment we found that CBC was still useful for price analysis. We used the clusters to explore the similarity of price behavior among Kenyan maize markets. We found that price behavior in the isolated markets of Mandera and Marsabit has become increasingly dissimilar from markets in other Kenyan cities, and that these dissimilarities could not be explained solely by geographic distance. The structural isolation of Mandera and Marsabit that we find in this paper is supported by field studies on food security and market integration in Kenya. Our results suggest that a market with a unique price series (as measured by structural characteristics that differ from neighboring markets) may lack market integration and food security.

Detection of crossover time scales in multifractal detrended fluctuation analysis

NASA Astrophysics Data System (ADS)

Ge, Erjia; Leung, Yee

2013-04-01

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

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.

Modeling of Engine Parameters for Condition-Based Maintenance of the MTU Series 2000 Diesel Engine

DTIC Science & Technology

2016-09-01

are suitable. To model the behavior of the engine, an autoregressive distributed lag (ARDL) time series model of engine speed and exhaust gas... time series model of engine speed and exhaust gas temperature is derived. The lag length for ARDL is determined by whitening of residuals using the...15 B. REGRESSION ANALYSIS ....................................................................15 1. Time Series Analysis

A Method for Comparing Multivariate Time Series with Different Dimensions

PubMed Central

Tapinos, Avraam; Mendes, Pedro

2013-01-01

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

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

PubMed

Wang, Guochao; Wang, Jun

2017-01-01

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

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

NASA Astrophysics Data System (ADS)

Wang, Guochao; Wang, Jun

2017-01-01

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

A Sandwich-Type Standard Error Estimator of SEM Models with Multivariate Time Series

ERIC Educational Resources Information Center

Zhang, Guangjian; Chow, Sy-Miin; Ong, Anthony D.

2011-01-01

Structural equation models are increasingly used as a modeling tool for multivariate time series data in the social and behavioral sciences. Standard error estimators of SEM models, originally developed for independent data, require modifications to accommodate the fact that time series data are inherently dependent. In this article, we extend a…

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.

Magnitude and sign of long-range correlated time series: Decomposition and surrogate signal generation.

PubMed

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

2016-04-01

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

AAMFT Master Series Tapes: An Analysis of the Inclusion of Feminist Principles into Family Therapy Practice.

ERIC Educational Resources Information Center

Haddock, Shelley A.; MacPhee, David; Zimmerman, Toni Schindler

2001-01-01

Content analysis of 23 American Association for Marriage and Family Therapy Master Series tapes was used to determine how well feminist behaviors have been incorporated into ideal family therapy practice. Feminist behaviors were infrequent, being evident in fewer than 3% of time blocks in event sampling and 10 of 39 feminist behaviors of the…

Phase walk analysis of leptokurtic time series.

PubMed

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

2018-06-01

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

Inhomogeneous scaling behaviors in Malaysian foreign currency exchange rates

NASA Astrophysics Data System (ADS)

Muniandy, S. V.; Lim, S. C.; Murugan, R.

2001-12-01

In this paper, we investigate the fractal scaling behaviors of foreign currency exchange rates with respect to Malaysian currency, Ringgit Malaysia. These time series are examined piecewise before and after the currency control imposed in 1st September 1998 using the monofractal model based on fractional Brownian motion. The global Hurst exponents are determined using the R/ S analysis, the detrended fluctuation analysis and the method of second moment using the correlation coefficients. The limitation of these monofractal analyses is discussed. The usual multifractal analysis reveals that there exists a wide range of Hurst exponents in each of the time series. A new method of modelling the multifractal time series based on multifractional Brownian motion with time-varying Hurst exponents is studied.

[The calming process of anger experience: time series changes of affects, cognitions, and behaviors].

PubMed

Hibino, Kei; Yukawa, Shintaro

2004-02-01

This study investigated time series changes and relationships of affects, cognitions, and behaviors immediately, a few days, and a week after anger episodes. Two hundred undergraduates (96 men, and 104 women) completed a questionnaire. The results were as follows. Anger intensely aroused immediately after anger episodes, and was rapidly calmed as time passed. Anger and depression correlated in each period, so depression was accompanied with anger experiences. The results of covariance structure analysis showed that aggressive behavior was evoked only by affects (especially anger) immediately, and was evoked only by cognitions (especially inflating) a few days after the episode. One week after the episode, aggressive behavior decreased, and was not influenced by affects and cognitions. Anger elicited all anger-expressive behaviors such as aggressive behavior, social sharing, and object-displacement, while depression accompanied with anger episodes elicited only object-displacement.

Temporal Aggregation and Testing For Timber Price Behavior

Treesearch

Jeffrey P. Prestemon; John M. Pye; Thomas P. Holmes

2004-01-01

Different harvest timing models make different assumptions about timber price behavior. Those seeking to optimize harvest timing are thus first faced with a decision regarding which assumption of price behavior is appropriate for their market, particularly regarding the presence of a unit root in the timber price time series. Unfortunately for landowners and investors...

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.

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

Kamışlıoğlu, Miraç, E-mail: m.kamislioglu@gmail.com; Külahcı, Fatih, E-mail: fatihkulahci@firat.edu.tr

Nonlinear time series analysis techniques have large application areas on the geoscience and geophysics fields. Modern nonlinear methods are provided considerable evidence for explain seismicity phenomena. In this study nonlinear time series analysis, fractal analysis and spectral analysis have been carried out for researching the chaotic behaviors of release radon gas ({sup 222}Rn) concentration occurring during seismic events. Nonlinear time series analysis methods (Lyapunov exponent, Hurst phenomenon, correlation dimension and false nearest neighbor) were applied for East Anatolian Fault Zone (EAFZ) Turkey and its surroundings where there are about 35,136 the radon measurements for each region. In this paper weremore » investigated of {sup 222}Rn behavior which it’s used in earthquake prediction studies.« less

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

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

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

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

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

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

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

2014-06-15

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

Extending nonlinear analysis to short ecological time series.

PubMed

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

2008-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2013-12-01

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

Traffic dispersion through a series of signals with irregular split

NASA Astrophysics Data System (ADS)

Nagatani, Takashi

2016-01-01

We study the traffic behavior of a group of vehicles moving through a sequence of signals with irregular splits on a roadway. We present the stochastic model of vehicular traffic controlled by signals. The dynamic behavior of vehicular traffic is clarified by analyzing traffic pattern and travel time numerically. The group of vehicles breaks up more and more by the irregularity of signal's split. The traffic dispersion is induced by the irregular split. We show that the traffic dispersion depends highly on the cycle time and the strength of split's irregularity. Also, we study the traffic behavior through the series of signals at the green-wave strategy. The dependence of the travel time on offset time is derived for various values of cycle time. The region map of the traffic dispersion is shown in (cycle time, offset time)-space.

Dynamical Analysis and Visualization of Tornadoes Time Series

PubMed Central

2015-01-01

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

Dynamical analysis and visualization of tornadoes time series.

PubMed

Lopes, António M; Tenreiro Machado, J A

2015-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Pediatric emotional dysregulation and behavioral disruptiveness treated with hypnosis: a time-series design.

PubMed

Iglesias, Alex; Iglesias, Adam

2014-01-01

A case of pediatric oppositional defiant disorder (ODD) with concomitant emotional dysregulation and secondary behavioral disruptiveness was treated with hypnosis by means of the hypnotic hold, a method adapted by the authors. An A-B-A-B time-series design with multiple replications was employed to measure the relationship of the hypnotic treatment to the dependent measure: episodes of emotional dysregulation with accompanying behavioral disruptiveness. The findings indicated a statistically significant relationship between the degree of change from phase to phase and the treatment. Follow-up at 6 months indicated a significant reduction of the frequency of targeted episodes of emotional dysregulation and behavioral disruptiveness at home.

Nonlinear dynamics and intermittency in a turbulent reacting wake with density ratio as bifurcation parameter

NASA Astrophysics Data System (ADS)

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

2016-10-01

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

Disentangling the stochastic behavior of complex time series

NASA Astrophysics Data System (ADS)

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

2016-10-01

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

The Cross-Wavelet Transform and Analysis of Quasi-periodic Behavior in the Pearson-Readhead VLBI Survey Sources

NASA Astrophysics Data System (ADS)

Kelly, Brandon C.; Hughes, Philip A.; Aller, Hugh D.; Aller, Margo F.

2003-07-01

We introduce an algorithm for applying a cross-wavelet transform to analysis of quasi-periodic variations in a time series and introduce significance tests for the technique. We apply a continuous wavelet transform and the cross-wavelet algorithm to the Pearson-Readhead VLBI survey sources using data obtained from the University of Michigan 26 m paraboloid at observing frequencies of 14.5, 8.0, and 4.8 GHz. Thirty of the 62 sources were chosen to have sufficient data for analysis, having at least 100 data points for a given time series. Of these 30 sources, a little more than half exhibited evidence for quasi-periodic behavior in at least one observing frequency, with a mean characteristic period of 2.4 yr and standard deviation of 1.3 yr. We find that out of the 30 sources, there were about four timescales for every 10 time series, and about half of those sources showing quasi-periodic behavior repeated the behavior in at least one other observing frequency.

Utilization of Historic Information in an Optimisation Task

NASA Technical Reports Server (NTRS)

Boesser, T.

1984-01-01

One of the basic components of a discrete model of motor behavior and decision making, which describes tracking and supervisory control in unitary terms, is assumed to be a filtering mechanism which is tied to the representational principles of human memory for time-series information. In a series of experiments subjects used the time-series information with certain significant limitations: there is a range-effect; asymmetric distributions seem to be recognized, but it does not seem to be possible to optimize performance based on skewed distributions. Thus there is a transformation of the displayed data between the perceptual system and representation in memory involving a loss of information. This rules out a number of representational principles for time-series information in memory and fits very well into the framework of a comprehensive discrete model for control of complex systems, modelling continuous control (tracking), discrete responses, supervisory behavior and learning.

Volatility of linear and nonlinear time series

NASA Astrophysics Data System (ADS)

Kalisky, Tomer; Ashkenazy, Yosef; Havlin, Shlomo

2005-07-01

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

Time series with tailored nonlinearities

NASA Astrophysics Data System (ADS)

Räth, C.; Laut, I.

2015-10-01

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

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

PubMed

Ragwitz, M; Kantz, H

2001-12-17

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

Time series analysis for psychological research: examining and forecasting change

PubMed Central

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

2015-01-01

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

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

PubMed

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

2015-01-01

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

Data series embedding and scale invariant statistics.

PubMed

Michieli, I; Medved, B; Ristov, S

2010-06-01

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

Characterizing time series: when Granger causality triggers complex networks

NASA Astrophysics Data System (ADS)

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

2012-08-01

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

Short-term data forecasting based on wavelet transformation and chaos theory

NASA Astrophysics Data System (ADS)

Wang, Yi; Li, Cunbin; Zhang, Liang

2017-09-01

A sketch of wavelet transformation and its application was given. Concerning the characteristics of time sequence, Haar wavelet was used to do data reduction. After processing, the effect of “data nail” on forecasting was reduced. Chaos theory was also introduced, a new chaos time series forecasting flow based on wavelet transformation was proposed. The largest Lyapunov exponent was larger than zero from small data sets, it verified the data change behavior still met chaotic behavior. Based on this, chaos time series to forecast short-term change behavior could be used. At last, the example analysis of the price from a real electricity market showed that the forecasting method increased the precision of the forecasting more effectively and steadily.

Complex dynamic in ecological time series

Treesearch

Peter Turchin; Andrew D. Taylor

1992-01-01

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

Entropy of electromyography time series

NASA Astrophysics Data System (ADS)

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

2007-12-01

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

Short Term Rain Prediction For Sustainability of Tanks in the Tropic Influenced by Shadow Rains

NASA Astrophysics Data System (ADS)

Suresh, S.

2007-07-01

Rainfall and flow prediction, adapting the Venkataraman single time series approach and Wiener multiple time series approach were conducted for Aralikottai tank system, and Kothamangalam tank system, Tamilnadu, India. The results indicated that the raw prediction of daily values is closer to actual values than trend identified predictions. The sister seasonal time series were more amenable for prediction than whole parent time series. Venkataraman single time approach was more suited for rainfall prediction. Wiener approach proved better for daily prediction of flow based on rainfall. The major conclusion is that the sister seasonal time series of rain and flow have their own identities even though they form part of the whole parent time series. Further studies with other tropical small watersheds are necessary to establish this unique characteristic of independent but not exclusive behavior of seasonal stationary stochastic processes as compared to parent non stationary stochastic processes.

78 FR 41161 - Self-Regulatory Organizations; The Options Clearing Corporation; Notice of Filing of Advance...

Federal Register 2010, 2011, 2012, 2013, 2014

2013-07-09

... behavior is included in the econometric models underlying STANS, time series of proportional changes in... included in the econometric models underlying STANS, time series of proportional changes in implied... calculate daily margin requirements. OCC has proposed at this time to clear only OTC Options on the S&P 500...

Development and evaluation of a data-adaptive alerting algorithm for univariate temporal biosurveillance data.

PubMed

Elbert, Yevgeniy; Burkom, Howard S

2009-11-20

This paper discusses further advances in making robust predictions with the Holt-Winters forecasts for a variety of syndromic time series behaviors and introduces a control-chart detection approach based on these forecasts. Using three collections of time series data, we compare biosurveillance alerting methods with quantified measures of forecast agreement, signal sensitivity, and time-to-detect. The study presents practical rules for initialization and parameterization of biosurveillance time series. Several outbreak scenarios are used for detection comparison. We derive an alerting algorithm from forecasts using Holt-Winters-generalized smoothing for prospective application to daily syndromic time series. The derived algorithm is compared with simple control-chart adaptations and to more computationally intensive regression modeling methods. The comparisons are conducted on background data from both authentic and simulated data streams. Both types of background data include time series that vary widely by both mean value and cyclic or seasonal behavior. Plausible, simulated signals are added to the background data for detection performance testing at signal strengths calculated to be neither too easy nor too hard to separate the compared methods. Results show that both the sensitivity and the timeliness of the Holt-Winters-based algorithm proved to be comparable or superior to that of the more traditional prediction methods used for syndromic surveillance.

Application of cross-sectional time series modeling for the prediction of energy expenditure from heart rate and accelerometry

USDA-ARS?s Scientific Manuscript database

Accurate estimation of energy expenditure (EE) in children and adolescents is required for a better understanding of physiological, behavioral, and environmental factors affecting energy balance. Cross-sectional time series (CSTS) models, which account for correlation structure of repeated observati...

Multifractals embedded in short time series: An unbiased estimation of probability moment

NASA Astrophysics Data System (ADS)

Qiu, Lu; Yang, Tianguang; Yin, Yanhua; Gu, Changgui; Yang, Huijie

2016-12-01

An exact estimation of probability moments is the base for several essential concepts, such as the multifractals, the Tsallis entropy, and the transfer entropy. By means of approximation theory we propose a new method called factorial-moment-based estimation of probability moments. Theoretical prediction and computational results show that it can provide us an unbiased estimation of the probability moments of continuous order. Calculations on probability redistribution model verify that it can extract exactly multifractal behaviors from several hundred recordings. Its powerfulness in monitoring evolution of scaling behaviors is exemplified by two empirical cases, i.e., the gait time series for fast, normal, and slow trials of a healthy volunteer, and the closing price series for Shanghai stock market. By using short time series with several hundred lengths, a comparison with the well-established tools displays significant advantages of its performance over the other methods. The factorial-moment-based estimation can evaluate correctly the scaling behaviors in a scale range about three generations wider than the multifractal detrended fluctuation analysis and the basic estimation. The estimation of partition function given by the wavelet transform modulus maxima has unacceptable fluctuations. Besides the scaling invariance focused in the present paper, the proposed factorial moment of continuous order can find its various uses, such as finding nonextensive behaviors of a complex system and reconstructing the causality relationship network between elements of a complex system.

Volatility behavior of visibility graph EMD financial time series from Ising interacting system

NASA Astrophysics Data System (ADS)

Zhang, Bo; Wang, Jun; Fang, Wen

2015-08-01

A financial market dynamics model is developed and investigated by stochastic Ising system, where the Ising model is the most popular ferromagnetic model in statistical physics systems. Applying two graph based analysis and multiscale entropy method, we investigate and compare the statistical volatility behavior of return time series and the corresponding IMF series derived from the empirical mode decomposition (EMD) method. And the real stock market indices are considered to be comparatively studied with the simulation data of the proposed model. Further, we find that the degree distribution of visibility graph for the simulation series has the power law tails, and the assortative network exhibits the mixing pattern property. All these features are in agreement with the real market data, the research confirms that the financial model established by the Ising system is reasonable.

Prony series spectra of structural relaxation in N-BK7 for finite element modeling.

PubMed

Koontz, Erick; Blouin, Vincent; Wachtel, Peter; Musgraves, J David; Richardson, Kathleen

2012-12-20

Structural relaxation behavior of N-BK7 glass was characterized at temperatures 20 °C above and below T(12) for this glass, using a thermo mechanical analyzer (TMA). T(12) is a characteristic temperature corresponding to a viscosity of 10(12) Pa·s. The glass was subject to quick temperature down-jumps preceded and followed by long isothermal holds. The exponential-like decay of the sample height was recorded and fitted using a unique Prony series method. The result of his method was a plot of the fit parameters revealing the presence of four distinct peaks or distributions of relaxation times. The number of relaxation times decreased as final test temperature was increased. The relaxation times did not shift significantly with changing temperature; however, the Prony weight terms varied essentially linearly with temperature. It was also found that the structural relaxation behavior of the glass trended toward single exponential behavior at temperatures above the testing range. The result of the analysis was a temperature-dependent Prony series model that can be used in finite element modeling of glass behavior in processes such as precision glass molding (PGM).

Multifractal behavior of an air pollutant time series and the relevance to the predictability.

PubMed

Dong, Qingli; Wang, Yong; Li, Peizhi

2017-03-01

Compared with the traditional method of detrended fluctuation analysis, which is used to characterize fractal scaling properties and long-range correlations, this research provides new insight into the multifractality and predictability of a nonstationary air pollutant time series using the methods of spectral analysis and multifractal detrended fluctuation analysis. First, the existence of a significant power-law behavior and long-range correlations for such series are verified. Then, by employing shuffling and surrogating procedures and estimating the scaling exponents, the major source of multifractality in these pollutant series is found to be the fat-tailed probability density function. Long-range correlations also partly contribute to the multifractal features. The relationship between the predictability of the pollutant time series and their multifractal nature is then investigated with extended analyses from the quantitative perspective, and it is found that the contribution of the multifractal strength of long-range correlations to the overall multifractal strength can affect the predictability of a pollutant series in a specific region to some extent. The findings of this comprehensive study can help to better understand the mechanisms governing the dynamics of air pollutant series and aid in performing better meteorological assessment and management. Copyright © 2016 Elsevier Ltd. All rights reserved.

Sensitivity analysis of machine-learning models of hydrologic time series

NASA Astrophysics Data System (ADS)

O'Reilly, A. M.

2017-12-01

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

Model Identification in Time-Series Analysis: Some Empirical Results.

ERIC Educational Resources Information Center

Padia, William L.

Model identification of time-series data is essential to valid statistical tests of intervention effects. Model identification is, at best, inexact in the social and behavioral sciences where one is often confronted with small numbers of observations. These problems are discussed, and the results of independent identifications of 130 social and…

mSieve: Differential Behavioral Privacy in Time Series of Mobile Sensor Data.

PubMed

Saleheen, Nazir; Chakraborty, Supriyo; Ali, Nasir; Mahbubur Rahman, Md; Hossain, Syed Monowar; Bari, Rummana; Buder, Eugene; Srivastava, Mani; Kumar, Santosh

2016-09-01

Differential privacy concepts have been successfully used to protect anonymity of individuals in population-scale analysis. Sharing of mobile sensor data, especially physiological data, raise different privacy challenges, that of protecting private behaviors that can be revealed from time series of sensor data. Existing privacy mechanisms rely on noise addition and data perturbation. But the accuracy requirement on inferences drawn from physiological data, together with well-established limits within which these data values occur, render traditional privacy mechanisms inapplicable. In this work, we define a new behavioral privacy metric based on differential privacy and propose a novel data substitution mechanism to protect behavioral privacy. We evaluate the efficacy of our scheme using 660 hours of ECG, respiration, and activity data collected from 43 participants and demonstrate that it is possible to retain meaningful utility, in terms of inference accuracy (90%), while simultaneously preserving the privacy of sensitive behaviors.

mSieve: Differential Behavioral Privacy in Time Series of Mobile Sensor Data

PubMed Central

Saleheen, Nazir; Chakraborty, Supriyo; Ali, Nasir; Mahbubur Rahman, Md; Hossain, Syed Monowar; Bari, Rummana; Buder, Eugene; Srivastava, Mani; Kumar, Santosh

2016-01-01

Differential privacy concepts have been successfully used to protect anonymity of individuals in population-scale analysis. Sharing of mobile sensor data, especially physiological data, raise different privacy challenges, that of protecting private behaviors that can be revealed from time series of sensor data. Existing privacy mechanisms rely on noise addition and data perturbation. But the accuracy requirement on inferences drawn from physiological data, together with well-established limits within which these data values occur, render traditional privacy mechanisms inapplicable. In this work, we define a new behavioral privacy metric based on differential privacy and propose a novel data substitution mechanism to protect behavioral privacy. We evaluate the efficacy of our scheme using 660 hours of ECG, respiration, and activity data collected from 43 participants and demonstrate that it is possible to retain meaningful utility, in terms of inference accuracy (90%), while simultaneously preserving the privacy of sensitive behaviors. PMID:28058408

Processing short-term and long-term information with a combination of polynomial approximation techniques and time-delay neural networks.

PubMed

Fuchs, Erich; Gruber, Christian; Reitmaier, Tobias; Sick, Bernhard

2009-09-01

Neural networks are often used to process temporal information, i.e., any kind of information related to time series. In many cases, time series contain short-term and long-term trends or behavior. This paper presents a new approach to capture temporal information with various reference periods simultaneously. A least squares approximation of the time series with orthogonal polynomials will be used to describe short-term trends contained in a signal (average, increase, curvature, etc.). Long-term behavior will be modeled with the tapped delay lines of a time-delay neural network (TDNN). This network takes the coefficients of the orthogonal expansion of the approximating polynomial as inputs such considering short-term and long-term information efficiently. The advantages of the method will be demonstrated by means of artificial data and two real-world application examples, the prediction of the user number in a computer network and online tool wear classification in turning.

Time series behaviour of the number of Air Asia passengers: A distributional approach

NASA Astrophysics Data System (ADS)

Asrah, Norhaidah Mohd; Djauhari, Maman Abdurachman

2013-09-01

The common practice to time series analysis is by fitting a model and then further analysis is conducted on the residuals. However, if we know the distributional behavior of time series, the analyses in model identification, parameter estimation, and model checking are more straightforward. In this paper, we show that the number of Air Asia passengers can be represented as a geometric Brownian motion process. Therefore, instead of using the standard approach in model fitting, we use an appropriate transformation to come up with a stationary, normally distributed and even independent time series. An example in forecasting the number of Air Asia passengers will be given to illustrate the advantages of the method.

POD Model Reconstruction for Gray-Box Fault Detection

NASA Technical Reports Server (NTRS)

Park, Han; Zak, Michail

2007-01-01

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

Regression-Based Identification of Behavior-Encoding Neurons During Large-Scale Optical Imaging of Neural Activity at Cellular Resolution

PubMed Central

Miri, Andrew; Daie, Kayvon; Burdine, Rebecca D.; Aksay, Emre

2011-01-01

The advent of methods for optical imaging of large-scale neural activity at cellular resolution in behaving animals presents the problem of identifying behavior-encoding cells within the resulting image time series. Rapid and precise identification of cells with particular neural encoding would facilitate targeted activity measurements and perturbations useful in characterizing the operating principles of neural circuits. Here we report a regression-based approach to semiautomatically identify neurons that is based on the correlation of fluorescence time series with quantitative measurements of behavior. The approach is illustrated with a novel preparation allowing synchronous eye tracking and two-photon laser scanning fluorescence imaging of calcium changes in populations of hindbrain neurons during spontaneous eye movement in the larval zebrafish. Putative velocity-to-position oculomotor integrator neurons were identified that showed a broad spatial distribution and diversity of encoding. Optical identification of integrator neurons was confirmed with targeted loose-patch electrical recording and laser ablation. The general regression-based approach we demonstrate should be widely applicable to calcium imaging time series in behaving animals. PMID:21084686

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.

Novel Flood Detection and Analysis Method Using Recurrence Property

NASA Astrophysics Data System (ADS)

Wendi, Dadiyorto; Merz, Bruno; Marwan, Norbert

2016-04-01

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

qFeature

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

2015-09-14

This package contains statistical routines for extracting features from multivariate time-series data which can then be used for subsequent multivariate statistical analysis to identify patterns and anomalous behavior. It calculates local linear or quadratic regression model fits to moving windows for each series and then summarizes the model coefficients across user-defined time intervals for each series. These methods are domain agnostic-but they have been successfully applied to a variety of domains, including commercial aviation and electric power grid data.

Behavior Analysis: Methodological Foundations.

ERIC Educational Resources Information Center

Owen, James L.

Behavior analysis provides a unique way of coming to understand intrapersonal and interpersonal communication behaviors, and focuses on control techniques available to a speaker and counter-control techniques available to a listener. "Time-series methodology" is a convenient term because it subsumes under one label a variety of baseline…

Wavelet-based surrogate time series for multiscale simulation of heterogeneous catalysis

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

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

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

Nonlinear modeling of chaotic time series: Theory and applications

NASA Astrophysics Data System (ADS)

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

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

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

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

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

2014-03-15

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

Wavelet-based surrogate time series for multiscale simulation of heterogeneous catalysis

DOE PAGES

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

2016-01-28

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

Hazard function theory for nonstationary natural hazards

NASA Astrophysics Data System (ADS)

Read, L.; Vogel, R. M.

2015-12-01

Studies from the natural hazards literature indicate that many natural processes, including wind speeds, landslides, wildfires, precipitation, streamflow and earthquakes, show evidence of nonstationary behavior such as trends in magnitudes through time. Traditional probabilistic analysis of natural hazards based on partial duration series (PDS) generally assumes stationarity in the magnitudes and arrivals of events, i.e. that the probability of exceedance is constant through time. Given evidence of trends and the consequent expected growth in devastating impacts from natural hazards across the world, new methods are needed to characterize their probabilistic behavior. The field of hazard function analysis (HFA) is ideally suited to this problem because its primary goal is to describe changes in the exceedance probability of an event over time. HFA is widely used in medicine, manufacturing, actuarial statistics, reliability engineering, economics, and elsewhere. HFA provides a rich theory to relate the natural hazard event series (x) with its failure time series (t), enabling computation of corresponding average return periods and reliabilities associated with nonstationary event series. This work investigates the suitability of HFA to characterize nonstationary natural hazards whose PDS magnitudes are assumed to follow the widely applied Poisson-GP model. We derive a 2-parameter Generalized Pareto hazard model and demonstrate how metrics such as reliability and average return period are impacted by nonstationarity and discuss the implications for planning and design. Our theoretical analysis linking hazard event series x, with corresponding failure time series t, should have application to a wide class of natural hazards.

Forecasting Nonlinear Chaotic Time Series with Function Expression Method Based on an Improved Genetic-Simulated Annealing Algorithm

PubMed Central

Wang, Jun; Zhou, Bi-hua; Zhou, Shu-dao; Sheng, Zheng

2015-01-01

The paper proposes a novel function expression method to forecast chaotic time series, using an improved genetic-simulated annealing (IGSA) algorithm to establish the optimum function expression that describes the behavior of time series. In order to deal with the weakness associated with the genetic algorithm, the proposed algorithm incorporates the simulated annealing operation which has the strong local search ability into the genetic algorithm to enhance the performance of optimization; besides, the fitness function and genetic operators are also improved. Finally, the method is applied to the chaotic time series of Quadratic and Rossler maps for validation. The effect of noise in the chaotic time series is also studied numerically. The numerical results verify that the method can forecast chaotic time series with high precision and effectiveness, and the forecasting precision with certain noise is also satisfactory. It can be concluded that the IGSA algorithm is energy-efficient and superior. PMID:26000011

Forecasting nonlinear chaotic time series with function expression method based on an improved genetic-simulated annealing algorithm.

PubMed

Wang, Jun; Zhou, Bi-hua; Zhou, Shu-dao; Sheng, Zheng

2015-01-01

The paper proposes a novel function expression method to forecast chaotic time series, using an improved genetic-simulated annealing (IGSA) algorithm to establish the optimum function expression that describes the behavior of time series. In order to deal with the weakness associated with the genetic algorithm, the proposed algorithm incorporates the simulated annealing operation which has the strong local search ability into the genetic algorithm to enhance the performance of optimization; besides, the fitness function and genetic operators are also improved. Finally, the method is applied to the chaotic time series of Quadratic and Rossler maps for validation. The effect of noise in the chaotic time series is also studied numerically. The numerical results verify that the method can forecast chaotic time series with high precision and effectiveness, and the forecasting precision with certain noise is also satisfactory. It can be concluded that the IGSA algorithm is energy-efficient and superior.

Study nonlinear dynamics of stratospheric ozone concentration at Pakistan Terrestrial region

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Analysis and generation of groundwater concentration time series

NASA Astrophysics Data System (ADS)

Crăciun, Maria; Vamoş, Călin; Suciu, Nicolae

2018-01-01

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

Association mining of dependency between time series

NASA Astrophysics Data System (ADS)

Hafez, Alaaeldin

2001-03-01

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

Lyapunov exponents from CHUA's circuit time series using artificial neural networks

NASA Technical Reports Server (NTRS)

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

1995-01-01

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

Crustal Movements and Gravity Variations in the Southeastern Po Plain, Italy

NASA Astrophysics Data System (ADS)

Zerbini, S.; Bruni, S.; Errico, M.; Santi, E.; Wilmes, H.; Wziontek, H.

2014-12-01

At the Medicina observatory, in the southeastern Po Plain, in Italy, we have started a project of continuous GPS and gravity observations in mid 1996. The experiment, focused on a comparison between height and gravity variations, is still ongoing; these uninterrupted time series certainly constitute a most important data base to observe and estimate reliably long-period behaviors but also to derive deeper insights on the nature of the crustal deformation. Almost two decades of continuous GPS observations from two closely located receivers have shown that the coordinate time series are characterized by linear and non-linear variations as well as by sudden jumps. Both over long- and short-period time scales, the GPS height series show signals induced by different phenomena, for example, those related to mass transport in the Earth system. Seasonal effects are clearly recognizable and are mainly associated with the water table seasonal behavior. To understand and separate the contribution of different forcings is not an easy task; to this end, the information provided by the superconducting gravimeter observations and also by absolute gravity measurements offers a most important means to detect and understand mass contributions. In addition to GPS and gravity data, at Medicina, a number of environmental parameters time series are also regularly acquired, among them water table levels. We present the results of study investigating correlations between height, gravity and environmental parameters time series.

Analysis of cyclical behavior in time series of stock market returns

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

Modeling Pacing Behavior and Test Speededness Using Latent Growth Curve Models

ERIC Educational Resources Information Center

Kahraman, Nilufer; Cuddy, Monica M.; Clauser, Brian E.

2013-01-01

This research explores the usefulness of latent growth curve modeling in the study of pacing behavior and test speededness. Examinee response times from a high-stakes, computerized examination, collected before and after the examination was subjected to a timing change, were analyzed using a series of latent growth curve models to detect…

Getting It Right Matters: Climate Spectra and Their Estimation

NASA Astrophysics Data System (ADS)

Privalsky, Victor; Yushkov, Vladislav

2018-06-01

In many recent publications, climate spectra estimated with different methods from observed, GCM-simulated, and reconstructed time series contain many peaks at time scales from a few years to many decades and even centuries. However, respective spectral estimates obtained with the autoregressive (AR) and multitapering (MTM) methods showed that spectra of climate time series are smooth and contain no evidence of periodic or quasi-periodic behavior. Four order selection criteria for the autoregressive models were studied and proven sufficiently reliable for 25 time series of climate observations at individual locations or spatially averaged at local-to-global scales. As time series of climate observations are short, an alternative reliable nonparametric approach is Thomson's MTM. These results agree with both the earlier climate spectral analyses and the Markovian stochastic model of climate.

Weighted combination of LOD values oa splitted into frequency windows

NASA Astrophysics Data System (ADS)

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

In this analysis a one-day combined time series of LOD(length-of-day) estimates is presented. We use individual data series derived by 7 GPS and 3 SLR analysis centers, which routinely contribute to the IERS database over a recent 27-month period (Jul 1996 - Oct 1998). The result is compared to the multi-technique combined series C04 produced by the Central Bureau of the IERS that is commonly used as a reference for the study of the phenomena of Earth rotation variations. The Frequency Windows Combined Series procedure brings out a time series, which is close to C04 but shows an amplitude difference that might explain the evident periodic behavior present in the differences of these two combined series. This method could be useful to generate a new time series to be used as a reference in the high frequency variations of the Earth rotation studies.

Solar-Terrestrial Signal Record in Tree Ring Width Time Series from Brazil

NASA Astrophysics Data System (ADS)

Rigozo, Nivaor Rodolfo; Lisi, Cláudio Sergio; Filho, Mário Tomazello; Prestes, Alan; Nordemann, Daniel Jean Roger; de Souza Echer, Mariza Pereira; Echer, Ezequiel; da Silva, Heitor Evangelista; Rigozo, Valderez F.

2012-12-01

This work investigates the behavior of the sunspot number and Southern Oscillation Index (SOI) signal recorded in the tree ring time series for three different locations in Brazil: Humaitá in Amazônia State, Porto Ferreira in São Paulo State, and Passo Fundo in Rio Grande do Sul State, using wavelet and cross-wavelet analysis techniques. The wavelet spectra of tree ring time series showed signs of 11 and 22 years, possibly related to the solar activity, and periods of 2-8 years, possibly related to El Niño events. The cross-wavelet spectra for all tree ring time series from Brazil present a significant response to the 11-year solar cycle in the time interval between 1921 to after 1981. These tree ring time series still have a response to the second harmonic of the solar cycle (5.5 years), but in different time intervals. The cross-wavelet maps also showed that the relationship between the SOI x tree ring time series is more intense, for oscillation in the range of 4-8 years.

Introduction and application of the multiscale coefficient of variation analysis.

PubMed

Abney, Drew H; Kello, Christopher T; Balasubramaniam, Ramesh

2017-10-01

Quantifying how patterns of behavior relate across multiple levels of measurement typically requires long time series for reliable parameter estimation. We describe a novel analysis that estimates patterns of variability across multiple scales of analysis suitable for time series of short duration. The multiscale coefficient of variation (MSCV) measures the distance between local coefficient of variation estimates within particular time windows and the overall coefficient of variation across all time samples. We first describe the MSCV analysis and provide an example analytical protocol with corresponding MATLAB implementation and code. Next, we present a simulation study testing the new analysis using time series generated by ARFIMA models that span white noise, short-term and long-term correlations. The MSCV analysis was observed to be sensitive to specific parameters of ARFIMA models varying in the type of temporal structure and time series length. We then apply the MSCV analysis to short time series of speech phrases and musical themes to show commonalities in multiscale structure. The simulation and application studies provide evidence that the MSCV analysis can discriminate between time series varying in multiscale structure and length.

Higher-Order Hurst Signatures: Dynamical Information in Time Series

NASA Astrophysics Data System (ADS)

Ferenbaugh, Willis

2005-10-01

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

The slippery slope: how small ethical transgressions pave the way for larger future transgressions.

PubMed

Welsh, David T; Ordóñez, Lisa D; Snyder, Deirdre G; Christian, Michael S

2015-01-01

Many recent corporate scandals have been described as resulting from a slippery slope in which a series of small infractions gradually increased over time (e.g., McLean & Elkind, 2003). However, behavioral ethics research has rarely considered how unethical behavior unfolds over time. In this study, we draw on theories of self-regulation to examine whether individuals engage in a slippery slope of increasingly unethical behavior. First, we extend Bandura's (1991, 1999) social-cognitive theory by demonstrating how the mechanism of moral disengagement can reduce ethicality over a series of gradually increasing indiscretions. Second, we draw from recent research connecting regulatory focus theory and behavioral ethics (Gino & Margolis, 2011) to demonstrate that inducing a prevention focus moderates this mediated relationship by reducing one's propensity to slide down the slippery slope. We find support for the developed model across 4 multiround studies. (c) 2015 APA, all rights reserved.

The onset of fluid-dynamical behavior in relativistic kinetic theory

NASA Astrophysics Data System (ADS)

Noronha, Jorge; Denicol, Gabriel S.

2017-11-01

In this proceedings we discuss recent findings regarding the large order behavior of the Chapman-Enskog expansion in relativistic kinetic theory. It is shown that this series in powers of the Knudsen number has zero radius of convergence in the case of a Bjorken expanding fluid described by the Boltzmann equation in the relaxation time approximation. This divergence stems from the presence of non-hydrodynamic modes, which give non-perturbative contributions to the Knudsen series.

Application of dynamic topic models to toxicogenomics data.

PubMed

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

2016-10-06

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

Intrinsic Multi-Scale Dynamic Behaviors of Complex Financial Systems.

PubMed

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

2015-01-01

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

Nonlinear analysis of dynamic signature

NASA Astrophysics Data System (ADS)

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

2013-12-01

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

Multiscale analysis of the intensity fluctuation in a time series of dynamic speckle patterns.

PubMed

Federico, Alejandro; Kaufmann, Guillermo H

2007-04-10

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

Compounding approach for univariate time series with nonstationary variances

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

Compounding approach for univariate time series with nonstationary variances.

PubMed

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

2015-12-01

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

Time irreversibility and intrinsics revealing of series with complex network approach

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

A Critical Review of Line Graphs in Behavior Analytic Journals

ERIC Educational Resources Information Center

Kubina, Richard M., Jr.; Kostewicz, Douglas E.; Brennan, Kaitlyn M.; King, Seth A.

2017-01-01

Visual displays such as graphs have played an instrumental role in psychology. One discipline relies almost exclusively on graphs in both applied and basic settings, behavior analysis. The most common graphic used in behavior analysis falls under the category of time series. The line graph represents the most frequently used display for visual…

Predicting the onset of inappropriate compensatory behaviors in undergraduate college women.

PubMed

Jones, Michelle D; Crowther, Janis H

2013-01-01

The present study examined various factors from the interactive and sociocultural models of bulimia nervosa as predictors of the onset of compensatory behaviors. Participants (n=237) completed a series of questionnaires assessing dietary restraint, body dissatisfaction, negative affect, binge eating, perfectionism, and self-esteem at two time points one year apart. Women who did not engage in compensatory behaviors at time one but did engage in compensatory behaviors at time two (n=21) were compared to women who engaged in compensatory behaviors at both time points (n=28) and women who did not engage in compensatory behaviors at either time point (n=188). Body dissatisfaction and perfectionism at time one significantly predicted women who began using compensatory behaviors compared to women who did not engage in compensatory behaviors at either time point. Women who experienced an onset of compensatory behaviors also reported significantly greater body dissatisfaction at time 1 than women who engaged in compensatory behaviors for the duration of the study. Implications and limitations of these findings are discussed. Copyright © 2012 Elsevier Ltd. All rights reserved.

Time series modeling in traffic safety research.

PubMed

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

2018-08-01

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

Generalized Riemann hypothesis and stochastic time series

NASA Astrophysics Data System (ADS)

Mussardo, Giuseppe; LeClair, André

2018-06-01

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

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

PubMed Central

Takayasu, Hideki; Takayasu, Misako

2017-01-01

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

Visibility graphlet approach to chaotic time series

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

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

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

Nonlinear modeling of chaotic time series: Theory and applications

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

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

1990-01-01

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

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

NASA Astrophysics Data System (ADS)

Teng, Yue; Shang, Pengjian

2018-01-01

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

Rheological and micro-Raman time-series characterization of enzyme sol–gel solution toward morphological control of electrospun fibers

PubMed Central

Oriero, Dennis A; Weakley, Andrew T; Aston, D Eric

2012-01-01

Rheological and micro-Raman time-series characterizations were used to investigate the chemical evolutionary changes of silica sol–gel mixtures for electrospinning fibers to immobilize an enzyme (tyrosinase). Results of dynamic rheological measurements agreed with the expected structural transitions associated with reacting sol–gel systems. The electrospinning sols exhibited shear-thinning behavior typical of a power law model. Ultrafine (200–300 nm diameter) fibers were produced at early and late times within the reaction window of approximately one hour from initial mixing of sol solutions with and without enzyme; diameter distributions of these fibers showed much smaller deviations than expected. The enzyme markedly increased magnitudes of both elastic and viscous moduli but had no significant impact on final fiber diameters, suggesting that the shear-thinning behavior of both sol–gel mixtures is dominant in the fiber elongation process. The time course and scale for the electrospinning batch fabrication show strong correlations between the magnitudes in rheological property changes over time and the chemical functional group evolution obtained from micro-Raman time-series analysis of the reacting sol–gel systems. PMID:27877486

Dynamic phase differences based on quantitative phase imaging for the objective evaluation of cell behavior.

PubMed

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

2015-01-01

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

Dynamic phase differences based on quantitative phase imaging for the objective evaluation of cell behavior

NASA Astrophysics Data System (ADS)

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

2015-11-01

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

Scaling behavior of online human activity

NASA Astrophysics Data System (ADS)

Zhao, Zhi-Dan; Cai, Shi-Min; Huang, Junming; Fu, Yan; Zhou, Tao

2012-11-01

The rapid development of the Internet technology enables humans to explore the web and record the traces of online activities. From the analysis of these large-scale data sets (i.e., traces), we can get insights about the dynamic behavior of human activity. In this letter, the scaling behavior and complexity of human activity in the e-commerce, such as music, books, and movies rating, are comprehensively investigated by using the detrended fluctuation analysis technique and the multiscale entropy method. Firstly, the interevent time series of rating behaviors of these three types of media show similar scaling properties with exponents ranging from 0.53 to 0.58, which implies that the collective behaviors of rating media follow a process embodying self-similarity and long-range correlation. Meanwhile, by dividing the users into three groups based on their activities (i.e., rating per unit time), we find that the scaling exponents of the interevent time series in the three groups are different. Hence, these results suggest that a stronger long-range correlations exist in these collective behaviors. Furthermore, their information complexities vary in the three groups. To explain the differences of the collective behaviors restricted to the three groups, we study the dynamic behavior of human activity at the individual level, and find that the dynamic behaviors of a few users have extremely small scaling exponents associated with long-range anticorrelations. By comparing the interevent time distributions of four representative users, we can find that the bimodal distributions may bring forth the extraordinary scaling behaviors. These results of the analysis of the online human activity in the e-commerce may not only provide insight into its dynamic behaviors but may also be applied to acquire potential economic interest.

Reconstructing multi-mode networks from multivariate time series

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

Evenly spaced Detrended Fluctuation Analysis: Selecting the number of points for the diffusion plot

NASA Astrophysics Data System (ADS)

Liddy, Joshua J.; Haddad, Jeffrey M.

2018-02-01

Detrended Fluctuation Analysis (DFA) has become a widely-used tool to examine the correlation structure of a time series and provided insights into neuromuscular health and disease states. As the popularity of utilizing DFA in the human behavioral sciences has grown, understanding its limitations and how to properly determine parameters is becoming increasingly important. DFA examines the correlation structure of variability in a time series by computing α, the slope of the log SD- log n diffusion plot. When using the traditional DFA algorithm, the timescales, n, are often selected as a set of integers between a minimum and maximum length based on the number of data points in the time series. This produces non-uniformly distributed values of n in logarithmic scale, which influences the estimation of α due to a disproportionate weighting of the long-timescale regions of the diffusion plot. Recently, the evenly spaced DFA and evenly spaced average DFA algorithms were introduced. Both algorithms compute α by selecting k points for the diffusion plot based on the minimum and maximum timescales of interest and improve the consistency of α estimates for simulated fractional Gaussian noise and fractional Brownian motion time series. Two issues that remain unaddressed are (1) how to select k and (2) whether the evenly-spaced DFA algorithms show similar benefits when assessing human behavioral data. We manipulated k and examined its effects on the accuracy, consistency, and confidence limits of α in simulated and experimental time series. We demonstrate that the accuracy and consistency of α are relatively unaffected by the selection of k. However, the confidence limits of α narrow as k increases, dramatically reducing measurement uncertainty for single trials. We provide guidelines for selecting k and discuss potential uses of the evenly spaced DFA algorithms when assessing human behavioral data.

Autocorrelation and cross-correlation in time series of homicide and attempted homicide

NASA Astrophysics Data System (ADS)

Machado Filho, A.; da Silva, M. F.; Zebende, G. F.

2014-04-01

We propose in this paper to establish the relationship between homicides and attempted homicides by a non-stationary time-series analysis. This analysis will be carried out by Detrended Fluctuation Analysis (DFA), Detrended Cross-Correlation Analysis (DCCA), and DCCA cross-correlation coefficient, ρ(n). Through this analysis we can identify a positive cross-correlation between homicides and attempted homicides. At the same time, looked at from the point of view of autocorrelation (DFA), this analysis can be more informative depending on time scale. For short scale (days), we cannot identify auto-correlations, on the scale of weeks DFA presents anti-persistent behavior, and for long time scales (n>90 days) DFA presents a persistent behavior. Finally, the application of this new type of statistical analysis proved to be efficient and, in this sense, this paper can contribute to a more accurate descriptive statistics of crime.

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

PubMed Central

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

2018-01-01

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

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

PubMed

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

2018-01-01

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

RADON CONCENTRATION TIME SERIES MODELING AND APPLICATION DISCUSSION.

PubMed

Stránský, V; Thinová, L

2017-11-01

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

Nonlinear behavior of the tarka flute's distinctive sounds.

PubMed

Gérard, Arnaud; Yapu-Quispe, Luis; Sakuma, Sachiko; Ghezzi, Flavio; Ramírez-Ávila, Gonzalo Marcelo

2016-09-01

The Andean tarka flute generates multiphonic sounds. Using spectral techniques, we verify two distinctive musical behaviors and the nonlinear nature of the tarka. Through nonlinear time series analysis, we determine chaotic and hyperchaotic behavior. Experimentally, we observe that by increasing the blow pressure on different fingerings, peculiar changes from linear to nonlinear patterns are produced, leading ultimately to quenching.

Nonlinear behavior of the tarka flute's distinctive sounds

NASA Astrophysics Data System (ADS)

Gérard, Arnaud; Yapu-Quispe, Luis; Sakuma, Sachiko; Ghezzi, Flavio; Ramírez-Ávila, Gonzalo Marcelo

2016-09-01

The Andean tarka flute generates multiphonic sounds. Using spectral techniques, we verify two distinctive musical behaviors and the nonlinear nature of the tarka. Through nonlinear time series analysis, we determine chaotic and hyperchaotic behavior. Experimentally, we observe that by increasing the blow pressure on different fingerings, peculiar changes from linear to nonlinear patterns are produced, leading ultimately to quenching.

Transitions in effective scaling behavior of accelerometric time series across sleep and wake

NASA Astrophysics Data System (ADS)

Wohlfahrt, Patrick; Kantelhardt, Jan W.; Zinkhan, Melanie; Schumann, Aicko Y.; Penzel, Thomas; Fietze, Ingo; Pillmann, Frank; Stang, Andreas

2013-09-01

We study the effective scaling behavior of high-resolution accelerometric time series recorded at the wrists and hips of 100 subjects during sleep and wake. Using spectral analysis and detrended fluctuation analysis we find long-term correlated fluctuations with a spectral exponent \\beta \\approx 1.0 (1/f noise). On short time scales, β is larger during wake (\\approx 1.4 ) and smaller during sleep (\\approx 0.6 ). In addition, characteristic peaks at 0.2-0.3 Hz (due to respiration) and 4-10 Hz (probably due to physiological tremor) are observed in periods of weak activity. Because of these peaks, spectral analysis is superior in characterizing effective scaling during sleep, while detrending analysis performs well during wake. Our findings can be exploited to detect sleep-wake transitions.

Exploratory wavelet analysis of dengue seasonal patterns in Colombia.

PubMed

Fernández-Niño, Julián Alfredo; Cárdenas-Cárdenas, Luz Mery; Hernández-Ávila, Juan Eugenio; Palacio-Mejía, Lina Sofía; Castañeda-Orjuela, Carlos Andrés

2015-12-04

Dengue has a seasonal behavior associated with climatic changes, vector cycles, circulating serotypes, and population dynamics. The wavelet analysis makes it possible to separate a very long time series into calendar time and periods. This is the first time this technique is used in an exploratory manner to model the behavior of dengue in Colombia.  To explore the annual seasonal dengue patterns in Colombia and in its five most endemic municipalities for the period 2007 to 2012, and for roughly annual cycles between 1978 and 2013 at the national level.  We made an exploratory wavelet analysis using data from all incident cases of dengue per epidemiological week for the period 2007 to 2012, and per year for 1978 to 2013. We used a first-order autoregressive model as the null hypothesis.  The effect of the 2010 epidemic was evident in both the national time series and the series for the five municipalities. Differences in interannual seasonal patterns were observed among municipalities. In addition, we identified roughly annual cycles of 2 to 5 years since 2004 at a national level.  Wavelet analysis is useful to study a long time series containing changing seasonal patterns, as is the case of dengue in Colombia, and to identify differences among regions. These patterns need to be explored at smaller aggregate levels, and their relationships with different predictive variables need to be investigated.

Evaluation of scaling invariance embedded in short time series.

PubMed

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

2014-01-01

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

Evaluation of Scaling Invariance Embedded in Short Time Series

PubMed Central

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

2014-01-01

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

Correlation analyses of covering and righting behaviors to fitness related traits of the sea urchin Glyptocidaris crenularis in different environmental conditions

NASA Astrophysics Data System (ADS)

Wei, Jing; Zhang, Lisheng; Zhao, Chong; Feng, Wenping; Sun, Ping; Chang, Yaqing

2016-11-01

Complex marine benthic environments shape a number of ecologically important behaviors in sea urchins, including covering and righting behaviors. The present study correlated covering and righting behaviors to a series of fitness-related traits in sea urchins. Righting response time of Glyptocidaris crenularis was significantly positively correlated with body size, but significantly negatively correlated with food consumption. Covering behavior was not significantly correlated with test diameter, test height or body weight, but covering response time was negatively correlated with body weight. A significantly negative correlation was found between righting response time and covering response time. Glyptocidaris crenularis showed a significantly positive correlation in covering response time with and without exposure to poured sand, but no significance in covering ability (number of shells used to cover). The present study provides new insight into internal mechanisms and evolutionary drives of covering and righting behaviors of sea urchins.

Scaling behaviors of precipitation over China

NASA Astrophysics Data System (ADS)

Jiang, Lei; Li, Nana; Zhao, Xia

2017-04-01

Scaling behaviors in the precipitation time series derived from 1951 to 2009 over China are investigated by detrended fluctuation analysis (DFA) method. The results show that there exists long-term memory for the precipitation time series in some stations, where the values of the scaling exponent α are less than 0.62, implying weak persistence characteristics. The values of scaling exponent in other stations indicate random behaviors. In addition, the scaling exponent α in precipitation records varies from station to station over China. A numerical test is made to verify the significance in DFA exponents by shuffling the data records many times. We think it is significant when the values of scaling exponent before shuffled precipitation records are larger than the interval threshold for 95 % confidence level after shuffling precipitation records many times. By comparison, the daily precipitation records exhibit weak positively long-range correlation in a power law fashion mainly at the stations taking on zonal distributions in south China, upper and middle reaches of the Yellow River, northern part of northeast China. This may be related to the subtropical high. Furthermore, the values of scaling exponent which cannot pass the significance test do not show a clear distribution pattern. It seems that the stations are mainly distributed in coastal areas, southwest China, and southern part of north China. In fact, many complicated factors may affect the scaling behaviors of precipitation such as the system of the east and south Asian monsoon, the interaction between sea and land, and the big landform of the Tibetan Plateau. These results may provide a better prerequisite to long-term predictor of precipitation time series for different regions over China.

Forbidden patterns in financial time series

NASA Astrophysics Data System (ADS)

Zanin, Massimiliano

2008-03-01

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

Intrinsic Multi-Scale Dynamic Behaviors of Complex Financial Systems

PubMed Central

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

2015-01-01

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

Symbolic Time-Series Analysis for Anomaly Detection in Mechanical Systems

DTIC Science & Technology

2006-08-01

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

An evaluation of Winnipeg's photo enforcement safety program: results of time series analyses and an intersection camera experiment.

PubMed

Vanlaar, Ward; Robertson, Robyn; Marcoux, Kyla

2014-01-01

The objective of this study was to evaluate the impact of Winnipeg's photo enforcement safety program on speeding, i.e., "speed on green", and red-light running behavior at intersections as well as on crashes resulting from these behaviors. ARIMA time series analyses regarding crashes related to red-light running (right-angle crashes and rear-end crashes) and crashes related to speeding (injury crashes and property damage only crashes) occurring at intersections were conducted using monthly crash counts from 1994 to 2008. A quasi-experimental intersection camera experiment was also conducted using roadside data on speeding and red-light running behavior at intersections. These data were analyzed using logistic regression analysis. The time series analyses showed that for crashes related to red-light running, there had been a 46% decrease in right-angle crashes at camera intersections, but that there had also been an initial 42% increase in rear-end crashes. For crashes related to speeding, analyses revealed that the installation of cameras was not associated with increases or decreases in crashes. Results of the intersection camera experiment show that there were significantly fewer red light running violations at intersections after installation of cameras and that photo enforcement had a protective effect on speeding behavior at intersections. However, the data also suggest photo enforcement may be less effective in preventing serious speeding violations at intersections. Overall, Winnipeg's photo enforcement safety program had a positive net effect on traffic safety. Results from both the ARIMA time series and the quasi-experimental design corroborate one another. However, the protective effect of photo enforcement is not equally pronounced across different conditions so further monitoring is required to improve the delivery of this measure. Results from this study as well as limitations are discussed. Copyright © 2013 Elsevier Ltd. All rights reserved.

Algorithmic complexity of real financial markets

NASA Astrophysics Data System (ADS)

Mansilla, R.

2001-12-01

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

The study of Thai stock market across the 2008 financial crisis

NASA Astrophysics Data System (ADS)

Kanjamapornkul, K.; Pinčák, Richard; Bartoš, Erik

2016-11-01

The cohomology theory for financial market can allow us to deform Kolmogorov space of time series data over time period with the explicit definition of eight market states in grand unified theory. The anti-de Sitter space induced from a coupling behavior field among traders in case of a financial market crash acts like gravitational field in financial market spacetime. Under this hybrid mathematical superstructure, we redefine a behavior matrix by using Pauli matrix and modified Wilson loop for time series data. We use it to detect the 2008 financial market crash by using a degree of cohomology group of sphere over tensor field in correlation matrix over all possible dominated stocks underlying Thai SET50 Index Futures. The empirical analysis of financial tensor network was performed with the help of empirical mode decomposition and intrinsic time scale decomposition of correlation matrix and the calculation of closeness centrality of planar graph.

Less Structured Movement Patterns Predict Severity of Positive Syndrome, Excitement, and Disorganization

PubMed Central

Walther, Sebastian

2014-01-01

Disorganized behavior is a key symptom of schizophrenia. The objective assessment of disorganized behavior is particularly challenging. Actigraphy has enabled the objective assessment of motor behavior in various settings. Reduced motor activity was associated with negative syndrome scores, but simple motor activity analyses were not informative on other symptom dimensions. The analysis of movement patterns, however, could be more informative for assessing schizophrenia symptom dimensions. Here, we use time series analyses on actigraphic data of 100 schizophrenia spectrum disorder patients. Actigraphy recording intervals were set at 2 s. Data from 2 defined 60-min periods were analyzed, and partial autocorrelations of the actigraphy time series indicated predictability of movements in each individual. Increased positive syndrome scores were associated with reduced predictability of movements but not with the overall amount of movement. Negative syndrome scores were associated with low activity levels but unrelated with predictability of movement. The factors disorganization and excitement were related to movement predictability but emotional distress was not. Thus, the predictability of objectively assessed motor behavior may be a marker of positive symptoms and disorganized behavior. This behavior could become relevant for translational research. PMID:23502433

Solar-Terrestrial Coupling Evidenced by Periodic Behavior in Geomagnetic Indexes and the Infrared Energy Budget of the Thermosphere

NASA Technical Reports Server (NTRS)

Mlynczak, Martin G.; Martin-Torres, F. Javier; Mertens, Christopher J.; Marshall, B. Thomas; Thompson, R. Earl; Kozyra, Janet U.; Remsberg, Ellis E.; Gordley, Larry L.; Russell, James M.; Woods, Thomas

2008-01-01

We examine time series of the daily global power (W) radiated by carbon dioxide (at 15 microns) and by nitric oxide (at 5.3 microns) from the Earth s thermosphere between 100 km and 200 km altitude. Also examined is a time series of the daily absorbed solar ultraviolet power in the same altitude region in the wavelength span 0 to 175 nm. The infrared data are derived from the SABER instrument and the solar data are derived from the SEE instrument, both on the NASA TIMED satellite. The time series cover nearly 5 years from 2002 through 2006. The infrared and solar time series exhibit a decrease in radiated and absorbed power consistent with the declining phase of the current 11-year solar cycle. The infrared time series also exhibits high frequency variations that are not evident in the solar power time series. Spectral analysis shows a statistically significant 9-day periodicity in the infrared data but not in the solar data. A very strong 9-day periodicity is also found to exist in the time series of daily A(sub p) and K(sub p) geomagnetic indexes. These 9-day periodicities are linked to the recurrence of coronal holes on the Sun. These results demonstrate a direct coupling between the upper atmosphere of the Sun and the infrared energy budget of the thermosphere.

Understanding the source of multifractality in financial markets

NASA Astrophysics Data System (ADS)

Barunik, Jozef; Aste, Tomaso; Di Matteo, T.; Liu, Ruipeng

2012-09-01

In this paper, we use the generalized Hurst exponent approach to study the multi-scaling behavior of different financial time series. We show that this approach is robust and powerful in detecting different types of multi-scaling. We observe a puzzling phenomenon where an apparent increase in multifractality is measured in time series generated from shuffled returns, where all time-correlations are destroyed, while the return distributions are conserved. This effect is robust and it is reproduced in several real financial data including stock market indices, exchange rates and interest rates. In order to understand the origin of this effect we investigate different simulated time series by means of the Markov switching multifractal model, autoregressive fractionally integrated moving average processes with stable innovations, fractional Brownian motion and Levy flights. Overall we conclude that the multifractality observed in financial time series is mainly a consequence of the characteristic fat-tailed distribution of the returns and time-correlations have the effect to decrease the measured multifractality.

Behavior of road accidents: Structural time series approach

NASA Astrophysics Data System (ADS)

Junus, Noor Wahida Md; Ismail, Mohd Tahir; Arsad, Zainudin

2014-12-01

Road accidents become a major issue in contributing to the increasing number of deaths. Few researchers suggest that road accidents occur due to road structure and road condition. The road structure and condition may differ according to the area and volume of traffic of the location. Therefore, this paper attempts to look up the behavior of the road accidents in four main regions in Peninsular Malaysia by employing a structural time series (STS) approach. STS offers the possibility of modelling the unobserved component such as trends and seasonal component and it is allowed to vary over time. The results found that the number of road accidents is described by a different model. Perhaps, the results imply that the government, especially a policy maker should consider to implement a different approach in ways to overcome the increasing number of road accidents.

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.

Visualizing Rank Time Series of Wikipedia Top-Viewed Pages.

PubMed

Xia, Jing; Hou, Yumeng; Chen, Yingjie Victor; Qian, Zhenyu Cheryl; Ebert, David S; Chen, Wei

2017-01-01

Visual clutter is a common challenge when visualizing large rank time series data. WikiTopReader, a reader of Wikipedia page rank, lets users explore connections among top-viewed pages by connecting page-rank behaviors with page-link relations. Such a combination enhances the unweighted Wikipedia page-link network and focuses attention on the page of interest. A set of user evaluations shows that the system effectively represents evolving ranking patterns and page-wise correlation.

Dynamic Cross-Entropy.

PubMed

Aur, Dorian; Vila-Rodriguez, Fidel

2017-01-01

Complexity measures for time series have been used in many applications to quantify the regularity of one dimensional time series, however many dynamical systems are spatially distributed multidimensional systems. We introduced Dynamic Cross-Entropy (DCE) a novel multidimensional complexity measure that quantifies the degree of regularity of EEG signals in selected frequency bands. Time series generated by discrete logistic equations with varying control parameter r are used to test DCE measures. Sliding window DCE analyses are able to reveal specific period doubling bifurcations that lead to chaos. A similar behavior can be observed in seizures triggered by electroconvulsive therapy (ECT). Sample entropy data show the level of signal complexity in different phases of the ictal ECT. The transition to irregular activity is preceded by the occurrence of cyclic regular behavior. A significant increase of DCE values in successive order from high frequencies in gamma to low frequencies in delta band reveals several phase transitions into less ordered states, possible chaos in the human brain. To our knowledge there are no reliable techniques able to reveal the transition to chaos in case of multidimensional times series. In addition, DCE based on sample entropy appears to be robust to EEG artifacts compared to DCE based on Shannon entropy. The applied technique may offer new approaches to better understand nonlinear brain activity. Copyright © 2016 Elsevier B.V. All rights reserved.

Systematic comparison of the behaviors produced by computational models of epileptic neocortex.

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

Warlaumont, A. S.; Lee, H. C.; Benayoun, M.

2010-12-01

Two existing models of brain dynamics in epilepsy, one detailed (i.e., realistic) and one abstract (i.e., simplified) are compared in terms of behavioral range and match to in vitro mouse recordings. A new method is introduced for comparing across computational models that may have very different forms. First, high-level metrics were extracted from model and in vitro output time series. A principal components analysis was then performed over these metrics to obtain a reduced set of derived features. These features define a low-dimensional behavior space in which quantitative measures of behavioral range and degree of match to real data canmore » be obtained. The detailed and abstract models and the mouse recordings overlapped considerably in behavior space. Both the range of behaviors and similarity to mouse data were similar between the detailed and abstract models. When no high-level metrics were used and principal components analysis was computed over raw time series, the models overlapped minimally with the mouse recordings. The method introduced here is suitable for comparing across different kinds of model data and across real brain recordings. It appears that, despite differences in form and computational expense, detailed and abstract models do not necessarily differ in their behaviors.« less

Spatio-temporal Event Classification using Time-series Kernel based Structured Sparsity

PubMed Central

Jeni, László A.; Lőrincz, András; Szabó, Zoltán; Cohn, Jeffrey F.; Kanade, Takeo

2016-01-01

In many behavioral domains, such as facial expression and gesture, sparse structure is prevalent. This sparsity would be well suited for event detection but for one problem. Features typically are confounded by alignment error in space and time. As a consequence, high-dimensional representations such as SIFT and Gabor features have been favored despite their much greater computational cost and potential loss of information. We propose a Kernel Structured Sparsity (KSS) method that can handle both the temporal alignment problem and the structured sparse reconstruction within a common framework, and it can rely on simple features. We characterize spatio-temporal events as time-series of motion patterns and by utilizing time-series kernels we apply standard structured-sparse coding techniques to tackle this important problem. We evaluated the KSS method using both gesture and facial expression datasets that include spontaneous behavior and differ in degree of difficulty and type of ground truth coding. KSS outperformed both sparse and non-sparse methods that utilize complex image features and their temporal extensions. In the case of early facial event classification KSS had 10% higher accuracy as measured by F1 score over kernel SVM methods1. PMID:27830214

On the Prony series representation of stretched exponential relaxation

NASA Astrophysics Data System (ADS)

Mauro, John C.; Mauro, Yihong Z.

2018-09-01

Stretched exponential relaxation is a ubiquitous feature of homogeneous glasses. The stretched exponential decay function can be derived from the diffusion-trap model, which predicts certain critical values of the fractional stretching exponent, β. In practical implementations of glass relaxation models, it is computationally convenient to represent the stretched exponential function as a Prony series of simple exponentials. Here, we perform a comprehensive mathematical analysis of the Prony series approximation of the stretched exponential relaxation, including optimized coefficients for certain critical values of β. The fitting quality of the Prony series is analyzed as a function of the number of terms in the series. With a sufficient number of terms, the Prony series can accurately capture the time evolution of the stretched exponential function, including its "fat tail" at long times. However, it is unable to capture the divergence of the first-derivative of the stretched exponential function in the limit of zero time. We also present a frequency-domain analysis of the Prony series representation of the stretched exponential function and discuss its physical implications for the modeling of glass relaxation behavior.

SURMODERR: A MATLAB toolbox for estimation of velocity uncertainties of a non-permanent GPS station

NASA Astrophysics Data System (ADS)

Teza, Giordano; Pesci, Arianna; Casula, Giuseppe

2010-08-01

SURMODERR is a MATLAB toolbox intended for the estimation of reliable velocity uncertainties of a non-permanent GPS station (NPS), i.e. a GPS receiver used in campaign-style measurements. The implemented method is based on the subsampling of daily coordinate time series of one or more continuous GPS stations located inside or close to the area where the NPSs are installed. The continuous time series are subsampled according to real or planned occupation tables and random errors occurring in antenna replacement on different surveys are taken into account. In order to overcome the uncertainty underestimation that typically characterizes short duration GPS time series, statistical analysis of the simulated data is performed to estimate the velocity uncertainties of this real NPS. The basic hypotheses required are: (i) the signal must be a long-term linear trend plus seasonal and colored noise for each coordinate; (ii) the standard data processing should have already been performed to provide daily data series; and (iii) if the method is applied to survey planning, the future behavior should not be significantly different from the past behavior. In order to show the strength of the approach, two case studies with real data are presented and discussed (Central Apennine and Panarea Island, Italy).

Improved visibility graph fractality with application for the diagnosis of Autism Spectrum Disorder

NASA Astrophysics Data System (ADS)

Ahmadlou, Mehran; Adeli, Hojjat; Adeli, Amir

2012-10-01

Recently, the visibility graph (VG) algorithm was proposed for mapping a time series to a graph to study complexity and fractality of the time series through investigation of the complexity of its graph. The visibility graph algorithm converts a fractal time series to a scale-free graph. VG has been used for the investigation of fractality in the dynamic behavior of both artificial and natural complex systems. However, robustness and performance of the power of scale-freeness of VG (PSVG) as an effective method for measuring fractality has not been investigated. Since noise is unavoidable in real life time series, the robustness of a fractality measure is of paramount importance. To improve the accuracy and robustness of PSVG to noise for measurement of fractality of time series in biological time-series, an improved PSVG is presented in this paper. The proposed method is evaluated using two examples: a synthetic benchmark time series and a complicated real life Electroencephalograms (EEG)-based diagnostic problem, that is distinguishing autistic children from non-autistic children. It is shown that the proposed improved PSVG is less sensitive to noise and therefore more robust compared with PSVG. Further, it is shown that using improved PSVG in the wavelet-chaos neural network model of Adeli and c-workers in place of the Katz fractality dimension results in a more accurate diagnosis of autism, a complicated neurological and psychiatric disorder.

Symbolic dynamic filtering and language measure for behavior identification of mobile robots.

PubMed

Mallapragada, Goutham; Ray, Asok; Jin, Xin

2012-06-01

This paper presents a procedure for behavior identification of mobile robots, which requires limited or no domain knowledge of the underlying process. While the features of robot behavior are extracted by symbolic dynamic filtering of the observed time series, the behavior patterns are classified based on language measure theory. The behavior identification procedure has been experimentally validated on a networked robotic test bed by comparison with commonly used tools, namely, principal component analysis for feature extraction and Bayesian risk analysis for pattern classification.

AAMFT Master Series tapes: an analysis of the inclusion of feminist principles into family therapy practice.

PubMed

Haddock, S A; MacPhee, D; Zimmerman, T S

2001-10-01

Content analysis of 23 American Association for Marriage and Family Therapy Master Series tapes was used to determine how well feminist behaviors have been incorporated into "ideal" family therapy practice. Feminist behaviors were infrequent, being evident in fewer than 3% of time blocks in event sampling and 10 of 39 feminist behaviors of the Feminist Family Therapist Behavior Checklist. These eminent therapists most often dealt with empowerment of male clients and management of power differentials in the therapeutic relationship in a relatively feminist manner, but they tended to hold women responsible for family issues, endorsed traditional rather than egalitarian relationships, and overlooked how the social context affects families. Several of the therapists were blatantly sexist in their treatment of female clients, communicating disrespect of and pathologizing them. The few tapes portraying effective incorporation of feminist principles in family therapy indicate that a handful of behaviors are key to this approach.

Identification of animal behavioral strategies by inverse reinforcement learning.

PubMed

Yamaguchi, Shoichiro; Naoki, Honda; Ikeda, Muneki; Tsukada, Yuki; Nakano, Shunji; Mori, Ikue; Ishii, Shin

2018-05-01

Animals are able to reach a desired state in an environment by controlling various behavioral patterns. Identification of the behavioral strategy used for this control is important for understanding animals' decision-making and is fundamental to dissect information processing done by the nervous system. However, methods for quantifying such behavioral strategies have not been fully established. In this study, we developed an inverse reinforcement-learning (IRL) framework to identify an animal's behavioral strategy from behavioral time-series data. We applied this framework to C. elegans thermotactic behavior; after cultivation at a constant temperature with or without food, fed worms prefer, while starved worms avoid the cultivation temperature on a thermal gradient. Our IRL approach revealed that the fed worms used both the absolute temperature and its temporal derivative and that their behavior involved two strategies: directed migration (DM) and isothermal migration (IM). With DM, worms efficiently reached specific temperatures, which explains their thermotactic behavior when fed. With IM, worms moved along a constant temperature, which reflects isothermal tracking, well-observed in previous studies. In contrast to fed animals, starved worms escaped the cultivation temperature using only the absolute, but not the temporal derivative of temperature. We also investigated the neural basis underlying these strategies, by applying our method to thermosensory neuron-deficient worms. Thus, our IRL-based approach is useful in identifying animal strategies from behavioral time-series data and could be applied to a wide range of behavioral studies, including decision-making, in other organisms.

Hazard function theory for nonstationary natural hazards

NASA Astrophysics Data System (ADS)

Read, L. K.; Vogel, R. M.

2015-11-01

Impact from natural hazards is a shared global problem that causes tremendous loss of life and property, economic cost, and damage to the environment. Increasingly, many natural processes show evidence of nonstationary behavior including wind speeds, landslides, wildfires, precipitation, streamflow, sea levels, and earthquakes. Traditional probabilistic analysis of natural hazards based on peaks over threshold (POT) generally assumes stationarity in the magnitudes and arrivals of events, i.e. that the probability of exceedance of some critical event is constant through time. Given increasing evidence of trends in natural hazards, new methods are needed to characterize their probabilistic behavior. The well-developed field of hazard function analysis (HFA) is ideally suited to this problem because its primary goal is to describe changes in the exceedance probability of an event over time. HFA is widely used in medicine, manufacturing, actuarial statistics, reliability engineering, economics, and elsewhere. HFA provides a rich theory to relate the natural hazard event series (X) with its failure time series (T), enabling computation of corresponding average return periods, risk and reliabilities associated with nonstationary event series. This work investigates the suitability of HFA to characterize nonstationary natural hazards whose POT magnitudes are assumed to follow the widely applied Generalized Pareto (GP) model. We derive the hazard function for this case and demonstrate how metrics such as reliability and average return period are impacted by nonstationarity and discuss the implications for planning and design. Our theoretical analysis linking hazard event series X, with corresponding failure time series T, should have application to a wide class of natural hazards with rich opportunities for future extensions.

Reversible and Irreversible Time-Dependent Behavior of GRCop-84

NASA Technical Reports Server (NTRS)

Lerch, Bradley A.; Arnold, Steven M.; Ellis, David L.

2017-01-01

A series of mechanical tests were conducted on a high-conductivity copper alloy, GRCop-84, in order to understand the time dependent response of this material. Tensile, creep, and stress relaxation tests were performed over a wide range of temperatures, strain rates, and stress levels to excite various amounts of time-dependent behavior. At low applied stresses the deformation behavior was found to be fully reversible. Above a certain stress, termed the viscoelastic threshold, irreversible deformation was observed. At these higher stresses the deformation was observed to be viscoplastic. Both reversible and irreversible regions contained time dependent deformation. These experimental data are documented to enable characterization of constitutive models to aid in design of high temperature components.

Fractional Brownian motion time-changed by gamma and inverse gamma process

NASA Astrophysics Data System (ADS)

Kumar, A.; Wyłomańska, A.; Połoczański, R.; Sundar, S.

2017-02-01

Many real time-series exhibit behavior adequate to long range dependent data. Additionally very often these time-series have constant time periods and also have characteristics similar to Gaussian processes although they are not Gaussian. Therefore there is need to consider new classes of systems to model these kinds of empirical behavior. Motivated by this fact in this paper we analyze two processes which exhibit long range dependence property and have additional interesting characteristics which may be observed in real phenomena. Both of them are constructed as the superposition of fractional Brownian motion (FBM) and other process. In the first case the internal process, which plays role of the time, is the gamma process while in the second case the internal process is its inverse. We present in detail their main properties paying main attention to the long range dependence property. Moreover, we show how to simulate these processes and estimate their parameters. We propose to use a novel method based on rescaled modified cumulative distribution function for estimation of parameters of the second considered process. This method is very useful in description of rounded data, like waiting times of subordinated processes delayed by inverse subordinators. By using the Monte Carlo method we show the effectiveness of proposed estimation procedures. Finally, we present the applications of proposed models to real time series.

Hierarchical Regularity in Multi-Basin Dynamics on Protein Landscapes

NASA Astrophysics Data System (ADS)

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

2004-04-01

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

Multifractal detrended cross-correlation analysis for two nonstationary signals.

PubMed

Zhou, Wei-Xing

2008-06-01

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

Characterizing time series via complexity-entropy curves

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

Viscoplastic Characterization of Ti-6-4: Experiments

NASA Technical Reports Server (NTRS)

Lerch, Bradley A.; Arnold, Steven M.

2016-01-01

As part of a continued effort to improve the understanding of material time-dependent response, a series of mechanical tests have been conducted on the titanium alloy, Ti-6Al-4V. Tensile, creep, and stress relaxation tests were performed over a wide range of temperatures and strain rates to engage various amounts of time-dependent behavior. Additional tests were conducted that involved loading steps, overloads, dwell periods, and block loading segments to characterize the interaction between plasticity and time-dependent behavior. These data will be used to characterize a recently developed, viscoelastoplastic constitutive model with a goal toward better estimates of aerospace component behavior, resulting in improved safety.

Special Education in General Education Classrooms: Cooperative Teaching Using Supportive Learning Activities.

ERIC Educational Resources Information Center

Johnson, Robin R.; And Others

1995-01-01

Supportive learning activities were implemented in a multiple-baseline time series design across four fifth-grade classrooms to evaluate the effects of a cooperative teaching alternative (supportive learning) on teaching behavior, the behavior and grades of general and special education students, and the opinions of general education teachers.…

Changing Hot Pursuit Policy: An Empirical Assessment of the Impact on Pursuit Behavior.

ERIC Educational Resources Information Center

Crew, Robert E., Jr.; And Others

1994-01-01

Using a two-year time series, the impact on law enforcement pursuit behavior of two changes in pursuit policy in a police department was studied using the ARIMA computer program and Tobit analysis. Each policy change produced significant reductions in pursuits engaged in by police officers. (SLD)

Time series analysis of S&P 500 index: A horizontal visibility graph approach

NASA Astrophysics Data System (ADS)

Vamvakaris, Michail D.; Pantelous, Athanasios A.; Zuev, Konstantin M.

2018-05-01

The behavior of stock prices has been thoroughly studied throughout the last century, and contradictory results have been reported in the corresponding literature. In this paper, a network theoretical approach is provided to investigate how crises affected the behavior of US stock prices. We analyze high frequency data from S&P500 via the Horizontal Visibility Graph method, and find that all major crises that took place worldwide in the last twenty years, affected significantly the behavior of the price-index. Nevertheless, we observe that each of those crises impacted the index in a different way and magnitude. Interestingly, our results suggest that the predictability of the price-index series increases during the periods of crises.

Non-stationary dynamics in the bouncing ball: A wavelet perspective

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

Behera, Abhinna K., E-mail: abhinna@iiserkol.ac.in; Panigrahi, Prasanta K., E-mail: pprasanta@iiserkol.ac.in; Sekar Iyengar, A. N., E-mail: ansekar.iyengar@saha.ac.in

2014-12-01

The non-stationary dynamics of a bouncing ball, comprising both periodic as well as chaotic behavior, is studied through wavelet transform. The multi-scale characterization of the time series displays clear signatures of self-similarity, complex scaling behavior, and periodicity. Self-similar behavior is quantified by the generalized Hurst exponent, obtained through both wavelet based multi-fractal detrended fluctuation analysis and Fourier methods. The scale dependent variable window size of the wavelets aptly captures both the transients and non-stationary periodic behavior, including the phase synchronization of different modes. The optimal time-frequency localization of the continuous Morlet wavelet is found to delineate the scales corresponding tomore » neutral turbulence, viscous dissipation regions, and different time varying periodic modulations.« less

A Case Example of the Implementation of Schoolwide Positive Behavior Support in a High School Setting Using Change Point Test Analysis

ERIC Educational Resources Information Center

Bohanon, Hank; Fenning, Pamela; Hicks, Kira; Weber, Stacey; Thier, Kimberly; Aikins, Brigit; Morrissey, Kelly; Briggs, Alissa; Bartucci, Gina; McArdle, Lauren; Hoeper, Lisa; Irvin, Larry

2012-01-01

The purpose of this case study was to expand the literature base regarding the application of high school schoolwide positive behavior support in an urban setting for practitioners and policymakers to address behavior issues. In addition, the study describes the use of the Change Point Test as a method for analyzing time series data that are…

Characterizing multi-scale self-similar behavior and non-statistical properties of fluctuations in financial time series

NASA Astrophysics Data System (ADS)

Ghosh, Sayantan; Manimaran, P.; Panigrahi, Prasanta K.

2011-11-01

We make use of wavelet transform to study the multi-scale, self-similar behavior and deviations thereof, in the stock prices of large companies, belonging to different economic sectors. The stock market returns exhibit multi-fractal characteristics, with some of the companies showing deviations at small and large scales. The fact that, the wavelets belonging to the Daubechies’ (Db) basis enables one to isolate local polynomial trends of different degrees, plays the key role in isolating fluctuations at different scales. One of the primary motivations of this work is to study the emergence of the k-3 behavior [X. Gabaix, P. Gopikrishnan, V. Plerou, H. Stanley, A theory of power law distributions in financial market fluctuations, Nature 423 (2003) 267-270] of the fluctuations starting with high frequency fluctuations. We make use of Db4 and Db6 basis sets to respectively isolate local linear and quadratic trends at different scales in order to study the statistical characteristics of these financial time series. The fluctuations reveal fat tail non-Gaussian behavior, unstable periodic modulations, at finer scales, from which the characteristic k-3 power law behavior emerges at sufficiently large scales. We further identify stable periodic behavior through the continuous Morlet wavelet.

A Viscoplastic Constitutive Theory for Monolithic Ceramic Materials. Series 1

NASA Technical Reports Server (NTRS)

Janosik, Lesley A.; Duffy, Stephen F.

1997-01-01

With increasing use of ceramic materials in high temperature structural applications such as advanced heat engine components, the need arises to accurately predict thermomechanical behavior. This paper, which is the first of two in a series, will focus on inelastic deformation behavior associated with these service conditions by providing an overview of a viscoplastic constitutive model that accounts for time-dependent hereditary material deformation (e.g., creep, stress relaxation, etc.) in monolithic structural ceramics. Early work in the field of metal plasticity indicated that inelastic deformations are essentially unaffected by hydrostatic stress. This is not the case, however, for ceramic-based material systems, unless the ceramic is fully dense. The theory presented here allows for fully dense material behavior as a limiting case. In addition, ceramic materials exhibit different time-dependent behavior in tension and compression. Thus, inelastic deformation models for ceramics must be constructed in a fashion that admits both sensitivity to hydrostatic stress and differing behavior in tension and compression. A number of constitutive theories for materials that exhibit sensitivity to the hydrostatic component of stress have been proposed that characterize deformation using time-independent classical plasticity as a foundation. However, none of these theories allow different behavior in tension and compression. In addition, these theories are somewhat lacking in that they are unable to capture creep, relaxation, and rate-sensitive phenomena exhibited by ceramic materials at high temperature. When subjected to elevated service temperatures, ceramic materials exhibit complex thermomechanical behavior that is inherently time-dependent, and hereditary in the sense that current behavior depends not only on current conditions, but also on thermo-mechanical history. The objective of this work is to present the formulation of a macroscopic continuum theory that captures these time-dependent phenomena. Specifically, the overview contained in this paper focuses on the multiaxial derivation of the constitutive model, and examines the scalar threshold function and its attending geometrical implications.

Phase transition in the parametric natural visibility graph.

PubMed

Snarskii, A A; Bezsudnov, I V

2016-10-01

We investigate time series by mapping them to the complex networks using a parametric natural visibility graph (PNVG) algorithm that generates graphs depending on arbitrary continuous parameter-the angle of view. We study the behavior of the relative number of clusters in PNVG near the critical value of the angle of view. Artificial and experimental time series of different nature are used for numerical PNVG investigations to find critical exponents above and below the critical point as well as the exponent in the finite size scaling regime. Altogether, they allow us to find the critical exponent of the correlation length for PNVG. The set of calculated critical exponents satisfies the basic Widom relation. The PNVG is found to demonstrate scaling behavior. Our results reveal the similarity between the behavior of the relative number of clusters in PNVG and the order parameter in the second-order phase transitions theory. We show that the PNVG is another example of a system (in addition to magnetic, percolation, superconductivity, etc.) with observed second-order phase transition.

Nonlinear stochastic exclusion financial dynamics modeling and time-dependent intrinsic detrended cross-correlation

NASA Astrophysics Data System (ADS)

Zhang, Wei; Wang, Jun

2017-09-01

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

On the characterization of vegetation recovery after fire disturbance using Fisher-Shannon analysis and SPOT/VEGETATION Normalized Difference Vegetation Index (NDVI) time series

NASA Astrophysics Data System (ADS)

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

2015-04-01

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

Spatial Correlations of Anomalies of Tropospheric Temperature and Water Vapor, Cloud Cover, and OLR with the El Nino Index

NASA Technical Reports Server (NTRS)

Susskind, Joel; Iredell, Lena; Lee, Jae N.

2014-01-01

In this presentation, we will show AIRS Version-6 area weighted anomaly time series over the time period September 2002 through August 2014 of atmospheric temperature and water vapor profiles as a function of height. These anomaly time series show very different behaviors in the stratosphere and in the troposphere. Tropical mean stratospheric temperature anomaly time series are very strongly influenced by the Quasi-Biennial Oscillation (QBO) with large anomalies that propagate downward from 1 mb to 100 mb with a period of about two years. AIRS stratospheric temperature anomalies are in good agreement with those obtained by MLS over a common period. Tropical mean tropospheric temperature profile anomalies appear to be totally disconnected from those of the stratosphere and closely follow El Nino La Nina activity.

Time Series Analysis of the Bacillus subtilis Sporulation Network Reveals Low Dimensional Chaotic Dynamics.

PubMed

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

2016-01-01

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

The longitudinal effects of early behavior problems in the dementia caregiving career.

PubMed

Gaugler, Joseph E; Kane, Robert L; Kane, Rosalie A; Newcomer, Robert

2005-03-01

Using multiregional, 3-year data from early career dementia caregivers, this study determines how behavior problems that occur early in the caregiving career influence time to nursing home placement and change in burden and depression over time. A Cox proportional hazards model indicated that caregivers who managed frequent behavior problems earlier are more likely to institutionalize. After controlling for important time-varying covariates in a series of growth-curve models, caregivers who were faced with severe, early behavior problems reported greater increases in burden and depression over the 3-year study period. The findings suggest the need to consider experiences early in the dementia caregiving career when accounting for key longitudinal outcomes and also emphasize the importance of attrition when attempting to model the health implications of informal long-term care over time.

Long series of geomagnetic measurements - unique at satellite era

NASA Astrophysics Data System (ADS)

Mandea, Mioara; Balasis, Georgios

2017-04-01

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

Career Development in the College Years.

ERIC Educational Resources Information Center

Myers, Roger A.

This paper concerns itself with two relatively central issues in career development, life stages and choice behavior and focuses on the tasks of the college counselor in regards to them. Life stages refer to sequential series of tasks to be accomplished within time periods that can be specified. Choice behavior is the on-going process of making a…

Nonlinear time-series analysis of current signal in cathodic contact glow discharge electrolysis

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

Allagui, Anis, E-mail: aallagui@sharjah.ac.ae; Abdelkareem, Mohammad Ali; Rojas, Andrea Espinel

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 atmore » 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.« less

Discovering significant evolution patterns from satellite image time series.

PubMed

Petitjean, François; Masseglia, Florent; Gançarski, Pierre; Forestier, Germain

2011-12-01

Satellite Image Time Series (SITS) provide us with precious information on land cover evolution. By studying these series of images we can both understand the changes of specific areas and discover global phenomena that spread over larger areas. Changes that can occur throughout the sensing time can spread over very long periods and may have different start time and end time depending on the location, which complicates the mining and the analysis of series of images. This work focuses on frequent sequential pattern mining (FSPM) methods, since this family of methods fits the above-mentioned issues. This family of methods consists of finding the most frequent evolution behaviors, and is actually able to extract long-term changes as well as short term ones, whenever the change may start and end. However, applying FSPM methods to SITS implies confronting two main challenges, related to the characteristics of SITS and the domain's constraints. First, satellite images associate multiple measures with a single pixel (the radiometric levels of different wavelengths corresponding to infra-red, red, etc.), which makes the search space multi-dimensional and thus requires specific mining algorithms. Furthermore, the non evolving regions, which are the vast majority and overwhelm the evolving ones, challenge the discovery of these patterns. We propose a SITS mining framework that enables discovery of these patterns despite these constraints and characteristics. Our proposal is inspired from FSPM and provides a relevant visualization principle. Experiments carried out on 35 images sensed over 20 years show the proposed approach makes it possible to extract relevant evolution behaviors.

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

PubMed

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

2014-07-01

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

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 statistical moments and thus make some predictions on the fields. As a conclusion, the relationships between the fields will be highlighted with a discussion on the cross predictability of the different fields. This draws a prospective for the use of this kind of time series analysis in the field of limnology. The authors acknowledge the financial support from the R2DS-PLUMMME and Climate-KIC BlueGreenDream projects.

Acute effects of ambient particulate matter pollution on hospital admissions for mental and behavioral disorders: A time-series study in Shijiazhuang, China.

PubMed

Song, Jie; Zheng, Liheng; Lu, Mengxue; Gui, Lihui; Xu, Dongqun; Wu, Weidong; Liu, Yue

2018-04-25

Until now, few epidemiological studies have focused on the association between ambient particulate matter pollution and mental and behavioral disorders, especially in developing countries. Thus, a time-series study on the short-term association between both fine and inhalable particles (PM 2.5 and PM 10 ) and daily hospital admissions for mental and behavioral disorders in Shijiazhuang, China was conducted, from 2014 to 2016. An over-dispersed, generalized additive model was used to analyze the associations after controlling for time trend, weather conditions, day of the week, and holidays. In addition, the modification effects of age, sex, and season were estimated. A total of 9156 cases of hospital admissions for mental and behavioral disorders were identified. A 10 μg/m 3 increase in a 3-day average concentration (lag02) of PM 2.5 and PM 10 correspond to an increase of 0.48% (95% confidence interval (CI): 0.18-0.79%) and 0.32% (95% CI: 0.03-0.62%) in daily hospital admission for mental and behavioral disorders, respectively. We found stronger associations of PM 2.5 and PM 10 with mental and behavioral disorders in male and elder individuals (≥45 years) than in female and younger individuals (<45 years). Further, results indicated a generally stronger association of PM 2.5 with mental and behavioral disorders in the cool season than in the warm season. This research found a significant association between ambient PM 2.5 and PM 10 and hospital admission for mental and behavioral disorders in Shijiazhuang, China. Copyright © 2018 Elsevier B.V. All rights reserved.

Crossover from antipersistent to persistent behavior in time series possessing the generalyzed dynamic scaling law

NASA Astrophysics Data System (ADS)

Balankin, Alexander S.; Morales Matamoros, Oswaldo; Gálvez M., Ernesto; Pérez A., Alfonso

2004-03-01

The behavior of crude oil price volatility is analyzed within a conceptual framework of kinetic roughening of growing interfaces. We find that the persistent long-horizon volatilities satisfy the Family-Viscek dynamic scaling ansatz, whereas the mean-reverting in time short horizon volatilities obey the generalized scaling law with continuously varying scaling exponents. Furthermore we find that the crossover from antipersistent to persistent behavior is accompanied by a change in the type of volatility distribution. These phenomena are attributed to the complex avalanche dynamics of crude oil markets and so a similar behavior may be observed in a wide variety of physical systems governed by avalanche dynamics.

A Bayesian nonparametric approach to dynamical noise reduction

NASA Astrophysics Data System (ADS)

Kaloudis, Konstantinos; Hatjispyros, Spyridon J.

2018-06-01

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

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

PubMed

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

2012-12-01

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

Argon concentration time-series as a tool to study gas dynamics in the hyporheic zone.

PubMed

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

2013-07-02

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

Gutenberg-Richter law for Internetquakes

NASA Astrophysics Data System (ADS)

Abe, Sumiyoshi; Suzuki, Norikazu

2003-03-01

The temporal behavior of the Internet is studied by performing Ping experiments. Sudden drastic changes in the Internet time series of round-trip times of the Ping signals (i.e., congestion of the network) are catastrophic and can be identified as “Internetquakes”. Magnitude of the Internetquakes is defined and the Gutenberg-Richter law is found to hold for the cumulative frequency of the Internetquakes and magnitude. Therefore, earthquakes, financial markets and the Internet share a common scale free nature in their temporal behaviors.

Intranasal mast cell tumor in the dog: A case series

PubMed Central

Khoo, Alison; Lane, Amy; Wyatt, Ken

2017-01-01

The medical records of 4 dogs with histologically confirmed intranasal mast cell tumors (MCTs) were retrospectively evaluated to determine their biological behavior. Information on signalment, presenting clinical signs, tumor grade, treatment administered, and survival times was obtained from the medical record. All 4 patients had high grade tumors and received chemotherapy. Survival times ranged from 27 to 134 days. All 4 dogs showed signs of local or distant disease progression, suggestive of an aggressive behavior of intranasal MCTs. PMID:28761193

Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system

NASA Astrophysics Data System (ADS)

Gajda, Janusz; Wyłomańska, Agnieszka; Zimroz, Radosław

2016-12-01

Many real data exhibit behavior adequate to subdiffusion processes. Very often it is manifested by so-called ;trapping events;. The visible evidence of subdiffusion we observe not only in financial time series but also in technical data. In this paper we propose a model which can be used for description of such kind of data. The model is based on the continuous time autoregressive time series with stable noise delayed by the infinitely divisible inverse subordinator. The proposed system can be applied to real datasets with short-time dependence, visible jumps and mentioned periods of stagnation. In this paper we extend the theoretical considerations in analysis of subordinated processes and propose a new model that exhibits mentioned properties. We concentrate on the main characteristics of the examined subordinated process expressed mainly in the language of the measures of dependence which are main tools used in statistical investigation of real data. We present also the simulation procedure of the considered system and indicate how to estimate its parameters. The theoretical results we illustrate by the analysis of real technical data.

Fluctuations in Wikipedia access-rate and edit-event data

NASA Astrophysics Data System (ADS)

Kämpf, Mirko; Tismer, Sebastian; Kantelhardt, Jan W.; Muchnik, Lev

2012-12-01

Internet-based social networks often reflect extreme events in nature and society by drastic increases in user activity. We study and compare the dynamics of the two major complex processes necessary for information spread via the online encyclopedia ‘Wikipedia’, i.e., article editing (information upload) and article access (information viewing) based on article edit-event time series and (hourly) user access-rate time series for all articles. Daily and weekly activity patterns occur in addition to fluctuations and bursting activity. The bursts (i.e., significant increases in activity for an extended period of time) are characterized by a power-law distribution of durations of increases and decreases. For describing the recurrence and clustering of bursts we investigate the statistics of the return intervals between them. We find stretched exponential distributions of return intervals in access-rate time series, while edit-event time series yield simple exponential distributions. To characterize the fluctuation behavior we apply detrended fluctuation analysis (DFA), finding that most article access-rate time series are characterized by strong long-term correlations with fluctuation exponents α≈0.9. The results indicate significant differences in the dynamics of information upload and access and help in understanding the complex process of collecting, processing, validating, and distributing information in self-organized social networks.

How To Learn More in Less Time.

ERIC Educational Resources Information Center

Shaughnessy, Michael F.

Designed to help poorly prepared students perform better in college and to help prepared students perform at higher levels, this paper presents a series of specific suggestions for students regarding study activities, course choice, thinking behavior, and time allocation. The suggestions include the following: (1) eliminate diversions during study…

Temporal Relations in Daily-Reported Maternal Mood and Disruptive Child Behavior

ERIC Educational Resources Information Center

Elgar, Frank J.; Waschbusch, Daniel A.; McGrath, Patrick J.; Stewart, Sherry H.; Curtis, Lori J.

2004-01-01

Examined temporal relations between maternal mood and disruptive child behaviour using daily assessments of 30 mother-child dyads carried out over 8 consecutive weeks (623 pooled observations). Pooled time-series analyses showed synchronous fluctuation in child behaviour and maternal distress. Time-lagged models showed temporal relations between…

Influence of characteristics of time series on short-term forecasting error parameter changes in real time

NASA Astrophysics Data System (ADS)

Klevtsov, S. I.

2018-05-01

The impact of physical factors, such as temperature and others, leads to a change in the parameters of the technical object. Monitoring the change of parameters is necessary to prevent a dangerous situation. The control is carried out in real time. To predict the change in the parameter, a time series is used in this paper. Forecasting allows one to determine the possibility of a dangerous change in a parameter before the moment when this change occurs. The control system in this case has more time to prevent a dangerous situation. A simple time series was chosen. In this case, the algorithm is simple. The algorithm is executed in the microprocessor module in the background. The efficiency of using the time series is affected by its characteristics, which must be adjusted. In the work, the influence of these characteristics on the error of prediction of the controlled parameter was studied. This takes into account the behavior of the parameter. The values of the forecast lag are determined. The results of the research, in the case of their use, will improve the efficiency of monitoring the technical object during its operation.

Reinforcing and timing properties of water in the schedule-induced drinking situation.

PubMed

Ruiz, Jorge A; López-Tolsa, Gabriela E; Pellón, Ricardo

2016-06-01

A series of recent studies from our laboratory have added to the preceding literature on the potential role of water (in addition to food) as a positive reinforcer in the schedule-induced drinking situation, thus suggesting that adjunctive behaviors might have motivational properties that make their engagement a preferable alternative. It has also been suggested that adjunctive behaviors serve as a behavioral clock that helps organisms to estimate time, making their engagement motivational, so that they enable more accurate time adjustment under temporal schedules. Here, we review some of these experiments on conditioned reinforcement and concurrent chains, as well as on temporal learning. Data presented in this article suggest that adjunctive behaviors may be a part of the behavior patterns maintained by reinforcement, thus serving towards a better performance in temporal tasks. Copyright © 2016 Elsevier B.V. All rights reserved.

High-resolution Temporal Representations of Alcohol and Tobacco Behaviors from Social Media Data.

PubMed

Huang, Tom; Elghafari, Anas; Relia, Kunal; Chunara, Rumi

2017-11-01

Understanding tobacco- and alcohol-related behavioral patterns is critical for uncovering risk factors and potentially designing targeted social computing intervention systems. Given that we make choices multiple times per day, hourly and daily patterns are critical for better understanding behaviors. Here, we combine natural language processing, machine learning and time series analyses to assess Twitter activity specifically related to alcohol and tobacco consumption and their sub-daily, daily and weekly cycles. Twitter self-reports of alcohol and tobacco use are compared to other data streams available at similar temporal resolution. We assess if discussion of drinking by inferred underage versus legal age people or discussion of use of different types of tobacco products can be differentiated using these temporal patterns. We find that time and frequency domain representations of behaviors on social media can provide meaningful and unique insights, and we discuss the types of behaviors for which the approach may be most useful.

Lasting effect of intimate partner violence exposure during preschool on aggressive behavior and prosocial skills.

PubMed

Holmes, Megan R; Voith, Laura A; Gromoske, Andrea N

2015-06-01

Intimate partner violence (IPV) exposure can negatively affect children's social behavior. However, it is unknown if the negative effects of IPV exposure during the preschool years are sustained through the early school years, if maladaptive behavior in one domain (e.g., aggressive behavior) is linked to subsequent maladaptive behavior in a different developmental domain (e.g., prosocial skill deficits), and if these relations differ by gender. This study addresses these gaps by using data from a sample of 1,125 children aged 3 to 4 at Time 1 and aged 5 to 7 at Time 2 from the National Survey of Child and Adolescent Well-Being. A series of nested longitudinal structural equation models were tested. Aggressive behavior and prosocial skills were stable across time. Time 1 IPV was associated with increased aggressive behavior at Time 1, which in turn was related to increased Time 2 aggressive behavior. Gender differences emerged; Time 2 IPV was associated with prosocial skills deficits for girls but not boys. A cross-domain relation existed between Time 1 aggressive behavior and Time 2 prosocial skills deficits for boys but not girls. These findings support that behavioral problems demonstrated later in childhood may emerge from earlier adverse developmental experiences and that difficulties in one domain may spill over into other developmental domains. Gender-specific interventions to promote competence in children may contribute to diverting children from maladaptive developmental outcomes. © The Author(s) 2014.

The Application of Behavior Analysis to the Learning of Reading in a Retarded Child. Working Paper Series.

ERIC Educational Resources Information Center

Yamaguchi, Kaoru

The study undertook to teach and fix the reading of meaningful symbols (hiragana, the Japanese syllabary alphabet, and kanji, Chinese characters) to a mildly retarded 7 year old Japanese boy. The phonological method was used to teach hiragana and pictures were used to teach kanji. Behavior modification using reinforcement and time out was…

The Influence of Unemployment and Divorce Rate on Child Help-Seeking Behavior about Violence, Relationships, and Other Issues

ERIC Educational Resources Information Center

van Dolen, Willemijn M.; Weinberg, Charles B.; Ma, Leiming

2013-01-01

Objective: This study examined the influence of community unemployment and divorce rate on child help-seeking behavior about violence and relationships via a telephone and Internet helpline. Methods: Time series analysis was conducted on monthly call volumes to a child helpline ("De Kindertelefoon") in the Netherlands from 2003 to 2008…

KALREF—A Kalman filter and time series approach to the International Terrestrial Reference Frame realization

NASA Astrophysics Data System (ADS)

Wu, Xiaoping; Abbondanza, Claudio; Altamimi, Zuheir; Chin, T. Mike; Collilieux, Xavier; Gross, Richard S.; Heflin, Michael B.; Jiang, Yan; Parker, Jay W.

2015-05-01

The current International Terrestrial Reference Frame is based on a piecewise linear site motion model and realized by reference epoch coordinates and velocities for a global set of stations. Although linear motions due to tectonic plates and glacial isostatic adjustment dominate geodetic signals, at today's millimeter precisions, nonlinear motions due to earthquakes, volcanic activities, ice mass losses, sea level rise, hydrological changes, and other processes become significant. Monitoring these (sometimes rapid) changes desires consistent and precise realization of the terrestrial reference frame (TRF) quasi-instantaneously. Here, we use a Kalman filter and smoother approach to combine time series from four space geodetic techniques to realize an experimental TRF through weekly time series of geocentric coordinates. In addition to secular, periodic, and stochastic components for station coordinates, the Kalman filter state variables also include daily Earth orientation parameters and transformation parameters from input data frames to the combined TRF. Local tie measurements among colocated stations are used at their known or nominal epochs of observation, with comotion constraints applied to almost all colocated stations. The filter/smoother approach unifies different geodetic time series in a single geocentric frame. Fragmented and multitechnique tracking records at colocation sites are bridged together to form longer and coherent motion time series. While the time series approach to TRF reflects the reality of a changing Earth more closely than the linear approximation model, the filter/smoother is computationally powerful and flexible to facilitate incorporation of other data types and more advanced characterization of stochastic behavior of geodetic time series.

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

PubMed Central

Poceta, J. Steven

2011-01-01

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

Hazard function theory for nonstationary natural hazards

NASA Astrophysics Data System (ADS)

Read, Laura K.; Vogel, Richard M.

2016-04-01

Impact from natural hazards is a shared global problem that causes tremendous loss of life and property, economic cost, and damage to the environment. Increasingly, many natural processes show evidence of nonstationary behavior including wind speeds, landslides, wildfires, precipitation, streamflow, sea levels, and earthquakes. Traditional probabilistic analysis of natural hazards based on peaks over threshold (POT) generally assumes stationarity in the magnitudes and arrivals of events, i.e., that the probability of exceedance of some critical event is constant through time. Given increasing evidence of trends in natural hazards, new methods are needed to characterize their probabilistic behavior. The well-developed field of hazard function analysis (HFA) is ideally suited to this problem because its primary goal is to describe changes in the exceedance probability of an event over time. HFA is widely used in medicine, manufacturing, actuarial statistics, reliability engineering, economics, and elsewhere. HFA provides a rich theory to relate the natural hazard event series (X) with its failure time series (T), enabling computation of corresponding average return periods, risk, and reliabilities associated with nonstationary event series. This work investigates the suitability of HFA to characterize nonstationary natural hazards whose POT magnitudes are assumed to follow the widely applied generalized Pareto model. We derive the hazard function for this case and demonstrate how metrics such as reliability and average return period are impacted by nonstationarity and discuss the implications for planning and design. Our theoretical analysis linking hazard random variable X with corresponding failure time series T should have application to a wide class of natural hazards with opportunities for future extensions.

Evaluation of scale invariance in physiological signals by means of balanced estimation of diffusion entropy.

PubMed

Zhang, Wenqing; Qiu, Lu; Xiao, Qin; Yang, Huijie; Zhang, Qingjun; Wang, Jianyong

2012-11-01

By means of the concept of the balanced estimation of diffusion entropy, we evaluate the reliable scale invariance embedded in different sleep stages and stride records. Segments corresponding to waking, light sleep, rapid eye movement (REM) sleep, and deep sleep stages are extracted from long-term electroencephalogram signals. For each stage the scaling exponent value is distributed over a considerably wide range, which tell us that the scaling behavior is subject and sleep cycle dependent. The average of the scaling exponent values for waking segments is almost the same as that for REM segments (∼0.8). The waking and REM stages have a significantly higher value of the average scaling exponent than that for light sleep stages (∼0.7). For the stride series, the original diffusion entropy (DE) and the balanced estimation of diffusion entropy (BEDE) give almost the same results for detrended series. The evolutions of local scaling invariance show that the physiological states change abruptly, although in the experiments great efforts have been made to keep conditions unchanged. The global behavior of a single physiological signal may lose rich information on physiological states. Methodologically, the BEDE can evaluate with considerable precision the scale invariance in very short time series (∼10^{2}), while the original DE method sometimes may underestimate scale-invariance exponents or even fail in detecting scale-invariant behavior. The BEDE method is sensitive to trends in time series. The existence of trends may lead to an unreasonably high value of the scaling exponent and consequent mistaken conclusions.

Evaluation of scale invariance in physiological signals by means of balanced estimation of diffusion entropy

NASA Astrophysics Data System (ADS)

Zhang, Wenqing; Qiu, Lu; Xiao, Qin; Yang, Huijie; Zhang, Qingjun; Wang, Jianyong

2012-11-01

By means of the concept of the balanced estimation of diffusion entropy, we evaluate the reliable scale invariance embedded in different sleep stages and stride records. Segments corresponding to waking, light sleep, rapid eye movement (REM) sleep, and deep sleep stages are extracted from long-term electroencephalogram signals. For each stage the scaling exponent value is distributed over a considerably wide range, which tell us that the scaling behavior is subject and sleep cycle dependent. The average of the scaling exponent values for waking segments is almost the same as that for REM segments (˜0.8). The waking and REM stages have a significantly higher value of the average scaling exponent than that for light sleep stages (˜0.7). For the stride series, the original diffusion entropy (DE) and the balanced estimation of diffusion entropy (BEDE) give almost the same results for detrended series. The evolutions of local scaling invariance show that the physiological states change abruptly, although in the experiments great efforts have been made to keep conditions unchanged. The global behavior of a single physiological signal may lose rich information on physiological states. Methodologically, the BEDE can evaluate with considerable precision the scale invariance in very short time series (˜102), while the original DE method sometimes may underestimate scale-invariance exponents or even fail in detecting scale-invariant behavior. The BEDE method is sensitive to trends in time series. The existence of trends may lead to an unreasonably high value of the scaling exponent and consequent mistaken conclusions.

An open Markov chain scheme model for a credit consumption portfolio fed by ARIMA and SARMA processes

NASA Astrophysics Data System (ADS)

Esquível, Manuel L.; Fernandes, José Moniz; Guerreiro, Gracinda R.

2016-06-01

We introduce a schematic formalism for the time evolution of a random population entering some set of classes and such that each member of the population evolves among these classes according to a scheme based on a Markov chain model. We consider that the flow of incoming members is modeled by a time series and we detail the time series structure of the elements in each of the classes. We present a practical application to data from a credit portfolio of a Cape Verdian bank; after modeling the entering population in two different ways - namely as an ARIMA process and as a deterministic sigmoid type trend plus a SARMA process for the residues - we simulate the behavior of the population and compare the results. We get that the second method is more accurate in describing the behavior of the populations when compared to the observed values in a direct simulation of the Markov chain.

Using wavelets to decompose the time frequency effects of monetary policy

NASA Astrophysics Data System (ADS)

Aguiar-Conraria, Luís; Azevedo, Nuno; Soares, Maria Joana

2008-05-01

Central banks have different objectives in the short and long run. Governments operate simultaneously at different timescales. Many economic processes are the result of the actions of several agents, who have different term objectives. Therefore, a macroeconomic time series is a combination of components operating on different frequencies. Several questions about economic time series are connected to the understanding of the behavior of key variables at different frequencies over time, but this type of information is difficult to uncover using pure time-domain or pure frequency-domain methods. To our knowledge, for the first time in an economic setup, we use cross-wavelet tools to show that the relation between monetary policy variables and macroeconomic variables has changed and evolved with time. These changes are not homogeneous across the different frequencies.

The morning morality effect: the influence of time of day on unethical behavior.

PubMed

Kouchaki, Maryam; Smith, Isaac H

2014-01-01

Are people more moral in the morning than in the afternoon? We propose that the normal, unremarkable experiences associated with everyday living can deplete one's capacity to resist moral temptations. In a series of four experiments, both undergraduate students and a sample of U.S. adults engaged in less unethical behavior (e.g., less lying and cheating) on tasks performed in the morning than on the same tasks performed in the afternoon. This morning morality effect was mediated by decreases in moral awareness and self-control in the afternoon. Furthermore, the effect of time of day on unethical behavior was found to be stronger for people with a lower propensity to morally disengage. These findings highlight a simple yet pervasive factor (i.e., the time of day) that has important implications for moral behavior.

Tour time in a two-route traffic system controlled by signals

NASA Astrophysics Data System (ADS)

Nagatani, Takashi; Naito, Yuichi

2011-11-01

We study the dynamic behavior of vehicular traffic in a two-route system with a series of signals (traffic lights) at low density where the number of signals on route A is different from that on route B. We investigate the dependence of the tour time on the route for some strategies of signal control. The nonlinear dynamic model of a two-route traffic system controlled by signals is presented by nonlinear maps. The vehicular traffic exhibits a very complex behavior, depending on the cycle time, the phase difference, and the irregularity. The dependence of the tour time on the route choice is clarified for the signal strategies.

Estimating short-run and long-run interaction mechanisms in interictal state.

PubMed

Ozkaya, Ata; Korürek, Mehmet

2010-04-01

We address the issue of analyzing electroencephalogram (EEG) from seizure patients in order to test, model and determine the statistical properties that distinguish between EEG states (interictal, pre-ictal, ictal) by introducing a new class of time series analysis methods. In the present study: firstly, we employ statistical methods to determine the non-stationary behavior of focal interictal epileptiform series within very short time intervals; secondly, for such intervals that are deemed non-stationary we suggest the concept of Autoregressive Integrated Moving Average (ARIMA) process modelling, well known in time series analysis. We finally address the queries of causal relationships between epileptic states and between brain areas during epileptiform activity. We estimate the interaction between different EEG series (channels) in short time intervals by performing Granger-causality analysis and also estimate such interaction in long time intervals by employing Cointegration analysis, both analysis methods are well-known in econometrics. Here we find: first, that the causal relationship between neuronal assemblies can be identified according to the duration and the direction of their possible mutual influences; second, that although the estimated bidirectional causality in short time intervals yields that the neuronal ensembles positively affect each other, in long time intervals neither of them is affected (increasing amplitudes) from this relationship. Moreover, Cointegration analysis of the EEG series enables us to identify whether there is a causal link from the interictal state to ictal state.

Nonequilibrium transitions driven by external dichotomous noise

NASA Astrophysics Data System (ADS)

Behn, U.; Schiele, K.; Teubel, A.; Kühnel, A.

1987-06-01

The stationary probability density P s for a class of nonlinear one-dimensional models driven by a dichotomous Markovian process (DMP) I t , can be calculated explicitly. For the specific case of the Stratonovich model, x=ax - -x 3 +I t x, the qualitative shape of P s and its support is discussed in the whole parameter region. The location of the maxima of P s shows a behavior similar to order parameters in continuous phase transitions. The possibility of a noiseinduced change from continuous to a discontinuous transition in an extended model, in which the DMP couples also to the cubic term, is discussed. The time-dependent moments can be represented as an infinite series of terms, which are determined by a recursion formula. For negative even moments the series terminates and the long-time behavior can be obtained analytically. As a function of the physical parameters, qualitative changes of this behavior may occur which can be partially related to the behavior of P s . All results reproduce those for Gaussian white noise in the corresponding limit. The influence of the finite correlation time and the discreteness of the space of states of the DMP are discussed. An extensive list of references is contained in U. Behn, K. Schiele, and A. Teubel, Wiss. Z. Karl-Marx-Univ. Leipzig, Mathem.-Naturwiss. R. 34:602 (1985).

Statistical properties of fluctuations of time series representing appearances of words in nationwide blog data and their applications: An example of modeling fluctuation scalings of nonstationary time series.

PubMed

Watanabe, Hayafumi; Sano, Yukie; Takayasu, Hideki; Takayasu, Misako

2016-11-01

To elucidate the nontrivial empirical statistical properties of fluctuations of a typical nonsteady time series representing the appearance of words in blogs, we investigated approximately 3×10^{9} Japanese blog articles over a period of six years and analyze some corresponding mathematical models. First, we introduce a solvable nonsteady extension of the random diffusion model, which can be deduced by modeling the behavior of heterogeneous random bloggers. Next, we deduce theoretical expressions for both the temporal and ensemble fluctuation scalings of this model, and demonstrate that these expressions can reproduce all empirical scalings over eight orders of magnitude. Furthermore, we show that the model can reproduce other statistical properties of time series representing the appearance of words in blogs, such as functional forms of the probability density and correlations in the total number of blogs. As an application, we quantify the abnormality of special nationwide events by measuring the fluctuation scalings of 1771 basic adjectives.

Decision dynamics of departure times: Experiments and modeling

NASA Astrophysics Data System (ADS)

Sun, Xiaoyan; Han, Xiao; Bao, Jian-Zhang; Jiang, Rui; Jia, Bin; Yan, Xiaoyong; Zhang, Boyu; Wang, Wen-Xu; Gao, Zi-You

2017-10-01

A fundamental problem in traffic science is to understand user-choice behaviors that account for the emergence of complex traffic phenomena. Despite much effort devoted to theoretically exploring departure time choice behaviors, relatively large-scale and systematic experimental tests of theoretical predictions are still lacking. In this paper, we aim to offer a more comprehensive understanding of departure time choice behaviors in terms of a series of laboratory experiments under different traffic conditions and feedback information provided to commuters. In the experiment, the number of recruited players is much larger than the number of choices to better mimic the real scenario, in which a large number of commuters will depart simultaneously in a relatively small time window. Sufficient numbers of rounds are conducted to ensure the convergence of collective behavior. Experimental results demonstrate that collective behavior is close to the user equilibrium, regardless of different scales and traffic conditions. Moreover, the amount of feedback information has a negligible influence on collective behavior but has a relatively stronger effect on individual choice behaviors. Reinforcement learning and Fermi learning models are built to reproduce the experimental results and uncover the underlying mechanism. Simulation results are in good agreement with the experimentally observed collective behaviors.

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

PubMed

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

2014-04-16

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

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

PubMed Central

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

2014-01-01

Summary The Lurbach karst system (Styria, Austria) is drained by two major springs and replenished by both autogenic recharge from the karst massif itself and a sinking stream that originates in low permeable schists (allogenic recharge). Detailed data from two events recorded during a tracer experiment in 2008 demonstrate that an overflow from one of the sub-catchments to the other is activated if the discharge of the main spring exceeds a certain threshold. Time series analysis (autocorrelation and cross-correlation) was applied to examine to what extent the various available methods support the identification of the transient inter-catchment flow observed in this binary karst system. As inter-catchment flow is found to be intermittent, the evaluation was focused on single events. In order to support the interpretation of the results from the time series analysis a simplified groundwater flow model was built using MODFLOW. The groundwater model is based on the current conceptual understanding of the karst system and represents a synthetic karst aquifer for which the same methods were applied. Using the wetting capability package of MODFLOW, the model simulated an overflow similar to what has been observed during the tracer experiment. Various intensities of allogenic recharge were employed to generate synthetic discharge data for the time series analysis. In addition, geometric and hydraulic properties of the karst system were varied in several model scenarios. This approach helps to identify effects of allogenic recharge and aquifer properties in the results from the time series analysis. Comparing the results from the time series analysis of the observed data with those of the synthetic data a good agreement was found. For instance, the cross-correlograms show similar patterns with respect to time lags and maximum cross-correlation coefficients if appropriate hydraulic parameters are assigned to the groundwater model. The comparable behaviors of the real and the synthetic system allow to deduce that similar aquifer properties are relevant in both systems. In particular, the heterogeneity of aquifer parameters appears to be a controlling factor. Moreover, the location of the overflow connecting the sub-catchments of the two springs is found to be of primary importance, regarding the occurrence of inter-catchment flow. This further supports our current understanding of an overflow zone located in the upper part of the Lurbach karst aquifer. Thus, time series analysis of single events can potentially be used to characterize transient inter-catchment flow behavior of karst systems. PMID:24748687

Complexity and multifractal behaviors of multiscale-continuum percolation financial system for Chinese stock markets

NASA Astrophysics Data System (ADS)

Zeng, Yayun; Wang, Jun; Xu, Kaixuan

2017-04-01

A new financial agent-based time series model is developed and investigated by multiscale-continuum percolation system, which can be viewed as an extended version of continuum percolation system. In this financial model, for different parameters of proportion and density, two Poisson point processes (where the radii of points represent the ability of receiving or transmitting information among investors) are applied to model a random stock price process, in an attempt to investigate the fluctuation dynamics of the financial market. To validate its effectiveness and rationality, we compare the statistical behaviors and the multifractal behaviors of the simulated data derived from the proposed model with those of the real stock markets. Further, the multiscale sample entropy analysis is employed to study the complexity of the returns, and the cross-sample entropy analysis is applied to measure the degree of asynchrony of return autocorrelation time series. The empirical results indicate that the proposed financial model can simulate and reproduce some significant characteristics of the real stock markets to a certain extent.

Time-Out Parent Inventory for Clinical and Research Applications.

ERIC Educational Resources Information Center

Clark, Lynn

The purpose of the Time-Out Parent Inventory (TOPI) is to provide an objective and quantitative assessment of a parent's self-reported use of time-out procedures to manage a child's behavior. The TOPI is intended to be a tool for researchers as well as professionals who help parents and children. The professional asks the parent a series of 12…

Scaling analysis of bilateral hand tremor movements in essential tremor patients.

PubMed

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

2011-08-01

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

Changing Behavior by Memory Aids: A Social Psychological Model of Prospective Memory and Habit Development Tested with Dynamic Field Data

ERIC Educational Resources Information Center

Tobias, Robert

2009-01-01

This article presents a social psychological model of prospective memory and habit development. The model is based on relevant research literature, and its dynamics were investigated by computer simulations. Time-series data from a behavior-change campaign in Cuba were used for calibration and validation of the model. The model scored well in…

A Nonlinear Dynamical Systems based Model for Stochastic Simulation of Streamflow

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

GPS Time Series and Geodynamic Implications for the Hellenic Arc Area, Greece

NASA Astrophysics Data System (ADS)

Hollenstein, Ch.; Heller, O.; Geiger, A.; Kahle, H.-G.; Veis, G.

The quantification of crustal deformation and its temporal behavior is an important contribution to earthquake hazard assessment. With GPS measurements, especially from continuous operating stations, pre-, co-, post- and interseismic movements can be recorded and monitored. We present results of a continuous GPS network which has been operated in the Hellenic Arc area, Greece, since 1995. In order to obtain coordinate time series of high precision which are representative for crustal deformation, a main goal was to eliminate effects which are not of tectonic origin. By applying different steps of improvement, non-tectonic irregularities were reduced significantly, and the precision could be improved by an average of 40%. The improved time series are used to study the crustal movements in space and time. They serve as a base for the estimation of velocities and for the visualization of the movements in terms of trajectories. Special attention is given to large earthquakes (M>6), which occurred near GPS sites during the measuring time span.

Visibility graph analysis on quarterly macroeconomic series of China based on complex network theory

NASA Astrophysics Data System (ADS)

Wang, Na; Li, Dong; Wang, Qiwen

2012-12-01

The visibility graph approach and complex network theory provide a new insight into time series analysis. The inheritance of the visibility graph from the original time series was further explored in the paper. We found that degree distributions of visibility graphs extracted from Pseudo Brownian Motion series obtained by the Frequency Domain algorithm exhibit exponential behaviors, in which the exponential exponent is a binomial function of the Hurst index inherited in the time series. Our simulations presented that the quantitative relations between the Hurst indexes and the exponents of degree distribution function are different for different series and the visibility graph inherits some important features of the original time series. Further, we convert some quarterly macroeconomic series including the growth rates of value-added of three industry series and the growth rates of Gross Domestic Product series of China to graphs by the visibility algorithm and explore the topological properties of graphs associated from the four macroeconomic series, namely, the degree distribution and correlations, the clustering coefficient, the average path length, and community structure. Based on complex network analysis we find degree distributions of associated networks from the growth rates of value-added of three industry series are almost exponential and the degree distributions of associated networks from the growth rates of GDP series are scale free. We also discussed the assortativity and disassortativity of the four associated networks as they are related to the evolutionary process of the original macroeconomic series. All the constructed networks have “small-world” features. The community structures of associated networks suggest dynamic changes of the original macroeconomic series. We also detected the relationship among government policy changes, community structures of associated networks and macroeconomic dynamics. We find great influences of government policies in China on the changes of dynamics of GDP and the three industries adjustment. The work in our paper provides a new way to understand the dynamics of economic development.

Characterising the Land Surface Phenology of Mediterranean Pinus species using the MODIS NDVI time series

NASA Astrophysics Data System (ADS)

Rodriguez-Galiano, Victor; Aragones, David; Navarro-Cerrillo, Rafael M.; Caparros-Santiago, Jose A.

2017-04-01

Land surface phenology (LSP) can improve the monitoring of forest areas and their change processes. The aim of this work is to characterize the temporal dynamics in Mediterranean Pinus forests. The different experiments were based on 679 mono-specific plots for the 5 native species in the Iberian Peninsula: P. sylvestris, P. pinea, P. halepensis, P. nigra and P. pinaster, which were obtained from the Third National Forest Inventory of Spain. The whole MODIS NDVI time series (2000-2016) were used to characterize the seasonal behavior of the pine forest. The following phenological parameters were extracted for each cycle from the smoothed time series: the day of beginning, end, middle and the length in days of season also base value, maximum value, amplitude and integrated value. Multi-temporal metrics were calculated to synthesize the inter-annual variability of the phenological parameters. An atypical behavior was detected for the years 2004 and 2011 and 2000, 2009 and 2015 for all Pinus species, matching wet and dry cycles, respectively. The inter and intra-species analysis of NDVI and LSP showed two different patterns: an important decreasing during the summer for those species such as P. halepensis, P. pinea y P. pinaster; and a lower NDVI variation among the year for P. sylvestris and P. nigra in certain areas. P. sylvestris had a phenological behavior different to P. pinea, P. halepensis and P. pinaster. P. nigra showed and heterogeneous intra-specific behaviour that might be associated to the existence of subspecies with different phenology.

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

PubMed Central

Coco, Moreno I.; Dale, Rick

2014-01-01

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

Flicker Noise in GNSS Station Position Time Series: How much is due to Crustal Loading Deformations?

NASA Astrophysics Data System (ADS)

Rebischung, P.; Chanard, K.; Metivier, L.; Altamimi, Z.

2017-12-01

The presence of colored noise in GNSS station position time series was detected 20 years ago. It has been shown since then that the background spectrum of non-linear GNSS station position residuals closely follows a power-law process (known as flicker noise, 1/f noise or pink noise), with some white noise taking over at the highest frequencies. However, the origin of the flicker noise present in GNSS station position time series is still unclear. Flicker noise is often described as intrinsic to the GNSS system, i.e. due to errors in the GNSS observations or in their modeling, but no such error source has been identified so far that could explain the level of observed flicker noise, nor its spatial correlation.We investigate another possible contributor to the observed flicker noise, namely real crustal displacements driven by surface mass transports, i.e. non-tidal loading deformations. This study is motivated by the presence of power-law noise in the time series of low-degree (≤ 40) and low-order (≤ 12) Stokes coefficients observed by GRACE - power-law noise might also exist at higher degrees and orders, but obscured by GRACE observational noise. By comparing GNSS station position time series with loading deformation time series derived from GRACE gravity fields, both with their periodic components removed, we therefore assess whether GNSS and GRACE both plausibly observe the same flicker behavior of surface mass transports / loading deformations. Taking into account GRACE observability limitations, we also quantify the amount of flicker noise in GNSS station position time series that could be explained by such flicker loading deformations.

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

PubMed Central

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

2014-01-01

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

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

PubMed

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

2014-01-01

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

Ordinary kriging as a tool to estimate historical daily streamflow records

USGS Publications Warehouse

Farmer, William H.

2016-01-01

Efficient and responsible management of water resources relies on accurate streamflow records. However, many watersheds are ungaged, limiting the ability to assess and understand local hydrology. Several tools have been developed to alleviate this data scarcity, but few provide continuous daily streamflow records at individual streamgages within an entire region. Building on the history of hydrologic mapping, ordinary kriging was extended to predict daily streamflow time series on a regional basis. Pooling parameters to estimate a single, time-invariant characterization of spatial semivariance structure is shown to produce accurate reproduction of streamflow. This approach is contrasted with a time-varying series of variograms, representing the temporal evolution and behavior of the spatial semivariance structure. Furthermore, the ordinary kriging approach is shown to produce more accurate time series than more common, single-index hydrologic transfers. A comparison between topological kriging and ordinary kriging is less definitive, showing the ordinary kriging approach to be significantly inferior in terms of Nash–Sutcliffe model efficiencies while maintaining significantly superior performance measured by root mean squared errors. Given the similarity of performance and the computational efficiency of ordinary kriging, it is concluded that ordinary kriging is useful for first-order approximation of daily streamflow time series in ungaged watersheds.

2D CFT partition functions at late times

NASA Astrophysics Data System (ADS)

Dyer, Ethan; Gur-Ari, Guy

2017-08-01

We consider the late time behavior of the analytically continued partition function Z( β + it) Z( β - it) in holographic 2 d CFTs. This is a probe of information loss in such theories and in their holographic duals. We show that each Virasoro character decays in time, and so information is not restored at the level of individual characters. We identify a universal decaying contribution at late times, and conjecture that it describes the behavior of generic chaotic 2 d CFTs out to times that are exponentially large in the central charge. It was recently suggested that at sufficiently late times one expects a crossover to random matrix behavior. We estimate an upper bound on the crossover time, which suggests that the decay is followed by a parametrically long period of late time growth. Finally, we discuss gravitationally-motivated integrable theories and show how information is restored at late times by a series of characters. This hints at a possible bulk mechanism, where information is restored by an infinite sum over non-perturbative saddles.

Approximate scaling properties of RNA free energy landscapes

NASA Technical Reports Server (NTRS)

Baskaran, S.; Stadler, P. F.; Schuster, P.

1996-01-01

RNA free energy landscapes are analysed by means of "time-series" that are obtained from random walks restricted to excursion sets. The power spectra, the scaling of the jump size distribution, and the scaling of the curve length measured with different yard stick lengths are used to describe the structure of these "time series". Although they are stationary by construction, we find that their local behavior is consistent with both AR(1) and self-affine processes. Random walks confined to excursion sets (i.e., with the restriction that the fitness value exceeds a certain threshold at each step) exhibit essentially the same statistics as free random walks. We find that an AR(1) time series is in general approximately self-affine on timescales up to approximately the correlation length. We present an empirical relation between the correlation parameter rho of the AR(1) model and the exponents characterizing self-affinity.

Analysis of HD 73045 light curve data

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Predictive time-series modeling using artificial neural networks for Linac beam symmetry: an empirical study.

PubMed

Li, Qiongge; Chan, Maria F

2017-01-01

Over half of cancer patients receive radiotherapy (RT) as partial or full cancer treatment. Daily quality assurance (QA) of RT in cancer treatment closely monitors the performance of the medical linear accelerator (Linac) and is critical for continuous improvement of patient safety and quality of care. Cumulative longitudinal QA measurements are valuable for understanding the behavior of the Linac and allow physicists to identify trends in the output and take preventive actions. In this study, artificial neural networks (ANNs) and autoregressive moving average (ARMA) time-series prediction modeling techniques were both applied to 5-year daily Linac QA data. Verification tests and other evaluations were then performed for all models. Preliminary results showed that ANN time-series predictive modeling has more advantages over ARMA techniques for accurate and effective applicability in the dosimetry and QA field. © 2016 New York Academy of Sciences.

A low free-parameter stochastic model of daily Forbush decrease indices

NASA Astrophysics Data System (ADS)

Patra, Sankar Narayan; Bhattacharya, Gautam; Panja, Subhash Chandra; Ghosh, Koushik

2014-01-01

Forbush decrease is a rapid decrease in the observed galactic cosmic ray intensity pattern occurring after a coronal mass ejection. In the present paper we have analyzed the daily Forbush decrease indices from January, 1967 to December, 2003 generated in IZMIRAN, Russia. First the entire indices have been smoothened and next we have made an attempt to fit a suitable stochastic model for the present time series by means of a necessary number of process parameters. The study reveals that the present time series is governed by a stationary autoregressive process of order 2 with a trace of white noise. Under the consideration of the present model we have shown that chaos is not expected in the present time series which opens up the possibility of validation of its forecasting (both short-term and long-term) as well as its multi-periodic behavior.

Modeling and Scaling of the Distribution of Trade Avalanches in a STOCK Market

NASA Astrophysics Data System (ADS)

Kim, Hyun-Joo

We study the trading activity in the Korea Stock Exchange by considering trade avalanches. A series of successive trading with small trade time interval is regarded as a trade avalanche of which the size s is defined as the number of trade in a series of successive trades. We measure the distribution of trade avalanches sizes P(s) and find that it follows the power-law behavior P(s) ~ s-α with the exponent α ≈ 2 for two stocks with the largest number of trades. A simple stochastic model which describes the power-law behavior of the distribution of trade avalanche size is introduced. In the model it is assumed that the some trades induce the accompanying trades, which results in the trade avalanches and we find that the distribution of the trade avalanche size also follows power-law behavior with the exponent α ≈ 2.

Scaling Exponents in Financial Markets

NASA Astrophysics Data System (ADS)

Kim, Kyungsik; Kim, Cheol-Hyun; Kim, Soo Yong

2007-03-01

We study the dynamical behavior of four exchange rates in foreign exchange markets. A detrended fluctuation analysis (DFA) is applied to detect the long-range correlation embedded in the non-stationary time series. It is for our case found that there exists a persistent long-range correlation in volatilities, which implies the deviation from the efficient market hypothesis. Particularly, the crossover is shown to exist in the scaling behaviors of the volatilities.

Hazard function theory for nonstationary natural hazards

DOE PAGES

Read, Laura K.; Vogel, Richard M.

2016-04-11

Impact from natural hazards is a shared global problem that causes tremendous loss of life and property, economic cost, and damage to the environment. Increasingly, many natural processes show evidence of nonstationary behavior including wind speeds, landslides, wildfires, precipitation, streamflow, sea levels, and earthquakes. Traditional probabilistic analysis of natural hazards based on peaks over threshold (POT) generally assumes stationarity in the magnitudes and arrivals of events, i.e., that the probability of exceedance of some critical event is constant through time. Given increasing evidence of trends in natural hazards, new methods are needed to characterize their probabilistic behavior. The well-developed field ofmore » hazard function analysis (HFA) is ideally suited to this problem because its primary goal is to describe changes in the exceedance probability of an event over time. HFA is widely used in medicine, manufacturing, actuarial statistics, reliability engineering, economics, and elsewhere. HFA provides a rich theory to relate the natural hazard event series ( X) with its failure time series ( T), enabling computation of corresponding average return periods, risk, and reliabilities associated with nonstationary event series. This work investigates the suitability of HFA to characterize nonstationary natural hazards whose POT magnitudes are assumed to follow the widely applied generalized Pareto model. We derive the hazard function for this case and demonstrate how metrics such as reliability and average return period are impacted by nonstationarity and discuss the implications for planning and design. As a result, our theoretical analysis linking hazard random variable  X with corresponding failure time series  T should have application to a wide class of natural hazards with opportunities for future extensions.« less

Hazard function theory for nonstationary natural hazards

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

Read, Laura K.; Vogel, Richard M.

Impact from natural hazards is a shared global problem that causes tremendous loss of life and property, economic cost, and damage to the environment. Increasingly, many natural processes show evidence of nonstationary behavior including wind speeds, landslides, wildfires, precipitation, streamflow, sea levels, and earthquakes. Traditional probabilistic analysis of natural hazards based on peaks over threshold (POT) generally assumes stationarity in the magnitudes and arrivals of events, i.e., that the probability of exceedance of some critical event is constant through time. Given increasing evidence of trends in natural hazards, new methods are needed to characterize their probabilistic behavior. The well-developed field ofmore » hazard function analysis (HFA) is ideally suited to this problem because its primary goal is to describe changes in the exceedance probability of an event over time. HFA is widely used in medicine, manufacturing, actuarial statistics, reliability engineering, economics, and elsewhere. HFA provides a rich theory to relate the natural hazard event series ( X) with its failure time series ( T), enabling computation of corresponding average return periods, risk, and reliabilities associated with nonstationary event series. This work investigates the suitability of HFA to characterize nonstationary natural hazards whose POT magnitudes are assumed to follow the widely applied generalized Pareto model. We derive the hazard function for this case and demonstrate how metrics such as reliability and average return period are impacted by nonstationarity and discuss the implications for planning and design. As a result, our theoretical analysis linking hazard random variable  X with corresponding failure time series  T should have application to a wide class of natural hazards with opportunities for future extensions.« less

High-resolution Temporal Representations of Alcohol and Tobacco Behaviors from Social Media Data

PubMed Central

Huang, Tom; Elghafari, Anas; Relia, Kunal; Chunara, Rumi

2017-01-01

Understanding tobacco- and alcohol-related behavioral patterns is critical for uncovering risk factors and potentially designing targeted social computing intervention systems. Given that we make choices multiple times per day, hourly and daily patterns are critical for better understanding behaviors. Here, we combine natural language processing, machine learning and time series analyses to assess Twitter activity specifically related to alcohol and tobacco consumption and their sub-daily, daily and weekly cycles. Twitter self-reports of alcohol and tobacco use are compared to other data streams available at similar temporal resolution. We assess if discussion of drinking by inferred underage versus legal age people or discussion of use of different types of tobacco products can be differentiated using these temporal patterns. We find that time and frequency domain representations of behaviors on social media can provide meaningful and unique insights, and we discuss the types of behaviors for which the approach may be most useful. PMID:29264592

A Smoothing Technique for the Multifractal Analysis of a Medium Voltage Feeders Electric Current

NASA Astrophysics Data System (ADS)

de Santis, Enrico; Sadeghian, Alireza; Rizzi, Antonello

2017-12-01

The current paper presents a data-driven detrending technique allowing to smooth complex sinusoidal trends from a real-world electric load time series before applying the Detrended Multifractal Fluctuation Analysis (MFDFA). The algorithm we call Smoothed Sort and Cut Fourier Detrending (SSC-FD) is based on a suitable smoothing of high power periodicities operating directly in the Fourier spectrum through a polynomial fitting technique of the DFT. The main aim consists of disambiguating the characteristic slow varying periodicities, that can impair the MFDFA analysis, from the residual signal in order to study its correlation properties. The algorithm performances are evaluated on a simple benchmark test consisting of a persistent series where the Hurst exponent is known, with superimposed ten sinusoidal harmonics. Moreover, the behavior of the algorithm parameters is assessed computing the MFDFA on the well-known sunspot data, whose correlation characteristics are reported in literature. In both cases, the SSC-FD method eliminates the apparent crossover induced by the synthetic and natural periodicities. Results are compared with some existing detrending methods within the MFDFA paradigm. Finally, a study of the multifractal characteristics of the electric load time series detrendended by the SSC-FD algorithm is provided, showing a strong persistent behavior and an appreciable amplitude of the multifractal spectrum that allows to conclude that the series at hand has multifractal characteristics.

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

USGS Publications Warehouse

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

2012-01-01

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

Monitoring volcano activity through Hidden Markov Model

NASA Astrophysics Data System (ADS)

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

2013-12-01

During 2011-2013, Mt. Etna was mainly characterized by cyclic occurrences of lava fountains, totaling to 38 episodes. During this time interval Etna volcano's states (QUIET, PRE-FOUNTAIN, FOUNTAIN, POST-FOUNTAIN), whose automatic recognition is very useful for monitoring purposes, turned out to be strongly related to the trend of RMS (Root Mean Square) of the seismic signal recorded by stations close to the summit area. Since RMS time series behavior is considered to be stochastic, we can try to model the system generating its values, assuming to be a Markov process, by using Hidden Markov models (HMMs). HMMs are a powerful tool in modeling any time-varying series. HMMs analysis seeks to recover the sequence of hidden states from the observed emissions. In our framework, observed emissions are characters generated by the SAX (Symbolic Aggregate approXimation) technique, which maps RMS time series values with discrete literal emissions. The experiments show how it is possible to guess volcano states by means of HMMs and SAX.

Research on the time-temperature-damage superposition principle of NEPE propellant

NASA Astrophysics Data System (ADS)

Han, Long; Chen, Xiong; Xu, Jin-sheng; Zhou, Chang-sheng; Yu, Jia-quan

2015-11-01

To describe the relaxation behavior of NEPE (Nitrate Ester Plasticized Polyether) propellant, we analyzed the equivalent relationships between time, temperature, and damage. We conducted a series of uniaxial tensile tests and employed a cumulative damage model to calculate the damage values for relaxation tests at different strain levels. The damage evolution curve of the tensile test at 100 mm/min was obtained through numerical analysis. Relaxation tests were conducted over a range of temperature and strain levels, and the equivalent relationship between time, temperature, and damage was deduced based on free volume theory. The equivalent relationship was then used to generate predictions of the long-term relaxation behavior of the NEPE propellant. Subsequently, the equivalent relationship between time and damage was introduced into the linear viscoelastic model to establish a nonlinear model which is capable of describing the mechanical behavior of composite propellants under a uniaxial tensile load. The comparison between model prediction and experimental data shows that the presented model provides a reliable forecast of the mechanical behavior of propellants.

Comparative analysis of Goodwin's business cycle models

NASA Astrophysics Data System (ADS)

Antonova, A. O.; Reznik, S.; Todorov, M. D.

2016-10-01

We compare the behavior of solutions of Goodwin's business cycle equation in the form of neutral delay differential equation with fixed delay (NDDE model) and in the form of the differential equations of 3rd, 4th and 5th orders (ODE model's). Such ODE model's (Taylor series expansion of NDDE in powers of θ) are proposed in N. Dharmaraj and K. Vela Velupillai [6] for investigation of the short periodic sawthooth oscillations in NDDE. We show that the ODE's of 3rd, 4th and 5th order may approximate the asymptotic behavior of only main Goodwin's mode, but not the sawthooth modes. If the order of the Taylor series expansion exceeds 5, then the approximate ODE becomes unstable independently of time lag θ.

How large a dataset should be in order to estimate scaling exponents and other statistics correctly in studies of solar wind turbulence

NASA Astrophysics Data System (ADS)

Rowlands, G.; Kiyani, K. H.; Chapman, S. C.; Watkins, N. W.

2009-12-01

Quantitative analysis of solar wind fluctuations are often performed in the context of intermittent turbulence and center around methods to quantify statistical scaling, such as power spectra and structure functions which assume a stationary process. The solar wind exhibits large scale secular changes and so the question arises as to whether the timeseries of the fluctuations is non-stationary. One approach is to seek a local stationarity by parsing the time interval over which statistical analysis is performed. Hence, natural systems such as the solar wind unavoidably provide observations over restricted intervals. Consequently, due to a reduction of sample size leading to poorer estimates, a stationary stochastic process (time series) can yield anomalous time variation in the scaling exponents, suggestive of nonstationarity. The variance in the estimates of scaling exponents computed from an interval of N observations is known for finite variance processes to vary as ~1/N as N becomes large for certain statistical estimators; however, the convergence to this behavior will depend on the details of the process, and may be slow. We study the variation in the scaling of second-order moments of the time-series increments with N for a variety of synthetic and “real world” time series, and we find that in particular for heavy tailed processes, for realizable N, one is far from this ~1/N limiting behavior. We propose a semiempirical estimate for the minimum N needed to make a meaningful estimate of the scaling exponents for model stochastic processes and compare these with some “real world” time series from the solar wind. With fewer datapoints the stationary timeseries becomes indistinguishable from a nonstationary process and we illustrate this with nonstationary synthetic datasets. Reference article: K. H. Kiyani, S. C. Chapman and N. W. Watkins, Phys. Rev. E 79, 036109 (2009).

Periodic and Aperiodic Variability in the Molecular Cloud ρ Ophiuchus

NASA Astrophysics Data System (ADS)

Parks, J. Robert; Plavchan, Peter; White, Russel J.; Gee, Alan H.

2014-03-01

Presented are the results of a near-IR photometric survey of 1678 stars in the direction of the ρ Ophiuchus (ρ Oph) star forming region using data from the 2MASS Calibration Database. For each target in this sample, up to 1584 individual J-, H-, and Ks -band photometric measurements with a cadence of ~1 day are obtained over three observing seasons spanning ~2.5 yr it is the most intensive survey of stars in this region to date. This survey identifies 101 variable stars with ΔKs -band amplitudes from 0.044 to 2.31 mag and Δ(J - Ks ) color amplitudes ranging from 0.053 to 1.47 mag. Of the 72 young ρ Oph star cluster members included in this survey, 79% are variable; in addition, 22 variable stars are identified as candidate members. Based on the temporal behavior of the Ks time-series, the variability is distinguished as either periodic, long time-scale or irregular. This temporal behavior coupled with the behavior of stellar colors is used to assign a dominant variability mechanism. A new period-searching algorithm finds periodic signals in 32 variable stars with periods between 0.49 to 92 days. The chief mechanism driving the periodic variability for 18 stars is rotational modulation of cool starspots while 3 periodically vary due to accretion-induced hot spots. The time-series for six variable stars contains discrete periodic "eclipse-like" features with periods ranging from 3 to 8 days. These features may be asymmetries in the circumstellar disk, potentially sustained or driven by a proto-planet at or near the co-rotation radius. Aperiodic, long time-scale variations in stellar flux are identified in the time-series for 31 variable stars with time-scales ranging from 64 to 790 days. The chief mechanism driving long time-scale variability is variable extinction or mass accretion rates. The majority of the variable stars (40) exhibit sporadic, aperiodic variability over no discernable time-scale. No chief variability mechanism could be identified for these variable stars.

Retrieving hydrological connectivity from empirical causality in karst systems

NASA Astrophysics Data System (ADS)

Delforge, Damien; Vanclooster, Marnik; Van Camp, Michel; Poulain, Amaël; Watlet, Arnaud; Hallet, Vincent; Kaufmann, Olivier; Francis, Olivier

2017-04-01

Because of their complexity, karst systems exhibit nonlinear dynamics. Moreover, if one attempts to model a karst, the hidden behavior complicates the choice of the most suitable model. Therefore, both intense investigation methods and nonlinear data analysis are needed to reveal the underlying hydrological connectivity as a prior for a consistent physically based modelling approach. Convergent Cross Mapping (CCM), a recent method, promises to identify causal relationships between time series belonging to the same dynamical systems. The method is based on phase space reconstruction and is suitable for nonlinear dynamics. As an empirical causation detection method, it could be used to highlight the hidden complexity of a karst system by revealing its inner hydrological and dynamical connectivity. Hence, if one can link causal relationships to physical processes, the method should show great potential to support physically based model structure selection. We present the results of numerical experiments using karst model blocks combined in different structures to generate time series from actual rainfall series. CCM is applied between the time series to investigate if the empirical causation detection is consistent with the hydrological connectivity suggested by the karst model.

78 FR 63267 - Self-Regulatory Organizations; The Options Clearing Corporation; Notice of No Objection to...

Federal Register 2010, 2011, 2012, 2013, 2014

2013-10-23

... the set of risk factors whose behavior is included in the econometric models underlying STANS, time series of proportional changes in implied volatilities for a range of tenors and in-the-money and out-of...

Characteristic mega-basin water storage behavior using GRACE.

PubMed

Reager, J T; Famiglietti, James S

2013-06-01

[1] A long-standing challenge for hydrologists has been a lack of observational data on global-scale basin hydrological behavior. With observations from NASA's Gravity Recovery and Climate Experiment (GRACE) mission, hydrologists are now able to study terrestrial water storage for large river basins (>200,000 km 2 ), with monthly time resolution. Here we provide results of a time series model of basin-averaged GRACE terrestrial water storage anomaly and Global Precipitation Climatology Project precipitation for the world's largest basins. We address the short (10 year) length of the GRACE record by adopting a parametric spectral method to calculate frequency-domain transfer functions of storage response to precipitation forcing and then generalize these transfer functions based on large-scale basin characteristics, such as percent forest cover and basin temperature. Among the parameters tested, results show that temperature, soil water-holding capacity, and percent forest cover are important controls on relative storage variability, while basin area and mean terrain slope are less important. The derived empirical relationships were accurate (0.54 ≤  E f  ≤ 0.84) in modeling global-scale water storage anomaly time series for the study basins using only precipitation, average basin temperature, and two land-surface variables, offering the potential for synthesis of basin storage time series beyond the GRACE observational period. Such an approach could be applied toward gap filling between current and future GRACE missions and for predicting basin storage given predictions of future precipitation.

Characteristic mega-basin water storage behavior using GRACE

PubMed Central

Reager, J T; Famiglietti, James S

2013-01-01

[1] A long-standing challenge for hydrologists has been a lack of observational data on global-scale basin hydrological behavior. With observations from NASA’s Gravity Recovery and Climate Experiment (GRACE) mission, hydrologists are now able to study terrestrial water storage for large river basins (>200,000 km2), with monthly time resolution. Here we provide results of a time series model of basin-averaged GRACE terrestrial water storage anomaly and Global Precipitation Climatology Project precipitation for the world’s largest basins. We address the short (10 year) length of the GRACE record by adopting a parametric spectral method to calculate frequency-domain transfer functions of storage response to precipitation forcing and then generalize these transfer functions based on large-scale basin characteristics, such as percent forest cover and basin temperature. Among the parameters tested, results show that temperature, soil water-holding capacity, and percent forest cover are important controls on relative storage variability, while basin area and mean terrain slope are less important. The derived empirical relationships were accurate (0.54 ≤ Ef ≤ 0.84) in modeling global-scale water storage anomaly time series for the study basins using only precipitation, average basin temperature, and two land-surface variables, offering the potential for synthesis of basin storage time series beyond the GRACE observational period. Such an approach could be applied toward gap filling between current and future GRACE missions and for predicting basin storage given predictions of future precipitation. PMID:24563556

Identifying Changes of Complex Flood Dynamics with Recurrence Analysis

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

Scaling Behavior in Mitochondrial Redox Fluctuations

PubMed Central

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

2006-01-01

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

Fractal stock markets: International evidence of dynamical (in)efficiency.

PubMed

Bianchi, Sergio; Frezza, Massimiliano

2017-07-01

The last systemic financial crisis has reawakened the debate on the efficient nature of financial markets, traditionally described as semimartingales. The standard approaches to endow the general notion of efficiency of an empirical content turned out to be somewhat inconclusive and misleading. We propose a topological-based approach to quantify the informational efficiency of a financial time series. The idea is to measure the efficiency by means of the pointwise regularity of a (stochastic) function, given that the signature of a martingale is that its pointwise regularity equals 12. We provide estimates for real financial time series and investigate their (in)efficient behavior by comparing three main stock indexes.

The computation of dynamic fractional difference parameter for S&P500 index

NASA Astrophysics Data System (ADS)

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

2015-10-01

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

Fractal stock markets: International evidence of dynamical (in)efficiency

NASA Astrophysics Data System (ADS)

Bianchi, Sergio; Frezza, Massimiliano

2017-07-01

The last systemic financial crisis has reawakened the debate on the efficient nature of financial markets, traditionally described as semimartingales. The standard approaches to endow the general notion of efficiency of an empirical content turned out to be somewhat inconclusive and misleading. We propose a topological-based approach to quantify the informational efficiency of a financial time series. The idea is to measure the efficiency by means of the pointwise regularity of a (stochastic) function, given that the signature of a martingale is that its pointwise regularity equals 1/2 . We provide estimates for real financial time series and investigate their (in)efficient behavior by comparing three main stock indexes.

Complexity matching in dyadic conversation.

PubMed

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

2014-12-01

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

Real Time Search Algorithm for Observation Outliers During Monitoring Engineering Constructions

NASA Astrophysics Data System (ADS)

Latos, Dorota; Kolanowski, Bogdan; Pachelski, Wojciech; Sołoducha, Ryszard

2017-12-01

Real time monitoring of engineering structures in case of an emergency of disaster requires collection of a large amount of data to be processed by specific analytical techniques. A quick and accurate assessment of the state of the object is crucial for a probable rescue action. One of the more significant evaluation methods of large sets of data, either collected during a specified interval of time or permanently, is the time series analysis. In this paper presented is a search algorithm for those time series elements which deviate from their values expected during monitoring. Quick and proper detection of observations indicating anomalous behavior of the structure allows to take a variety of preventive actions. In the algorithm, the mathematical formulae used provide maximal sensitivity to detect even minimal changes in the object's behavior. The sensitivity analyses were conducted for the algorithm of moving average as well as for the Douglas-Peucker algorithm used in generalization of linear objects in GIS. In addition to determining the size of deviations from the average it was used the so-called Hausdorff distance. The carried out simulation and verification of laboratory survey data showed that the approach provides sufficient sensitivity for automatic real time analysis of large amount of data obtained from different and various sensors (total stations, leveling, camera, radar).

Nonlinear Time Series Analysis in the Absence of Strong Harmonics

NASA Astrophysics Data System (ADS)

Stine, Peter; Jevtic, N.

2010-05-01

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

Dynamic Dependence Analysis : Modeling and Inference of Changing Dependence Among Multiple Time-Series

DTIC Science & Technology

2009-06-01

isolation. In addition to being inherently multi-modal, human perception takes advantages of multiple sources of information within a single modality...restric- tion was reasonable for the applications we looked at. However, consider using a TIM to model a teacher student relationship among moving objects...That is, imagine one teacher object demonstrating a behavior for a student object. The student can observe the teacher and then recreate the behavior

Terror attacks influence driving behavior in Israel

PubMed Central

Stecklov, Guy; Goldstein, Joshua R.

2004-01-01

Terror attacks in Israel produce a temporary lull in light accidents followed by a 35% spike in fatal accidents on Israeli roads 3 days after the attack. Our results are based on time-series analysis of Israeli traffic flows, accidents, and terror attacks from January 2001 through June 2002. Whereas prior studies have focused on subjective reports of posttraumatic stress, our study shows a population-level behavioral response to violent terror attacks. PMID:15448203

Scaling properties of Polish rain series

NASA Astrophysics Data System (ADS)

Licznar, P.

2009-04-01

Scaling properties as well as multifractal nature of precipitation time series have not been studied for local Polish conditions until recently due to lack of long series of high-resolution data. The first Polish study of precipitation time series scaling phenomena was made on the base of pluviograph data from the Wroclaw University of Environmental and Life Sciences meteorological station located at the south-western part of the country. The 38 annual rainfall records from years 1962-2004 were converted into digital format and transformed into a standard format of 5-minute time series. The scaling properties and multifractal character of this material were studied by means of several different techniques: power spectral density analysis, functional box-counting, probability distribution/multiple scaling and trace moment methods. The result proved the general scaling character of time series at the range of time scales ranging form 5 minutes up to at least 24 hours. At the same time some characteristic breaks at scaling behavior were recognized. It is believed that the breaks were artificial and arising from the pluviograph rain gauge measuring precision limitations. Especially strong limitations at the precision of low-intensity precipitations recording by pluviograph rain gauge were found to be the main reason for artificial break at energy spectra, as was reported by other authors before. The analysis of co-dimension and moments scaling functions showed the signs of the first-order multifractal phase transition. Such behavior is typical for dressed multifractal processes that are observed by spatial or temporal averaging on scales larger than the inner-scale of those processes. The fractal dimension of rainfall process support derived from codimension and moments scaling functions geometry analysis was found to be 0.45. The same fractal dimension estimated by means of the functional box-counting method was equal to 0.58. At the final part of the study implementation of double trace moment method allowed for estimation of local universal multifractal rainfall parameters (α=0.69; C1=0.34; H=-0.01). The research proved the fractal character of rainfall process support and multifractal character of the rainfall intensity values variability among analyzed time series. It is believed that scaling of local Wroclaw's rainfalls for timescales at the range from 24 hours up to 5 minutes opens the door for future research concerning for example random cascades implementation for daily precipitation totals disaggregation for smaller time intervals. The results of such a random cascades functioning in a form of 5 minute artificial rainfall scenarios could be of great practical usability for needs of urban hydrology, and design and hydrodynamic modeling of storm water and combined sewage conveyance systems.

The behavior of U- and Th-series nuclides in groundwater

USGS Publications Warehouse

Porcelli, D.; Swarzenski, P.W.

2003-01-01

Groundwater has long been an active area of research driven by its importance both as a societal resource and as a component in the global hydrological cycle. Key issues in groundwater research include inferring rates of transport of chemical constituents, determining the ages of groundwater, and tracing water masses using chemical fingerprints. While information on the trace elements pertinent to these topics can be obtained from aquifer tests using experimentally introduced tracers, and from laboratory experiments on aquifer materials, these studies are necessarily limited in time and space. Regional studies of aquifers can focus on greater scales and time periods, but must contend with greater complexities and variations. In this regard, the isotopic systematics of the naturally occurring radionuclides in the U- and Th- decay series have been invaluable in investigating aquifer behavior of U, Th, and Ra. These nuclides are present in all groundwaters and are each represented by several isotopes with very different half-lives, so that processes occurring over a range of time-scales can be studied (Table 1⇓). Within the host aquifer minerals, the radionuclides in each decay series are generally expected to be in secular equilibrium and so have equal activities (see Bourdon et al. 2003). In contrast, these nuclides exhibit strong relative fractionations within the surrounding groundwaters that reflect contrasting behavior during release into the water and during interaction with the surrounding host aquifer rocks. Radionuclide data can be used, within the framework of models of the processes involved, to obtain quantitative assessments of radionuclide release from aquifer rocks and groundwater migration rates. The isotopic variations that are generated also have the potential for providing fingerprints for groundwaters from specific aquifer environments, and have even been explored as a means for calculating groundwater ages.

Persistence in eye movement during visual search

NASA Astrophysics Data System (ADS)

Amor, Tatiana A.; Reis, Saulo D. S.; Campos, Daniel; Herrmann, Hans J.; Andrade, José S.

2016-02-01

As any cognitive task, visual search involves a number of underlying processes that cannot be directly observed and measured. In this way, the movement of the eyes certainly represents the most explicit and closest connection we can get to the inner mechanisms governing this cognitive activity. Here we show that the process of eye movement during visual search, consisting of sequences of fixations intercalated by saccades, exhibits distinctive persistent behaviors. Initially, by focusing on saccadic directions and intersaccadic angles, we disclose that the probability distributions of these measures show a clear preference of participants towards a reading-like mechanism (geometrical persistence), whose features and potential advantages for searching/foraging are discussed. We then perform a Multifractal Detrended Fluctuation Analysis (MF-DFA) over the time series of jump magnitudes in the eye trajectory and find that it exhibits a typical multifractal behavior arising from the sequential combination of saccades and fixations. By inspecting the time series composed of only fixational movements, our results reveal instead a monofractal behavior with a Hurst exponent , which indicates the presence of long-range power-law positive correlations (statistical persistence). We expect that our methodological approach can be adopted as a way to understand persistence and strategy-planning during visual search.

Comparison study of global and local approaches describing critical phenomena on the Polish stock exchange market

NASA Astrophysics Data System (ADS)

Czarnecki, Łukasz; Grech, Dariusz; Pamuła, Grzegorz

2008-12-01

We confront global and local methods to analyze the financial crash-like events on the Polish financial market from the critical phenomena point of view. These methods are based on the analysis of log-periodicity and the local fractal properties of financial time series in the vicinity of phase transitions (crashes). The whole history (1991-2008) of Warsaw Stock Exchange Index (WIG) describing the largest developing financial market in Europe, is analyzed in a daily time horizon. We find that crash-like events on the Polish financial market are described better by the log-divergent price model decorated with log-periodic behavior than the corresponding power-law-divergent price model. Predictions coming from log-periodicity scenario are verified for all main crashes that took place in WIG history. It is argued that crash predictions within log-periodicity model strongly depend on the amount of data taken to make a fit and therefore are likely to contain huge inaccuracies. Turning to local fractal description, we calculate the so-called local (time dependent) Hurst exponent H for the WIG time series and we find the dependence between the behavior of the local fractal properties of the WIG time series and the crashes appearance on the financial market. The latter method seems to work better than the global approach - both for developing as for developed markets. The current situation on the market, particularly related to the Fed intervention in September’07 and the situation on the market immediately after this intervention is also analyzed from the fractional Brownian motion point of view.

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

Treesearch

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

2017-01-01

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

Wavelet-based analysis of circadian behavioral rhythms.

PubMed

Leise, Tanya L

2015-01-01

The challenging problems presented by noisy biological oscillators have led to the development of a great variety of methods for accurately estimating rhythmic parameters such as period and amplitude. This chapter focuses on wavelet-based methods, which can be quite effective for assessing how rhythms change over time, particularly if time series are at least a week in length. These methods can offer alternative views to complement more traditional methods of evaluating behavioral records. The analytic wavelet transform can estimate the instantaneous period and amplitude, as well as the phase of the rhythm at each time point, while the discrete wavelet transform can extract the circadian component of activity and measure the relative strength of that circadian component compared to those in other frequency bands. Wavelet transforms do not require the removal of noise or trend, and can, in fact, be effective at removing noise and trend from oscillatory time series. The Fourier periodogram and spectrogram are reviewed, followed by descriptions of the analytic and discrete wavelet transforms. Examples illustrate application of each method and their prior use in chronobiology is surveyed. Issues such as edge effects, frequency leakage, and implications of the uncertainty principle are also addressed. © 2015 Elsevier Inc. All rights reserved.

State-space prediction model for chaotic time series

NASA Astrophysics Data System (ADS)

Alparslan, A. K.; Sayar, M.; Atilgan, A. R.

1998-08-01

A simple method for predicting the continuation of scalar chaotic time series ahead in time is proposed. The false nearest neighbors technique in connection with the time-delayed embedding is employed so as to reconstruct the state space. A local forecasting model based upon the time evolution of the topological neighboring in the reconstructed phase space is suggested. A moving root-mean-square error is utilized in order to monitor the error along the prediction horizon. The model is tested for the convection amplitude of the Lorenz model. The results indicate that for approximately 100 cycles of the training data, the prediction follows the actual continuation very closely about six cycles. The proposed model, like other state-space forecasting models, captures the long-term behavior of the system due to the use of spatial neighbors in the state space.

Investigation of bus transit schedule behavior modeling using advanced techniques

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

Kalaputapu, R.; Demetsky, M.J.

This research focused on investigating the application of artificial neural networks (ANN) and the Box-Jenkins technique for developing and testing schedule behavior models using data obtained for a test route from Tidewater Regional Transit`s AVL system. The three ANN architectures investigated were: Feedforward Network, Elman Network and Jordan Network. In addition, five different model structures were investigated. The time-series methodology was adopted for developing the schedule behavior models. Finally, the role of a schedule behavior model within the framework of an intelligent transit management system is defined and the potential utility of the schedule behavior model is discussed using anmore » example application.« less

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

NASA Astrophysics Data System (ADS)

Zhang, Yali; Wang, Jun

2017-09-01

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

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

PubMed

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

2013-11-05

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

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

PubMed Central

2013-01-01

Background Detailed intervention descriptions and robust evaluations that test intervention impact—and explore reasons for impact—are an essential part of progressing implementation science. Time series designs enable the impact and sustainability of intervention effects to be tested. When combined with time series designs, qualitative methods can provide insight into intervention effectiveness and help identify areas for improvement for future interventions. This paper describes the development, delivery, and evaluation of a tailored intervention designed to increase primary health care professionals’ adoption of a national recommendation that women with mild to moderate postnatal depression (PND) are referred for psychological therapy as a first stage treatment. Methods Three factors influencing referral for psychological treatment were targeted using three related intervention components: a tailored educational meeting, a tailored educational leaflet, and changes to an electronic system data template used by health professionals during consultations for PND. Evaluation comprised time series analysis of monthly audit data on percentage referral rates and monthly first prescription rates for anti-depressants. Interviews were conducted with a sample of health professionals to explore their perceptions of the intervention components and to identify possible factors influencing intervention effectiveness. Results The intervention was associated with a significant, immediate, positive effect upon percentage referral rates for psychological treatments. This effect was not sustained over the ten month follow-on period. Monthly rates of anti-depressant prescriptions remained consistently high after the intervention. Qualitative interview findings suggest key messages received from the intervention concerned what appropriate antidepressant prescribing is, suggesting this to underlie the lack of impact upon prescribing rates. However, an understanding that psychological treatment can have long-term benefits was also cited. Barriers to referral identified before intervention were cited again after the intervention, suggesting the intervention had not successfully tackled the barriers targeted. Conclusion A time series design allowed the initial and sustained impact of our intervention to be tested. Combined with qualitative interviews, this provided insight into intervention effectiveness. Future research should test factors influencing intervention sustainability, and promote adoption of the targeted behavior and dis-adoption of competing behaviors where appropriate. PMID:24188718

An Integrative Behavioral Health Care Model Using Automated SBIRT and Care Coordination in Community Health Care.

PubMed

Dwinnells, Ronald; Misik, Lauren

2017-10-01

Efficient and effective integration of behavioral health programs in a community health care practice emphasizes patient-centered medical home principles to improve quality of care. A prospective, 3-period, interrupted time series study was used to explore which of 3 different integrative behavioral health care screening and management processes were the most efficient and effective in prompting behavioral health screening, identification, interventions, and referrals in a community health practice. A total of 99.5% ( P < .001) of medical patients completed behavioral health screenings; brief intervention rates nearly doubled to 83% ( P < .001) and 100% ( P < .001) of identified at-risk patients had referrals made using a combination of electronic tablets, electronic medical record, and behavioral health care coordination.

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

PubMed

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

2012-07-01

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

MEM spectral analysis for predicting influenza epidemics in Japan.

PubMed

Sumi, Ayako; Kamo, Ken-ichi

2012-03-01

The prediction of influenza epidemics has long been the focus of attention in epidemiology and mathematical biology. In this study, we tested whether time series analysis was useful for predicting the incidence of influenza in Japan. The method of time series analysis we used consists of spectral analysis based on the maximum entropy method (MEM) in the frequency domain and the nonlinear least squares method in the time domain. Using this time series analysis, we analyzed the incidence data of influenza in Japan from January 1948 to December 1998; these data are unique in that they covered the periods of pandemics in Japan in 1957, 1968, and 1977. On the basis of the MEM spectral analysis, we identified the periodic modes explaining the underlying variations of the incidence data. The optimum least squares fitting (LSF) curve calculated with the periodic modes reproduced the underlying variation of the incidence data. An extension of the LSF curve could be used to predict the incidence of influenza quantitatively. Our study suggested that MEM spectral analysis would allow us to model temporal variations of influenza epidemics with multiple periodic modes much more effectively than by using the method of conventional time series analysis, which has been used previously to investigate the behavior of temporal variations in influenza data.

Epileptic Seizure Prediction Using a New Similarity Index for Chaotic Signals

NASA Astrophysics Data System (ADS)

Niknazar, Hamid; Nasrabadi, Ali Motie

Epileptic seizures are generated by abnormal activity of neurons. The prediction of epileptic seizures is an important issue in the field of neurology, since it may improve the quality of life of patients suffering from drug resistant epilepsy. In this study a new similarity index based on symbolic dynamic techniques which can be used for extracting behavior of chaotic time series is presented. Using Freiburg EEG dataset, it is found that the method is able to detect the behavioral changes of the neural activity prior to epileptic seizures, so it can be used for prediction of epileptic seizure. A sensitivity of 63.75% with 0.33 false positive rate (FPR) in all 21 patients and sensitivity of 96.66% with 0.33 FPR in eight patients were achieved using the proposed method. Moreover, the method was evaluated by applying on Logistic and Tent map with different parameters to demonstrate its robustness and ability in determining similarity between two time series with the same chaotic characterization.

Using "big data" to optimally model hydrology and water quality across expansive regions

USGS Publications Warehouse

Roehl, E.A.; Cook, J.B.; Conrads, P.A.

2009-01-01

This paper describes a new divide and conquer approach that leverages big environmental data, utilizing all available categorical and time-series data without subjectivity, to empirically model hydrologic and water-quality behaviors across expansive regions. The approach decomposes large, intractable problems into smaller ones that are optimally solved; decomposes complex signals into behavioral components that are easier to model with "sub- models"; and employs a sequence of numerically optimizing algorithms that include time-series clustering, nonlinear, multivariate sensitivity analysis and predictive modeling using multi-layer perceptron artificial neural networks, and classification for selecting the best sub-models to make predictions at new sites. This approach has many advantages over traditional modeling approaches, including being faster and less expensive, more comprehensive in its use of available data, and more accurate in representing a system's physical processes. This paper describes the application of the approach to model groundwater levels in Florida, stream temperatures across Western Oregon and Wisconsin, and water depths in the Florida Everglades. ?? 2009 ASCE.

Long-time predictions in nonlinear dynamics

NASA Technical Reports Server (NTRS)

Szebehely, V.

1980-01-01

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

Multi-scale approach to Euro-Atlantic climatic cycles based on phenological time series, air temperatures and circulation indexes.

PubMed

Mariani, Luigi; Zavatti, Franco

2017-09-01

The spectral periods in North Atlantic Oscillation (NAO), Atlantic Multidecadal Oscillation (AMO) and El Nino Southern Oscillation (ENSO) were analyzed and has been verified how they imprint a time series of European temperature anomalies (ETA), two European temperature time series and some phenological series (dates of cherry flowering and grapevine harvest). Such work had as reference scenario the linear causal chain MCTP (Macroscale Circulation→Temperature→Phenology of crops) that links oceanic and atmospheric circulation to surface air temperature which in its turn determines the earliness of appearance of phenological phases of plants. Results show that in the three segments of the MCTP causal chain are present cycles with the following central period in years (the % of the 12 analyzed time series interested by these cycles are in brackets): 65 (58%), 24 (58%), 20.5 (58%), 13.5 (50%), 11.5 (58%), 7.7 (75%), 5.5 (58%), 4.1 (58%), 3 (50%), 2.4 (67%). A comparison with short term spectral peaks of the four El Niño regions (nino1+2, nino3, nino3.4 and nino4) show that 10 of the 12 series are imprinted by periods around 2.3-2.4yr while 50-58% of the series are imprinted by El Niño periods of 4-4.2, 3.8-3.9, 3-3.1years. The analysis highlights the links among physical and biological variables of the climate system at scales that range from macro to microscale whose knowledge is crucial to reach a suitable understanding of the ecosystem behavior. The spectral analysis was also applied to a time series of spring - summer precipitation in order to evaluate the presence of peaks common with other 12 selected series with result substantially negative which brings us to rule out the existence of a linear causal chain MCPP (Macroscale Circulation→Precipitation→Phenology). Copyright © 2017 Elsevier B.V. All rights reserved.

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

PubMed

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

2016-12-07

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

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

PubMed Central

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

2016-01-01

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

Modeling Individual Cyclic Variation in Human Behavior.

PubMed

Pierson, Emma; Althoff, Tim; Leskovec, Jure

2018-04-01

Cycles are fundamental to human health and behavior. Examples include mood cycles, circadian rhythms, and the menstrual cycle. However, modeling cycles in time series data is challenging because in most cases the cycles are not labeled or directly observed and need to be inferred from multidimensional measurements taken over time. Here, we present Cyclic Hidden Markov Models (CyH-MMs) for detecting and modeling cycles in a collection of multidimensional heterogeneous time series data. In contrast to previous cycle modeling methods, CyHMMs deal with a number of challenges encountered in modeling real-world cycles: they can model multivariate data with both discrete and continuous dimensions; they explicitly model and are robust to missing data; and they can share information across individuals to accommodate variation both within and between individual time series. Experiments on synthetic and real-world health-tracking data demonstrate that CyHMMs infer cycle lengths more accurately than existing methods, with 58% lower error on simulated data and 63% lower error on real-world data compared to the best-performing baseline. CyHMMs can also perform functions which baselines cannot: they can model the progression of individual features/symptoms over the course of the cycle, identify the most variable features, and cluster individual time series into groups with distinct characteristics. Applying CyHMMs to two real-world health-tracking datasets-of human menstrual cycle symptoms and physical activity tracking data-yields important insights including which symptoms to expect at each point during the cycle. We also find that people fall into several groups with distinct cycle patterns, and that these groups differ along dimensions not provided to the model. For example, by modeling missing data in the menstrual cycles dataset, we are able to discover a medically relevant group of birth control users even though information on birth control is not given to the model.

Modeling Individual Cyclic Variation in Human Behavior

PubMed Central

Pierson, Emma; Althoff, Tim; Leskovec, Jure

2018-01-01

Cycles are fundamental to human health and behavior. Examples include mood cycles, circadian rhythms, and the menstrual cycle. However, modeling cycles in time series data is challenging because in most cases the cycles are not labeled or directly observed and need to be inferred from multidimensional measurements taken over time. Here, we present Cyclic Hidden Markov Models (CyH-MMs) for detecting and modeling cycles in a collection of multidimensional heterogeneous time series data. In contrast to previous cycle modeling methods, CyHMMs deal with a number of challenges encountered in modeling real-world cycles: they can model multivariate data with both discrete and continuous dimensions; they explicitly model and are robust to missing data; and they can share information across individuals to accommodate variation both within and between individual time series. Experiments on synthetic and real-world health-tracking data demonstrate that CyHMMs infer cycle lengths more accurately than existing methods, with 58% lower error on simulated data and 63% lower error on real-world data compared to the best-performing baseline. CyHMMs can also perform functions which baselines cannot: they can model the progression of individual features/symptoms over the course of the cycle, identify the most variable features, and cluster individual time series into groups with distinct characteristics. Applying CyHMMs to two real-world health-tracking datasets—of human menstrual cycle symptoms and physical activity tracking data—yields important insights including which symptoms to expect at each point during the cycle. We also find that people fall into several groups with distinct cycle patterns, and that these groups differ along dimensions not provided to the model. For example, by modeling missing data in the menstrual cycles dataset, we are able to discover a medically relevant group of birth control users even though information on birth control is not given to the model. PMID:29780976

Is there evidence for the existence of nonlinear behavior within the interplanetary solar sector structure?

NASA Astrophysics Data System (ADS)

Brown, A. G.; Francis, N. M.; Broomhead, D. S.; Cannon, P. S.; Akram, A.

1999-06-01

Using data from the Sweden and Britain Radar Experiment (SABRE) VHF coherent radar, Yeoman et al. [1990] found evidence for two and four sector structures during the declining phase of solar cycle (SC) 21. No such obvious harmonic features were present during the ascending phase of SC 22. It was suggested that the structure of the heliospheric current sheet might exhibit nonlinear behavior during the latter period. A direct test of this suggestion, using established nonlinear methods, would require the computation of the fractal dimension of the data, for example. However, the quality of the SABRE data is insufficient for this purpose. Therefore we have tried to answer a simpler question: Is there any evidence that the SABRE data was generated by a (low-dimensional) nonlinear process? If this were the case, it would be a powerful indicator of nonlinear behavior in the solar current sheet. Our approach has been to use a system of orthogonal linear filters to separate the data into linearly uncorrelated time series. We then look for nonlinear dynamical relationships between these time series, using radial basis function models (which can be thought of as a class of neural networks). The presence of such a relationship, indicated by the ability to model one filter output given another, would equate to the presence of nonlinear properties within the data. Using this technique, evidence is found for the presence of low-level nonlinear behavior during both phases of the solar cycle investigated in this study. The evidence for nonlinear behavior is stronger during the descending phase of SC 21. However, it is not possible to distinguish between nonlinear dynamics and a nonlinearly transformed colored Gaussian noise process in either instance, using the available data. Therefore, in conclusion, we find insufficient evidence within the SABRE data set to support the suggestion of increased nonlinear dynamical behavior during the ascending phase of SC 22. In fact, nonlinear dynamics would seem to exert very little influence within the measurement time series at all, given the observed data. Therefore it is likely that stochastic or unresolved high-dimensional nonlinear mechanisms are responsible for the observed spectrum complexity during the ascending phase of SC 22.

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

PubMed

Kerlin, Aaron M; Lindsley, Tara A

2008-08-15

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

Hybrid intelligent methodology to design translation invariant morphological operators for Brazilian stock market prediction.

PubMed

Araújo, Ricardo de A

2010-12-01

This paper presents a hybrid intelligent methodology to design increasing translation invariant morphological operators applied to Brazilian stock market prediction (overcoming the random walk dilemma). The proposed Translation Invariant Morphological Robust Automatic phase-Adjustment (TIMRAA) method consists of a hybrid intelligent model composed of a Modular Morphological Neural Network (MMNN) with a Quantum-Inspired Evolutionary Algorithm (QIEA), which searches for the best time lags to reconstruct the phase space of the time series generator phenomenon and determines the initial (sub-optimal) parameters of the MMNN. Each individual of the QIEA population is further trained by the Back Propagation (BP) algorithm to improve the MMNN parameters supplied by the QIEA. Also, for each prediction model generated, it uses a behavioral statistical test and a phase fix procedure to adjust time phase distortions observed in stock market time series. Furthermore, an experimental analysis is conducted with the proposed method through four Brazilian stock market time series, and the achieved results are discussed and compared to results found with random walk models and the previously introduced Time-delay Added Evolutionary Forecasting (TAEF) and Morphological-Rank-Linear Time-lag Added Evolutionary Forecasting (MRLTAEF) methods. Copyright © 2010 Elsevier Ltd. All rights reserved.

A New Approach to Monitoring Coastal Marshes for Persistent Flooding

NASA Astrophysics Data System (ADS)

Kalcic, M. T.; Underwood, L. W.; Fletcher, R. M.

2012-12-01

Many areas in coastal Louisiana are below sea level and protected from flooding by a system of natural and man-made levees. Flooding is common when the levees are overtopped by storm surge or rising rivers. Many levees in this region are further stressed by erosion and subsidence. The floodwaters can become constricted by levees and trapped, causing prolonged inundation. Vegetative communities in coastal regions, from fresh swamp forest to saline marsh, can be negatively affected by inundation and changes in salinity. As saltwater persists, it can have a toxic effect upon marsh vegetation causing die off and conversion to open water types, destroying valuable species habitats. The length of time the water persists and the average annual salinity are important variables in modeling habitat switching (cover type change). Marsh type habitat switching affects fish, shellfish, and wildlife inhabitants, and can affect the regional ecosystem and economy. There are numerous restoration and revitalization projects underway in the coastal region, and their effects on the entire ecosystem need to be understood. For these reasons, monitoring persistent saltwater intrusion and inundation is important. For this study, persistent flooding in Louisiana coastal marshes was mapped using MODIS (Moderate Resolution Imaging Spectroradiometer) time series of a Normalized Difference Water Index (NDWI). The time series data were derived for 2000 through 2009, including flooding due to Hurricane Rita in 2005 and Hurricane Ike in 2008. Using the NDWI, duration and extent of flooding can be inferred. The Time Series Product Tool (TSPT), developed at NASA SSC, is a suite of software developed in MATLAB® that enables improved-quality time series images to be computed using advanced temporal processing techniques. This software has been used to compute time series for monitoring temporal changes in environmental phenomena, (e.g. NDVI times series from MODIS), and was modified and used to compute the NDWI indices and also the Normalized Difference Soil Index (NDSI). Coastwide Reference Monitoring System (CRMS) water levels from various hydrologic monitoring stations and aerial photography were used to optimize thresholds for MODIS-derived time series of NDWI and to validate resulting flood maps. In most of the profiles produced for post-hurricane assessment, the increase in the NDWI index (from storm surge) is accompanied by a decrease in the vegetation index (NDVI) and then a period of declining water. The NDSI index represents non-green or dead vegetation and increases after the hurricane's destruction of the marsh vegetation. Behavior of these indices over time is indicative of which areas remain flooded, which areas recover to their former levels of vegetative vigor, and which areas are stressed or in transition. Tracking these indices over time shows the recovery rate of vegetation and the relative behavior to inundation persistence. The results from this study demonstrated that identification of persistent marsh flooding, utilizing the tools developed in this study, provided an approximate 70-80 percent accuracy rate when compared to the actual days flooded at the CRMS stations.

A New Approach to Monitoring Coastal Marshes for Persistent Flooding

NASA Technical Reports Server (NTRS)

Kalcic, M. T.; Undersood, Lauren W.; Fletcher, Rose

2012-01-01

Many areas in coastal Louisiana are below sea level and protected from flooding by a system of natural and man-made levees. Flooding is common when the levees are overtopped by storm surge or rising rivers. Many levees in this region are further stressed by erosion and subsidence. The floodwaters can become constricted by levees and trapped, causing prolonged inundation. Vegetative communities in coastal regions, from fresh swamp forest to saline marsh, can be negatively affected by inundation and changes in salinity. As saltwater persists, it can have a toxic effect upon marsh vegetation causing die off and conversion to open water types, destroying valuable species habitats. The length of time the water persists and the average annual salinity are important variables in modeling habitat switching (cover type change). Marsh type habitat switching affects fish, shellfish, and wildlife inhabitants, and can affect the regional ecosystem and economy. There are numerous restoration and revitalization projects underway in the coastal region, and their effects on the entire ecosystem need to be understood. For these reasons, monitoring persistent saltwater intrusion and inundation is important. For this study, persistent flooding in Louisiana coastal marshes was mapped using MODIS (Moderate Resolution Imaging Spectroradiometer) time series of a Normalized Difference Water Index (NDWI). The time series data were derived for 2000 through 2009, including flooding due to Hurricane Rita in 2005 and Hurricane Ike in 2008. Using the NDWI, duration and extent of flooding can be inferred. The Time Series Product Tool (TSPT), developed at NASA SSC, is a suite of software developed in MATLAB(R) that enables improved-quality time series images to be computed using advanced temporal processing techniques. This software has been used to compute time series for monitoring temporal changes in environmental phenomena, (e.g. NDVI times series from MODIS), and was modified and used to compute the NDWI indices and also the Normalized Difference Soil Index (NDSI). Coastwide Reference Monitoring System (CRMS) water levels from various hydrologic monitoring stations and aerial photography were used to optimize thresholds for MODIS-derived time series of NDWI and to validate resulting flood maps. In most of the profiles produced for post-hurricane assessment, the increase in the NDWI index (from storm surge) is accompanied by a decrease in the vegetation index (NDVI) and then a period of declining water. The NDSI index represents non-green or dead vegetation and increases after the hurricane s destruction of the marsh vegetation. Behavior of these indices over time is indicative of which areas remain flooded, which areas recover to their former levels of vegetative vigor, and which areas are stressed or in transition. Tracking these indices over time shows the recovery rate of vegetation and the relative behavior to inundation persistence. The results from this study demonstrated that identification of persistent marsh flooding, utilizing the tools developed in this study, provided an approximate 70-80 percent accuracy rate when compared to the actual days flooded at the CRMS stations.

Effect of physical therapy management of nonspecific low back pain with exercise addiction behaviors: A case series.

PubMed

Anandkumar, Sudarshan; Manivasagam, Murugavel; Kee, Vivian Tie Suk; Meyding-Lamade, Uta

2018-04-01

This case series describes two patients, aged 35 and 45 years, respectively, who presented with chronic nonspecific low back pain (NSLBP) having exercise addiction (EA) behaviors. Diagnosis of EA was based on clinical findings, exercising patterns and withdrawal symptoms along with high scores in the EA inventory. This report is a potential first-time description of the successful physical therapy management of NSLBP associated with EA utilizing pain neuroscience education (with individualized curriculum), mindfulness, breathing, quota-based reduction in exercises and modification of exercises into social participation, pleasure activities and hobbies. Both the patients were seen once a week, for 8 weeks. At discharge, they were pain-free and fully functional, which was maintained at a six-month follow-up.

Applying "domino" model to study dipolar geomagnetic field reversals and secular variation

NASA Astrophysics Data System (ADS)

Peqini, Klaudio; Duka, Bejo

2014-05-01

Aiming to understand the physical processes underneath the reversals events of geomagnetic field, different numerical models have been conceived. We considered the so named "domino" model, an Ising-Heisenberg model of interacting magnetic spins aligned along a ring [Mazaud and Laj, EPSL, 1989; Mori et al., arXiv:1110.5062v2, 2012]. We will present here some results which are slightly different from the already published results, and will give our interpretation on the differences. Following the empirical studies of the long series of the axial magnetic moment (dipolar moment or "magnetization") generated by the model varying all model parameters, we defined the set of parameters that supply the longest mean time between reversals. Using this set of parameters, a short time series (about 10,000 years) of axial magnetic moment was generated. After de-noising the fluctuation of this time series, we compared it with the series of dipolar magnetic moment values supplied by CALS10K.1b model for the last 10000 years. We found similar behavior of the both series, even if the "domino" model could not supply a full explanation of the geomagnetic field SV. In a similar way we will compare a 14000 years long series with the dipolar magnetic moment obtained by the model SHA.DIF.14k [Pavón-Carrasco et al., EPSL, 2014].

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

NASA Astrophysics Data System (ADS)

Hwang, Sunghwan

1997-08-01

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

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

NASA Astrophysics Data System (ADS)

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

2010-12-01

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

A Physiological Time Series Dynamics-Based Approach to Patient Monitoring and Outcome Prediction

PubMed Central

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

2015-01-01

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

Time Series Trends in Corporate Team Development.

ERIC Educational Resources Information Center

Priest, Simon; Lesperance, Mary Ann

1994-01-01

In two studies, the Team Development Indicator was repeatedly administered to intact work groups participating in intensive 48-hour residential corporate adventure training (CAT) and various follow-up procedures. CAT significantly improved team behaviors in all training groups, but improvements were maintained or increased only in groups that…

Therapeutic assessment for preadolescent boys with oppositional defiant disorder: a replicated single-case time-series design.

PubMed

Smith, Justin D; Handler, Leonard; Nash, Michael R

2010-09-01

The Therapeutic Assessment (TA) model is a relatively new treatment approach that fuses assessment and psychotherapy. The study examines the efficacy of this model with preadolescent boys with oppositional defiant disorder and their families. A replicated single-case time-series design with daily measures is used to assess the effects of TA and to track the process of change as it unfolds. All 3 families benefitted from participation in TA across multiple domains of functioning, but the way in which change unfolded was unique for each family. These findings are substantiated by the Behavior Assessment System for Children (Reynolds & Kamphaus, 2004). The TA model is shown to be an effective treatment for preadolescent boys with oppositional defiant disorder and their families. Further, the time-series design of this study illustrated how this empirically grounded case-based methodology reveals when and how change unfolds during treatment in a way that is usually not possible with other research designs.

A Bias and Variance Analysis for Multistep-Ahead Time Series Forecasting.

PubMed

Ben Taieb, Souhaib; Atiya, Amir F

2016-01-01

Multistep-ahead forecasts can either be produced recursively by iterating a one-step-ahead time series model or directly by estimating a separate model for each forecast horizon. In addition, there are other strategies; some of them combine aspects of both aforementioned concepts. In this paper, we present a comprehensive investigation into the bias and variance behavior of multistep-ahead forecasting strategies. We provide a detailed review of the different multistep-ahead strategies. Subsequently, we perform a theoretical study that derives the bias and variance for a number of forecasting strategies. Finally, we conduct a Monte Carlo experimental study that compares and evaluates the bias and variance performance of the different strategies. From the theoretical and the simulation studies, we analyze the effect of different factors, such as the forecast horizon and the time series length, on the bias and variance components, and on the different multistep-ahead strategies. Several lessons are learned, and recommendations are given concerning the advantages, disadvantages, and best conditions of use of each strategy.

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

Ferraioli, Luigi; Hueller, Mauro; Vitale, Stefano

The scientific objectives of the LISA Technology Package experiment on board of the LISA Pathfinder mission demand accurate calibration and validation of the data analysis tools in advance of the mission launch. The level of confidence required in the mission outcomes can be reached only by intensively testing the tools on synthetically generated data. A flexible procedure allowing the generation of a cross-correlated stationary noise time series was set up. A multichannel time series with the desired cross-correlation behavior can be generated once a model for a multichannel cross-spectral matrix is provided. The core of the procedure comprises a noisemore » coloring, multichannel filter designed via a frequency-by-frequency eigendecomposition of the model cross-spectral matrix and a subsequent fit in the Z domain. The common problem of initial transients in a filtered time series is solved with a proper initialization of the filter recursion equations. The noise generator performance was tested in a two-dimensional case study of the closed-loop LISA Technology Package dynamics along the two principal degrees of freedom.« less

Scale invariance in chaotic time series: Classical and quantum examples

NASA Astrophysics Data System (ADS)

Landa, Emmanuel; Morales, Irving O.; Stránský, Pavel; Fossion, Rubén; Velázquez, Victor; López Vieyra, J. C.; Frank, Alejandro

Important aspects of chaotic behavior appear in systems of low dimension, as illustrated by the Map Module 1. It is indeed a remarkable fact that all systems tha make a transition from order to disorder display common properties, irrespective of their exacta functional form. We discuss evidence for 1/f power spectra in the chaotic time series associated in classical and quantum examples, the one-dimensional map module 1 and the spectrum of 48Ca. A Detrended Fluctuation Analysis (DFA) method is applied to investigate the scaling properties of the energy fluctuations in the spectrum of 48Ca obtained with a large realistic shell model calculation (ANTOINE code) and with a random shell model (TBRE) calculation also in the time series obtained with the map mod 1. We compare the scale invariant properties of the 48Ca nuclear spectrum sith similar analyses applied to the RMT ensambles GOE and GDE. A comparison with the corresponding power spectra is made in both cases. The possible consequences of the results are discussed.

A new parametric method to smooth time-series data of metabolites in metabolic networks.

PubMed

Miyawaki, Atsuko; Sriyudthsak, Kansuporn; Hirai, Masami Yokota; Shiraishi, Fumihide

2016-12-01

Mathematical modeling of large-scale metabolic networks usually requires smoothing of metabolite time-series data to account for measurement or biological errors. Accordingly, the accuracy of smoothing curves strongly affects the subsequent estimation of model parameters. Here, an efficient parametric method is proposed for smoothing metabolite time-series data, and its performance is evaluated. To simplify parameter estimation, the method uses S-system-type equations with simple power law-type efflux terms. Iterative calculation using this method was found to readily converge, because parameters are estimated stepwise. Importantly, smoothing curves are determined so that metabolite concentrations satisfy mass balances. Furthermore, the slopes of smoothing curves are useful in estimating parameters, because they are probably close to their true behaviors regardless of errors that may be present in the actual data. Finally, calculations for each differential equation were found to converge in much less than one second if initial parameters are set at appropriate (guessed) values. Copyright © 2016 Elsevier Inc. All rights reserved.

Two-state model of light induced activation and thermal bleaching of photochromic glasses: theory and experiments

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

Ferrari, Jose A.; Perciante, Cesar D

2008-07-10

The behavior of photochromic glasses during activation and bleaching is investigated. A two-state phenomenological model describing light-induced activation (darkening) and thermal bleaching is presented. The proposed model is based on first-order kinetics. We demonstrate that the time behavior in the activation process (acting simultaneously with the thermal fading) can be characterized by two relaxation times that depend on the intensity of the activating light. These characteristic times are lower than the decay times of the pure thermal bleaching process. We study the temporal evolution of the glass optical density and its dependence on the activating intensity. We also present amore » series of activation and bleaching experiments that validate the proposed model. Our approach may be used to gain more insight into the transmittance behavior of photosensitive glasses, which could be potentially relevant in a broad range of applications, e.g., real-time holography and reconfigurable optical memories.« less

Modeling the Neurodynamics of Submarine Piloting and Navigation Teams

DTIC Science & Technology

2014-05-07

phenomena. The Hurst exponent , H, which is commonly used in a number of scientific fields, provides an estimate of correlation overtime scales...times series for a SPAN performance and CWT representation. The CWT is superimposed by scaling exponent trend near a time of stress. Scaling... exponents at the outset correspond to corrective or anticorrelated behavior. Scaling exponents increase throughout as the team manages the incident and

Early predictors of helpless thoughts and behaviors in children: developmental precursors to depressive cognitions.

PubMed

Cole, David A; Warren, Dana E; Dallaire, Danielle H; Lagrange, Beth; Travis, Rebekah; Ciesla, Jeffrey A

2007-04-01

Learned helplessness behavior and cognitions were assessed in 95 kindergarten-age children during a series of impossible puzzle trials followed by a solvable puzzle trial. Latent growth curve analysis revealed reliable individual differences in the trajectories of children's affect, motivation, and self-cognitions over time. Parents' reports of negative life events, harsh/negative parenting, and warm/positive parenting were associated with their children's learned helplessness behavioral trajectories and outcomes over the course of the puzzle trials. Results support speculations about the developmental origins of depressive explanatory or attributional style in children.

Fractal scaling analysis of groundwater dynamics in confined aquifers

NASA Astrophysics Data System (ADS)

Tu, Tongbi; Ercan, Ali; Kavvas, M. Levent

2017-10-01

Groundwater closely interacts with surface water and even climate systems in most hydroclimatic settings. Fractal scaling analysis of groundwater dynamics is of significance in modeling hydrological processes by considering potential temporal long-range dependence and scaling crossovers in the groundwater level fluctuations. In this study, it is demonstrated that the groundwater level fluctuations in confined aquifer wells with long observations exhibit site-specific fractal scaling behavior. Detrended fluctuation analysis (DFA) was utilized to quantify the monofractality, and multifractal detrended fluctuation analysis (MF-DFA) and multiscale multifractal analysis (MMA) were employed to examine the multifractal behavior. The DFA results indicated that fractals exist in groundwater level time series, and it was shown that the estimated Hurst exponent is closely dependent on the length and specific time interval of the time series. The MF-DFA and MMA analyses showed that different levels of multifractality exist, which may be partially due to a broad probability density distribution with infinite moments. Furthermore, it is demonstrated that the underlying distribution of groundwater level fluctuations exhibits either non-Gaussian characteristics, which may be fitted by the Lévy stable distribution, or Gaussian characteristics depending on the site characteristics. However, fractional Brownian motion (fBm), which has been identified as an appropriate model to characterize groundwater level fluctuation, is Gaussian with finite moments. Therefore, fBm may be inadequate for the description of physical processes with infinite moments, such as the groundwater level fluctuations in this study. It is concluded that there is a need for generalized governing equations of groundwater flow processes that can model both the long-memory behavior and the Brownian finite-memory behavior.

How are you feeling?: A personalized methodology for predicting mental states from temporally observable physical and behavioral information.

PubMed

Tuarob, Suppawong; Tucker, Conrad S; Kumara, Soundar; Giles, C Lee; Pincus, Aaron L; Conroy, David E; Ram, Nilam

2017-04-01

It is believed that anomalous mental states such as stress and anxiety not only cause suffering for the individuals, but also lead to tragedies in some extreme cases. The ability to predict the mental state of an individual at both current and future time periods could prove critical to healthcare practitioners. Currently, the practical way to predict an individual's mental state is through mental examinations that involve psychological experts performing the evaluations. However, such methods can be time and resource consuming, mitigating their broad applicability to a wide population. Furthermore, some individuals may also be unaware of their mental states or may feel uncomfortable to express themselves during the evaluations. Hence, their anomalous mental states could remain undetected for a prolonged period of time. The objective of this work is to demonstrate the ability of using advanced machine learning based approaches to generate mathematical models that predict current and future mental states of an individual. The problem of mental state prediction is transformed into the time series forecasting problem, where an individual is represented as a multivariate time series stream of monitored physical and behavioral attributes. A personalized mathematical model is then automatically generated to capture the dependencies among these attributes, which is used for prediction of mental states for each individual. In particular, we first illustrate the drawbacks of traditional multivariate time series forecasting methodologies such as vector autoregression. Then, we show that such issues could be mitigated by using machine learning regression techniques which are modified for capturing temporal dependencies in time series data. A case study using the data from 150 human participants illustrates that the proposed machine learning based forecasting methods are more suitable for high-dimensional psychological data than the traditional vector autoregressive model in terms of both magnitude of error and directional accuracy. These results not only present a successful usage of machine learning techniques in psychological studies, but also serve as a building block for multiple medical applications that could rely on an automated system to gauge individuals' mental states. Copyright © 2017 Elsevier Inc. All rights reserved.

Emergence of patterns in random processes

NASA Astrophysics Data System (ADS)

Newman, William I.; Turcotte, Donald L.; Malamud, Bruce D.

2012-08-01

Sixty years ago, it was observed that any independent and identically distributed (i.i.d.) random variable would produce a pattern of peak-to-peak sequences with, on average, three events per sequence. This outcome was employed to show that randomness could yield, as a null hypothesis for animal populations, an explanation for their apparent 3-year cycles. We show how we can explicitly obtain a universal distribution of the lengths of peak-to-peak sequences in time series and that this can be employed for long data sets as a test of their i.i.d. character. We illustrate the validity of our analysis utilizing the peak-to-peak statistics of a Gaussian white noise. We also consider the nearest-neighbor cluster statistics of point processes in time. If the time intervals are random, we show that cluster size statistics are identical to the peak-to-peak sequence statistics of time series. In order to study the influence of correlations in a time series, we determine the peak-to-peak sequence statistics for the Langevin equation of kinetic theory leading to Brownian motion. To test our methodology, we consider a variety of applications. Using a global catalog of earthquakes, we obtain the peak-to-peak statistics of earthquake magnitudes and the nearest neighbor interoccurrence time statistics. In both cases, we find good agreement with the i.i.d. theory. We also consider the interval statistics of the Old Faithful geyser in Yellowstone National Park. In this case, we find a significant deviation from the i.i.d. theory which we attribute to antipersistence. We consider the interval statistics using the AL index of geomagnetic substorms. We again find a significant deviation from i.i.d. behavior that we attribute to mild persistence. Finally, we examine the behavior of Standard and Poor's 500 stock index's daily returns from 1928-2011 and show that, while it is close to being i.i.d., there is, again, significant persistence. We expect that there will be many other applications of our methodology both to interoccurrence statistics and to time series.

lcps: Light curve pre-selection

NASA Astrophysics Data System (ADS)

Schlecker, Martin

2018-05-01

lcps searches for transit-like features (i.e., dips) in photometric data. Its main purpose is to restrict large sets of light curves to a number of files that show interesting behavior, such as drops in flux. While lcps is adaptable to any format of time series, its I/O module is designed specifically for photometry of the Kepler spacecraft. It extracts the pre-conditioned PDCSAP data from light curves files created by the standard Kepler pipeline. It can also handle csv-formatted ascii files. lcps uses a sliding window technique to compare a section of flux time series with its surroundings. A dip is detected if the flux within the window is lower than a threshold fraction of the surrounding fluxes.

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

NASA Astrophysics Data System (ADS)

Nagatani, Takashi

2017-07-01

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

Real-time flutter boundary prediction based on time series models

NASA Astrophysics Data System (ADS)

Gu, Wenjing; Zhou, Li

2018-03-01

For the purpose of predicting the flutter boundary in real time during flutter flight tests, two time series models accompanied with corresponding stability criterion are adopted in this paper. The first method simplifies a long nonstationary response signal as many contiguous intervals and each is considered to be stationary. The traditional AR model is then established to represent each interval of signal sequence. While the second employs a time-varying AR model to characterize actual measured signals in flutter test with progression variable speed (FTPVS). To predict the flutter boundary, stability parameters are formulated by the identified AR coefficients combined with Jury's stability criterion. The behavior of the parameters is examined using both simulated and wind-tunnel experiment data. The results demonstrate that both methods show significant effectiveness in predicting the flutter boundary at lower speed level. A comparison between the two methods is also given in this paper.

Dynamic Black-Level Correction and Artifact Flagging for Kepler Pixel Time Series

NASA Technical Reports Server (NTRS)

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

2011-01-01

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

Single subject design: Use of time series analyses in a small cohort to understand adherence with a prescribed fluid restriction.

PubMed

Reilly, Carolyn Miller; Higgins, Melinda; Smith, Andrew; Culler, Steven D; Dunbar, Sandra B

2015-11-01

This paper presents a secondary in-depth analysis of five persons with heart failure randomized to receive an education and behavioral intervention on fluid restriction as part of a larger study. Using a single subject analysis design, time series analyses models were constructed for each of the five patients for a period of 180 days to determine correlations between daily measures of patient reported fluid intake, thoracic impedance, and weights, and relationships between patient reported outcomes of symptom burden and health related quality of life over time. Negative relationships were observed between fluid intake and thoracic impedance, and between impedance and weight, while positive correlations were observed between daily fluid intake and weight. By constructing time series analyses of daily measures of fluid congestion, trends and patterns of fluid congestion emerged which could be used to guide individualized patient care or future research endeavors. Employment of such a specialized analysis technique allows for the elucidation of clinically relevant findings potentially disguised when only evaluating aggregate outcomes of larger studies. Copyright © 2015 Elsevier Inc. All rights reserved.

The Hurst exponent in energy futures prices

NASA Astrophysics Data System (ADS)

Serletis, Apostolos; Rosenberg, Aryeh Adam

2007-07-01

This paper extends the work in Elder and Serletis [Long memory in energy futures prices, Rev. Financial Econ., forthcoming, 2007] and Serletis et al. [Detrended fluctuation analysis of the US stock market, Int. J. Bifurcation Chaos, forthcoming, 2007] by re-examining the empirical evidence for random walk type behavior in energy futures prices. In doing so, it uses daily data on energy futures traded on the New York Mercantile Exchange, over the period from July 2, 1990 to November 1, 2006, and a statistical physics approach-the ‘detrending moving average’ technique-providing a reliable framework for testing the information efficiency in financial markets as shown by Alessio et al. [Second-order moving average and scaling of stochastic time series, Eur. Phys. J. B 27 (2002) 197-200] and Carbone et al. [Time-dependent hurst exponent in financial time series. Physica A 344 (2004) 267-271; Analysis of clusters formed by the moving average of a long-range correlated time series. Phys. Rev. E 69 (2004) 026105]. The results show that energy futures returns display long memory and that the particular form of long memory is anti-persistence.

Generalized sample entropy analysis for traffic signals based on similarity measure

NASA Astrophysics Data System (ADS)

Shang, Du; Xu, Mengjia; Shang, Pengjian

2017-05-01

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

Modeling the dynamics of metabolism in montane streams using continuous dissolved oxygen measurements

NASA Astrophysics Data System (ADS)

Birkel, Christian; Soulsby, Chris; Malcolm, Iain; Tetzlaff, Doerthe

2013-09-01

We inferred in-stream ecosystem processes in terms of photosynthetic productivity (P), system respiration (R), and reaeration capacity (RC) from a five parameter numerical oxygen mass balance model driven by radiation, stream and air temperature, and stream depth. This was calibrated to high-resolution (15 min), long-term (2.5 years) dissolved oxygen (DO) time series for moorland and forest reaches of a third-order montane stream in Scotland. The model was multicriteria calibrated to continuous 24 h periods within the time series to identify behavioral simulations representative of ecosystem functioning. Results were evaluated using a seasonal regional sensitivity analysis and a colinearity index for parameter sensitivity. This showed that >95 % of the behavioral models for the moorland and forest sites were identifiable and able to infer in-stream processes from the DO time series for around 40% and 32% of the time period, respectively. Monthly P/R ratios <1 indicate a heterotrophic system with both sites exhibiting similar temporal patterns; with a maximum in February and a second peak during summer months. However, the estimated net ecosystem productivity suggests that the moorland reach without riparian tree cover is likely to be a much larger source of carbon to the atmosphere (122 mmol C m-2 d-1) compared to the forested reach (64 mmol C m-2 d-1). We conclude that such process-based oxygen mass balance models may be transferable tools for investigating other systems; specifically, well-oxygenated upland channels with high hydraulic roughness and lacking reaeration measurements.

Inferring rate and state friction parameters from a rupture model of the 1995 Hyogo-ken Nanbu (Kobe) Japan earthquake

USGS Publications Warehouse

Guatteri, Mariagiovanna; Spudich, P.; Beroza, G.C.

2001-01-01

We consider the applicability of laboratory-derived rate- and state-variable friction laws to the dynamic rupture of the 1995 Kobe earthquake. We analyze the shear stress and slip evolution of Ide and Takeo's [1997] dislocation model, fitting the inferred stress change time histories by calculating the dynamic load and the instantaneous friction at a series of points within the rupture area. For points exhibiting a fast-weakening behavior, the Dieterich-Ruina friction law, with values of dc = 0.01-0.05 m for critical slip, fits the stress change time series well. This range of dc is 10-20 times smaller than the slip distance over which the stress is released, Dc, which previous studies have equated with the slip-weakening distance. The limited resolution and low-pass character of the strong motion inversion degrades the resolution of the frictional parameters and suggests that the actual dc is less than this value. Stress time series at points characterized by a slow-weakening behavior are well fitted by the Dieterich-Ruina friction law with values of dc ??? 0.01-0.05 m. The apparent fracture energy Gc can be estimated from waveform inversions more stably than the other friction parameters. We obtain a Gc = 1.5??106 J m-2 for the 1995 Kobe earthquake, in agreement with estimates for previous earthquakes. From this estimate and a plausible upper bound for the local rock strength we infer a lower bound for Dc of about 0.008 m. Copyright 2001 by the American Geophysical Union.

Videotape Self-Confrontation in Human Relations Training

ERIC Educational Resources Information Center

Martin, Roger D.

1971-01-01

Results indicate that the effects of videotape feedback are not necessarily predictable, and may cause either beneficial or detrimental group behavior change. Videotape feedback also seems to have markedly different effects on different groups. Conclusions are presented regarding the appropriateness of time-series research designs with T groups.…

Optimal Selection of Time Series Coefficients for Wrist Myoelectric Control Based on Intramuscular Recordings

DTIC Science & Technology

2001-10-25

considered static or invariant because the spectral behavior of EMG data is dependent on the specific muscle , contraction level, and limb function. However...produced at the onset of the muscle contraction . Because the units with lower conduction velocity (lower frequency components) are recruited first, the

An analysis of choice making in the assessment of young children with severe behavior problems.

PubMed

Harding, J W; Wacker, D P; Berg, W K; Cooper, L J; Asmus, J; Mlela, K; Muller, J

1999-01-01

We examined how positive and negative reinforcement influenced time allocation, occurrence of problem behavior, and completion of parent instructions during a concurrent choice assessment with 2 preschool-aged children who displayed severe problem behavior in their homes. The children were given a series of concurrent choice options that varied availability of parent attention, access to preferred toys, and presentation of parent instructions. The results showed that both children consistently allocated their time to choice areas that included parent attention when no instructions were presented. When parent attention choice areas included the presentation of instructions, the children displayed differential patterns of behavior that appeared to be influenced by the presence or absence of preferred toys. The results extended previous applications of reinforcer assessment procedures by analyzing the relative influence of both positive and negative reinforcement within a concurrent-operants paradigm.

Exploring Intergenerational Discontinuity in Problem Behavior: Bad Parents with Good Children.

PubMed

Dong, Beidi; Krohn, Marvin D

2015-04-01

Using data from the Rochester Youth Development Study, a series of regression models are estimated on offspring problem behavior with a focus on the interaction between parental history of delinquency and the parent-child relationship. Good parenting practices significantly interact with the particular shape of parental propensity of offending over time, functioning as protective factors to protect against problematic behaviors among those who are most at risk. The moderation effects vary slightly by the age of our subjects. Accordingly, it is important to distinguish the effect of not only the level of parental delinquency at one point in time, but also the shape of the delinquency trajectory on outcomes for their children. Good parenting holds the hope of breaking the vicious cycle of intergenerational transmission of delinquency.

Exploring Intergenerational Discontinuity in Problem Behavior: Bad Parents with Good Children

PubMed Central

Dong, Beidi; Krohn, Marvin D.

2014-01-01

Using data from the Rochester Youth Development Study, a series of regression models are estimated on offspring problem behavior with a focus on the interaction between parental history of delinquency and the parent-child relationship. Good parenting practices significantly interact with the particular shape of parental propensity of offending over time, functioning as protective factors to protect against problematic behaviors among those who are most at risk. The moderation effects vary slightly by the age of our subjects. Accordingly, it is important to distinguish the effect of not only the level of parental delinquency at one point in time, but also the shape of the delinquency trajectory on outcomes for their children. Good parenting holds the hope of breaking the vicious cycle of intergenerational transmission of delinquency. PMID:26097437

Experimental relevance of global properties of time-delayed feedback control.

PubMed

von Loewenich, Clemens; Benner, Hartmut; Just, Wolfram

2004-10-22

We show by means of theoretical considerations and electronic circuit experiments that time-delayed feedback control suffers from severe global constraints if transitions at the control boundaries are discontinuous. Subcritical behavior gives rise to small basins of attraction and thus limits the control performance. The reported properties are, on the one hand, universal since the mechanism is based on general arguments borrowed from bifurcation theory and, on the other hand, directly visible in experimental time series.

Time-evolution of photon heat current through series coupled two mesoscopic Josephson junction devices

NASA Astrophysics Data System (ADS)

Lu, Wen-Ting; Zhao, Hong-Kang; Wang, Jian

2018-03-01

Photon heat current tunneling through a series coupled two mesoscopic Josephson junction (MJJ) system biased by dc voltages has been investigated by employing the nonequilibrium Green’s function approach. The time-oscillating photon heat current is contributed by the superposition of different current branches associated with the frequencies of MJJs ω j (j = 1, 2). Nonlinear behaviors are exhibited to be induced by the self-inductance, Coulomb interaction, and interference effect relating to the coherent transport of Cooper pairs in the MJJs. Time-oscillating pumping photon heat current is generated in the absence of temperature difference, while it becomes zero after time-average. The combination of ω j and Coulomb interactions in the MJJs determines the concrete heat current configuration. As the external and intrinsic frequencies ω j and ω 0 of MJJs match some specific combinations, resonant photon heat current exhibits sinusoidal behaviors with large amplitudes. Symmetric and asymmetric evolutions versus time t with respect to ω 1 t and ω 2 t are controlled by the applied dc voltages of V 1 and V 2. The dc photon heat current formula is a special case of the general time-dependent heat current formula when the bias voltages are settled to zero. The Aharonov-Bohm effect has been investigated, and versatile oscillation structures of photon heat current can be achieved by tuning the magnetic fluxes threading through separating MJJs.

Multifractals in Western Major STOCK Markets Historical Volatilities in Times of Financial Crisis

NASA Astrophysics Data System (ADS)

Lahmiri, Salim

In this paper, the generalized Hurst exponent is used to investigate multifractal properties of historical volatility (CHV) in stock market price and return series before, during and after 2008 financial crisis. Empirical results from NASDAQ, S&P500, TSE, CAC40, DAX, and FTSE stock market data show that there is strong evidence of multifractal patterns in HV of both price and return series. In addition, financial crisis deeply affected the behavior and degree of multifractality in volatility of Western financial markets at price and return levels.

Impact on Smoking Behavior of the New Zealand Annual Increase in Tobacco Tax: Data for the Fifth and Sixth Year of Increases.

PubMed

Li, Judy; Newcombe, Rhiannon; Guiney, Hayley; Walton, Darren

2017-11-07

New Zealand has implemented a series of seven annual increases in tobacco tax since 2010. All tax increases, except for the first in the series, were preannounced. It is unusual for governments to introduce small, persistent, and predictable increases in tobacco tax, and little is known about the impact of such a strategy. This paper evaluates the impact of the fifth and sixth annual increases. Smokers' behaviors were self-reported during the 3-month period before, and the 3-month period after, the two annual increases. Responses to the two increases were analyzed separately, and generalized estimating equations models were used to control for sociodemographic variables, recent quit attempts, and the research design. Findings were consistent across years. The proportion of participants who made a smoking-related (54%-56% before and after each tax increase) or product-related change (fifth tax increase: 17%-19%; sixth tax increase: 21%-22%) did not significantly alter from before to after each tax increase. However, it should be noted that the proportion of participants making smoking-related changes was generally high, even prior to each increase. For example, before the 2015 tax increase, 1% reported quitting completely, 21% trying to quit, and 53% cutting down. In New Zealand, with its series of annual tobacco tax increases since 2010, there were no significant changes in smoking- or product-related behavior associated with the fifth and sixth increases. Nevertheless, overall cessation-related activity was high, with a majority of participants reporting either quitting and/or cutting down recently. Little is known about the impact of small, persistent, predictable tobacco tax increases on smoking behavior. This study evaluated the impact of the fifth (in 2014) and sixth (2015) tax increases in an annual series implemented in New Zealand. Although there were no detectable changes in smoking behaviors from before to after each tax increase, self-reported cessation-related activity was high overall (i.e., even prior to each increase). Given that there are multiple possible interpretations for these findings, more in-depth time-series analyses are needed to understand how such a tax strategy influences smoking behavior. © The Author 2016. Published by Oxford University Press on behalf of the Society for Research on Nicotine and Tobacco. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

Conditional adaptive Bayesian spectral analysis of nonstationary biomedical time series.

PubMed

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

2018-03-01

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

Cyclic thermal behavior associated to the degassing process at El Hierro submarine volcano, Canary Islands.

NASA Astrophysics Data System (ADS)

Fraile-Nuez, E.; Santana-Casiano, J. M.; González-Dávila, M.

2016-12-01

One year after the ceasing of magmatic activity in the shallow submarine volcano of the island of El Hierro, significant physical-chemical anomalies produced by the degassing process as: (i) thermal anomalies increase of +0.44 °C, (ii) pH decrease of -0.034 units, (iii) total dissolved inorganic carbon, CT increase by +43.5 µmol kg-1 and (iv) total alkalinity, AT by +12.81 µmol kg-1 were still present in the area. These evidences highlight the potential role of the shallow degassing processes as a natural ecosystem-scale experiments for the study of significant effects of global change stressors on marine environments. Additionally, thermal time series obtained from a temporal yo-yo CTD study, in isopycnal components, over one of the most active points of the submarine volcano have been analyzed in order to investigate the behavior of the system. Signal processing of the thermal time series highlights a strong cyclic temperature period of 125-150 min at 99.9% confidence, due to characteristic time-scales revealed in the periodogram. These long cycles might reflect dynamics occurring within the shallow magma supply system below the island of El Hierro.

Univariate Time Series Prediction of Solar Power Using a Hybrid Wavelet-ARMA-NARX Prediction Method

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

Nazaripouya, Hamidreza; Wang, Yubo; Chu, Chi-Cheng

This paper proposes a new hybrid method for super short-term solar power prediction. Solar output power usually has a complex, nonstationary, and nonlinear characteristic due to intermittent and time varying behavior of solar radiance. In addition, solar power dynamics is fast and is inertia less. An accurate super short-time prediction is required to compensate for the fluctuations and reduce the impact of solar power penetration on the power system. The objective is to predict one step-ahead solar power generation based only on historical solar power time series data. The proposed method incorporates discrete wavelet transform (DWT), Auto-Regressive Moving Average (ARMA)more » models, and Recurrent Neural Networks (RNN), while the RNN architecture is based on Nonlinear Auto-Regressive models with eXogenous inputs (NARX). The wavelet transform is utilized to decompose the solar power time series into a set of richer-behaved forming series for prediction. ARMA model is employed as a linear predictor while NARX is used as a nonlinear pattern recognition tool to estimate and compensate the error of wavelet-ARMA prediction. The proposed method is applied to the data captured from UCLA solar PV panels and the results are compared with some of the common and most recent solar power prediction methods. The results validate the effectiveness of the proposed approach and show a considerable improvement in the prediction precision.« less

The spectra and periodograms of anti-correlated discrete fractional Gaussian noise.

PubMed

Raymond, G M; Percival, D B; Bassingthwaighte, J B

2003-05-01

Discrete fractional Gaussian noise (dFGN) has been proposed as a model for interpreting a wide variety of physiological data. The form of actual spectra of dFGN for frequencies near zero varies as f(1-2H), where 0 < H < 1 is the Hurst coefficient; however, this form for the spectra need not be a good approximation at other frequencies. When H approaches zero, dFGN spectra exhibit the 1 - 2H power-law behavior only over a range of low frequencies that is vanishingly small. When dealing with a time series of finite length drawn from a dFGN process with unknown H, practitioners must deal with estimated spectra in lieu of actual spectra. The most basic spectral estimator is the periodogram. The expected value of the periodogram for dFGN with small H also exhibits non-power-law behavior. At the lowest Fourier frequencies associated with a time series of N values sampled from a dFGN process, the expected value of the periodogram for H approaching zero varies as f(0) rather than f(1-2H). For finite N and small H, the expected value of the periodogram can in fact exhibit a local power-law behavior with a spectral exponent of 1 - 2H at only two distinct frequencies.

Home for the Helidays: A Guide for Student Adult Children of Alcoholics (ACoA). Making a Difference Series

ERIC Educational Resources Information Center

Chapman, Robert J.

2009-01-01

For many students with addicted family members, the holiday season acts more like a time machine, instantly transporting them back to a time when addicted behavior makes it seem like they have gone, "home for the helidays" rather than home to celebrate caring and sharing with members of the family. Often, students who return to an addicted family…

Dynamical generalized Hurst exponent as a tool to monitor unstable periods in financial time series

NASA Astrophysics Data System (ADS)

Morales, Raffaello; Di Matteo, T.; Gramatica, Ruggero; Aste, Tomaso

2012-06-01

We investigate the use of the Hurst exponent, dynamically computed over a weighted moving time-window, to evaluate the level of stability/instability of financial firms. Financial firms bailed-out as a consequence of the 2007-2008 credit crisis show a neat increase with time of the generalized Hurst exponent in the period preceding the unfolding of the crisis. Conversely, firms belonging to other market sectors, which suffered the least throughout the crisis, show opposite behaviors. We find that the multifractality of the bailed-out firms increase at the crisis suggesting that the multi fractal properties of the time series are changing. These findings suggest the possibility of using the scaling behavior as a tool to track the level of stability of a firm. In this paper, we introduce a method to compute the generalized Hurst exponent which assigns larger weights to more recent events with respect to older ones. In this way large fluctuations in the remote past are less likely to influence the recent past. We also investigate the scaling associated with the tails of the log-returns distributions and compare this scaling with the scaling associated with the Hurst exponent, observing that the processes underlying the price dynamics of these firms are truly multi-scaling.

Zolpidem ingestion, automatisms, and sleep driving: a clinical and legal case series.

PubMed

Poceta, J Steven

2011-12-15

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

Characterizing a decade of behavior at Volcán de Colima, Mexico using long term InSAR and thermal remote sensing data

NASA Astrophysics Data System (ADS)

Sorge, J.; Williams-Jones, G.; Wright, R.; Varley, N. R.

2010-12-01

Satellite imagery is playing an increasingly prominent role in volcanology as it allows for consistent monitoring of remote, dangerous, and/or under-monitored volcanoes. One such system is Volcán de Colima (Mexico), a persistently active andesitic stratovolcano. Its characteristic and hazardous activity includes lava dome growth, pyroclastic flows, explosions, and Plinian to Subplinian eruptions, which have historically occurred at the end of Volcán de Colima’s eruptive cycle. Despite the availability of large amounts of historical satellite imagery, methods to process and interpret these images over long time periods are limited. Furthermore, while time-series InSAR data from a previous study (December 2002 to August 2006) detected an overall subsidence between 1 and 3 km from the summit, there is insufficient temporal resolution to unambiguously constrain the source processes. To address this issue, a semi-automated process for time-based characterization of persistent volcanic activity at Volcán de Colima has been developed using a combination of MODIS and GOES satellite imagery to identify thermal anomalies on the volcano edifice. This satellite time-series data is then combined with available geodetic data, a detailed eruption history, and other geophysical time-series data (e.g., seismicity, explosions/day, effusion rate, environmental data, etc.) and examined for possible correlations and recurring patterns in the multiple data sets to investigate potential trigger mechanisms responsible for the changes in volcanic activity. GOES and MODIS images are available from 2000 to present at a temporal resolution of one image every 30 minutes and up to four images per day, respectively, creating a data set of approximately 180,000 images. Thermal anomalies over Volcán de Colima are identified in both night- and day-time images by applying a time-series approach to the analysis of MODIS data. Detection of false anomalies, caused by non-volcanic heat sources such as fires or solar heating (in the daytime images), is mitigated by adjusting the MODIS detection thresholds, through comparison of daytime versus nighttime results, and by observing the spatial distribution of the anomalies on the edifice. Conversely, anomalies may not be detected due to cloud cover; clouds absorb thermal radiation limiting or preventing the ability of the satellite to measure thermal events; therefore, the anomaly data is supplemented with a cloud cover time-series data set. Fast Fourier and Wavelet transforms are then applied to the continuous, uninterrupted intervals of satellite observation to compare and correlate with the multiple time-series data sets. The result is the characterization of the behavior of an individual volcano, based on an extended time period. This volcano specific, comprehensive characterization can then be used as a predictive tool in the real-time monitoring of volcanic activity.

Long-time behavior of material-surface curvature in isotropic turbulence

NASA Technical Reports Server (NTRS)

Girimaji, S. S.

1992-01-01

The behavior at large times of the curvature of material elements in turbulence is investigated using Lagrangian velocity-gradient time series obtained from direct numerical simulations of isotropic turbulence. The main objectives are: to study the asymptotic behavior of the pdf curvature as a function of initial curvature and shape; and to establish whether the curvature of an initially plane material element goes to a stationary probability distribution. The evidence available in the literature about the asymptotic curvature-pdf of initially flat surfaces is ambiguous, and the conjecture is that it is quasi-stationary. In this work several material-element ensembles of different initial curvatures and shapes are studied. It is found that, at long times the moments of the logarithm of curvature are independent of the initial pdf of curvature. This, it is argued, supports the view that the curvature attains a stationary distribution at long times. It is also shown that, irrespective of initial shape or curvature, the shape of any material element at long times is cylindrical with a high probability.

Econophysics — complex correlations and trend switchings in financial time series

NASA Astrophysics Data System (ADS)

Preis, T.

2011-03-01

This article focuses on the analysis of financial time series and their correlations. A method is used for quantifying pattern based correlations of a time series. With this methodology, evidence is found that typical behavioral patterns of financial market participants manifest over short time scales, i.e., that reactions to given price patterns are not entirely random, but that similar price patterns also cause similar reactions. Based on the investigation of the complex correlations in financial time series, the question arises, which properties change when switching from a positive trend to a negative trend. An empirical quantification by rescaling provides the result that new price extrema coincide with a significant increase in transaction volume and a significant decrease in the length of corresponding time intervals between transactions. These findings are independent of the time scale over 9 orders of magnitude, and they exhibit characteristics which one can also find in other complex systems in nature (and in physical systems in particular). These properties are independent of the markets analyzed. Trends that exist only for a few seconds show the same characteristics as trends on time scales of several months. Thus, it is possible to study financial bubbles and their collapses in more detail, because trend switching processes occur with higher frequency on small time scales. In addition, a Monte Carlo based simulation of financial markets is analyzed and extended in order to reproduce empirical features and to gain insight into their causes. These causes include both financial market microstructure and the risk aversion of market participants.

Spectral analysis of finite-time correlation matrices near equilibrium phase transitions

NASA Astrophysics Data System (ADS)

Vinayak; Prosen, T.; Buča, B.; Seligman, T. H.

2014-10-01

We study spectral densities for systems on lattices, which, at a phase transition display, power-law spatial correlations. Constructing the spatial correlation matrix we prove that its eigenvalue density shows a power law that can be derived from the spatial correlations. In practice time series are short in the sense that they are either not stationary over long time intervals or not available over long time intervals. Also we usually do not have time series for all variables available. We shall make numerical simulations on a two-dimensional Ising model with the usual Metropolis algorithm as time evolution. Using all spins on a grid with periodic boundary conditions we find a power law, that is, for large grids, compatible with the analytic result. We still find a power law even if we choose a fairly small subset of grid points at random. The exponents of the power laws will be smaller under such circumstances. For very short time series leading to singular correlation matrices we use a recently developed technique to lift the degeneracy at zero in the spectrum and find a significant signature of critical behavior even in this case as compared to high temperature results which tend to those of random matrix models.

Toward a qualitative understanding of binge-watching behaviors: A focus group approach.

PubMed

Flayelle, Maèva; Maurage, Pierre; Billieux, Joël

2017-12-01

Background and aims Binge-watching (i.e., seeing multiple episodes of the same TV series in a row) now constitutes a widespread phenomenon. However, little is known about the psychological factors underlying this behavior, as reflected by the paucity of available studies, most merely focusing on its potential harmfulness by applying the classic criteria used for other addictive disorders without exploring the uniqueness of binge-watching. This study thus aimed to take the opposite approach as a first step toward a genuine understanding of binge-watching behaviors through a qualitative analysis of the phenomenological characteristics of TV series watching. Methods A focus group of regular TV series viewers (N = 7) was established to explore a wide range of aspects related to TV series watching (e.g., motives, viewing practices, and related behaviors). Results A content analysis identified binge-watching features across three dimensions: TV series watching motivations, TV series watching engagement, and structural characteristics of TV shows. Most participants acknowledged that TV series watching can become addictive, but they all agreed having trouble recognizing themselves as truly being an "addict." Although obvious connections could be established with substance addiction criteria and symptoms, such parallelism appeared to be insufficient, as several distinctive facets emerged (e.g., positive view, transient overinvolvement, context dependency, and low everyday life impact). Discussion and conclusion The research should go beyond the classic biomedical and psychological models of addictive behaviors to account for binge-watching in order to explore its specificities and generate the first steps toward an adequate theoretical rationale for these emerging problematic behaviors.

Executive function mediates prospective relationships between sleep duration and sedentary behavior in children.

PubMed

Warren, Christopher; Riggs, Nathaniel; Pentz, Mary Ann

2016-10-01

Childhood sedentary behavior has been linked to increased obesity risk. Prior work has identified associations between sedentary behavior, executive function (EF), and sleep. This study tested the hypothesis that reduced sleep duration may adversely impact EF and lead to increased childhood sedentary behavior. Southern California schoolchildren participating in the school-based health promotion program Pathways to Health (N=709) were assessed annually from 4th through 6th grades (2010-2013) on self-report measures of sedentary behavior, sleep duration, and executive function. A series of path models were specified treating average nightly sleep duration and weekend wake/bed-time shift at 4th grade as predictors of 6th grade sedentary behavior. Four EF subdomains were tested as potential mediators of longitudinal associations at 5th grade. Significant associations between average nightly sleep duration, EF and sedentary behavior were identified (p<0.05), adjusting for participant gender, physical activity, SES, ethnicity, program group assignment, and the presence/absence of parental screen time rules. Fifth grade overall EF (p<0.05)-and in particular the subdomains of inhibitory control (p<0.05) and organization of materials (p<0.01)-significantly mediated the relationship between 4th grade sleep duration and 6th grade sedentary behavior (p<0.05). Furthermore, delay of weekend bed- or wake-times relative to weekdays was prospectively associated with decreased overall EF (p<0.05), but not increased sedentary behavior (p=0.35 for bed-time delay; p=0.64 for wake-time delay), irrespective of average nightly sleep duration. Findings suggest that sleep promotion efforts may reduce children's sedentary behavior both directly and indirectly through changes in EF. Copyright © 2016 Elsevier Inc. All rights reserved.

Executive function mediates prospective relationships between sleep duration and sedentary behavior in children

PubMed Central

Warren, Christopher; Riggs, Nathaniel; Pentz, Mary Ann

2016-01-01

Childhood sedentary behavior has been linked to increased obesity risk. Prior work has identified associations between sedentary behavior, executive function (EF), and sleep. This study tested the hypothesis that reduced sleep duration may adversely impact EF and lead to increased childhood sedentary behavior. Southern California schoolchildren participating in the school-based health promotion program Pathways to Health (N = 709) were assessed annually from 4th through 6th grades (2010–2013) on self-report measures of sedentary behavior, sleep duration, and executive function. A series of path models were specified treating average nightly sleep duration and weekend wake/bed-time shift at 4th grade as predictors of 6th grade sedentary behavior. Four EF subdomains were tested as potential mediators of longitudinal associations at 5th grade. Significant associations between average nightly sleep duration, EF and sedentary behavior were identified (p < 0.05), adjusting for participant gender, physical activity, SES, ethnicity, program group assignment, and the presence/absence of parental screen time rules. Fifth grade overall EF (p < 0.05)—and in particular the subdomains of inhibitory control (p < 0.05) and organization of materials (p < 0.01)—significantly mediated the relationship between 4th grade sleep duration and 6th grade sedentary behavior (p < 0.05). Furthermore, delay of weekend bed- or wake-times relative to weekdays was prospectively associated with decreased overall EF (p < 0.05), but not increased sedentary behavior (p = 0.35 for bed-time delay; p = 0.64 for wake-time delay), irrespective of average nightly sleep duration. Findings suggest that sleep promotion efforts may reduce children’s sedentary behavior both directly and indirectly through changes in EF. PMID:27477059

A statistical approach for segregating cognitive task stages from multivariate fMRI BOLD time series.

PubMed

Demanuele, Charmaine; Bähner, Florian; Plichta, Michael M; Kirsch, Peter; Tost, Heike; Meyer-Lindenberg, Andreas; Durstewitz, Daniel

2015-01-01

Multivariate pattern analysis can reveal new information from neuroimaging data to illuminate human cognition and its disturbances. Here, we develop a methodological approach, based on multivariate statistical/machine learning and time series analysis, to discern cognitive processing stages from functional magnetic resonance imaging (fMRI) blood oxygenation level dependent (BOLD) time series. We apply this method to data recorded from a group of healthy adults whilst performing a virtual reality version of the delayed win-shift radial arm maze (RAM) task. This task has been frequently used to study working memory and decision making in rodents. Using linear classifiers and multivariate test statistics in conjunction with time series bootstraps, we show that different cognitive stages of the task, as defined by the experimenter, namely, the encoding/retrieval, choice, reward and delay stages, can be statistically discriminated from the BOLD time series in brain areas relevant for decision making and working memory. Discrimination of these task stages was significantly reduced during poor behavioral performance in dorsolateral prefrontal cortex (DLPFC), but not in the primary visual cortex (V1). Experimenter-defined dissection of time series into class labels based on task structure was confirmed by an unsupervised, bottom-up approach based on Hidden Markov Models. Furthermore, we show that different groupings of recorded time points into cognitive event classes can be used to test hypotheses about the specific cognitive role of a given brain region during task execution. We found that whilst the DLPFC strongly differentiated between task stages associated with different memory loads, but not between different visual-spatial aspects, the reverse was true for V1. Our methodology illustrates how different aspects of cognitive information processing during one and the same task can be separated and attributed to specific brain regions based on information contained in multivariate patterns of voxel activity.

Information, Avoidance Behavior, and Health: The Effect of Ozone on Asthma Hospitalizations

ERIC Educational Resources Information Center

Neidell, Matthew

2009-01-01

This paper assesses whether responses to information about risk impact estimates of the relationship between ozone and asthma in Southern California. Using a regression discontinuity design, I find smog alerts significantly reduce daily attendance at two major outdoor facilities. Using daily time-series regression models that include year-month…

Evaluating Curriculum-Based Measurement from a Behavioral Assessment Perspective

ERIC Educational Resources Information Center

Ardoin, Scott P.; Roof, Claire M.; Klubnick, Cynthia; Carfolite, Jessica

2008-01-01

Curriculum-based measurement Reading (CBM-R) is an assessment procedure used to evaluate students' relative performance compared to peers and to evaluate their growth in reading. Within the response to intervention (RtI) model, CBM-R data are plotted in time series fashion as a means modeling individual students' response to varying levels of…

Time-Series Analysis of Therapeutic Process and Outcome: An Eating Disorder.

ERIC Educational Resources Information Center

Hannah, Gregory L.; Rave, Elizabeth J.

Much literature on eating disorders has been published since the late 1970's but authorities still do not agree on terminology or diagnostic criteria. Suggested therapies have included group therapy, individual and family therapy, medical procedures, incorporation of an anxiety model, behavior therapy, and feminist therapy. Therapists need to…

Reconstructing the behavior of walking fruit flies

NASA Astrophysics Data System (ADS)

Berman, Gordon; Bialek, William; Shaevitz, Joshua

2010-03-01

Over the past century, the fruit fly Drosophila melanogaster has arisen as almost a lingua franca in the study of animal behavior, having been utilized to study questions in fields as diverse as sleep deprivation, aging, and drug abuse, amongst many others. Accordingly, much is known about what can be done to manipulate these organisms genetically, behaviorally, and physiologically. Most of the behavioral work on this system to this point has been experiments where the flies in question have been given a choice between some discrete set of pre-defined behaviors. Our aim, however, is simply to spend some time with a cadre of flies, using techniques from nonlinear dynamics, statistical physics, and machine learning in an attempt to reconstruct and gain understanding into their behavior. More specifically, we use a multi-camera set-up combined with a motion tracking stage in order to obtain long time-series of walking fruit flies moving about a glass plate. This experimental system serves as a test-bed for analytical, statistical, and computational techniques for studying animal behavior. In particular, we attempt to reconstruct the natural modes of behavior for a fruit fly through a data-driven approach in a manner inspired by recent work in C. elegans and cockroaches.

Targeted Behavioral Therapy for childhood generalized anxiety disorder: a time-series analysis of changes in anxiety and sleep.

PubMed

Clementi, Michelle A; Alfano, Candice A

2014-03-01

This study examined the efficacy of Targeted Behavioral Therapy (TBT), a newly developed intervention targeting features of childhood generalized anxiety disorder (GAD). Using a time-series design, 4 children (7-12 years) with primary GAD were treated with TBT, which includes sleep improvement strategies, systematic desensitization for reducing intolerance of uncertainty, and in vivo exposures for anxiety. Diagnostic interviews and questionnaires were administered at baseline, post-treatment and 3 months follow-up. Anxiety symptoms and sleep characteristics/problems were rated weekly during a 4-week baseline and 14-weeks of treatment. Two children remitted at post-treatment and no child had a GAD diagnosis at follow-up. Child but not parent report revealed improvements in both worry and sleep. Despite improvements from pre- to post-assessment, considerable symptom fluctuation observed during the baseline period preclude conclusion that symptom changes are specifically attributable to the course of treatment. Overall, preliminary support is provided for the efficacy of TBT for childhood GAD. Copyright © 2013 Elsevier Ltd. All rights reserved.

Representative locations from time series of soil water content using time stability and wavelet analysis.

PubMed

Rivera, Diego; Lillo, Mario; Granda, Stalin

2014-12-01

The concept of time stability has been widely used in the design and assessment of monitoring networks of soil moisture, as well as in hydrological studies, because it is as a technique that allows identifying of particular locations having the property of representing mean values of soil moisture in the field. In this work, we assess the effect of time stability calculations as new information is added and how time stability calculations are affected at shorter periods, subsampled from the original time series, containing different amounts of precipitation. In doing so, we defined two experiments to explore the time stability behavior. The first experiment sequentially adds new data to the previous time series to investigate the long-term influence of new data in the results. The second experiment applies a windowing approach, taking sequential subsamples from the entire time series to investigate the influence of short-term changes associated with the precipitation in each window. Our results from an operating network (seven monitoring points equipped with four sensors each in a 2-ha blueberry field) show that as information is added to the time series, there are changes in the location of the most stable point (MSP), and that taking the moving 21-day windows, it is clear that most of the variability of soil water content changes is associated with both the amount and intensity of rainfall. The changes of the MSP over each window depend on the amount of water entering the soil and the previous state of the soil water content. For our case study, the upper strata are proxies for hourly to daily changes in soil water content, while the deeper strata are proxies for medium-range stored water. Thus, different locations and depths are representative of processes at different time scales. This situation must be taken into account when water management depends on soil water content values from fixed locations.

Development of a real-time prediction model of driver behavior at intersections using kinematic time series data.

PubMed

Tan, Yaoyuan V; Elliott, Michael R; Flannagan, Carol A C

2017-09-01

As connected autonomous vehicles (CAVs) enter the fleet, there will be a long period when these vehicles will have to interact with human drivers. One of the challenges for CAVs is that human drivers do not communicate their decisions well. Fortunately, the kinematic behavior of a human-driven vehicle may be a good predictor of driver intent within a short time frame. We analyzed the kinematic time series data (e.g., speed) for a set of drivers making left turns at intersections to predict whether the driver would stop before executing the turn. We used principal components analysis (PCA) to generate independent dimensions that explain the variation in vehicle speed before a turn. These dimensions remained relatively consistent throughout the maneuver, allowing us to compute independent scores on these dimensions for different time windows throughout the approach to the intersection. We then linked these PCA scores to whether a driver would stop before executing a left turn using the random intercept Bayesian additive regression trees. Five more road and observable vehicle characteristics were included to enhance prediction. Our model achieved an area under the receiver operating characteristic curve (AUC) of 0.84 at 94m away from the center of an intersection and steadily increased to 0.90 by 46m away from the center of an intersection. Copyright © 2017 Elsevier Ltd. All rights reserved.

Possible signatures of dissipation from time-series analysis techniques using a turbulent laboratory magnetohydrodynamic plasma

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

Schaffner, D. A.; Brown, M. R.; Rock, A. B.

The frequency spectrum of magnetic fluctuations as measured on the Swarthmore Spheromak Experiment is broadband and exhibits a nearly Kolmogorov 5/3 scaling. It features a steepening region which is indicative of dissipation of magnetic fluctuation energy similar to that observed in fluid and magnetohydrodynamic turbulence systems. Two non-spectrum based time-series analysis techniques are implemented on this data set in order to seek other possible signatures of turbulent dissipation beyond just the steepening of fluctuation spectra. Presented here are results for the flatness, permutation entropy, and statistical complexity, each of which exhibits a particular character at spectral steepening scales which canmore » then be compared to the behavior of the frequency spectrum.« less

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.

Coherent changes of multifractal properties of continuous acoustic emission at failure of heterogeneous materials

NASA Astrophysics Data System (ADS)

Panteleev, Ivan; Bayandin, Yuriy; Naimark, Oleg

2017-12-01

This work performs a correlation analysis of the statistical properties of continuous acoustic emission recorded in different parts of marble and fiberglass laminate samples under quasi-static deformation. A spectral coherent measure of time series, which is a generalization of the squared coherence spectrum on a multidimensional series, was chosen. The spectral coherent measure was estimated in a sliding time window for two parameters of the acoustic emission multifractal singularity spectrum: the spectrum width and the generalized Hurst exponent realizing the maximum of the singularity spectrum. It is shown that the preparation of the macrofracture focus is accompanied by the synchronization (coherent behavior) of the statistical properties of acoustic emission in allocated frequency intervals.

Scaling behavior of EEG amplitude and frequency time series across sleep stages

NASA Astrophysics Data System (ADS)

Kantelhardt, Jan W.; Tismer, Sebastian; Gans, Fabian; Schumann, Aicko Y.; Penzel, Thomas

2015-10-01

We study short-term and long-term persistence properties (related with auto-correlations) of amplitudes and frequencies of EEG oscillations in 176 healthy subjects and 40 patients during nocturnal sleep. The amplitudes show scaling from 2 to 500 seconds (depending on the considered band) with large fluctuation exponents during (nocturnal) wakefulness (0.73-0.83) and small ones during deep sleep (0.50-0.69). Light sleep is similar to deep sleep, while REM sleep (0.64-0.76) is closer to wakefulness except for the EEG γ band. Some of the frequency time series also show long-term scaling, depending on the selected bands and stages. Only minor deviations are seen for patients with depression, anxiety, or Parkinson's disease.

Dynamic properties of combustion instability in a lean premixed gas-turbine combustor.

PubMed

Gotoda, Hiroshi; Nikimoto, Hiroyuki; Miyano, Takaya; Tachibana, Shigeru

2011-03-01

We experimentally investigate the dynamic behavior of the combustion instability in a lean premixed gas-turbine combustor from the viewpoint of nonlinear dynamics. A nonlinear time series analysis in combination with a surrogate data method clearly reveals that as the equivalence ratio increases, the dynamic behavior of the combustion instability undergoes a significant transition from stochastic fluctuation to periodic oscillation through low-dimensional chaotic oscillation. We also show that a nonlinear forecasting method is useful for predicting the short-term dynamic behavior of the combustion instability in a lean premixed gas-turbine combustor, which has not been addressed in the fields of combustion science and physics.

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

Zhang, J.; Feng, W., E-mail: fengwen69@sina.cn

Extended time series of Solar Activity Indices (ESAI) extended the Greenwich series of sunspot area from the year 1874 back to 1821. The ESAI's yearly sunspot area in the northern and southern hemispheres from 1821 to 2013 is utilized to investigate characteristics of the north–south hemispherical asymmetry of sunspot activity. Periodical behavior of about 12 solar cycles is also confirmed from the ESAI data set to exist in dominant hemispheres, linear regression lines of yearly asymmetry values, and cumulative counts of yearly sunspot areas in the hemispheres for solar cycles. The period is also inferred to appear in both themore » cumulative difference in the yearly sunspot areas in the hemispheres over the entire time interval and in its statistical Student's t-test. The hemispherical bias of sunspot activity should be regarded as an impossible stochastic phenomenon over a long time period.« less

The Motivational Enhancement Therapy and Cognitive Behavioral Therapy Supplement: 7 Sessions of Cognitive Behavioral Therapy for Adolescent Cannabis Users, Cannabis Youth Treatment (CYT) Series, Volume 2.

ERIC Educational Resources Information Center

Webb, Charles; Scudder, Meleney; Kaminer, Yifrah; Kaden, Ron

This manual, a supplement to "Motivational Enhancement Therapy and Cognitive Behavioral Therapy for Adolescent Cannabis Users: 5 Sessions, Cannabis Youth Treatment (CYT) Series, Volume 1", presents a seven-session cognitive behavioral treatment (CBT7) approach designed especially for adolescent cannabis users. It addresses the implementation and…

Therapeutic touch and agitation in individuals with Alzheimer's disease.

PubMed

Hawranik, Pamela; Johnston, Pat; Deatrich, Judith

2008-06-01

Limited effective strategies exist to alleviate or treat disruptive behaviors in people with Alzheimer's disease. Fifty-one residents of a long-term care facility with Alzheimer's disease were randomly assigned to one of three intervention groups. A multiple time series, blinded, experimental design was used to compare the effectiveness of therapeutic touch, simulated therapeutic touch, and usual care on disruptive behavior. Three forms of disruptive behavior comprised the dependent variables: physical aggression, physical nonaggression, and verbal agitation. Physical nonaggressive behaviors decreased significantly in those residents who received therapeutic touch compared with those who received the simulated version and the usual care. No significant differences in physically aggressive and verbally agitated behaviors were observed across the three study groups. The study provided preliminary evidence for the potential for therapeutic touch in dealing with agitated behaviors by people with dementia. Researchers and practitioners must consider a broad array of strategies to deal with these behaviors.

Computing Science and Statistics. Volume 24. Graphics and Visualization

DTIC Science & Technology

1993-03-01

the dough , turbulent fluid flow, the time between drips of behavior changes radically when the population growth water from a faucet, Brownian motion... cookie which clearly is the discrete parameter analogue of continuous param- appropriate as after dinner fun. eter time series analysis". I strongly...methods. Your fortune cookie of the night reads: One problem that statisticians traditionally seem to "uYou have good friends who will come to your aid in

Asymptotic behavior of curvature of surface elements in isotropic turbulence

NASA Technical Reports Server (NTRS)

Girimaji, S. S.

1991-01-01

The asymptotic behavior of the curvature of material elements in turbulence is investigated using Lagrangian velocity-gradient time series obtained from direct numerical simulations of isotropic turbulence. Several material-element ensembles of different initial curvatures and shapes are studied. It is found that, at long times, the (first five) moments of the logarithm of characteristic curvature and shape factor asymptote to values that are independent of the initial curvature or shape. This evidence strongly suggests that the asymptotic pdf's of the curvature and shape of material elements are stationary and independent of initial conditions. Irrespective of initial curvature or shape, the asymptotic shape of a material surface is cylindrical with a high probability.

Quantifying the behavior of price dynamics at opening time in stock market

NASA Astrophysics Data System (ADS)

Ochiai, Tomoshiro; Takada, Hideyuki; Nacher, Jose C.

2014-11-01

The availability of huge volume of financial data has offered the possibility for understanding the markets as a complex system characterized by several stylized facts. Here we first show that the time evolution of the Japan’s Nikkei stock average index (Nikkei 225) futures follows the resistance and breaking-acceleration effects when the complete time series data is analyzed. However, in stock markets there are periods where no regular trades occur between the close of the market on one day and the next day’s open. To examine these time gaps we decompose the time series data into opening time and intermediate time. Our analysis indicates that for the intermediate time, both the resistance and the breaking-acceleration effects are still observed. However, for the opening time there are almost no resistance and breaking-acceleration effects, and volatility is always constantly high. These findings highlight unique dynamic differences between stock markets and forex market and suggest that current risk management strategies may need to be revised to address the absence of these dynamic effects at the opening time.

Post-molting development of wind-elicited escape behavior in the cricket.

PubMed

Sato, Nodoka; Shidara, Hisashi; Ogawa, Hiroto

2017-11-01

Arthropods including insects grow through several developmental stages by molting. The abrupt changes in their body size and morphology accompanying the molting are responsible for the developmental changes in behavior. While in holometabolous insects, larval behaviors are transformed into adult-specific behaviors with drastic changes in nervous system during the pupal stage, hemimetabolous insects preserve most innate behaviors whole life long, which allow us to trace the maturation process of preserved behaviors after the changes in body. Wind-elicited escape behavior is one of these behaviors and mediated by cercal system, which is a mechanosensory organ equipped by all stages of nymph in orthopteran insects like crickets. However, the maturation process of the escape behavior after the molt is unclear. In this study, we examined time-series of changes in the wind-elicited escape behavior just after the imaginal molt in the cricket. The locomotor activities are developed over the elapsed time, and matured 24h after the molt. In contrast, a stimulus-angle dependency of moving direction was unchanged over time, meaning that the cercal sensory system detecting airflow direction was workable immediately after the molt, independent from the behavioral maturation. The post-molting development of the wind-elicited behavior was considered to result not simply from maturation of the exoskeleton or musculature because the escape response to heat-shock stimulus did not change after the molt. No effect of a temporal immobilization after the imaginal molt on the maturation of the wind-elicited behavior also implies that the maturation may be innately programmed without experience of locomotion. Copyright © 2017 Elsevier Ltd. All rights reserved.

Determinants of Consumer eHealth Information Seeking Behavior.

PubMed

Sandefer, Ryan H; Westra, Bonnie L; Khairat, Saif S; Pieczkiewicz, David S; Speedie, Stuart M

2015-01-01

Patients are increasingly using the Internet and other technologies to engage in their own healthcare, but little research has focused on the determinants of consumer eHealth behaviors related to Internet use. This study uses data from 115,089 respondents to four years of the National Health Interview Series to identify the associations between one consumer eHealth behavior (information seeking) and demographics, health measures, and Personal Health Information Management (PHIM) (messaging, scheduling, refills, and chat). Individuals who use PHIM are 7.5 times more likely to search the internet for health related information. Just as health has social determinants, the results of this study indicate there are potential social determinants of consumer eHealth behaviors including personal demographics, health status, and healthcare access.

Phase correction and error estimation in InSAR time series analysis

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

The analysis of behavior in orbit GSS two series of US early-warning system

NASA Astrophysics Data System (ADS)

Sukhov, P. P.; Epishev, V. P.; Sukhov, K. P.; Motrunych, I. I.

2016-09-01

Satellites Early Warning System Series class SBIRS US Air Force must replace on GEO early series DSP Series. During 2014-2016 the authors received more than 30 light curves "DSP-18 and "Sbirs-Geo 2". The analysis of the behavior of these satellites in orbit by a coordinate and photometric data. It is shown that for the monitoring of the Earth's surface is enough to place GEO 4 unit SBIRS across 90 deg.

A graph-based approach to detect spatiotemporal dynamics in satellite image time series

NASA Astrophysics Data System (ADS)

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

2017-08-01

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

Study of the human postural control system during quiet standing using detrended fluctuation analysis

NASA Astrophysics Data System (ADS)

Teresa Blázquez, M.; Anguiano, Marta; de Saavedra, Fernando Arias; Lallena, Antonio M.; Carpena, Pedro

2009-05-01

The detrended fluctuation analysis is used to study the behavior of different time series obtained from the trajectory of the center of pressure, the output of the activity of the human postural control system. The results suggest that these trajectories present two different regimes in their scaling properties: persistent (for high frequencies, short-range time scale) to antipersistent (for low frequencies, long-range time scale) behaviors. The similitude between the results obtained for the measurements, done with both eyes open and eyes closed, indicate either that the visual system may be disregarded by the postural control system while maintaining the quiet standing, or that the control mechanisms associated with each type of information (visual, vestibular and somatosensory) cannot be disentangled with the type of analysis performed here.

Phenology of Succession: Tracking the Recovery of Dryland Forests after Wildfire Events

NASA Astrophysics Data System (ADS)

Walker, J.; Brown, J. F.; Sankey, J. B.; Wallace, C.; Weltzin, J. F.

2016-12-01

The frequency, size, and intensity of forest wildfires in the U.S. Southwest have increased over the past 30 years. In the coming decades, burn effects and altered climatic conditions may increasingly divert vegetation recovery trajectories from pre-disturbance forested ecosystems toward grassland or shrub woodlands. Dryland herbaceous and woody vegetation species exhibit different phenological responses to precipitation, resulting in temporal and spatial shifts in landscape phenology patterns as the proportions of plant functional groups change over time. We have developed time series of Normalized Difference Vegetation Index (NDVI) and Soil-Adjusted Vegetation Index (SAVI) greenness measures derived from satellite imagery from 1984 - 2015 to record the phenological signatures that characterize recovery trajectories towards predominantly grassland, shrubland, or forest land cover types. We leveraged the data and computational resources available through the Google Earth Engine cloud-based platform to analyze time series of Landsat Thematic Mapper and Enhanced Thematic Mapper Plus imagery collected over maturing (40 years or more post-fire) dryland forests in Arizona and New Mexico, USA. These time series provided the basis for long-term comparisons of phenology behavior in different successional trajectories and enabled the assessment of climatic influence on the eventual outcomes.

Frequency adaptation in controlled stochastic resonance utilizing delayed feedback method: two-pole approximation for response function.

PubMed

Tutu, Hiroki

2011-06-01

Stochastic resonance (SR) enhanced by time-delayed feedback control is studied. The system in the absence of control is described by a Langevin equation for a bistable system, and possesses a usual SR response. The control with the feedback loop, the delay time of which equals to one-half of the period (2π/Ω) of the input signal, gives rise to a noise-induced oscillatory switching cycle between two states in the output time series, while its average frequency is just smaller than Ω in a small noise regime. As the noise intensity D approaches an appropriate level, the noise constructively works to adapt the frequency of the switching cycle to Ω, and this changes the dynamics into a state wherein the phase of the output signal is entrained to that of the input signal from its phase slipped state. The behavior is characterized by power loss of the external signal or response function. This paper deals with the response function based on a dichotomic model. A method of delay-coordinate series expansion, which reduces a non-Markovian transition probability flux to a series of memory fluxes on a discrete delay-coordinate system, is proposed. Its primitive implementation suggests that the method can be a potential tool for a systematic analysis of SR phenomenon with delayed feedback loop. We show that a D-dependent behavior of poles of a finite Laplace transform of the response function qualitatively characterizes the structure of the power loss, and we also show analytical results for the correlation function and the power spectral density.

Road Traffic Injury Trends in the City of Valledupar, Colombia. A Time Series Study from 2008 to 2012

PubMed Central

Rodríguez, Jorge Martín; Peñaloza, Rolando Enrique; Moreno Montoya, José

2015-01-01

Objective To analyze the behavior temporal of road-traffic injuries (RTI) in Valledupar, Colombia from January 2008 to December 2012. Methodology An observational study was conducted based on records from the Colombian National Legal Medicine and Forensic Sciences Institute regional office in Valledupar. Different variables were analyzed, such as the injured person’s sex, age, education level, and type of road user; the timeframe, place and circumstances of crashes and the vehicles associated with the occurrence. Furthermore, a time series analysis was conducted using an auto-regressive integrated moving average. Results There were 105 events per month on an average, 64.9% of RTI involved men; 82.3% of the persons injured were from 18 to 59 years of age; the average age was 35.4 years of age; the road users most involved in RTI were motorcyclists (69%), followed by pedestrians (12%). 70% had up to upper-secondary education. Sunday was the day with the most RTI occurrences; 93% of the RTI occurred in the urban area. The time series showed a seasonal pattern and a significant trend effect. The modeling process verified the existence of both memory and extrinsic variables related. Conclusions An RTI occurrence pattern was identified, which showed an upward trend during the period analyzed. Motorcyclists were the main road users involved in RTI, which suggests the need to design and implement specific measures for that type of road user, from regulations for graduated licensing for young drivers to monitoring road user behavior for the promotion of road safety. PMID:26657887

Deformation history of Mauna Loa (Hawaii) from 2003 to 2014 through InSAR data: understanding the shorter-term processes

NASA Astrophysics Data System (ADS)

La Marra, Daniele; Poland, Michael P.; Acocella, Valerio; Battaglia, Maurizio; Miklius, Asta

2016-04-01

Geodesy allows detecting the deformation of volcanoes, thus understanding magmatic processes. This becomes particularly efficient when time series are available and volcanoes can be monitored on the mean-term (decades), and not only during a specific event. Here we exploit the SBAS technique, using SAR images from ENVISAT (descending and ascending orbits; 2003 - 2010) and COSMO-SkyMed (descending and ascending orbits; 2012 - 2014), to study a decade of deformation at Mauna Loa (Hawaii). These data are merged time series data from 24 continuously operating GPS stations, which allows us to calibrate the InSAR time series. Our results show a long-term inflation of the volcano from 2003 to 2014, reaching a peak of ~11 cm/yr on the summit area between mid-2004 to mid-2005 and then slowing down. Within this frame, we were able to identify five main periods with approximately linear deformation behavior. The inversion of the deformation data in the first four periods suggests the repeated, though not constant, intrusion of one or more dikes below the summit caldera and the upper Southwest Rift Zone. Moreover, the dike intrusion coincides with minor acceleration of flank slip. Such a behavior is distinctive and, with the exception of the nearby Kilauea, has not been observed at any other volcano on the mean term. It is proposed that continuous, even though not constant flank instability of the SE flank may promote semi-continuous intrusions in a volcano with a ready magma supply.

Road Traffic Injury Trends in the City of Valledupar, Colombia. A Time Series Study from 2008 to 2012.

PubMed

Rodríguez, Jorge Martín; Peñaloza, Rolando Enrique; Moreno Montoya, José

2015-01-01

To analyze the behavior temporal of road-traffic injuries (RTI) in Valledupar, Colombia from January 2008 to December 2012. An observational study was conducted based on records from the Colombian National Legal Medicine and Forensic Sciences Institute regional office in Valledupar. Different variables were analyzed, such as the injured person's sex, age, education level, and type of road user; the timeframe, place and circumstances of crashes and the vehicles associated with the occurrence. Furthermore, a time series analysis was conducted using an auto-regressive integrated moving average. There were 105 events per month on an average, 64.9% of RTI involved men; 82.3% of the persons injured were from 18 to 59 years of age; the average age was 35.4 years of age; the road users most involved in RTI were motorcyclists (69%), followed by pedestrians (12%). 70% had up to upper-secondary education. Sunday was the day with the most RTI occurrences; 93% of the RTI occurred in the urban area. The time series showed a seasonal pattern and a significant trend effect. The modeling process verified the existence of both memory and extrinsic variables related. An RTI occurrence pattern was identified, which showed an upward trend during the period analyzed. Motorcyclists were the main road users involved in RTI, which suggests the need to design and implement specific measures for that type of road user, from regulations for graduated licensing for young drivers to monitoring road user behavior for the promotion of road safety.

A television format for national health promotion: Finland's "Keys to Health".

PubMed Central

Puska, P; McAlister, A; Niemensivu, H; Piha, T; Wiio, J; Koskela, K

1987-01-01

A series of televised risk reduction and health promotion programs have been broadcast in Finland since 1978. The five series of programs were the product of a cooperative effort by Finland's television channel 2 and the North Karelia Project. The series has featured a group of volunteers who are at high risk of diseases because of their unhealthful habits and two health educators who counsel the studio group and the viewers to make changes in health behaviors. The "Keys to Health 84-85" was the fifth of the series and consisted of 15 parts, 35 minutes viewing time each. Results of the evaluation surveys, which are presented briefly, indicate that viewing rates were high. Of the countrywide sample, 27 percent of men and 35 percent of women reported that they had viewed at least three parts of the series. Reported changes in behaviors were substantial among the viewers who had seen several parts of the series and were meaningful, overall, for the entire population. Of the countrywide sample, 7.1 percent of smoking viewers reported an attempt to stop smoking--this number was 3.6 percent of all smokers. The percentages of weight loss among viewers and the total population sample were 3.9 for men and 2.1 for women. The reported reductions in fat consumption were 27.2 percent for men and 15.0 percent for women. The reported effects in the demonstration area of North Karelia were even higher, mainly because of higher viewing rates. Images p265-a p266-a PMID:3108941

Reconstruction of the Precipitation in the Canary Islands for the Period 1595-1836.

NASA Astrophysics Data System (ADS)

García, Ricardo; Macias, Antonio; Gallego, David; Hernández, Emiliano; Gimeno, Luis; Ribera, Pedro

2003-08-01

Historical documentary sources in the Canary Islands have been used to construct cereal production series for the period 1595-1836. The cereal growth period in this region covers essentially the rainy season, making these crops adequate to characterize the annual precipitation. A proxy for the Islands' rainfall based on the historical series of wheat and barley production has been constructed and assessed by using two independent series of dry and wet years. The spectral analysis of the crop production reveals a strong non stationary behavior. This fact, along with the direct comparison with several reconstructed and instrumental North Atlantic Oscillation series, suggests the potential use of the reconstructed precipitation as a proxy for this climatic oscillation during preinstrumental times.This is an abridged version of the full-length article that is available online (10.1175/BAMS-84-8-García)

MOBBED: a computational data infrastructure for handling large collections of event-rich time series datasets in MATLAB

PubMed Central

Cockfield, Jeremy; Su, Kyungmin; Robbins, Kay A.

2013-01-01

Experiments to monitor human brain activity during active behavior record a variety of modalities (e.g., EEG, eye tracking, motion capture, respiration monitoring) and capture a complex environmental context leading to large, event-rich time series datasets. The considerable variability of responses within and among subjects in more realistic behavioral scenarios requires experiments to assess many more subjects over longer periods of time. This explosion of data requires better computational infrastructure to more systematically explore and process these collections. MOBBED is a lightweight, easy-to-use, extensible toolkit that allows users to incorporate a computational database into their normal MATLAB workflow. Although capable of storing quite general types of annotated data, MOBBED is particularly oriented to multichannel time series such as EEG that have event streams overlaid with sensor data. MOBBED directly supports access to individual events, data frames, and time-stamped feature vectors, allowing users to ask questions such as what types of events or features co-occur under various experimental conditions. A database provides several advantages not available to users who process one dataset at a time from the local file system. In addition to archiving primary data in a central place to save space and avoid inconsistencies, such a database allows users to manage, search, and retrieve events across multiple datasets without reading the entire dataset. The database also provides infrastructure for handling more complex event patterns that include environmental and contextual conditions. The database can also be used as a cache for expensive intermediate results that are reused in such activities as cross-validation of machine learning algorithms. MOBBED is implemented over PostgreSQL, a widely used open source database, and is freely available under the GNU general public license at http://visual.cs.utsa.edu/mobbed. Source and issue reports for MOBBED are maintained at http://vislab.github.com/MobbedMatlab/ PMID:24124417

MOBBED: a computational data infrastructure for handling large collections of event-rich time series datasets in MATLAB.

PubMed

Cockfield, Jeremy; Su, Kyungmin; Robbins, Kay A

2013-01-01

Experiments to monitor human brain activity during active behavior record a variety of modalities (e.g., EEG, eye tracking, motion capture, respiration monitoring) and capture a complex environmental context leading to large, event-rich time series datasets. The considerable variability of responses within and among subjects in more realistic behavioral scenarios requires experiments to assess many more subjects over longer periods of time. This explosion of data requires better computational infrastructure to more systematically explore and process these collections. MOBBED is a lightweight, easy-to-use, extensible toolkit that allows users to incorporate a computational database into their normal MATLAB workflow. Although capable of storing quite general types of annotated data, MOBBED is particularly oriented to multichannel time series such as EEG that have event streams overlaid with sensor data. MOBBED directly supports access to individual events, data frames, and time-stamped feature vectors, allowing users to ask questions such as what types of events or features co-occur under various experimental conditions. A database provides several advantages not available to users who process one dataset at a time from the local file system. In addition to archiving primary data in a central place to save space and avoid inconsistencies, such a database allows users to manage, search, and retrieve events across multiple datasets without reading the entire dataset. The database also provides infrastructure for handling more complex event patterns that include environmental and contextual conditions. The database can also be used as a cache for expensive intermediate results that are reused in such activities as cross-validation of machine learning algorithms. MOBBED is implemented over PostgreSQL, a widely used open source database, and is freely available under the GNU general public license at http://visual.cs.utsa.edu/mobbed. Source and issue reports for MOBBED are maintained at http://vislab.github.com/MobbedMatlab/

Biological Indicators in Studies of Earthquake Precursors

NASA Astrophysics Data System (ADS)

Sidorin, A. Ya.; Deshcherevskii, A. V.

2012-04-01

Time series of data on variations in the electric activity (EA) of four species of weakly electric fish Gnathonemus leopoldianus and moving activity (MA) of two cat-fishes Hoplosternum thoracatum and two groups of Columbian cockroaches Blaberus craniifer were analyzed. The observations were carried out in the Garm region of Tajikistan within the frameworks of the experiments aimed at searching for earthquake precursors. An automatic recording system continuously recorded EA and DA over a period of several years. Hourly means EA and MA values were processed. Approximately 100 different parameters were calculated on the basis of six initial EA and MA time series, which characterize different variations in the EA and DA structure: amplitude of the signal and fluctuations of activity, parameters of diurnal rhythms, correlated changes in the activity of various biological indicators, and others. A detailed analysis of the statistical structure of the total array of parametric time series obtained in the experiment showed that the behavior of all animals shows a strong temporal variability. All calculated parameters are unstable and subject to frequent changes. A comparison of the data obtained with seismicity allow us to make the following conclusions: (1) The structure of variations in the studied parameters is represented by flicker noise or even a more complex process with permanent changes in its characteristics. Significant statistics are required to prove the cause-and-effect relationship of the specific features of such time series with seismicity. (2) The calculation of the reconstruction statistics in the EA and MA series structure demonstrated an increase in their frequency in the last hours or a few days before the earthquake if the hypocenter distance is comparable to the source size. Sufficiently dramatic anomalies in the behavior of catfishes and cockroaches (changes in the amplitude of activity variation, distortions of diurnal rhythms, increase in the mismatch of coordination between the activity dynamics of one type of biological indicators) were observed in one case before the November 12, 1987, event at a hypocenter distance of 8 km from the observation point (i.e., the animals were located within the source zone). (3) Changes observed before the earthquakes do not have any specific features and correspond quite well to the variations permanently observed without any relation to the earthquakes. (4) The activity of individual specimens has specific features. This hampers the implication of the biological monitoring. (5) The conclusions made here should not be considered absolute or extrapolated over all cases of observation of the behavior of animals, because the animals were kept under experimental (laboratory) conditions and could be screened from the influence of the stimuli of some modalities.

Factors Affecting Retention Behavior: A Model To Predict At-Risk Students. AIR 1997 Annual Forum Paper.

ERIC Educational Resources Information Center

Sadler, William E.; Cohen, Frederic L.; Kockesen, Levent

This paper describes a methodology used in an on-going retention study at New York University (NYU) to identify a series of easily measured factors affecting student departure decisions. Three logistic regression models for predicting student retention were developed, each containing data available at three distinct times during the first…

Impaired Performance Criteria and Human Helplessness: Time to Give Up?

ERIC Educational Resources Information Center

Jankovic, Irwin N.; And Others

The view that humans fail to solve certain types of problems because they are helpless and passive originated from a series of studies with animals; subsequent research attempted to replicate the findings of the learned helplessness behavior with humans. In an attempt to replicate and extend the Hiroto and Seligman (1975) study of humans exposed…

Selection of Behavior Modification Programs Using the Simultaneous Treatment Design: Two Case Studies.

ERIC Educational Resources Information Center

Lowe, Warren C.

This report outlines the limitations and weaknesses of singlecase, time-series research designs, of which the ABAB design is one of the widely used. An alternative design, the simultaneous treatment design, proposed by Browning and Stover (1971), has several advantages over the ABAB design. The design enables an experimenter to simultaneously…

Building a Better Teenager: A Summary of "What Works" in Adolescent Development. American Teens Series. Child Trends Research Brief.

ERIC Educational Resources Information Center

Moore, Kristin Anderson; Zaff, Jonathan F.

Although most American adolescents are psychologically, socially, and physically healthy, adolescence remains a time of considerable change and risk. To examine what works to promote well-being among America's adolescents, Child Trends reviewed contributing influences and programs that lead to positive behavior in seven areas: mental health,…

The Organization of Exploratory Behaviors in Infant Locomotor Planning

ERIC Educational Resources Information Center

Kretch, Kari S.; Adolph, Karen E.

2017-01-01

How do infants plan and guide locomotion under challenging conditions? This experiment investigated the real-time process of visual and haptic exploration in 14-month-old infants as they decided whether and how to walk over challenging terrain--a series of bridges varying in width. Infants' direction of gaze was recorded with a head-mounted eye…

Bounds of memory strength for power-law series.

PubMed

Guo, Fangjian; Yang, Dan; Yang, Zimo; Zhao, Zhi-Dan; Zhou, Tao

2017-05-01

Many time series produced by complex systems are empirically found to follow power-law distributions with different exponents α. By permuting the independently drawn samples from a power-law distribution, we present nontrivial bounds on the memory strength (first-order autocorrelation) as a function of α, which are markedly different from the ordinary ±1 bounds for Gaussian or uniform distributions. When 1<α≤3, as α grows bigger, the upper bound increases from 0 to +1 while the lower bound remains 0; when α>3, the upper bound remains +1 while the lower bound descends below 0. Theoretical bounds agree well with numerical simulations. Based on the posts on Twitter, ratings of MovieLens, calling records of the mobile operator Orange, and the browsing behavior of Taobao, we find that empirical power-law-distributed data produced by human activities obey such constraints. The present findings explain some observed constraints in bursty time series and scale-free networks and challenge the validity of measures such as autocorrelation and assortativity coefficient in heterogeneous systems.

Bounds of memory strength for power-law series

NASA Astrophysics Data System (ADS)

Guo, Fangjian; Yang, Dan; Yang, Zimo; Zhao, Zhi-Dan; Zhou, Tao

2017-05-01

Many time series produced by complex systems are empirically found to follow power-law distributions with different exponents α . By permuting the independently drawn samples from a power-law distribution, we present nontrivial bounds on the memory strength (first-order autocorrelation) as a function of α , which are markedly different from the ordinary ±1 bounds for Gaussian or uniform distributions. When 1 <α ≤3 , as α grows bigger, the upper bound increases from 0 to +1 while the lower bound remains 0; when α >3 , the upper bound remains +1 while the lower bound descends below 0. Theoretical bounds agree well with numerical simulations. Based on the posts on Twitter, ratings of MovieLens, calling records of the mobile operator Orange, and the browsing behavior of Taobao, we find that empirical power-law-distributed data produced by human activities obey such constraints. The present findings explain some observed constraints in bursty time series and scale-free networks and challenge the validity of measures such as autocorrelation and assortativity coefficient in heterogeneous systems.

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

NASA Astrophysics Data System (ADS)

Zhou, Yu; Leung, Yee

2010-12-01

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

Two dynamic regimes in the human gut microbiome

PubMed Central

Smillie, Chris S.; Alm, Eric J.

2017-01-01

The gut microbiome is a dynamic system that changes with host development, health, behavior, diet, and microbe-microbe interactions. Prior work on gut microbial time series has largely focused on autoregressive models (e.g. Lotka-Volterra). However, we show that most of the variance in microbial time series is non-autoregressive. In addition, we show how community state-clustering is flawed when it comes to characterizing within-host dynamics and that more continuous methods are required. Most organisms exhibited stable, mean-reverting behavior suggestive of fixed carrying capacities and abundant taxa were largely shared across individuals. This mean-reverting behavior allowed us to apply sparse vector autoregression (sVAR)—a multivariate method developed for econometrics—to model the autoregressive component of gut community dynamics. We find a strong phylogenetic signal in the non-autoregressive co-variance from our sVAR model residuals, which suggests niche filtering. We show how changes in diet are also non-autoregressive and that Operational Taxonomic Units strongly correlated with dietary variables have much less of an autoregressive component to their variance, which suggests that diet is a major driver of microbial dynamics. Autoregressive variance appears to be driven by multi-day recovery from frequent facultative anaerobe blooms, which may be driven by fluctuations in luminal redox. Overall, we identify two dynamic regimes within the human gut microbiota: one likely driven by external environmental fluctuations, and the other by internal processes. PMID:28222117

Assessment of long-range correlation in animal behavior time series: The temporal pattern of locomotor activity of Japanese quail (Coturnix coturnix) and mosquito larva (Culex quinquefasciatus)

NASA Astrophysics Data System (ADS)

Kembro, Jackelyn M.; Flesia, Ana Georgina; Gleiser, Raquel M.; Perillo, María A.; Marin, Raul H.

2013-12-01

Detrended Fluctuation Analysis (DFA) is a method that has been frequently used to determine the presence of long-range correlations in human and animal behaviors. However, according to previous authors using statistical model systems, in order to correctly use DFA different aspects should be taken into account such as: (1) the establishment by hypothesis testing of the absence of short term correlation, (2) an accurate estimation of a straight line in the log-log plot of the fluctuation function, (3) the elimination of artificial crossovers in the fluctuation function, and (4) the length of the time series. Taking into consideration these factors, herein we evaluated the presence of long-range correlation in the temporal pattern of locomotor activity of Japanese quail (Coturnix coturnix) and mosquito larva (Culex quinquefasciatus). In our study, modeling the data with the general autoregressive integrated moving average (ARFIMA) model, we rejected the hypothesis of short-range correlations (d=0) in all cases. We also observed that DFA was able to distinguish between the artificial crossover observed in the temporal pattern of locomotion of Japanese quail and the crossovers in the correlation behavior observed in mosquito larvae locomotion. Although the test duration can slightly influence the parameter estimation, no qualitative differences were observed between different test durations.

Two dynamic regimes in the human gut microbiome.

PubMed

Gibbons, Sean M; Kearney, Sean M; Smillie, Chris S; Alm, Eric J

2017-02-01

The gut microbiome is a dynamic system that changes with host development, health, behavior, diet, and microbe-microbe interactions. Prior work on gut microbial time series has largely focused on autoregressive models (e.g. Lotka-Volterra). However, we show that most of the variance in microbial time series is non-autoregressive. In addition, we show how community state-clustering is flawed when it comes to characterizing within-host dynamics and that more continuous methods are required. Most organisms exhibited stable, mean-reverting behavior suggestive of fixed carrying capacities and abundant taxa were largely shared across individuals. This mean-reverting behavior allowed us to apply sparse vector autoregression (sVAR)-a multivariate method developed for econometrics-to model the autoregressive component of gut community dynamics. We find a strong phylogenetic signal in the non-autoregressive co-variance from our sVAR model residuals, which suggests niche filtering. We show how changes in diet are also non-autoregressive and that Operational Taxonomic Units strongly correlated with dietary variables have much less of an autoregressive component to their variance, which suggests that diet is a major driver of microbial dynamics. Autoregressive variance appears to be driven by multi-day recovery from frequent facultative anaerobe blooms, which may be driven by fluctuations in luminal redox. Overall, we identify two dynamic regimes within the human gut microbiota: one likely driven by external environmental fluctuations, and the other by internal processes.

Model-free information-theoretic approach to infer leadership in pairs of zebrafish.

PubMed

Butail, Sachit; Mwaffo, Violet; Porfiri, Maurizio

2016-04-01

Collective behavior affords several advantages to fish in avoiding predators, foraging, mating, and swimming. Although fish schools have been traditionally considered egalitarian superorganisms, a number of empirical observations suggest the emergence of leadership in gregarious groups. Detecting and classifying leader-follower relationships is central to elucidate the behavioral and physiological causes of leadership and understand its consequences. Here, we demonstrate an information-theoretic approach to infer leadership from positional data of fish swimming. In this framework, we measure social interactions between fish pairs through the mathematical construct of transfer entropy, which quantifies the predictive power of a time series to anticipate another, possibly coupled, time series. We focus on the zebrafish model organism, which is rapidly emerging as a species of choice in preclinical research for its genetic similarity to humans and reduced neurobiological complexity with respect to mammals. To overcome experimental confounds and generate test data sets on which we can thoroughly assess our approach, we adapt and calibrate a data-driven stochastic model of zebrafish motion for the simulation of a coupled dynamical system of zebrafish pairs. In this synthetic data set, the extent and direction of the coupling between the fish are systematically varied across a wide parameter range to demonstrate the accuracy and reliability of transfer entropy in inferring leadership. Our approach is expected to aid in the analysis of collective behavior, providing a data-driven perspective to understand social interactions.

Model-free information-theoretic approach to infer leadership in pairs of zebrafish

NASA Astrophysics Data System (ADS)

Butail, Sachit; Mwaffo, Violet; Porfiri, Maurizio

2016-04-01

Collective behavior affords several advantages to fish in avoiding predators, foraging, mating, and swimming. Although fish schools have been traditionally considered egalitarian superorganisms, a number of empirical observations suggest the emergence of leadership in gregarious groups. Detecting and classifying leader-follower relationships is central to elucidate the behavioral and physiological causes of leadership and understand its consequences. Here, we demonstrate an information-theoretic approach to infer leadership from positional data of fish swimming. In this framework, we measure social interactions between fish pairs through the mathematical construct of transfer entropy, which quantifies the predictive power of a time series to anticipate another, possibly coupled, time series. We focus on the zebrafish model organism, which is rapidly emerging as a species of choice in preclinical research for its genetic similarity to humans and reduced neurobiological complexity with respect to mammals. To overcome experimental confounds and generate test data sets on which we can thoroughly assess our approach, we adapt and calibrate a data-driven stochastic model of zebrafish motion for the simulation of a coupled dynamical system of zebrafish pairs. In this synthetic data set, the extent and direction of the coupling between the fish are systematically varied across a wide parameter range to demonstrate the accuracy and reliability of transfer entropy in inferring leadership. Our approach is expected to aid in the analysis of collective behavior, providing a data-driven perspective to understand social interactions.

Boldness, Aggression, and Shoaling Assays for Zebrafish Behavioral Syndromes.

PubMed

Way, Gregory P; Southwell, Maura; McRobert, Scott P

2016-08-29

A behavioral syndrome exists when specific behaviors interact under different contexts. Zebrafish have been test subjects in recent studies and it is important to standardize protocols to ensure proper analyses and interpretations. In our previous studies, we have measured boldness by monitoring a series of behaviors (time near surface, latency in transitions, number of transitions, and darts) in a 1.5 L trapezoidal tank. Likewise, we quantified aggression by observing bites, lateral displays, darts, and time near an inclined mirror in a rectangular 19 L tank. By dividing a 76 L tank into thirds, we also examined shoaling preferences. The shoaling assay is a highly customizable assay and can be tailored for specific hypotheses. However, protocols for this assay also must be standardized, yet flexible enough for customization. In previous studies, end chambers were either empty, contained 5 or 10 zebrafish, or 5 pearl danios (D. albolineatus). In the following manuscript, we present a detailed protocol and representative data that accompany successful applications of the protocol, which will allow for replication of behavioral syndrome experiments.

Some methodological issues in the longitudinal analysis of demographic data.

PubMed

Krishinan, P

1982-12-01

Most demographic data are macro (or aggregate) in nature. Some relevant methodological issues are presented here in a time series study using aggregate data. The micro-macro distinction is relative. Time enters into the micro and macro variables in different ways. A simple micro model of rural-urban migration is given. Method 1 is to assume homogeneity in behavior. Method 2 is a Bayesian estimation. A discusssion of the results follows. Time series models of aggregate data are given. The nature of the model--predictive or explanatory--must be decided on. Explanatory models in longitudinal studies have been developed. Ways to go to the micro level from the macro are discussed. The aggregation-disaggregation problem in demography is not similar to that in econometrics. To understand small populations, separate micro level data have to be collected and analyzed and appropriate models developed. Both types of models have their uses.

Random cascade model in the limit of infinite integral scale as the exponential of a nonstationary 1/f noise: Application to volatility fluctuations in stock markets

NASA Astrophysics Data System (ADS)

Muzy, Jean-François; Baïle, Rachel; Bacry, Emmanuel

2013-04-01

In this paper we propose a new model for volatility fluctuations in financial time series. This model relies on a nonstationary Gaussian process that exhibits aging behavior. It turns out that its properties, over any finite time interval, are very close to continuous cascade models. These latter models are indeed well known to reproduce faithfully the main stylized facts of financial time series. However, it involves a large-scale parameter (the so-called “integral scale” where the cascade is initiated) that is hard to interpret in finance. Moreover, the empirical value of the integral scale is in general deeply correlated to the overall length of the sample. This feature is precisely predicted by our model, which, as illustrated by various examples from daily stock index data, quantitatively reproduces the empirical observations.

Tool Wear Monitoring Using Time Series Analysis

NASA Astrophysics Data System (ADS)

Song, Dong Yeul; Ohara, Yasuhiro; Tamaki, Haruo; Suga, Masanobu

A tool wear monitoring approach considering the nonlinear behavior of cutting mechanism caused by tool wear and/or localized chipping is proposed, and its effectiveness is verified through the cutting experiment and actual turning machining. Moreover, the variation in the surface roughness of the machined workpiece is also discussed using this approach. In this approach, the residual error between the actually measured vibration signal and the estimated signal obtained from the time series model corresponding to dynamic model of cutting is introduced as the feature of diagnosis. Consequently, it is found that the early tool wear state (i.e. flank wear under 40µm) can be monitored, and also the optimal tool exchange time and the tool wear state for actual turning machining can be judged by this change in the residual error. Moreover, the variation of surface roughness Pz in the range of 3 to 8µm can be estimated by the monitoring of the residual error.

The Decline in Diffuse Support for National Politics

PubMed Central

Jennings, Will; Clarke, Nick; Moss, Jonathan; Stoker, Gerry

2017-01-01

Abstract This research note considers how to track long-term trajectories of political discontent in Britain. Many accounts are confined to using either survey data drawn from recent decades or imperfect behavioral measures such as voting or party membership as indicators of political disengagement. We instead develop an approach that provides the long view on political disaffection. We first consider time-series data available from repeated survey measures. We next replicate historic survey questions to observe change in public opinion relative to earlier points in time. Finally, we use Stimson’s (1991) dyad-ratios algorithm to construct an over-time index of political discontent that combines data from multiple poll series. This reveals rising levels of political discontent for both specific and diffuse measures of mass opinion. Our method and findings offer insights into the rising tide of disillusionment afflicting many contemporary democracies. PMID:29731522

The Decline in Diffuse Support for National Politics: The Long View on Political Discontent in Britain.

PubMed

Jennings, Will; Clarke, Nick; Moss, Jonathan; Stoker, Gerry

2017-09-01

This research note considers how to track long-term trajectories of political discontent in Britain. Many accounts are confined to using either survey data drawn from recent decades or imperfect behavioral measures such as voting or party membership as indicators of political disengagement. We instead develop an approach that provides the long view on political disaffection. We first consider time-series data available from repeated survey measures. We next replicate historic survey questions to observe change in public opinion relative to earlier points in time. Finally, we use Stimson's (1991) dyad-ratios algorithm to construct an over-time index of political discontent that combines data from multiple poll series. This reveals rising levels of political discontent for both specific and diffuse measures of mass opinion. Our method and findings offer insights into the rising tide of disillusionment afflicting many contemporary democracies.

Cardiovascular responses in type A and type B men to a series of stressors.

PubMed

Ward, M M; Chesney, M A; Swan, G E; Black, G W; Parker, S D; Rosenman, R H

1986-02-01

Fifty-six healthy adult males were administered the Type A Structured Interview and assessed as exhibiting either Type A (N = 42) or Type B (N = 14) behavior pattern. They were monitored for systolic (SBP) and diastolic blood pressure (DBP) and heart rate (HR) responses during a series of six challenging tasks: Mental Arithmetic, Hypothesis Testing, Reaction Time, Video Game, Handgrip, and Cold Pressor. The results indicated that Type A subjects exhibited greater cardiovascular responses than did Type B subjects during some (Hypothesis Testing, Reaction Time, Video Game and Mental Arithmetic) but not all (Handgrip and Cold Pressor) of the tasks. These results are discussed in terms of previously reported findings on conditions that do and do not produce differences in Type A/B cardiovascular stress responses.

Cross-correlations between the US monetary policy, US dollar index and crude oil market

NASA Astrophysics Data System (ADS)

Sun, Xinxin; Lu, Xinsheng; Yue, Gongzheng; Li, Jianfeng

2017-02-01

This paper investigates the cross-correlations between the US monetary policy, US dollar index and WTI crude oil market, using a dataset covering a period from February 4, 1994 to February 29, 2016. Our study contributes to the literature by examining the effect of the US monetary policy on US dollar index and WTI crude oil through the MF-DCCA approach. The empirical results show that the cross-correlations between the three sets of time series exhibit strong multifractal features with the strength of multifractality increasing over the sample period. Employing a rolling window analysis, our empirical results show that the US monetary policy operations have clear influences on the cross-correlated behavior of the three time series covered by this study.

Phase locking route behind complex periodic windows in a forced oscillator

NASA Astrophysics Data System (ADS)

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

2013-09-01

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

High-Density Liquid-State Machine Circuitry for Time-Series Forecasting.

PubMed

Rosselló, Josep L; Alomar, Miquel L; Morro, Antoni; Oliver, Antoni; Canals, Vincent

2016-08-01

Spiking neural networks (SNN) are the last neural network generation that try to mimic the real behavior of biological neurons. Although most research in this area is done through software applications, it is in hardware implementations in which the intrinsic parallelism of these computing systems are more efficiently exploited. Liquid state machines (LSM) have arisen as a strategic technique to implement recurrent designs of SNN with a simple learning methodology. In this work, we show a new low-cost methodology to implement high-density LSM by using Boolean gates. The proposed method is based on the use of probabilistic computing concepts to reduce hardware requirements, thus considerably increasing the neuron count per chip. The result is a highly functional system that is applied to high-speed time series forecasting.

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.

Does Product Placement Change Television Viewers’ Social Behavior?

PubMed Central

Paluck, Elizabeth Levy; Lagunes, Paul; Green, Donald P.; Vavreck, Lynn; Peer, Limor; Gomila, Robin

2015-01-01

To what extent are television viewers affected by the behaviors and decisions they see modeled by characters in television soap operas? Collaborating with scriptwriters for three prime-time nationally-broadcast Spanish-language telenovelas, we embedded scenes about topics such as drunk driving or saving money at randomly assigned periods during the broadcast season. Outcomes were measured unobtrusively by aggregate city- and nation-wide time series, such as the number of Hispanic motorists arrested daily for drunk driving or the number of accounts opened in banks located in Hispanic neighborhoods. Results indicate that while two of the treatment effects are statistically significant, none are substantively large or long-lasting. Actions that could be taken during the immediate viewing session, like online searching, and those that were relatively more integrated into the telenovela storyline, specifically reducing cholesterol, were briefly affected, but not behaviors requiring sustained efforts, like opening a bank account or registering to vote. PMID:26398217

Does Product Placement Change Television Viewers' Social Behavior?

PubMed

Paluck, Elizabeth Levy; Lagunes, Paul; Green, Donald P; Vavreck, Lynn; Peer, Limor; Gomila, Robin

2015-01-01

To what extent are television viewers affected by the behaviors and decisions they see modeled by characters in television soap operas? Collaborating with scriptwriters for three prime-time nationally-broadcast Spanish-language telenovelas, we embedded scenes about topics such as drunk driving or saving money at randomly assigned periods during the broadcast season. Outcomes were measured unobtrusively by aggregate city- and nation-wide time series, such as the number of Hispanic motorists arrested daily for drunk driving or the number of accounts opened in banks located in Hispanic neighborhoods. Results indicate that while two of the treatment effects are statistically significant, none are substantively large or long-lasting. Actions that could be taken during the immediate viewing session, like online searching, and those that were relatively more integrated into the telenovela storyline, specifically reducing cholesterol, were briefly affected, but not behaviors requiring sustained efforts, like opening a bank account or registering to vote.

From heavy-tailed to exponential distribution of interevent time in cellphone top-up behavior

NASA Astrophysics Data System (ADS)

Wang, Peng; Ma, Qiang

2017-05-01

Cellphone top-up is a kind of activities, to a great extent, driven by individual consumption rather than personal interest and this behavior should be stable in common sense. However, our researches find there are heavy-tails both in interevent time distribution and purchase frequency distribution at the global level. Moreover, we find both memories of interevent time and unit price series are negative, which is different from previous bursty activities. We divide individuals into five groups according to the purchase frequency and the average unit price respectively. Then, the group analysis shows some significant heterogeneity in this behavior. On one hand, we obtain only the individuals with high purchase frequency have the heavy-tailed nature in interevent time distribution. On the contrary, the negative memory is only caused by low purchase-frequency individuals without burstiness. On the other hand, the individuals with different preferential price also have different power-law exponents at the group level and there is no data collapse after rescaling between these distributions. Our findings produce the evidence for the significant heterogeneity of human activity in many aspects.

Self-Similar Random Process and Chaotic Behavior In Serrated Flow of High Entropy Alloys

PubMed Central

Chen, Shuying; Yu, Liping; Ren, Jingli; Xie, Xie; Li, Xueping; Xu, Ying; Zhao, Guangfeng; Li, Peizhen; Yang, Fuqian; Ren, Yang; Liaw, Peter K.

2016-01-01

The statistical and dynamic analyses of the serrated-flow behavior in the nanoindentation of a high-entropy alloy, Al0.5CoCrCuFeNi, at various holding times and temperatures, are performed to reveal the hidden order associated with the seemingly-irregular intermittent flow. Two distinct types of dynamics are identified in the high-entropy alloy, which are based on the chaotic time-series, approximate entropy, fractal dimension, and Hurst exponent. The dynamic plastic behavior at both room temperature and 200 °C exhibits a positive Lyapunov exponent, suggesting that the underlying dynamics is chaotic. The fractal dimension of the indentation depth increases with the increase of temperature, and there is an inflection at the holding time of 10 s at the same temperature. A large fractal dimension suggests the concurrent nucleation of a large number of slip bands. In particular, for the indentation with the holding time of 10 s at room temperature, the slip process evolves as a self-similar random process with a weak negative correlation similar to a random walk. PMID:27435922

Self-similar random process and chaotic behavior in serrated flow of high entropy alloys

DOE PAGES

Chen, Shuying; Yu, Liping; Ren, Jingli; ...

2016-07-20

Here, the statistical and dynamic analyses of the serrated-flow behavior in the nanoindentation of a high-entropy alloy, Al 0.5CoCrCuFeNi, at various holding times and temperatures, are performed to reveal the hidden order associated with the seemingly-irregular intermittent flow. Two distinct types of dynamics are identified in the high-entropy alloy, which are based on the chaotic time-series, approximate entropy, fractal dimension, and Hurst exponent. The dynamic plastic behavior at both room temperature and 200 °C exhibits a positive Lyapunov exponent, suggesting that the underlying dynamics is chaotic. The fractal dimension of the indentation depth increases with the increase of temperature, andmore » there is an inflection at the holding time of 10 s at the same temperature. A large fractal dimension suggests the concurrent nucleation of a large number of slip bands. In particular, for the indentation with the holding time of 10 s at room temperature, the slip process evolves as a self-similar random process with a weak negative correlation similar to a random walk.« less

Self-Similar Random Process and Chaotic Behavior In Serrated Flow of High Entropy Alloys.

PubMed

Chen, Shuying; Yu, Liping; Ren, Jingli; Xie, Xie; Li, Xueping; Xu, Ying; Zhao, Guangfeng; Li, Peizhen; Yang, Fuqian; Ren, Yang; Liaw, Peter K

2016-07-20

The statistical and dynamic analyses of the serrated-flow behavior in the nanoindentation of a high-entropy alloy, Al0.5CoCrCuFeNi, at various holding times and temperatures, are performed to reveal the hidden order associated with the seemingly-irregular intermittent flow. Two distinct types of dynamics are identified in the high-entropy alloy, which are based on the chaotic time-series, approximate entropy, fractal dimension, and Hurst exponent. The dynamic plastic behavior at both room temperature and 200 °C exhibits a positive Lyapunov exponent, suggesting that the underlying dynamics is chaotic. The fractal dimension of the indentation depth increases with the increase of temperature, and there is an inflection at the holding time of 10 s at the same temperature. A large fractal dimension suggests the concurrent nucleation of a large number of slip bands. In particular, for the indentation with the holding time of 10 s at room temperature, the slip process evolves as a self-similar random process with a weak negative correlation similar to a random walk.

Treating Comorbid Anxiety in Adolescents With ADHD Using a Cognitive Behavior Therapy Program Approach.

PubMed

Houghton, Stephen; Alsalmi, Nadiyah; Tan, Carol; Taylor, Myra; Durkin, Kevin

2017-11-01

To evaluate an 8-week cognitive behavior therapy (CBT) treatment specifically designed for adolescents with ADHD and comorbid anxiety. Using a multiple baseline design, nine adolescents (13 years to 16 years 9 months) received a weekly CBT, which focused on four identified anxiety-arousing times. Participants self-recorded their levels of anxiety for each of the four times during baseline, intervention, and a maintenance phase. Anxiety was also assessed using the Multidimensional Anxiety Scale for Children (MASC). Paired samples t tests supported the success of the intervention. Interrupted time-series data for each participant revealed varying rates of success across the four times, however. The MASC data revealed significant reductions in Physical Symptoms of Anxiety, Social Anxiety, Separation Anxiety, Harm Avoidance, and Total Anxiety. The data demonstrate the efficacy of a CBT program for the treatment of comorbid anxiety in adolescents with ADHD.

Comparative analysis of neural network and regression based condition monitoring approaches for wind turbine fault detection

NASA Astrophysics Data System (ADS)

Schlechtingen, Meik; Ferreira Santos, Ilmar

2011-07-01

This paper presents the research results of a comparison of three different model based approaches for wind turbine fault detection in online SCADA data, by applying developed models to five real measured faults and anomalies. The regression based model as the simplest approach to build a normal behavior model is compared to two artificial neural network based approaches, which are a full signal reconstruction and an autoregressive normal behavior model. Based on a real time series containing two generator bearing damages the capabilities of identifying the incipient fault prior to the actual failure are investigated. The period after the first bearing damage is used to develop the three normal behavior models. The developed or trained models are used to investigate how the second damage manifests in the prediction error. Furthermore the full signal reconstruction and the autoregressive approach are applied to further real time series containing gearbox bearing damages and stator temperature anomalies. The comparison revealed all three models being capable of detecting incipient faults. However, they differ in the effort required for model development and the remaining operational time after first indication of damage. The general nonlinear neural network approaches outperform the regression model. The remaining seasonality in the regression model prediction error makes it difficult to detect abnormality and leads to increased alarm levels and thus a shorter remaining operational period. For the bearing damages and the stator anomalies under investigation the full signal reconstruction neural network gave the best fault visibility and thus led to the highest confidence level.

On the validity of the Poisson assumption in sampling nanometer-sized aerosols

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

Damit, Brian E; Wu, Dr. Chang-Yu; Cheng, Mengdawn

2014-01-01

A Poisson process is traditionally believed to apply to the sampling of aerosols. For a constant aerosol concentration, it is assumed that a Poisson process describes the fluctuation in the measured concentration because aerosols are stochastically distributed in space. Recent studies, however, have shown that sampling of micrometer-sized aerosols has non-Poissonian behavior with positive correlations. The validity of the Poisson assumption for nanometer-sized aerosols has not been examined and thus was tested in this study. Its validity was tested for four particle sizes - 10 nm, 25 nm, 50 nm and 100 nm - by sampling from indoor air withmore » a DMA- CPC setup to obtain a time series of particle counts. Five metrics were calculated from the data: pair-correlation function (PCF), time-averaged PCF, coefficient of variation, probability of measuring a concentration at least 25% greater than average, and posterior distributions from Bayesian inference. To identify departures from Poissonian behavior, these metrics were also calculated for 1,000 computer-generated Poisson time series with the same mean as the experimental data. For nearly all comparisons, the experimental data fell within the range of 80% of the Poisson-simulation values. Essentially, the metrics for the experimental data were indistinguishable from a simulated Poisson process. The greater influence of Brownian motion for nanometer-sized aerosols may explain the Poissonian behavior observed for smaller aerosols. Although the Poisson assumption was found to be valid in this study, it must be carefully applied as the results here do not definitively prove applicability in all sampling situations.« less

Social Sensor Analytics: Making Sense of Network Models in Social Media

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

Dowling, Chase P.; Harrison, Joshua J.; Sathanur, Arun V.

Social networks can be thought of as noisy sensor networks mapping real world information to the web. Owing to the extensive body of literature in sensor network analysis, this work sought to apply several novel and traditional methods in sensor network analysis for the purposes of efficiently interrogating social media data streams from raw data. We carefully revisit our definition of a social media signal from previous work both in terms of time-varying features within the data and the networked nature of the medium. Further, we detail our analysis of global patterns in Twitter over the months of November 2013more » and June 2014, detect and categorize events, and illustrate how these analyses can be used to inform graph-based models of Twitter, namely using a recent network influence model called PhySense: similar to PageRank but tuned to behavioral analysis by leveraging a sociologically inspired probabilistic model. We ultimately identify forms of information dissemination via analysis of time series and dynamic graph spectra and corroborate these findings through manual investigation of the data as a requisite step in modeling the diffusion process with PhySense. We hope to sufficiently characterize global behavior in a medium such as Twitter as a means of learning global model parameters one may use to predict or simulate behavior on a large scale. We have made our time series and dynamic graph analytical code available via a GitHub repository https://github.com/cpatdowling/salsa and our data are available upon request.« less

Simulation of financial market via nonlinear Ising model

NASA Astrophysics Data System (ADS)

Ko, Bonggyun; Song, Jae Wook; Chang, Woojin

2016-09-01

In this research, we propose a practical method for simulating the financial return series whose distribution has a specific heaviness. We employ the Ising model for generating financial return series to be analogous to those of the real series. The similarity between real financial return series and simulated one is statistically verified based on their stylized facts including the power law behavior of tail distribution. We also suggest the scheme for setting the parameters in order to simulate the financial return series with specific tail behavior. The simulation method introduced in this paper is expected to be applied to the other financial products whose price return distribution is fat-tailed.

Discovering monotonic stemness marker genes from time-series stem cell microarray data.

PubMed

Wang, Hsei-Wei; Sun, Hsing-Jen; Chang, Ting-Yu; Lo, Hung-Hao; Cheng, Wei-Chung; Tseng, George C; Lin, Chin-Teng; Chang, Shing-Jyh; Pal, Nikhil; Chung, I-Fang

2015-01-01

Identification of genes with ascending or descending monotonic expression patterns over time or stages of stem cells is an important issue in time-series microarray data analysis. We propose a method named Monotonic Feature Selector (MFSelector) based on a concept of total discriminating error (DEtotal) to identify monotonic genes. MFSelector considers various time stages in stage order (i.e., Stage One vs. other stages, Stages One and Two vs. remaining stages and so on) and computes DEtotal of each gene. MFSelector can successfully identify genes with monotonic characteristics. We have demonstrated the effectiveness of MFSelector on two synthetic data sets and two stem cell differentiation data sets: embryonic stem cell neurogenesis (ESCN) and embryonic stem cell vasculogenesis (ESCV) data sets. We have also performed extensive quantitative comparisons of the three monotonic gene selection approaches. Some of the monotonic marker genes such as OCT4, NANOG, BLBP, discovered from the ESCN dataset exhibit consistent behavior with that reported in other studies. The role of monotonic genes found by MFSelector in either stemness or differentiation is validated using information obtained from Gene Ontology analysis and other literature. We justify and demonstrate that descending genes are involved in the proliferation or self-renewal activity of stem cells, while ascending genes are involved in differentiation of stem cells into variant cell lineages. We have developed a novel system, easy to use even with no pre-existing knowledge, to identify gene sets with monotonic expression patterns in multi-stage as well as in time-series genomics matrices. The case studies on ESCN and ESCV have helped to get a better understanding of stemness and differentiation. The novel monotonic marker genes discovered from a data set are found to exhibit consistent behavior in another independent data set, demonstrating the utility of the proposed method. The MFSelector R function and data sets can be downloaded from: http://microarray.ym.edu.tw/tools/MFSelector/.

Characterization of time dynamical evolution of electroencephalographic epileptic records

NASA Astrophysics Data System (ADS)

Rosso, Osvaldo A.; Mairal, María. Liliana

2002-09-01

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

Autogenic geomorphic processes determine the resolution and fidelity of terrestrial paleoclimate records.

PubMed

Foreman, Brady Z; Straub, Kyle M

2017-09-01

Terrestrial paleoclimate records rely on proxies hosted in alluvial strata whose beds are deposited by unsteady and nonlinear geomorphic processes. It is broadly assumed that this renders the resultant time series of terrestrial paleoclimatic variability noisy and incomplete. We evaluate this assumption using a model of oscillating climate and the precise topographic evolution of an experimental alluvial system. We find that geomorphic stochasticity can create aliasing in the time series and spurious climate signals, but these issues are eliminated when the period of climate oscillation is longer than a key time scale of internal dynamics in the geomorphic system. This emergent autogenic geomorphic behavior imparts regularity to deposition and represents a natural discretization interval of the continuous climate signal. We propose that this time scale in nature could be in excess of 10 4 years but would still allow assessments of the rates of climate change at resolutions finer than the existing age model techniques in isolation.

Autogenic geomorphic processes determine the resolution and fidelity of terrestrial paleoclimate records

PubMed Central

Foreman, Brady Z.; Straub, Kyle M.

2017-01-01

Terrestrial paleoclimate records rely on proxies hosted in alluvial strata whose beds are deposited by unsteady and nonlinear geomorphic processes. It is broadly assumed that this renders the resultant time series of terrestrial paleoclimatic variability noisy and incomplete. We evaluate this assumption using a model of oscillating climate and the precise topographic evolution of an experimental alluvial system. We find that geomorphic stochasticity can create aliasing in the time series and spurious climate signals, but these issues are eliminated when the period of climate oscillation is longer than a key time scale of internal dynamics in the geomorphic system. This emergent autogenic geomorphic behavior imparts regularity to deposition and represents a natural discretization interval of the continuous climate signal. We propose that this time scale in nature could be in excess of 104 years but would still allow assessments of the rates of climate change at resolutions finer than the existing age model techniques in isolation. PMID:28924607

Phase correlation of foreign exchange time series

NASA Astrophysics Data System (ADS)

Wu, Ming-Chya

2007-03-01

Correlation of foreign exchange rates in currency markets is investigated based on the empirical data of USD/DEM and USD/JPY exchange rates for a period from February 1 1986 to December 31 1996. The return of exchange time series is first decomposed into a number of intrinsic mode functions (IMFs) by the empirical mode decomposition method. The instantaneous phases of the resultant IMFs calculated by the Hilbert transform are then used to characterize the behaviors of pricing transmissions, and the correlation is probed by measuring the phase differences between two IMFs in the same order. From the distribution of phase differences, our results show explicitly that the correlations are stronger in daily time scale than in longer time scales. The demonstration for the correlations in periods of 1986-1989 and 1990-1993 indicates two exchange rates in the former period were more correlated than in the latter period. The result is consistent with the observations from the cross-correlation calculation.

Editorial

NASA Astrophysics Data System (ADS)

Preis, T.

2011-03-01

The two articles in this issue of the European Physical Journal Special Topics cover topics in Econophysics and GPU computing in the last years. In the first article [1], the formation of market prices for financial assets is described which can be understood as superposition of individual actions of market participants, in which they provide cumulative supply and demand. This concept of macroscopic properties emerging from microscopic interactions among the various subcomponents of the overall system is also well-known in statistical physics. The distribution of price changes in financial markets is clearly non-Gaussian leading to distinct features of the price process, such as scaling behavior, non-trivial correlation functions and clustered volatility. This article focuses on the analysis of financial time series and their correlations. A method is used for quantifying pattern based correlations of a time series. With this methodology, evidence is found that typical behavioral patterns of financial market participants manifest over short time scales, i.e., that reactions to given price patterns are not entirely random, but that similar price patterns also cause similar reactions. Based on the investigation of the complex correlations in financial time series, the question arises, which properties change when switching from a positive trend to a negative trend. An empirical quantification by rescaling provides the result that new price extrema coincide with a significant increase in transaction volume and a significant decrease in the length of corresponding time intervals between transactions. These findings are independent of the time scale over 9 orders of magnitude, and they exhibit characteristics which one can also find in other complex systems in nature (and in physical systems in particular). These properties are independent of the markets analyzed. Trends that exist only for a few seconds show the same characteristics as trends on time scales of several months. Thus, it is possible to study financial bubbles and their collapses in more detail, because trend switching processes occur with higher frequency on small time scales. In addition, a Monte Carlo based simulation of financial markets is analyzed and extended in order to reproduce empirical features and to gain insight into their causes. These causes include both financial market microstructure and the risk aversion of market participants.

Automatic Realistic Real Time Stimulation/Recording in Weakly Electric Fish: Long Time Behavior Characterization in Freely Swimming Fish and Stimuli Discrimination

PubMed Central

Forlim, Caroline G.; Pinto, Reynaldo D.

2014-01-01

Weakly electric fish are unique model systems in neuroethology, that allow experimentalists to non-invasively, access, central nervous system generated spatio-temporal electric patterns of pulses with roles in at least 2 complex and incompletely understood abilities: electrocommunication and electrolocation. Pulse-type electric fish alter their inter pulse intervals (IPIs) according to different behavioral contexts as aggression, hiding and mating. Nevertheless, only a few behavioral studies comparing the influence of different stimuli IPIs in the fish electric response have been conducted. We developed an apparatus that allows real time automatic realistic stimulation and simultaneous recording of electric pulses in freely moving Gymnotus carapo for several days. We detected and recorded pulse timestamps independently of the fish’s position for days. A stimulus fish was mimicked by a dipole electrode that reproduced the voltage time series of real conspecific according to previously recorded timestamp sequences. We characterized fish behavior and the eletrocommunication in 2 conditions: stimulated by IPIs pre-recorded from other fish and random IPI ones. All stimuli pulses had the exact Gymontus carapo waveform. All fish presented a surprisingly long transient exploratory behavior (more than 8 h) when exposed to a new environment in the absence of electrical stimuli. Further, we also show that fish are able to discriminate between real and random stimuli distributions by changing several characteristics of their IPI distribution. PMID:24400122

A stochastic model for correlated protein motions

NASA Astrophysics Data System (ADS)

Karain, Wael I.; Qaraeen, Nael I.; Ajarmah, Basem

2006-06-01

A one-dimensional Langevin-type stochastic difference equation is used to find the deterministic and Gaussian contributions of time series representing the projections of a Bovine Pancreatic Trypsin Inhibitor (BPTI) protein molecular dynamics simulation along different eigenvector directions determined using principal component analysis. The deterministic part shows a distinct nonlinear behavior only for eigenvectors contributing significantly to the collective protein motion.

Eye Movement Control during Reading: II. Frequency of Refixating a Word. Technical Report No. 469.

ERIC Educational Resources Information Center

McConkie, G. W.; And Others

As part of a series of studies describing the oculomotor behavior of skilled readers, a study investigated whether a word refixation curve exists. Subjects, 66 college students fixating over 40,000 times, read lines of text from a computer screen and were instructed to read for meaning without regard to errors. Results of eye movement control…

The Health of Youth: A Cross-National Survey. WHO Regional Publications, European Series No. 69.

ERIC Educational Resources Information Center

King, Alan; And Others

This report presents the preliminary findings from WHO's (World Health Organization) fourth Health Behaviour in School-Aged Children (HBSC) Study. The study has two main objectives: (1) to monitor health-risk behavior in youth over time in order to provide the necessary background and clear targets for health promotion initiatives; and (2) to…

Designing and Proposing Your Research Project. Concise Guides to Conducting Behavioral, Health, and Social Science Research Series

ERIC Educational Resources Information Center

Urban, Jennifer Brown; van Eeden-Moorefield, Bradley Matheus

2017-01-01

Designing your own study and writing your research proposal takes time, often more so than conducting the study. This practical, accessible guide walks you through the entire process. You will learn to identify and narrow your research topic, develop your research question, design your study, and choose appropriate sampling and measurement…

Investigating and Modelling Effects of Climatically and Hydrologically Indicators on the Urmia Lake Coastline Changes Using Time Series Analysis

NASA Astrophysics Data System (ADS)

Ahmadijamal, M.; Hasanlou, M.

2017-09-01

Study of hydrological parameters of lakes and examine the variation of water level to operate management on water resources are important. The purpose of this study is to investigate and model the Urmia Lake water level changes due to changes in climatically and hydrological indicators that affects in the process of level variation and area of this lake. For this purpose, Landsat satellite images, hydrological data, the daily precipitation, the daily surface evaporation and the daily discharge in total of the lake basin during the period of 2010-2016 have been used. Based on time-series analysis that is conducted on individual data independently with same procedure, to model variation of Urmia Lake level, we used polynomial regression technique and combined polynomial with periodic behavior. In the first scenario, we fit a multivariate linear polynomial to our datasets and determining RMSE, NRSME and R² value. We found that fourth degree polynomial can better fit to our datasets with lowest RMSE value about 9 cm. In the second scenario, we combine polynomial with periodic behavior for modeling. The second scenario has superiority comparing to the first one, by RMSE value about 3 cm.

Validating Computational Human Behavior Models: Consistency and Accuracy Issues

DTIC Science & Technology

2004-06-01

includes a discussion of SME demographics, content, and organization of the datasets . This research generalizes data from two pilot studies and two base...meet requirements for validating the varied and complex behavioral models. Through a series of empirical studies , this research identifies subject...meet requirements for validating the varied and complex behavioral models. Through a series of empirical studies , this research identifies subject

Designing Interventions for Preschool Learning and Behavior Problems. The Jossey-Bass Social and Behavioral Science Series and the Jossey-Bass Education Series.

ERIC Educational Resources Information Center

Barnett, David W.; Carey, Karen T.

This book aims to help in developing interventions for preschool children with learning and behavior problems, guided by a scientist-practitioner model that integrates research and deals effectively with the realities of practice. The book emphasizes a theory of psychosocial change rather than developmental theories. The book is written for…

Diving into the analysis of time-depth recorder and behavioural data records: A workshop summary

NASA Astrophysics Data System (ADS)

Womble, Jamie N.; Horning, Markus; Lea, Mary-Anne; Rehberg, Michael J.

2013-04-01

Directly observing the foraging behavior of animals in the marine environment can be extremely challenging, if not impossible, as such behavior often takes place beneath the surface of the ocean and in extremely remote areas. In lieu of directly observing foraging behavior, data from time-depth recorders and other types of behavioral data recording devices are commonly used to describe and quantify the behavior of fish, squid, seabirds, sea turtles, pinnipeds, and cetaceans. Often the definitions of actual behavioral units and analytical approaches may vary substantially which may influence results and limit our ability to compare behaviors of interest across taxonomic groups and geographic regions. A workshop was convened in association with the Fourth International Symposium on Bio-logging in Hobart, Tasmania on 8 March 2011, with the goal of providing a forum for the presentation, review, and discussion of various methods and approaches that are used to describe and analyze time-depth recorder and associated behavioral data records. The international meeting brought together 36 participants from 14 countries from a diversity of backgrounds including scientists from academia and government, graduate students, post-doctoral fellows, and developers of electronic tagging technology and analysis software. The specific objectives of the workshop were to host a series of invited presentations followed by discussion sessions focused on (1) identifying behavioral units and metrics that are suitable for empirical studies, (2) reviewing analytical approaches and techniques that can be used to objectively classify behavior, and (3) identifying cases when temporal autocorrelation structure is useful for identifying behaviors of interest. Outcomes of the workshop included highlighting the need to better define behavioral units and to devise more standardized processing and analytical techniques in order to ensure that results are comparable across studies and taxonomic groups.

A framework for periodic outlier pattern detection in time-series sequences.

PubMed

Rasheed, Faraz; Alhajj, Reda

2014-05-01

Periodic pattern detection in time-ordered sequences is an important data mining task, which discovers in the time series all patterns that exhibit temporal regularities. Periodic pattern mining has a large number of applications in real life; it helps understanding the regular trend of the data along time, and enables the forecast and prediction of future events. An interesting related and vital problem that has not received enough attention is to discover outlier periodic patterns in a time series. Outlier patterns are defined as those which are different from the rest of the patterns; outliers are not noise. While noise does not belong to the data and it is mostly eliminated by preprocessing, outliers are actual instances in the data but have exceptional characteristics compared with the majority of the other instances. Outliers are unusual patterns that rarely occur, and, thus, have lesser support (frequency of appearance) in the data. Outlier patterns may hint toward discrepancy in the data such as fraudulent transactions, network intrusion, change in customer behavior, recession in the economy, epidemic and disease biomarkers, severe weather conditions like tornados, etc. We argue that detecting the periodicity of outlier patterns might be more important in many sequences than the periodicity of regular, more frequent patterns. In this paper, we present a robust and time efficient suffix tree-based algorithm capable of detecting the periodicity of outlier patterns in a time series by giving more significance to less frequent yet periodic patterns. Several experiments have been conducted using both real and synthetic data; all aspects of the proposed approach are compared with the existing algorithm InfoMiner; the reported results demonstrate the effectiveness and applicability of the proposed approach.

Omori's law in the Internet traffic

NASA Astrophysics Data System (ADS)

Abe, S.; Suzuki, N.

2003-03-01

The Internet is a complex system, whose temporal behavior is highly nonstationary and exhibits sudden drastic changes regarded as main shocks or catastrophes. Here, analyzing a set of time series data of round-trip time measured in echo experiment with the Ping Command, the property of "aftershocks" (i.e., catastrophes of smaller scales) after a main shock is studied. It is found that the aftershocks obey Omori's law. Thus, the Internet shares with earthquakes and financial-market crashes a common scale-invariant feature in the temporal patterns of aftershocks.

Sector Identification in a Set of Stock Return Time Series Traded at the London Stock Exchange

NASA Astrophysics Data System (ADS)

Coronnello, C.; Tumminello, M.; Lillo, F.; Micciche, S.; Mantegna, R. N.

2005-09-01

We compare some methods recently used in the literature to detect the existence of a certain degree of common behavior of stock returns belonging to the same economic sector. Specifically, we discuss methods based on random matrix theory and hierarchical clustering techniques. We apply these methods to a portfolio of stocks traded at the London Stock Exchange. The investigated time series are recorded both at a daily time horizon and at a 5-minute time horizon. The correlation coefficient matrix is very different at different time horizons confirming that more structured correlation coefficient matrices are observed for long time horizons. All the considered methods are able to detect economic information and the presence of clusters characterized by the economic sector of stocks. However, different methods present a different degree of sensitivity with respect to different sectors. Our comparative analysis suggests that the application of just a single method could not be able to extract all the economic information present in the correlation coefficient matrix of a stock portfolio.

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

PubMed

Valdés, Julio J; Bonham-Carter, Graeme

2006-03-01

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

Challenge Online Time Series Clustering For Demand Response A Theory to Break the ‘Curse of Dimensionality'

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

Pal, Ranjan; Chelmis, Charalampos; Aman, Saima

The advent of smart meters and advanced communication infrastructures catalyzes numerous smart grid applications such as dynamic demand response, and paves the way to solve challenging research problems in sustainable energy consumption. The space of solution possibilities are restricted primarily by the huge amount of generated data requiring considerable computational resources and efficient algorithms. To overcome this Big Data challenge, data clustering techniques have been proposed. Current approaches however do not scale in the face of the “increasing dimensionality” problem where a cluster point is represented by the entire customer consumption time series. To overcome this aspect we first rethinkmore » the way cluster points are created and designed, and then design an efficient online clustering technique for demand response (DR) in order to analyze high volume, high dimensional energy consumption time series data at scale, and on the fly. Our online algorithm is randomized in nature, and provides optimal performance guarantees in a computationally efficient manner. Unlike prior work we (i) study the consumption properties of the whole population simultaneously rather than developing individual models for each customer separately, claiming it to be a ‘killer’ approach that breaks the “curse of dimensionality” in online time series clustering, and (ii) provide tight performance guarantees in theory to validate our approach. Our insights are driven by the field of sociology, where collective behavior often emerges as the result of individual patterns and lifestyles.« less

Searching for geodetic transient slip signals along the Parkfield segment of the San Andreas Fault

NASA Astrophysics Data System (ADS)

Rousset, B.; Burgmann, R.

2017-12-01

The Parkfield section of the San Andreas fault is at the transition between a segment locked since the 1857 Mw 7.9 Fort Tejon earthquake to its south and a creeping segment to the north. It is particularly well instrumented since it is the many previous studies have focused on studying the coseismic and postseismic phases of the two most recent earthquake cycles, the interseismic phase is exhibiting interesting dynamics at the down-dip edge of the seismogenic zone, characterized by a very large number of low frequency earthquakes (LFE) with different behaviors depending on location. Interseismic fault creep rates appear to vary over a wide range of spatial and temporal scales, from the Earth's surface to the base of crust. In this study, we take advantage of the dense Global Positioning System (GPS) network, with 77 continuous stations located within a circle of radius 80 km centered on Parkfield. We correct these time series for the co- and postseismic signals of the 2003 Mw 6.3 San Simeon and 2004 Mw 6.0 Parkfield earthquakes. We then cross-correlate the residual time series with synthetic slow-slip templates following the approach of Rousset et al. (2017). Synthetic tests with transient events contained in GPS time series with realistic noise show the limit of detection of the method. In the application with real GPS time series, the highest correlation amplitudes are compared with micro-seismicity rates, as well as tremor and LFE observations.

Prediction of forest canopy and surface fuels from Lidar and satellite time series data in a bark beetle-affected forest

USGS Publications Warehouse

Bright, Benjamin C.; Hudak, Andrew T.; Meddens, Arjan J.H.; Hawbaker, Todd J.; Briggs, Jenny S.; Kennedy, Robert E.

2017-01-01

Wildfire behavior depends on the type, quantity, and condition of fuels, and the effect that bark beetle outbreaks have on fuels is a topic of current research and debate. Remote sensing can provide estimates of fuels across landscapes, although few studies have estimated surface fuels from remote sensing data. Here we predicted and mapped field-measured canopy and surface fuels from light detection and ranging (lidar) and Landsat time series explanatory variables via random forest (RF) modeling across a coniferous montane forest in Colorado, USA, which was affected by mountain pine beetles (Dendroctonus ponderosae Hopkins) approximately six years prior. We examined relationships between mapped fuels and the severity of tree mortality with correlation tests. RF models explained 59%, 48%, 35%, and 70% of the variation in available canopy fuel, canopy bulk density, canopy base height, and canopy height, respectively (percent root-mean-square error (%RMSE) = 12–54%). Surface fuels were predicted less accurately, with models explaining 24%, 28%, 32%, and 30% of the variation in litter and duff, 1 to 100-h, 1000-h, and total surface fuels, respectively (%RMSE = 37–98%). Fuel metrics were negatively correlated with the severity of tree mortality, except canopy base height, which increased with greater tree mortality. Our results showed how bark beetle-caused tree mortality significantly reduced canopy fuels in our study area. We demonstrated that lidar and Landsat time series data contain substantial information about canopy and surface fuels and can be used for large-scale efforts to monitor and map fuel loads for fire behavior modeling at a landscape scale.

Hydrological signals in height and gravity in northeastern Italy inferred from principal components analysis

NASA Astrophysics Data System (ADS)

Zerbini, S.; Raicich, F.; Richter, B.; Gorini, V.; Errico, M.

2010-04-01

This work describes a study of GPS heights, gravity and hydrological time series collected by stations located in northeastern Italy. During the last 12 years, changes in the long-term behaviors of the GPS heights and gravity time series are observed. In particular, starting in 2004-2005, a height increase is observed over the whole area. The temporal and spatial variability of these parameters has been studied as well as those of key hydrological variables, namely precipitation, hydrological balance and water table by using the Empirical Orthogonal Functions (EOF) analysis. The coupled variability between the GPS heights and the hydrological balance and precipitation data has been investigated by means of the Singular Value Decomposition (SVD) approach. Significant common patterns in the spatial and temporal variability of these parameters have been recognized. In particular, hydrology-induced variations are clearly observable starting in 2002-2003 in the southern part of the Po Plain for the longest time series, and from 2004-2005 over the whole area. These findings, obtained by means of purely mathematical approaches, are supported by sound physical interpretation suggesting that the climate-related fluctuations in the regional/local hydrological regime are one of the main contributors to the observed variations. A regional scale signal has been identified in the GPS station heights; it is characterized by the opposite behavior of the southern and northern stations in response to the hydrological forcing. At Medicina, in the southern Po Plain, the EOF analysis has shown a marked common signal between the GPS heights and the Superconducting Gravimeter (SG) data both over the long and the short period.

Acoustical monitoring of fish behavior in a tank

NASA Astrophysics Data System (ADS)

Conti, Stephan G.; Maurer, Benjamin D.; Roux, Philippe; Fauvel, Christian; Demer, David A.; Waters, Kendall R.

2004-10-01

In recent publications, it has been demonstrated that the total scattering cross section of fish moving in a tank can be estimated from ensembles of reverberation time series. However, the reproducibility of these measurements is influenced by parameters such as the motion or the behavior of the fish. In this work, we propose to observe acoustically the behavior of fish in a tank, and to measure their average speed. The total scattering cross section of live fish (sardines, sea bass and bocaccio) in a tank was measured repeatedly over multiple days. The species used in this study have different behaviors, which are reflected in the acoustical measurements. Depending on the behavior of the fish, such as the average displacement between two acoustic pings or the aggregation type, the total scattering cross section is different. Correlation between the acoustical measurements and the day and night behavior of the fish is demonstrated. Interpretation of such measurements can lead to monitoring acoustically and nonintrusively the behavior of fish in tanks.

Enhancing health knowledge, health beliefs, and health behavior in Poland through a health promoting television program series.

PubMed

Chew, Fiona; Palmer, Sushma; Slonska, Zofia; Subbiah, Kalyani

2002-01-01

This study examined the impact of a health promoting television program series on health knowledge and the key factors of the health belief model (HBM) that have led people to engage in healthy behavior (exercising, losing weight, changing eating habits, and not smoking/quitting smoking). Using data from a posttest comparison field study with 15) viewers and 146 nonviewers in Poland, we found that hierarchical regression analysis showed stronger support for the HBM factors of efficacy, susceptibility, seriousness, and salience in their contribution toward health behavior among television viewers compared with nonviewers. Cues to action variables (including television viewing) and health knowledge boosted efficacy among viewers. Without the advantage of receiving health information from the television series, nonviewers relied on their basic disease fears on one hand, and interest in good health on the other to take steps toward becoming healthier. A health promoting television series can increase health knowledge and enhance health beliefs, which in turn contribute to healthy behaviors.

The Meta Marriage: Links Between Older Couples' Relationship Narratives and Marital Satisfaction.

PubMed

McCoy, Alexandra; Rauer, Amy; Sabey, Allen

2017-12-01

Drawing upon a relatively understudied population and a unique observational task, the current study sought to examine how older couples' interactional behaviors during a relationship narrative task were associated with marital satisfaction over time. Using observational data from a sample of 64 older, higher-functioning married couples, we analyzed a series of Actor-Partner Independence Models (APIM) to explore how couples' interactional behaviors during a relationship narrative task were associated with spouses' marital satisfaction both concurrently and one year later. Analyses revealed that spouses' behaviors (e.g., expressions of positive affect, negative affect, communication skills, engagement) were associated with their self-reported marital satisfaction both at the time of the narrative and with changes in marital satisfaction. We found particularly robust evidence for the role of husbands' negative affect during the narrative task in predicting changes in both spouses' marital satisfaction over time. Our results indicate that researchers and clinicians should carefully consider the influence of development on the associations between spouses' behaviors and marital satisfaction. Further, those seeking to improve marriages in later life may need to consider the meaningful role that gender appears to play in shaping the marital experiences of older couples. © 2016 Family Process Institute.

Influence of the Investor's Behavior on the Complexity of the Stock Market

NASA Astrophysics Data System (ADS)

Atman, A. P. F.; Gonçalves, Bruna Amin

2012-04-01

One of the pillars of the finance theory is the efficient-market hypothesis, which is used to analyze the stock market. However, in recent years, this hypothesis has been questioned by a number of studies showing evidence of unusual behaviors in the returns of financial assets ("anomalies") caused by behavioral aspects of the economic agents. Therefore, it is time to initiate a debate about the efficient-market hypothesis and the "behavioral finances." We here introduce a cellular automaton model to study the stock market complexity, considering different behaviors of the economical agents. From the analysis of the stationary standard of investment observed in the simulations and the Hurst exponents obtained for the term series of stock index, we draw conclusions concerning the complexity of the model compared to real markets. We also investigate which conditions of the investors are able to influence the efficient market hypothesis statements.

Assessing Behavioral Stages From Social Media Data.

PubMed

Liu, Jason; Weitzman, Elissa R; Chunara, Rumi

2017-01-01

Important work rooted in psychological theory posits that health behavior change occurs through a series of discrete stages. Our work builds on the field of social computing by identifying how social media data can be used to resolve behavior stages at high resolution (e.g. hourly/daily) for key population subgroups and times. In essence this approach opens new opportunities to advance psychological theories and better understand how our health is shaped based on the real, dynamic, and rapid actions we make every day. To do so, we bring together domain knowledge and machine learning methods to form a hierarchical classification of Twitter data that resolves different stages of behavior. We identify and examine temporal patterns of the identified stages, with alcohol as a use case (planning or looking to drink, currently drinking, and reflecting on drinking). Known seasonal trends are compared with findings from our methods. We discuss the potential health policy implications of detecting high frequency behavior stages.

Combinatorial Optimization by Amoeba-Based Neurocomputer with Chaotic Dynamics

NASA Astrophysics Data System (ADS)

Aono, Masashi; Hirata, Yoshito; Hara, Masahiko; Aihara, Kazuyuki

We demonstrate a computing system based on an amoeba of a true slime mold Physarum capable of producing rich spatiotemporal oscillatory behavior. Our system operates as a neurocomputer because an optical feedback control in accordance with a recurrent neural network algorithm leads the amoeba's photosensitive branches to search for a stable configuration concurrently. We show our system's capability of solving the traveling salesman problem. Furthermore, we apply various types of nonlinear time series analysis to the amoeba's oscillatory behavior in the problem-solving process. The results suggest that an individual amoeba might be characterized as a set of coupled chaotic oscillators.

Persistent topological features of dynamical systems

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

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

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

Temporal data mining for the quality assessment of hemodialysis services.

PubMed

Bellazzi, Riccardo; Larizza, Cristiana; Magni, Paolo; Bellazzi, Roberto

2005-05-01

This paper describes the temporal data mining aspects of a research project that deals with the definition of methods and tools for the assessment of the clinical performance of hemodialysis (HD) services, on the basis of the time series automatically collected during hemodialysis sessions. Intelligent data analysis and temporal data mining techniques are applied to gain insight and to discover knowledge on the causes of unsatisfactory clinical results. In particular, two new methods for association rule discovery and temporal rule discovery are applied to the time series. Such methods exploit several pre-processing techniques, comprising data reduction, multi-scale filtering and temporal abstractions. We have analyzed the data of more than 5800 dialysis sessions coming from 43 different patients monitored for 19 months. The qualitative rules associating the outcome parameters and the measured variables were examined by the domain experts, which were able to distinguish between rules confirming available background knowledge and unexpected but plausible rules. The new methods proposed in the paper are suitable tools for knowledge discovery in clinical time series. Their use in the context of an auditing system for dialysis management helped clinicians to improve their understanding of the patients' behavior.

Different strategies in solving series completion inductive reasoning problems: an fMRI and computational study.

PubMed

Liang, Peipeng; Jia, Xiuqin; Taatgen, Niels A; Zhong, Ning; Li, Kuncheng

2014-08-01

Neural correlate of human inductive reasoning process is still unclear. Number series and letter series completion are two typical inductive reasoning tasks, and with a common core component of rule induction. Previous studies have demonstrated that different strategies are adopted in number series and letter series completion tasks; even the underlying rules are identical. In the present study, we examined cortical activation as a function of two different reasoning strategies for solving series completion tasks. The retrieval strategy, used in number series completion tasks, involves direct retrieving of arithmetic knowledge to get the relations between items. The procedural strategy, used in letter series completion tasks, requires counting a certain number of times to detect the relations linking two items. The two strategies require essentially the equivalent cognitive processes, but have different working memory demands (the procedural strategy incurs greater demands). The procedural strategy produced significant greater activity in areas involved in memory retrieval (dorsolateral prefrontal cortex, DLPFC) and mental representation/maintenance (posterior parietal cortex, PPC). An ACT-R model of the tasks successfully predicted behavioral performance and BOLD responses. The present findings support a general-purpose dual-process theory of inductive reasoning regarding the cognitive architecture. Copyright © 2014 Elsevier B.V. All rights reserved.

Dynamic regression modeling of daily nitrate-nitrogen concentrations in a large agricultural watershed.

PubMed

Feng, Zhujing; Schilling, Keith E; Chan, Kung-Sik

2013-06-01

Nitrate-nitrogen concentrations in rivers represent challenges for water supplies that use surface water sources. Nitrate concentrations are often modeled using time-series approaches, but previous efforts have typically relied on monthly time steps. In this study, we developed a dynamic regression model of daily nitrate concentrations in the Raccoon River, Iowa, that incorporated contemporaneous and lags of precipitation and discharge occurring at several locations around the basin. Results suggested that 95 % of the variation in daily nitrate concentrations measured at the outlet of a large agricultural watershed can be explained by time-series patterns of precipitation and discharge occurring in the basin. Discharge was found to be a more important regression variable than precipitation in our model but both regression parameters were strongly correlated with nitrate concentrations. The time-series model was consistent with known patterns of nitrate behavior in the watershed, successfully identifying contemporaneous dilution mechanisms from higher relief and urban areas of the basin while incorporating the delayed contribution of nitrate from tile-drained regions in a lagged response. The first difference of the model errors were modeled as an AR(16) process and suggest that daily nitrate concentration changes remain temporally correlated for more than 2 weeks although temporal correlation was stronger in the first few days before tapering off. Consequently, daily nitrate concentrations are non-stationary, i.e. of strong memory. Using time-series models to reliably forecast daily nitrate concentrations in a river based on patterns of precipitation and discharge occurring in its basin may be of great interest to water suppliers.

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.

Scale and time dependence of serial correlations in word-length time series of written texts

NASA Astrophysics Data System (ADS)

Rodriguez, E.; Aguilar-Cornejo, M.; Femat, R.; Alvarez-Ramirez, J.

2014-11-01

This work considered the quantitative analysis of large written texts. To this end, the text was converted into a time series by taking the sequence of word lengths. The detrended fluctuation analysis (DFA) was used for characterizing long-range serial correlations of the time series. To this end, the DFA was implemented within a rolling window framework for estimating the variations of correlations, quantified in terms of the scaling exponent, strength along the text. Also, a filtering derivative was used to compute the dependence of the scaling exponent relative to the scale. The analysis was applied to three famous English-written literary narrations; namely, Alice in Wonderland (by Lewis Carrol), Dracula (by Bram Stoker) and Sense and Sensibility (by Jane Austen). The results showed that high correlations appear for scales of about 50-200 words, suggesting that at these scales the text contains the stronger coherence. The scaling exponent was not constant along the text, showing important variations with apparent cyclical behavior. An interesting coincidence between the scaling exponent variations and changes in narrative units (e.g., chapters) was found. This suggests that the scaling exponent obtained from the DFA is able to detect changes in narration structure as expressed by the usage of words of different lengths.

Behavioral pattern identification for structural health monitoring in complex systems

NASA Astrophysics Data System (ADS)

Gupta, Shalabh

Estimation of structural damage and quantification of structural integrity are critical for safe and reliable operation of human-engineered complex systems, such as electromechanical, thermofluid, and petrochemical systems. Damage due to fatigue crack is one of the most commonly encountered sources of structural degradation in mechanical systems. Early detection of fatigue damage is essential because the resulting structural degradation could potentially cause catastrophic failures, leading to loss of expensive equipment and human life. Therefore, for reliable operation and enhanced availability, it is necessary to develop capabilities for prognosis and estimation of impending failures, such as the onset of wide-spread fatigue crack damage in mechanical structures. This dissertation presents information-based online sensing of fatigue damage using the analytical tools of symbolic time series analysis ( STSA). Anomaly detection using STSA is a pattern recognition method that has been recently developed based upon a fixed-structure, fixed-order Markov chain. The analysis procedure is built upon the principles of Symbolic Dynamics, Information Theory and Statistical Pattern Recognition. The dissertation demonstrates real-time fatigue damage monitoring based on time series data of ultrasonic signals. Statistical pattern changes are measured using STSA to monitor the evolution of fatigue damage. Real-time anomaly detection is presented as a solution to the forward (analysis) problem and the inverse (synthesis) problem. (1) the forward problem - The primary objective of the forward problem is identification of the statistical changes in the time series data of ultrasonic signals due to gradual evolution of fatigue damage. (2) the inverse problem - The objective of the inverse problem is to infer the anomalies from the observed time series data in real time based on the statistical information generated during the forward problem. A computer-controlled special-purpose fatigue test apparatus, equipped with multiple sensing devices (e.g., ultrasonics and optical microscope) for damage analysis, has been used to experimentally validate the STSA method for early detection of anomalous behavior. The sensor information is integrated with a software module consisting of the STSA algorithm for real-time monitoring of fatigue damage. Experiments have been conducted under different loading conditions on specimens constructed from the ductile aluminium alloy 7075 - T6. The dissertation has also investigated the application of the STSA method for early detection of anomalies in other engineering disciplines. Two primary applications include combustion instability in a generic thermal pulse combustor model and whirling phenomenon in a typical misaligned shaft.

Categorizing Teacher Behavior: Test Manual.

ERIC Educational Resources Information Center

Pugh, Richard C.; And Others

Categorizing Teacher Behavior, developed to measure acquisition of concepts portrayed in the Concepts and Patterns in Teacher-Pupil Interaction film series, measures the ability to identify and categorize instances of the specificed concepts as they are portrayed in reasonably complex filmed classroom interactions. The film series itself is based…

Implicit assimilation for marine ecological models

NASA Astrophysics Data System (ADS)

Weir, B.; Miller, R.; Spitz, Y. H.

2012-12-01

We use a new data assimilation method to estimate the parameters of a marine ecological model. At a given point in the ocean, the estimated values of the parameters determine the behaviors of the modeled planktonic groups, and thus indicate which species are dominant. To begin, we assimilate in situ observations, e.g., the Bermuda Atlantic Time-series Study, the Hawaii Ocean Time-series, and Ocean Weather Station Papa. From there, we estimate the parameters at surrounding points in space based on satellite observations of ocean color. Given the variation of the estimated parameters, we divide the ocean into regions meant to represent distinct ecosystems. An important feature of the data assimilation approach is that it refines the confidence limits of the optimal Gaussian approximation to the distribution of the parameters. This enables us to determine the ecological divisions with greater accuracy.

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Stock markets and criticality in the current economic crisis

NASA Astrophysics Data System (ADS)

da Silva, Roberto; Zembrzuski, Marcelo; Correa, Fabio C.; Lamb, Luis C.

2010-12-01

We show that the current economic crisis has led the market to exhibit a non-critical behavior. We do so by analyzing the quantitative parameters of time series from the main assets of the Brazilian Stock Market BOVESPA. By monitoring global persistence we show a deviation of power law behavior during the crisis in a strong analogy with spin systems (from where this concept was originally conceived). Such behavior is corroborated by an emergent heavy tail of absolute return distribution and also by the magnitude autocorrelation exponent. Comparisons with universal exponents obtained in the international stock markets are also performed. This suggests how a thorough analysis of suitable exponents can bring a possible way of forecasting market crises characterized by non-criticality.

Potential effects of alpha-recoil on uranium-series dating of calcrete

USGS Publications Warehouse

Neymark, L.A.

2011-01-01

Evaluation of paleosol ages in the vicinity of Yucca Mountain, Nevada, at the time the site of a proposed high-level nuclear waste repository, is important for fault-displacement hazard assessment. Uranium-series isotope data were obtained for surface and subsurface calcrete samples from trenches and boreholes in Midway Valley, Nevada, adjacent to Yucca Mountain. 230Th/U ages of 33 surface samples range from 1.3 to 423 thousand years (ka) and the back-calculated 234U/238U initial activity ratios (AR) are relatively constant with a mean value of 1.54 ± 0.15 (1σ), which is consistent with the closed-system behavior. Subsurface calcrete samples are too old to be dated by the 230Th/U method. U-Pb data for post-pedogenic botryoidal opal from a subsurface calcrete sample show that these subsurface calcrete samples are older than ~ 1.65 million years (Ma), old enough to have attained secular equilibrium had their U-Th systems remained closed. However, subsurface calcrete samples show U-series disequilibrium indicating open-system behavior of 238U daughter isotopes, in contrast with the surface calcrete, where open-system behavior is not evident. Data for 21 subsurface calcrete samples yielded calculable 234U/238U model ages ranging from 130 to 1875 ka (assuming an initial AR of 1.54 ± 0.15, the mean value calculated for the surface calcrete samples). A simple model describing continuous α-recoil loss predicts that the 234U/238U and 230Th/238U ARs reach steady-state values ~ 2 Ma after calcrete formation. Potential effects of open-system behavior on 230Th/U ages and initial 234U/238U ARs for younger surface calcrete were estimated using data for old subsurface calcrete samples with the 234U loss and assuming that the total time of water-rock interaction is the only difference between these soils. The difference between the conventional closed-system and open-system ages may exceed errors of the calculated conventional ages for samples older than ~ 250 ka, but is negligible for younger soils.

Nonlinear complexity behaviors of agent-based 3D Potts financial dynamics with random environments

NASA Astrophysics Data System (ADS)

Xing, Yani; Wang, Jun

2018-02-01

A new microscopic 3D Potts interaction financial price model is established in this work, to investigate the nonlinear complexity behaviors of stock markets. 3D Potts model, which extends the 2D Potts model to three-dimensional, is a cubic lattice model to explain the interaction behavior among the agents. In order to explore the complexity of real financial markets and the 3D Potts financial model, a new random coarse-grained Lempel-Ziv complexity is proposed to certain series, such as the price returns, the price volatilities, and the random time d-returns. Then the composite multiscale entropy (CMSE) method is applied to the intrinsic mode functions (IMFs) and the corresponding shuffled data to study the complexity behaviors. The empirical results indicate that the 3D financial model is feasible.

Diffusive and subdiffusive dynamics of indoor microclimate: a time series modeling.

PubMed

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

2012-09-01

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

Using Wavelets to Evaluate Persistence of High Frequency Hydrologic and Hydrochemistry Signals

NASA Astrophysics Data System (ADS)

Koirala, S. R.; Gentry, R. W.

2009-12-01

In the area of sustainability science, it is becoming increasingly important to understand the basal condition of a natural system, and its long-term behavior. Research is needed to better understand the temporal scaling of hydrochemistry in streams and watersheds and its relationship to the hydrologic factors that influence its behavior. Persistence of dissolved chemicals in streams has been demonstrated to be linked to certain hydrologic processes, such as interactions between hydrologic units and storage in surface or sub-surface systems. In this study, wavelet analyses provided a novel theoretical basis for insights into long-term hydrochemistry behavior in an east Tennessee watershed. Temporal analyses were conducted on weekly time series data of hydrochemistry (nitrate, chloride, sulfate and calcium concentrations) collected from November 1995 to December 2005 at the West Fork of Walker Branch in Oak Ridge, Tennessee. Hydrochemistry plays an important role in ecosystem services, particularly nitrate, and in general the signal responses can be complex. The signals in this study were modeled using a wavelet approach as a mechanism for evaluating short-and long term temporal effects. The Walker Branch conceptual hydrology model is augmented by these results that show characteristic periodicities or structures for flowpath lengths in the vadose zone (< 20 week period), saturated zone (20 to 50 week period) and bedrock zone (> 50 week period) with implications for hydrochemistry within the watershed. In general, time series signals of watershed hydrochemistry may provide clues as to broad environmental, ecological and economic impacts at the basin scale.

Analysis of the Los Angeles Basin ground subsidence with InSAR data by independent component analysis approach

NASA Astrophysics Data System (ADS)

Xu, B.

2017-12-01

Interferometric Synthetic Aperture Radar (InSAR) has the advantages of high spatial resolution which enable measure line of sight (LOS) surface displacements with nearly complete spatial continuity and a satellite's perspective that permits large areas view of Earth's surface quickly and efficiently. However, using InSAR to observe long wavelength and small magnitude deformation signals is still significantly limited by various unmodeled errors sources i.e. atmospheric delays, orbit induced errors, Digital Elevation Model (DEM) errors. Independent component analysis (ICA) is a probabilistic method for separating linear mixed signals generated by different underlying physical processes.The signal sources which form the interferograms are statistically independent both in space and in time, thus, they can be separated by ICA approach.The seismic behavior in the Los Angeles Basin is active and the basin has experienced numerous moderate to large earthquakes since the early Pliocene. Hence, understanding the seismotectonic deformation in the Los Angeles Basin is important for analyzing seismic behavior. Compare with the tectonic deformations, nontectonic deformations due to groundwater and oil extraction may be mainly responsible for the surface deformation in the Los Angeles basin. Using the small baseline subset (SBAS) InSAR method, we extracted the surface deformation time series in the Los Angeles basin with a time span of 7 years (September 27, 2003-September 25,2010). Then, we successfully separate the atmospheric noise from InSAR time series and detect different processes caused by different mechanisms.

On the Long-Term "Hesitation Waltz" Between the Earth's Figure and Rotation Axes

NASA Astrophysics Data System (ADS)

Couhert, A.; Mercier, F.; Bizouard, C.

2017-12-01

The principal figure axis of the Earth refers to its axis of maximum inertia. In the absence of external torques, the latter should closely coincide with the rotation pole, when averaged over many years. However, because of tidal and non-tidal mass redistributions within the Earth system, the rotational axis executes a circular motion around the figure axis essentially at seasonal time scales. In between, it is not clear what happens at decadal time spans and how well the two axes are aligned. The long record of accurate Satellite Laser Ranging (SLR) observations to Lageos makes possible to directly measure the long time displacement of the figure axis with respect to the crust, through the determination of the degree 2 order 1 geopotential coefficients for the 34-year period 1983-2017. On the other hand, the pole coordinate time series (mainly from GNSS and VLBI data) yield the motion of the rotation pole with even a greater accuracy. This study is focused on the analysis of the long-term behavior of the two time series, as well as the derivation of possible explanations for their discrepancies.

Mapping of volcanic units at Alba Patera, Mars

NASA Technical Reports Server (NTRS)

Cattermole, Peter

1987-01-01

Detailed photogeologic mapping of Alba Patera, Northern Tharsis, was completed and a geologic map prepared. This was supplemented by a series of detailed volcanic flow maps and used to study the morphometry of different flow types and analyze the way in which the behavior of the volcano has changed with time and also the manner in which flow fields developed in different sectors of the structure.

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

ERIC Educational Resources Information Center

Pennings, Helena J. M.

2017-01-01

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

Variability in total ozone associated with baroclinic waves

NASA Technical Reports Server (NTRS)

Mote, Philip W.; Holton, James R.; Wallace, John M.

1991-01-01

One-point regression maps of total ozone formed by regressing the time series of bandpass-filtered geopotential height data have been analyzed against Total Ozone Mapping Spectrometer data. Results obtained reveal a strong signature of baroclinic waves in the ozone variability. The regressed patterns are found to be similar in extent and behavior to the relative vorticity patterns reported by Lim and Wallace (1991).

Multifractality in Cardiac Dynamics

NASA Astrophysics Data System (ADS)

Ivanov, Plamen Ch.; Rosenblum, Misha; Stanley, H. Eugene; Havlin, Shlomo; Goldberger, Ary

1997-03-01

Wavelet decomposition is used to analyze the fractal scaling properties of heart beat time series. The singularity spectrum D(h) of the variations in the beat-to-beat intervals is obtained from the wavelet transform modulus maxima which contain information on the hierarchical distribution of the singularities in the signal. Multifractal behavior is observed for healthy cardiac dynamics while pathologies are associated with loss of support in the singularity spectrum.

Investigation of toilet activities in elderly patients with dementia from the viewpoint of motivation and self-awareness.

PubMed

Uchimoto, Kazuki; Yokoi, Teruo; Yamashita, Teruo; Okamura, Hitoshi

2013-08-01

Toilet activities of the elderly patients with dementia were observed focusing on care conditions and investigated based on Hull's drive reduction theory (behavior = drive × habit × incentive) and our self-awareness model (consisting of theory of mind, self-evaluation, and self-consciousness) to evaluate the association between self-awareness and toilet activities in patients with dementia and to explain the time when and the reason why a series of toilet activities as habit once acquired become unfeasible. If theory of mind is lost, awareness of one's desire and intention becomes vague, and toilet activities begin to collapse. Furthermore, if incentive disappears, one's intention hardly arises and toilet activities further collapse. If self-evaluation is lost, time sense fades, future goals based on the present time cannot exist, and behavior loses directivity. As a result, toilet activities collapse, and with a decrease in drive toilet activities cease.

The effects of child maltreatment on early signs of antisocial behavior: Genetic moderation by Tryptophan Hydroxylase, Serotonin Transporter, and Monoamine Oxidase-A-Genes

PubMed Central

Cicchetti, Dante; Rogosch, Fred A.; Thibodeau, Eric

2013-01-01

Gene-environment interaction effects in predicting antisocial behavior in late childhood were investigated among maltreated and nonmaltreated low-income children (N = 627, M age = 11.27). Variants in three genes, TPH1, 5-HTTLPR, and MAOA uVNTR, were examined. In addition to child maltreatment status, we also considered the impact of maltreatment subtypes, developmental timing of maltreatment, and chronicity. Indicators of antisocial behavior were obtained from self-, peer-, and adult counselor-reports. In a series of ANCOVAs, child maltreatment and its parameters demonstrated strong main effects on early antisocial behavior as assessed by all forms of report. Genetic effects operated primarily in the context of gene-environment interactions, moderating the impact of child maltreatment on outcomes. Across the three genes, among nonmaltreated children no differences in antisocial behavior were found based on genetic variation. In contrast, among maltreated children specific polymorphisms of TPH1, 5-HTTLPR, and MAOA were each related to heightened self-report of antisocial behavior; the interaction of 5-HTTLPR and developmental timing of maltreatment also indicated more severe antisocial outcomes for children with early onset and recurrent maltreatment based on genotype. TPH1 and 5-HTTLPR interacted with maltreatment subtype to predict peer-report of antisocial behavior; genetic variation contributed to larger differences in antisocial behavior among abused children. TPH1 and 5-HTTLPR polymorphisms also moderated the effects of maltreatment subtype on adult report of antisocial behavior; again genetic effects were strongest for children who were abused. Additionally, TPH1 moderated the effect of developmental timing of maltreatment and chronicity on adult report of antisocial behavior. The findings elucidate how genetic variation contributes to identifying which maltreated children are most vulnerable to antisocial development. PMID:22781862

Visualization design and verification of Ada tasking using timing diagrams

NASA Technical Reports Server (NTRS)

Vidale, R. F.; Szulewski, P. A.; Weiss, J. B.

1986-01-01

The use of timing diagrams is recommended in the design and testing of multi-task Ada programs. By displaying the task states vs. time, timing diagrams can portray the simultaneous threads of data flow and control which characterize tasking programs. This description of the system's dynamic behavior from conception to testing is a necessary adjunct to other graphical techniques, such as structure charts, which essentially give a static view of the system. A series of steps is recommended which incorporates timing diagrams into the design process. Finally, a description is provided of a prototype Ada Execution Analyzer (AEA) which automates the production of timing diagrams from VAX/Ada debugger output.

Negative Peer Relationships on Piracy Behavior: A Cross-Sectional Study of the Associations between Cyberbullying Involvement and Digital Piracy.

PubMed

Yubero, Santiago; Larrañaga, Elisa; Villora, Beatriz; Navarro, Raúl

2017-10-05

The present study examines the relationship between different roles in cyberbullying behaviors (cyberbullies, cybervictims, cyberbullies-victims, and uninvolved) and self-reported digital piracy. In a region of central Spain, 643 (49.3% females, 50.7% males) students (grades 7-10) completed a number of self-reported measures, including cyberbullying victimization and perpetration, self-reported digital piracy, ethical considerations of digital piracy, time spent on the Internet, and leisure activities related with digital content. The results of a series of hierarchical multiple regression models for the whole sample indicate that cyberbullies and cyberbullies-victims are associated with more reports of digital piracy. Subsequent hierarchical multiple regression analyses, done separately for males and females, indicate that the relationship between cyberbullying and self-reported digital piracy is sustained only for males. The ANCOVA analysis show that, after controlling for gender, self-reported digital piracy and time spent on the Internet, cyberbullies and cyberbullies-victims believe that digital piracy is a more ethically and morally acceptable behavior than victims and uninvolved adolescents believe. The results provide insight into the association between two deviant behaviors.

Noise-driven switching and chaotic itinerancy among dynamic states in a three-mode intracavity second-harmonic generation laser operating on a Λ transition

NASA Astrophysics Data System (ADS)

Otsuka, Kenju; Ohtomo, Takayuki; Maniwa, Tsuyoshi; Kawasaki, Hazumi; Ko, Jing-Yuan

2003-09-01

We studied the antiphase self-pulsation in a globally coupled three-mode laser operating in different optical spectrum configurations. We observed locking of modal pulsation frequencies, quasiperiodicity, clustering behaviors, and chaos, resulting from the nonlinear interaction among modes. The robustness of [p:q:r] three-frequency locking states and quasiperiodic oscillations against residual noise has been examined by using joint time-frequency analysis of long-term experimental time series. Two sharply antithetical types of switching behaviors among different dynamic states were observed during temporal evolutions; noise-driven switching and self-induced switching, which manifests itself in chaotic itinerancy. The modal interplay behind observed behaviors was studied by using the statistical dynamic quantity of the information circulation. Well-organized information flows among modes, which correspond to the number of degeneracies of modal pulsation frequencies, were found to be established in accordance with the inherent antiphase dynamics. Observed locking behaviors, quasiperiodic motions, and chaotic itinerancy were reproduced by numerical simulation of the model equations.

Entropy measures of back muscles EMG for subjects with and without pain

NASA Astrophysics Data System (ADS)

Zurcher, Ulrich; Kaufman, Miron; Vyhnalek, Bryan; Sung, Paul

2007-10-01

We have previously reported that the time-dependent entropy S(t) calculated from electromyography time series of low back muscles exhibit plateau-like behavior for intermediate times [50 ,ms < t < 0.5 ,s]. We proposed that the plateau value can be used to characterize the sEMG signal of subjects with low back pain [J. Rehab. Res. Dev. 44, 599 (2007)]. We report results of a larger study, and compare the entropies for the left -and right thoracic and left- and right lumbar muscles. We also compare entropies from muscles before and after physical therapy intervention.

Ex-Vivo Cow Skin Viscoelastic Effect for Tribological Aspects in Endoprosthesis

NASA Astrophysics Data System (ADS)

Subhi, K. A.; Tudor, A.; Hussein, E. K.; Wahad, H.; Chisiu, G.

2018-01-01

The viscoelastic behavior of ex-vivo cow skin was experimentally studied by applied load from different indenter types (circle, square and triangle, all types have the same area) for different times (10 sec, 30 sec, and 60 sec). The viscoelastic tests were carried out using a UMT series (UMT-II, CETR Corporation). The experimental results collected at different operating conditions showed that the cow skin has a higher reaction against the triangle indenter compared to the other shapes. Whereas the hysteresis of cow skin was lower at low applied load time and it's increased when the time increased.

Emergence of the self-similar property in gene expression dynamics

NASA Astrophysics Data System (ADS)

Ochiai, T.; Nacher, J. C.; Akutsu, T.

2007-08-01

Many theoretical models have recently been proposed to understand the structure of cellular systems composed of various types of elements (e.g., proteins, metabolites and genes) and their interactions. However, the cell is a highly dynamic system with thousands of functional elements fluctuating across temporal states. Therefore, structural analysis alone is not sufficient to reproduce the cell's observed behavior. In this article, we analyze the gene expression dynamics (i.e., how the amount of mRNA molecules in cell fluctuate in time) by using a new constructive approach, which reveals a symmetry embedded in gene expression fluctuations and characterizes the dynamical equation of gene expression (i.e., a specific stochastic differential equation). First, by using experimental data of human and yeast gene expression time series, we found a symmetry in short-time transition probability from time t to time t+1. We call it self-similarity symmetry (i.e., the gene expression short-time fluctuations contain a repeating pattern of smaller and smaller parts that are like the whole, but different in size). Secondly, we reconstruct the global behavior of the observed distribution of gene expression (i.e., scaling-law) and the local behavior of the power-law tail of this distribution. This approach may represent a step forward toward an integrated image of the basic elements of the whole cell.

Quantifying fish swimming behavior in response to acute exposure of aqueous copper using computer assisted video and digital image analysis

USGS Publications Warehouse

Calfee, Robin D.; Puglis, Holly J.; Little, Edward E.; Brumbaugh, William G.; Mebane, Christopher A.

2016-01-01

Behavioral responses of aquatic organisms to environmental contaminants can be precursors of other effects such as survival, growth, or reproduction. However, these responses may be subtle, and measurement can be challenging. Using juvenile white sturgeon (Acipenser transmontanus) with copper exposures, this paper illustrates techniques used for quantifying behavioral responses using computer assisted video and digital image analysis. In previous studies severe impairments in swimming behavior were observed among early life stage white sturgeon during acute and chronic exposures to copper. Sturgeon behavior was rapidly impaired and to the extent that survival in the field would be jeopardized, as fish would be swept downstream, or readily captured by predators. The objectives of this investigation were to illustrate protocols to quantify swimming activity during a series of acute copper exposures to determine time to effect during early lifestage development, and to understand the significance of these responses relative to survival of these vulnerable early lifestage fish. With mortality being on a time continuum, determining when copper first affects swimming ability helps us to understand the implications for population level effects. The techniques used are readily adaptable to experimental designs with other organisms and stressors.

Quantifying Fish Swimming Behavior in Response to Acute Exposure of Aqueous Copper Using Computer Assisted Video and Digital Image Analysis

PubMed Central

Calfee, Robin D.; Puglis, Holly J.; Little, Edward E.; Brumbaugh, William G.; Mebane, Christopher A.

2016-01-01

Behavioral responses of aquatic organisms to environmental contaminants can be precursors of other effects such as survival, growth, or reproduction. However, these responses may be subtle, and measurement can be challenging. Using juvenile white sturgeon (Acipenser transmontanus) with copper exposures, this paper illustrates techniques used for quantifying behavioral responses using computer assisted video and digital image analysis. In previous studies severe impairments in swimming behavior were observed among early life stage white sturgeon during acute and chronic exposures to copper. Sturgeon behavior was rapidly impaired and to the extent that survival in the field would be jeopardized, as fish would be swept downstream, or readily captured by predators. The objectives of this investigation were to illustrate protocols to quantify swimming activity during a series of acute copper exposures to determine time to effect during early lifestage development, and to understand the significance of these responses relative to survival of these vulnerable early lifestage fish. With mortality being on a time continuum, determining when copper first affects swimming ability helps us to understand the implications for population level effects. The techniques used are readily adaptable to experimental designs with other organisms and stressors. PMID:26967350

A stochastic locomotor control model for the nurse shark, Ginglymostoma cirratum.

PubMed

Gerald, K B; Matis, J H; Kleerekoper, H

1978-06-12

The locomotor behavior of the nurse shark (Ginglymostoma cirratum) is characterized by 17 variables (frequency and ratios of left, right, and total turns; their radians; straight paths (steps); distance travelled; and velocity) Within each of these variables there is an internal time dependency the structure of which was elaborated together with an improved statistical model predicting their behavior within 90% confidence limits. The model allows for the sensitive detection of subtle locomotor response to sensory stimulation as values of variables may exceed the established confidence limits within minutes after onset of the stimulus. The locomotor activity is well described by an autoregression time series model and can be predicted by only seven variables. Six of these form two independently operating clusters. The first one consists of: the number of right turns, the distance travelled and the mean velocity; the second one of: the mean size of right turns, of left turns, and of all turns. The same clustering is obtained independently by a cluster analysis of cross-sections of the seven time series. It is apparent that, among a total of 17 locomotor variables, seven behave as individually independent agents, presumably controlled by seven separate and independent centers. The output of each center can only be predicted by its own behavior. In spite of the individual of the seven variables, their internal structure is similar in important aspects which may result from control by a common command center. The shark locomotor model differs in important aspects from the previously constructed for the goldfish. The interdependence of the locomotor variables in both species may be related to the control mechanisms postulated by von Holst for the coordination of rhythmic fin movements in fishes. A locomotor control model for the nurse shark is proposed.

Retention behavior of lipids in reversed-phase ultrahigh-performance liquid chromatography-electrospray ionization mass spectrometry.

PubMed

Ovčačíková, Magdaléna; Lísa, Miroslav; Cífková, Eva; Holčapek, Michal

2016-06-10

Reversed-phase ultrahigh-performance liquid chromatography (RP-UHPLC) method using two 15cm sub-2μm particles octadecylsilica gel columns is developed with the goal to separate and unambiguously identify a large number of lipid species in biological samples. The identification is performed by the coupling with high-resolution tandem mass spectrometry (MS/MS) using quadrupole - time-of-flight (QTOF) instrument. Electrospray ionization (ESI) full scan and tandem mass spectra are measured in both polarity modes with the mass accuracy better than 5ppm, which provides a high confidence of lipid identification. Over 400 lipid species covering 14 polar and nonpolar lipid classes from 5 lipid categories are identified in total lipid extracts of human plasma, human urine and porcine brain. The general dependences of relative retention times on relative carbon number or relative double bond number are constructed and fit with the second degree polynomial regression. The regular retention patterns in homologous lipid series provide additional identification point for UHPLC/MS lipidomic analysis, which increases the confidence of lipid identification. The reprocessing of previously published data by our and other groups measured in the RP mode and ultrahigh-performance supercritical fluid chromatography on the silica column shows more generic applicability of the polynomial regression for the description of retention behavior and the prediction of retention times. The novelty of this work is the characterization of general trends in the retention behavior of lipids within logical series with constant fatty acyl length or double bond number, which may be used as an additional criterion to increase the confidence of lipid identification. Copyright © 2016 Elsevier B.V. All rights reserved.

a Comparison of Three Hurst Exponent Approaches to Predict Nascent Bubbles in S&P500 Stocks

NASA Astrophysics Data System (ADS)

Fernández-Martínez, M.; Sánchez-Granero, M. A.; Muñoz Torrecillas, M. J.; McKelvey, Bill

Since the pioneer contributions due to Vandewalle and Ausloos, the Hurst exponent has been applied by econophysicists as a useful indicator to deal with investment strategies when such a value is above or below 0.5, the Hurst exponent of a Brownian motion. In this paper, we hypothesize that the self-similarity exponent of financial time series provides a reliable indicator for herding behavior (HB) in the following sense: if there is HB, then the higher the price, the more the people will buy. This will generate persistence in the stocks which we shall measure by their self-similarity exponents. Along this work, we shall explore whether there is some connections between the self-similarity exponent of a stock (as a HB indicator) and the stock’s future performance under the assumption that the HB will last for some time. With this aim, three approaches to calculate the self-similarity exponent of a time series are compared in order to determine which performs best to identify the transition from random efficient market behavior to HB and hence, to detect the beginning of a bubble. Generalized Hurst Exponent, Detrended Fluctuation Analysis, and GM2 algorithms have been tested. Traditionally, researchers have focused on identifying the beginning of a crash. We study the beginning of the transition from efficient market behavior to a market bubble, instead. Our empirical results support that the higher (respectively the lower) the self-similarity index, the higher (respectively the lower) the mean of the price change, and hence, the better (respectively the worse) the performance of the corresponding stock. This would imply, as a consequence, that the transition process from random efficient market to HB has started. For experimentation purposes, S&P500 stock Index constituted our main data source.

Environmental impact to multimedia systems on the example of fingerprint aging behavior at crime scenes

NASA Astrophysics Data System (ADS)

Merkel, Ronny; Breuhan, Andy; Hildebrandt, Mario; Vielhauer, Claus; Bräutigam, Anja

2012-06-01

In the field of crime scene forensics, current methods of evidence collection, such as the acquisition of shoe-marks, tireimpressions, palm-prints or fingerprints are in most cases still performed in an analogue way. For example, fingerprints are captured by powdering and sticky tape lifting, ninhydrine bathing or cyanoacrylate fuming and subsequent photographing. Images of the evidence are then further processed by forensic experts. With the upcoming use of new multimedia systems for the digital capturing and processing of crime scene traces in forensics, higher resolutions can be achieved, leading to a much better quality of forensic images. Furthermore, the fast and mostly automated preprocessing of such data using digital signal processing techniques is an emerging field. Also, by the optical and non-destructive lifting of forensic evidence, traces are not destroyed and therefore can be re-captured, e.g. by creating time series of a trace, to extract its aging behavior and maybe determine the time the trace was left. However, such new methods and tools face different challenges, which need to be addressed before a practical application in the field. Based on the example of fingerprint age determination, which is an unresolved research challenge to forensic experts since decades, we evaluate the influences of different environmental conditions as well as different types of sweating and their implications to the capturing sensory, preprocessing methods and feature extraction. We use a Chromatic White Light (CWL) sensor to exemplary represent such a new optical and contactless measurement device and investigate the influence of 16 different environmental conditions, 8 different sweat types and 11 different preprocessing methods on the aging behavior of 48 fingerprint time series (2592 fingerprint scans in total). We show the challenges that arise for such new multimedia systems capturing and processing forensic evidence

Driving: a road to unhealthy lifestyles and poor health outcomes.

PubMed

Ding, Ding; Gebel, Klaus; Phongsavan, Philayrath; Bauman, Adrian E; Merom, Dafna

2014-01-01

Driving is a common part of modern society, but its potential effects on health are not well understood. The present cross-sectional study (n = 37,570) examined the associations of driving time with a series of health behaviors and outcomes in a large population sample of middle-aged and older adults using data from the Social, Economic, and Environmental Factor Study conducted in New South Wales, Australia, in 2010. Multiple logistic regression was used in 2013 to examine the associations of usual daily driving time with health-related behaviors (smoking, alcohol use, diet, physical activity, sedentary behavior, sleep) and outcomes (obesity, general health, quality of life, psychological distress, time stress, social functioning), adjusted for socio-demographic characteristics. Findings suggested that longer driving time was associated with higher odds for smoking, insufficient physical activity, short sleep, obesity, and worse physical and mental health. The associations consistently showed a dose-response pattern and more than 120 minutes of driving per day had the strongest and most consistent associations with the majority of outcomes. This study highlights driving as a potential lifestyle risk factor for public health. More population-level multidisciplinary research is needed to understand the mechanism of how driving affects health.

On the Behavior of Eisenstein Series Through Elliptic Degeneration

NASA Astrophysics Data System (ADS)

Garbin, D.; Pippich, A.-M. V.

2009-12-01

Let Γ be a Fuchsian group of the first kind acting on the hyperbolic upper half plane {mathbb{H}}, and let {M = Γbackslash mathbb{H}} be the associated finite volume hyperbolic Riemann surface. If γ is a primitive parabolic, hyperbolic, resp. elliptic element of Γ, there is an associated parabolic, hyperbolic, resp. elliptic Eisenstein series. In this article, we study the limiting behavior of these Eisenstein series on an elliptically degenerating family of finite volume hyperbolic Riemann surfaces. In particular, we prove the following result. The elliptic Eisenstein series associated to a degenerating elliptic element converges up to a factor to the parabolic Eisenstein series associated to the parabolic element which fixes the newly developed cusp on the limit surface.

A Record of Uranium-Series Transport in Fractured, Unsaturated Tuff at Nopal I, Sierra Peña Blanca, Chihuahua, Mexico

NASA Astrophysics Data System (ADS)

Denton, J.; Goldstein, S. J.; Paviet, P.; Nunn, A. J.; Amato, R. S.; Hinrichs, K. A.

2015-12-01

In this study we utilize U-series disequilibria measurements to investigate mineral fluid interactions and the role fractures play in the geochemical evolution of an analogue for a high level nuclear waste repository, the Nopal I uranium ore deposit. Samples of fracture-fill materials have been collected from a vertical drill core and surface fractures. High uranium concentrations in these materials (12-7700 ppm) indicate U mobility and transport from the deposit in the past. U concentrations generally decrease with horizontal distance away from the ore deposit but show no trend with depth. Isotopic activity ratios indicate a complicated geochemical evolution in terms of the timing and extent of actinide mobility, possibly due to changing environmental (redox) conditions over the history of the deposit. 234U/238U activity ratios are generally distinct from secular equilibrium and indicate some degree of open system U behavior during the past 1.2 Ma. However, calculated closed system 238U-234U-230Th model ages are generally >313 ka and >183 ka for the surface fracture and drill core samples respectively, suggesting closed system behavior for U and Th over this most recent time period. Whole rock isochrons drawn for the drill core samples show that at two of three depths fractures have remained closed with respect to U and Th mobility for >200 ka. However, open system behavior for U in the last 350 ka is suggested at 67 m depth. 231Pa/235U activity ratios within error of unity suggest closed system behavior for U and Pa for at least the past 185 ka. 226Ra/230Th activity ratios are typically <1 (0.7-1.2), suggesting recent (<8 ka) radium loss and mobility due to ongoing fluid flow in the fractures. Overall, the mainly closed system behavior of U-Th-Pa over the past ~200 ka provides one indicator of the geochemical immobility of these actinides over long time-scales for potential nuclear waste repositories sited in fractured, unsaturated tuff.

Introduction to the Special Series: Current Directions for Measuring Parenting Constructs to Inform Prevention Science.

PubMed

Lindhiem, Oliver; Shaffer, Anne

2017-04-01

Parenting behaviors are multifaceted and dynamic and therefore challenging to quantify. Measurement methods have critical implications for study results, particularly for prevention trials designed to modify parenting behaviors. Although multiple approaches can complement one another and contribute to a more complete understanding of prevention trials, the assumptions and implications of each approach are not always clearly addressed. Greater attention to the measurement of complex constructs such as parenting is needed to advance the field of prevention science. This series examines the challenges of measuring changes in parenting behaviors in the context of prevention trials. All manuscripts in the special series address measurement issues and make practical recommendations for prevention researchers. Manuscripts in this special series include (1) empirical studies that demonstrate novel measurement approaches, (2) re-analyses of prevention trial outcome data directly comparing and contrasting two or more methods, and (3) a statistical primer and practical guide to analyzing proportion data.

Soft-assembled Multilevel Dynamics of Tactical Behaviors in Soccer

PubMed Central

Ric, Angel; Torrents, Carlota; Gonçalves, Bruno; Sampaio, Jaime; Hristovski, Robert

2016-01-01

This study aimed to identify the tactical patterns and the timescales of variables during a soccer match, allowing understanding the multilevel organization of tactical behaviors, and to determine the similarity of patterns performed by different groups of teammates during the first and second halves. Positional data from 20 professional male soccer players from the same team were collected using high frequency global positioning systems (5 Hz). Twenty-nine categories of tactical behaviors were determined from eight positioning-derived variables creating multivariate binary (Boolean) time-series matrices. Hierarchical principal component analysis (PCA) was used to identify the multilevel structure of tactical behaviors. The sequential reduction of each set level of principal components revealed a sole principal component as the slowest collective variable, forming the global basin of attraction of tactical patterns during each half of the match. In addition, the mean dwell time of each positioning-derived variable helped to understand the multilevel organization of collective tactical behavior during a soccer match. This approach warrants further investigations to analyze the influence of task constraints on the emergence of tactical behavior. Furthermore, PCA can help coaches to design representative training tasks according to those tactical patterns captured during match competitions and to compare them depending on situational variables. PMID:27761120

Factors Affecting Female Teachers' Attitudes toward Help-Seeking or Help-Avoidance in Coping with Behavioral Problems

ERIC Educational Resources Information Center

Inbar-Furst, Hagit; Gumpel, Thomas P.

2015-01-01

Questionnaires were given to 392 elementary school teachers to examine help-seeking or help-avoidance in dealing with classroom behavioral problems. Scale validity was examined through a series of exploratory and confirmatory factor analyses. Using a series of multivariate regression analyses and structural equation modeling, we identified…

Reading Behaviors of Students in Kolej Datin Seri Endon (KDSE)

ERIC Educational Resources Information Center

Mohamed, Mohini; Rahman, Roshanida A.; Tin, Lee Chew; Hashim, Haslenda; Maarof, Hasmerya; Nasir, Noor Sharliana Mat; Zailani, Siti Nazrah; Esivan, Siti Marsilawati Mohamed; Jumari, Nur Fazirah

2012-01-01

Purpose: This is an exploratory study of reading behaviors and interest among students residing in a female residential college of Kolej Datin Seri Endon (KDSE), Universiti Teknologi Malaysia (UTM) and the use of reading stations (RS) placed at strategic locations throughout the main campus. The UTM's Vice Chancellor project of developing various…

Intensive (Daily) Behavior Therapy for School Refusal: A Multiple Baseline Case Series

ERIC Educational Resources Information Center

Tolin, David F.; Whiting, Sara; Maltby, Nicholas; Diefenbach, Gretchen J.; Lothstein, Mary Anne; Hardcastle, Surrey; Catalano, Amy; Gray, Krista

2009-01-01

The following multiple baseline case series examines school refusal behavior in 4 male adolescents. School refusal symptom presentation was ascertained utilizing a functional analysis from the School Refusal Assessment Scale (Kearney, 2002). For the majority of cases, treatment was conducted within a 15-session intensive format over a 3-week…

The Superstatistical Nature and Interoccurrence Time of Atmospheric Mercury Concentration Fluctuations

NASA Astrophysics Data System (ADS)

Carbone, F.; Bruno, A. G.; Naccarato, A.; De Simone, F.; Gencarelli, C. N.; Sprovieri, F.; Hedgecock, I. M.; Landis, M. S.; Skov, H.; Pfaffhuber, K. A.; Read, K. A.; Martin, L.; Angot, H.; Dommergue, A.; Magand, O.; Pirrone, N.

2018-01-01

The probability density function (PDF) of the time intervals between subsequent extreme events in atmospheric Hg0 concentration data series from different latitudes has been investigated. The Hg0 dynamic possesses a long-term memory autocorrelation function. Above a fixed threshold Q in the data, the PDFs of the interoccurrence time of the Hg0 data are well described by a Tsallis q-exponential function. This PDF behavior has been explained in the framework of superstatistics, where the competition between multiple mesoscopic processes affects the macroscopic dynamics. An extensive parameter μ, encompassing all possible fluctuations related to mesoscopic phenomena, has been identified. It follows a χ2 distribution, indicative of the superstatistical nature of the overall process. Shuffling the data series destroys the long-term memory, the distributions become independent of Q, and the PDFs collapse on to the same exponential distribution. The possible central role of atmospheric turbulence on extreme events in the Hg0 data is highlighted.

Memory effects in stock price dynamics: evidences of technical trading

PubMed Central

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

2014-01-01

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

Memory effects in stock price dynamics: evidences of technical trading

NASA Astrophysics Data System (ADS)

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

2014-03-01

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

Statistical regularities of Carbon emission trading market: Evidence from European Union allowances

NASA Astrophysics Data System (ADS)

Zheng, Zeyu; Xiao, Rui; Shi, Haibo; Li, Guihong; Zhou, Xiaofeng

2015-05-01

As an emerging financial market, the trading value of carbon emission trading market has definitely increased. In recent years, the carbon emission allowances have already become a way of investment. They are bought and sold not only by carbon emitters but also by investors. In this paper, we analyzed the price fluctuations of the European Union allowances (EUA) futures in European Climate Exchange (ECX) market from 2007 to 2011. The symmetric and power-law probability density function of return time series was displayed. We found that there are only short-range correlations in price changes (return), while long-range correlations in the absolute of price changes (volatility). Further, detrended fluctuation analysis (DFA) approach was applied with focus on long-range autocorrelations and Hurst exponent. We observed long-range power-law autocorrelations in the volatility that quantify risk, and found that they decay much more slowly than the autocorrelation of return time series. Our analysis also showed that the significant cross correlations exist between return time series of EUA and many other returns. These cross correlations exist in a wide range of fields, including stock markets, energy concerned commodities futures, and financial futures. The significant cross-correlations between energy concerned futures and EUA indicate the physical relationship between carbon emission and energy production process. Additionally, the cross-correlations between financial futures and EUA indicate that the speculation behavior may become an important factor that can affect the price of EUA. Finally we modeled the long-range volatility time series of EUA with a particular version of the GARCH process, and the result also suggests long-range volatility autocorrelations.

Studies of planning behavior of aircraft pilots in normal, abnormal, and emergency situations

NASA Technical Reports Server (NTRS)

Johannsen, G.; Rouse, W. B.; Hillmann, K.

1981-01-01

A methodology for the study of human planning behavior in complex dynamic systems is presented and applied to the study of aircraft pilot behavior in normal, abnormal and emergency situations. The method measures the depth of planning, that is the level of detail employed with respect to a specific task, according to responses to a verbal questionnaire, and compares planning depth with variables relating to time, task criticality and the probability of increased task difficulty. In two series of experiments, depth of planning was measured on a five- or ten-point scale during various phases of flight in a HFB-320 simulator under normal flight conditions, abnormal scenarios involving temporary runway closure due to snow removal or temporary CAT-III conditions due to a dense fog, and emergency scenarios involving engine shut-down or hydraulic pressure loss. Results reveal a dichotomy between event-driven and time-driven planning, different effects of automation in abnormal and emergency scenarios and a low correlation between depth of planning and workload or flight performance.

Preventing Disruptive Behavior via Classroom Management: Validating the Color Wheel System in Kindergarten Classrooms.

PubMed

Watson, Tiffany L; Skinner, Christopher H; Skinner, Amy L; Cazzell, Samantha; Aspiranti, Kathleen B; Moore, Tara; Coleman, MariBeth

2016-07-01

Evidence suggests that installing a classroom management system known as the Color Wheel reduced inappropriate behaviors and increased on-task behavior in second- and fourth-grade classrooms; however, no systematic studies of the Color Wheel had been disseminated targeting pre-school or kindergarten participants. To enhance our understanding of the Color Wheel System (CWS) as a prevention system, a multiple-baseline design was used to evaluate the effects of the Color Wheel on inappropriate vocalizations (IVs) in three general education kindergarten classrooms. Partial-interval time-sampling was used to record classwide IVs, which were operationally defined as any comment or vocal noise that was not solicited by the teacher. Time series graphs and effect size calculations suggest that the CWS caused immediate, large, and sustained decreases in IVs across the three classrooms. Teacher acceptability and interview data also supported the CWS. Implications related to prevention are discussed and directions for future research are provided. © The Author(s) 2016.

Observations of Turbulence in a Kelvin-Helmholtz Event on 8 September 2015 by the Magnetospheric Multiscale Mission

NASA Technical Reports Server (NTRS)

Stawarz, J. E.; Eriksson, S.; Wilder, F. D.; Ergun, R. E.; Schwartz, S. J.; Pouquet, A.; Burch, J. L.; Giles, B. L.; Khotyaintsev, Y.; Le Contel, O.;

Analyses of GIMMS NDVI Time Series in Kogi State, Nigeria

NASA Astrophysics Data System (ADS)

Palka, Jessica; Wessollek, Christine; Karrasch, Pierre

2017-10-01

The value of remote sensing data is particularly evident where an areal monitoring is needed to provide information on the earth's surface development. The use of temporal high resolution time series data allows for detecting short-term changes. In Kogi State in Nigeria different vegetation types can be found. As the major population in this region is living in rural communities with crop farming the existing vegetation is slowly being altered. The expansion of agricultural land causes loss of natural vegetation, especially in the regions close to the rivers which are suitable for crop production. With regard to these facts, two questions can be dealt with covering different aspects of the development of vegetation in the Kogi state, the determination and evaluation of the general development of the vegetation in the study area (trend estimation) and analyses on a short-term behavior of vegetation conditions, which can provide information about seasonal effects in vegetation development. For this purpose, the GIMMS-NDVI data set, provided by the NOAA, provides information on the normalized difference vegetation index (NDVI) in a geometric resolution of approx. 8 km. The temporal resolution of 15 days allows the already described analyses. For the presented analysis data for the period 1981-2012 (31 years) were used. The implemented workflow mainly applies methods of time series analysis. The results show that in addition to the classical seasonal development, artefacts of different vegetation periods (several NDVI maxima) can be found in the data. The trend component of the time series shows a consistently positive development in the entire study area considering the full investigation period of 31 years. However, the results also show that this development has not been continuous and a simple linear modeling of the NDVI increase is only possible to a limited extent. For this reason, the trend modeling was extended by procedures for detecting structural breaks in the time series.

Identification of Boolean Network Models From Time Series Data Incorporating Prior Knowledge.

PubMed

Leifeld, Thomas; Zhang, Zhihua; Zhang, Ping

2018-01-01

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

Low dimensional temporal organization of spontaneous eye blinks in adults with developmental disabilities and stereotyped movement disorder.

PubMed

Lee, Mei-Hua; Bodfish, James W; Lewis, Mark H; Newell, Karl M

2010-01-01

This study investigated the mean rate and time-dependent sequential organization of spontaneous eye blinks in adults with intellectual and developmental disability (IDD) and individuals from this group who were additionally categorized with stereotypic movement disorder (IDD+SMD). The mean blink rate was lower in the IDD+SMD group than the IDD group and both of these groups had a lower blink rate than a contrast group of healthy adults. In the IDD group the n to n+1 sequential organization over time of the eye-blink durations showed a stronger compensatory organization than the contrast group suggesting decreased complexity/dimensionality of eye-blink behavior. Very low blink rate (and thus insufficient time series data) precluded analysis of time-dependent sequential properties in the IDD+SMD group. These findings support the hypothesis that both IDD and SMD are associated with a reduction in the dimension and adaptability of movement behavior and that this may serve as a risk factor for the expression of abnormal movements.

Discrete Dynamics Lab

NASA Astrophysics Data System (ADS)

Wuensche, Andrew

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

Trading Network Predicts Stock Price

PubMed Central

Sun, Xiao-Qian; Shen, Hua-Wei; Cheng, Xue-Qi

2014-01-01

Stock price prediction is an important and challenging problem for studying financial markets. Existing studies are mainly based on the time series of stock price or the operation performance of listed company. In this paper, we propose to predict stock price based on investors' trading behavior. For each stock, we characterize the daily trading relationship among its investors using a trading network. We then classify the nodes of trading network into three roles according to their connectivity pattern. Strong Granger causality is found between stock price and trading relationship indices, i.e., the fraction of trading relationship among nodes with different roles. We further predict stock price by incorporating these trading relationship indices into a neural network based on time series of stock price. Experimental results on 51 stocks in two Chinese Stock Exchanges demonstrate the accuracy of stock price prediction is significantly improved by the inclusion of trading relationship indices. PMID:24429767

Trading network predicts stock price.

PubMed

Sun, Xiao-Qian; Shen, Hua-Wei; Cheng, Xue-Qi

2014-01-16

Stock price prediction is an important and challenging problem for studying financial markets. Existing studies are mainly based on the time series of stock price or the operation performance of listed company. In this paper, we propose to predict stock price based on investors' trading behavior. For each stock, we characterize the daily trading relationship among its investors using a trading network. We then classify the nodes of trading network into three roles according to their connectivity pattern. Strong Granger causality is found between stock price and trading relationship indices, i.e., the fraction of trading relationship among nodes with different roles. We further predict stock price by incorporating these trading relationship indices into a neural network based on time series of stock price. Experimental results on 51 stocks in two Chinese Stock Exchanges demonstrate the accuracy of stock price prediction is significantly improved by the inclusion of trading relationship indices.

Tools for Detecting Causality in Space Systems

NASA Astrophysics Data System (ADS)

Johnson, J.; Wing, S.

2017-12-01

Complex systems such as the solar and magnetospheric envivonment often exhibit patterns of behavior that suggest underlying organizing principles. Causality is a key organizing principle that is particularly difficult to establish in strongly coupled nonlinear systems, but essential for understanding and modeling the behavior of systems. While traditional methods of time-series analysis can identify linear correlations, they do not adequately quantify the distinction between causal and coincidental dependence. We discuss tools for detecting causality including: granger causality, transfer entropy, conditional redundancy, and convergent cross maps. The tools are illustrated by applications to magnetospheric and solar physics including radiation belt, Dst (a magnetospheric state variable), substorm, and solar cycle dynamics.

A simple physical model for deep moonquake occurrence times

USGS Publications Warehouse

Weber, R.C.; Bills, B.G.; Johnson, C.L.

2010-01-01

The physical process that results in moonquakes is not yet fully understood. The periodic occurrence times of events from individual clusters are clearly related to tidal stress, but also exhibit departures from the temporal regularity this relationship would seem to imply. Even simplified models that capture some of the relevant physics require a large number of variables. However, a single, easily accessible variable - the time interval I(n) between events - can be used to reveal behavior not readily observed using typical periodicity analyses (e.g., Fourier analyses). The delay-coordinate (DC) map, a particularly revealing way to display data from a time series, is a map of successive intervals: I(n+. 1) plotted vs. I(n). We use a DC approach to characterize the dynamics of moonquake occurrence. Moonquake-like DC maps can be reproduced by combining sequences of synthetic events that occur with variable probability at tidal periods. Though this model gives a good description of what happens, it has little physical content, thus providing only little insight into why moonquakes occur. We investigate a more mechanistic model. In this study, we present a series of simple models of deep moonquake occurrence, with consideration of both tidal stress and stress drop during events. We first examine the behavior of inter-event times in a delay-coordinate context, and then examine the output, in that context, of a sequence of simple models of tidal forcing and stress relief. We find, as might be expected, that the stress relieved by moonquakes influences their occurrence times. Our models may also provide an explanation for the opposite-polarity events observed at some clusters. ?? 2010.

Effects of a Televised Two-City Safer Sex Mass Media Campaign Targeting High-Sensation-Seeking and Impulsive-Decision-Making Young Adults

ERIC Educational Resources Information Center

Zimmerman, Rick S.; Palmgreen, Philip M.; Noar, Seth M.; Lustria, Mia Liza A.; Lu, Hung-Yi; Horosewski, Mary Lee

2007-01-01

This study evaluates the ability of a safer sex televised public service announcement (PSA) campaign to increase safer sexual behavior among at-risk young adults. Independent, monthly random samples of 100 individuals were surveyed in each city for 21 months as part of an interrupted-time-series design with a control community. The 3-month…

Performance Assessment of Network Intrusion-Alert Prediction

DTIC Science & Technology

2012-09-01

the threats. In this thesis, we use Snort to generate the intrusion detection alerts. 2. SNORT Snort is an open source network intrusion...standard for IPS. (Snort, 2012) We choose Snort because it is an open source product that is free to download and can be deployed cross-platform...Learning & prediction in relational time series: A survey. 21st Behavior Representation in Modeling & Simulation ( BRIMS ) Conference 2012, 93–100. Tan

Decision-Making in National Security Affairs: Toward a Typology.

DTIC Science & Technology

1985-06-07

decisional model, and thus provide the necessary linkage between observation and application of theory in explaining and/or predicting policy decisions . r...examines theories and models of decision -making processes from an interdisciplinary perspective, with a view toward deriving means by which the behavior of...processes, game theory , linear programming, network and graph theory , time series analysis, and the like. The discipline of decision analysis is a relatively

Prediction of forest canopy and surface fuels from lidar and satellite time series data in a bark beetle-affected forest

Treesearch

Benjamin C. Bright; Andrew T. Hudak; Arjan J. H. Meddens; Todd J. Hawbaker; Jennifer S. Briggs; Robert E. Kennedy

2017-01-01

Wildfire behavior depends on the type, quantity, and condition of fuels, and the effect that bark beetle outbreaks have on fuels is a topic of current research and debate. Remote sensing can provide estimates of fuels across landscapes, although few studies have estimated surface fuels from remote sensing data. Here we predicted and mapped field-measured canopy and...

Self-averaging in complex brain neuron signals

NASA Astrophysics Data System (ADS)

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

2002-12-01

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

Global financial indices and twitter sentiment: A random matrix theory approach

NASA Astrophysics Data System (ADS)

García, A.

2016-11-01

We use Random Matrix Theory (RMT) approach to analyze the correlation matrix structure of a collection of public tweets and the corresponding return time series associated to 20 global financial indices along 7 trading months of 2014. In order to quantify the collection of tweets, we constructed daily polarity time series from public tweets via sentiment analysis. The results from RMT analysis support the fact of the existence of true correlations between financial indices, polarities, and the mixture of them. Moreover, we found a good agreement between the temporal behavior of the extreme eigenvalues of both empirical data, and similar results were found when computing the inverse participation ratio, which provides an evidence about the emergence of common factors in global financial information whether we use the return or polarity data as a source. In addition, we found a very strong presumption that polarity Granger causes returns of an Indonesian index for a long range of lag trading days, whereas for Israel, South Korea, Australia, and Japan, the predictive information of returns is also presented but with less presumption. Our results suggest that incorporating polarity as a financial indicator may open up new insights to understand the collective and even individual behavior of global financial indices.

Deriving crop calendar using NDVI time-series

NASA Astrophysics Data System (ADS)

Patel, J. H.; Oza, M. P.

2014-11-01

Agricultural intensification is defined in terms as cropping intensity, which is the numbers of crops (single, double and triple) per year in a unit cropland area. Information about crop calendar (i.e. number of crops in a parcel of land and their planting & harvesting dates and date of peak vegetative stage) is essential for proper management of agriculture. Remote sensing sensors provide a regular, consistent and reliable measurement of vegetation response at various growth stages of crop. Therefore it is ideally suited for monitoring purpose. The spectral response of vegetation, as measured by the Normalized Difference Vegetation Index (NDVI) and its profiles, can provide a new dimension for describing vegetation growth cycle. The analysis based on values of NDVI at regular time interval provides useful information about various crop growth stages and performance of crop in a season. However, the NDVI data series has considerable amount of local fluctuation in time domain and needs to be smoothed so that dominant seasonal behavior is enhanced. Based on temporal analysis of smoothed NDVI series, it is possible to extract number of crop cycles per year and their crop calendar. In the present study, a methodology is developed to extract key elements of crop growth cycle (i.e. number of crops per year and their planting - peak - harvesting dates). This is illustrated by analysing MODIS-NDVI data series of one agricultural year (from June 2012 to May 2013) over Gujarat. Such an analysis is very useful for analysing dynamics of kharif and rabi crops.

A study of possible ``reef effects'' caused by a long-term time-lapse camera in the deep North Pacific

NASA Astrophysics Data System (ADS)

Vardaro, M. F.; Parmley, D.; Smith, K. L.

2007-08-01

The aggregation response of fish populations following the addition of artificial structures to seafloor habitats has been well documented in shallow-water reefs and at deeper structures such as oil extraction platforms. A long-term time-lapse camera was deployed for 27 four-month deployment periods at 4100 m in the eastern North Pacific to study abyssal megafauna activity and surface-benthos connections. The unique time-series data set provided by this research presented an opportunity to examine how deep-sea benthopelagic fish and epibenthic megafauna populations were affected by an isolated artificial structure and whether animal surveys at this site were biased by aggregation behavior. Counts were taken of benthopelagic grenadiers, Coryphaenoides spp., observed per week as well as numbers of the epibenthic echinoid Echinocrepis rostrata. No significant correlation ( rs=-0.39; p=0.11) was found between the duration of deployment (in weeks) and the average number of Coryphaenoides observed at the site. There was also no evidence of associative behavior around the time-lapse camera by E. rostrata ( rs=-0.32; p=0.19). The results of our study suggest that abyssal fish and epibenthic megafauna do not aggregate around artificial structures and that long-term time-lapse camera studies should not be impacted by aggregation response behaviors.