Abstract: Waste reduction is a fundamental problem for sustainability. Methods for waste reduction with point-of-sales (POS) data are proposed, utilizing the knowledge of a recent econophysics study on a statistical property of POS data. Concretely, the non-stationary time series analysis method based on the Particle Filter is developed, which considers abnormal fluctuation scaling known as Taylor's law. This method is extended for handling incomplete sales data because of stock-outs by introducing maximum likelihood estimation for censored data. The way for optimal stock determination with pricing the cost of waste reduction is also proposed. This study focuses on the examination of the methods for large sales numbers where Taylor's law is obvious. Numerical analysis using aggregated POS data shows the effectiveness of the methods to reduce food waste maintaining a high profit for large sales numbers. Moreover, the way of pricing the cost of waste reduction reveals that a small profit loss realizes substantial waste reduction, especially in the case that the proportionality constant of Taylor’s law is small. Specifically, around 1% profit loss realizes half disposal at =0.12, which is the actual value of processed food items used in this research. The methods provide practical and effective solutions for waste reduction keeping a high profit, especially with large sales numbers.
Abstract: The development of Global Navigation Satellite System (GNSS) technology has led to increasingly widely and successful applications of GNSS surveys for monitoring crustal movements. Instead of the multi-period GNSS solutions, this study utilizes GNSS time series that are required to more precisely determine the vertical deformations in the study area. In recent years, the surface deformations that are parallel and semi-parallel to Bolvadin fault have occurred in Western Anatolia. These surface deformations have continued to occur in Bolvadin settlement area that is located mostly on alluvium ground. Due to these surface deformations, a number of cracks in the buildings located in the residential areas and breaks in underground water and sewage systems have been observed. In order to determine the amount of vertical surface deformations, two continuous GNSS stations have been established in the region. The stations have been operating since 2015 and 2017, respectively. In this study, GNSS observations from the mentioned two GNSS stations were processed with GAMIT/GLOBK (GNSS Analysis Massachusetts Institute of Technology/GLOBal Kalman) program package to create coordinate time series. With the time series analyses, the GNSS stations’ behaviour models (linear, periodical, etc.), the causes of these behaviours, and mathematical models were determined. The study results from the time series analysis of these two 2 GNSS stations show approximately 50-90 mm/yr vertical movement.
Abstract: This study was designed to find the best stochastic model (using of time series analysis) for annual extreme streamflow (peak and maximum streamflow) of Karkheh River at Iran. The Auto-regressive Integrated Moving Average (ARIMA) model used to simulate these series and forecast those in future. For the analysis, annual extreme streamflow data of Jelogir Majin station (above of Karkheh dam reservoir) for the years 1958–2005 were used. A visual inspection of the time plot gives a little increasing trend; therefore, series is not stationary. The stationarity observed in Auto-Correlation Function (ACF) and Partial Auto-Correlation Function (PACF) plots of annual extreme streamflow was removed using first order differencing (d=1) in order to the development of the ARIMA model. Interestingly, the ARIMA(4,1,1) model developed was found to be most suitable for simulating annual extreme streamflow for Karkheh River. The model was found to be appropriate to forecast ten years of annual extreme streamflow and assist decision makers to establish priorities for water demand. The Statistical Analysis System (SAS) and Statistical Package for the Social Sciences (SPSS) codes were used to determinate of the best model for this series.
Abstract: This paper investigates the nature of the fluctuation of the daily average Solar wind speed time series collected over a period of 2492 days, from 1st January, 1997 to 28th October, 2003. The degree of self-similarity and scalability of the Solar Wind Speed signal has been explored to characterise the signal fluctuation. Multi-fractal Detrended Fluctuation Analysis (MFDFA) method has been implemented on the signal which is under investigation to perform this task. Furthermore, the singularity spectra of the signals have been also obtained to gauge the extent of the multifractality of the time series signal.
Abstract: Every year, fog formation over the Indo-Gangetic Plains (IGPs) of Indian region during the winter months of December and January is believed to create numerous hazards, inconvenience, and economic loss to the inhabitants of this densely populated region of Indian subcontinent. The aim of the paper is to analyze the spatial and temporal variability of winter fog over IGPs. Long term ground observations of visibility and other meteorological parameters (1971-2010) have been analyzed to understand the formation of fog phenomena and its relevance during the peak winter months of January and December over IGP of India. In order to examine the temporal variability, time series and trend analysis were carried out by using the Mann-Kendall Statistical test. Trend analysis performed by using the Mann-Kendall test, accepts the alternate hypothesis with 95% confidence level indicating that there exists a trend. Kendall tau’s statistics showed that there exists a positive correlation between time series and fog frequency. Further, the Theil and Sen’s median slope estimate showed that the magnitude of trend is positive. Magnitude is higher during January compared to December for the entire IGP except in December when it is high over the western IGP. Decade wise time series analysis revealed that there has been continuous increase in fog days. The net overall increase of 99 % was observed over IGP in last four decades. Diurnal variability and average daily persistence were computed by using descriptive statistical techniques. Geo-statistical analysis of fog was carried out to understand the spatial variability of fog. Geo-statistical analysis of fog revealed that IGP is a high fog prone zone with fog occurrence frequency of more than 66% days during the study period. Diurnal variability indicates the peak occurrence of fog is between 06:00 and 10:00 local time and average daily fog persistence extends to 5 to 7 hours during the peak winter season. The results would offer a new perspective to take proactive measures in reducing the irreparable damage that could be caused due to changing trends of fog.
Abstract: The objective of this research is to forecast the monthly exchange rate between Thai baht and the US dollar and to compare two forecasting methods. The methods are Box-Jenkins’ method and Holt’s method. Results show that the Box-Jenkins’ method is the most suitable method for the monthly Exchange Rate between Thai Baht and the US Dollar. The suitable forecasting model is ARIMA (1,1,0) without constant and the forecasting equation is Yt = Yt-1 + 0.3691 (Yt-1 - Yt-2) When Yt is the time series data at time t, respectively.
Abstract: Prediction of future research topics by using time series analysis either statistical or machine learning has been conducted previously by several researchers. Several methods have been proposed to combine the forecasting results into single forecast. These methods use fixed combination of individual forecast to get the final forecast result. In this paper, quite different approach is employed to select the forecasting methods, in which every point to forecast is calculated by using the best methods used by similar validation dataset. The dataset used in the experiment is time series derived from research report in Garuda, which is an online sites belongs to the Ministry of Education in Indonesia, over the past 20 years. The experimental result demonstrates that the proposed method may perform better compared to the fix combination of predictors. In addition, based on the prediction result, we can forecast emerging research topics for the next few years.
Abstract: Analysis of heart rate variability (HRV) has become a
popular non-invasive tool for assessing the activities of autonomic
nervous system. Most of the methods were hired from techniques
used for time series analysis. Currently used methods are time
domain, frequency domain, geometrical and fractal methods. A new
technique, which searches for pattern repeatability in a time series, is
proposed for quantifying heart rate (HR) time series. These set of
indices, which are termed as pattern repeatability measure and
pattern repeatability ratio are able to distinguish HR data clearly
from noise and electroencephalogram (EEG). The results of analysis
using these measures give an insight into the fundamental difference
between the composition of HR time series with respect to EEG and
noise.
Abstract: In rotating machinery one of the critical components
that is prone to premature failure is the rolling bearing.
Consequently, early warning of an imminent bearing failure is much
critical to the safety and reliability of any high speed rotating
machines. This study is concerned with the application of Recurrence
Quantification Analysis (RQA) in fault detection of rolling element
bearings in rotating machinery. Based on the results from this study it
is reported that the RQA variable, percent determinism, is sensitive
to the type of fault investigated and therefore can provide useful
information on bearing damage in rolling element bearings.
Abstract: Due to the liberalization of countless electricity markets, load forecasting has become crucial to all public utilities for which electricity is a strategic variable. With the goal of contributing to the forecasting process inside public utilities, this paper addresses the issue of applying the Holt-Winters exponential smoothing technique and the time series analysis for forecasting the hourly electricity load curve of the Italian railways. The results of the analysis confirm the accuracy of the two models and therefore the relevance of forecasting inside public utilities.
Abstract: In this paper, we study the application of Extreme
Learning Machine (ELM) algorithm for single layered feedforward
neural networks to non-linear chaotic time series problems. In this
algorithm the input weights and the hidden layer bias are randomly
chosen. The ELM formulation leads to solving a system of linear
equations in terms of the unknown weights connecting the hidden
layer to the output layer. The solution of this general system of
linear equations will be obtained using Moore-Penrose generalized
pseudo inverse. For the study of the application of the method we
consider the time series generated by the Mackey Glass delay
differential equation with different time delays, Santa Fe A and
UCR heart beat rate ECG time series. For the choice of sigmoid,
sin and hardlim activation functions the optimal values for the
memory order and the number of hidden neurons which give the
best prediction performance in terms of root mean square error are
determined. It is observed that the results obtained are in close
agreement with the exact solution of the problems considered
which clearly shows that ELM is a very promising alternative
method for time series prediction.
Abstract: In this paper, first we introduce the stable distribution, stable process and theirs characteristics. The a -stable distribution family has received great interest in the last decade due to its success in modeling data, which are too impulsive to be accommodated by the Gaussian distribution. In the second part, we propose major applications of alpha stable distribution in telecommunication, computer science such as network delays and signal processing and financial markets. At the end, we focus on using stable distribution to estimate measure of risk in stock markets and show simulated data with statistical softwares.
Abstract: This paper develops an unscented grid-based filter
and a smoother for accurate nonlinear modeling and analysis
of time series. The filter uses unscented deterministic sampling
during both the time and measurement updating phases, to approximate
directly the distributions of the latent state variable. A
complementary grid smoother is also made to enable computing
of the likelihood. This helps us to formulate an expectation
maximisation algorithm for maximum likelihood estimation of
the state noise and the observation noise. Empirical investigations
show that the proposed unscented grid filter/smoother compares
favourably to other similar filters on nonlinear estimation tasks.
Abstract: Time series analysis often requires data that represents
the evolution of an observed variable in equidistant time steps. In
order to collect this data sampling is applied. While continuous
signals may be sampled, analyzed and reconstructed applying
Shannon-s sampling theorem, time-discrete signals have to be dealt
with differently. In this article we consider the discrete-event
simulation (DES) of job-shop-systems and study the effects of
different sampling rates on data quality regarding completeness and
accuracy of reconstructed inventory evolutions. At this we discuss
deterministic as well as non-deterministic behavior of system
variables. Error curves are deployed to illustrate and discuss the
sampling rate-s impact and to derive recommendations for its wellfounded
choice.
Abstract: The Bangalore City is facing the acute problem of
pollution in the atmosphere due to the heavy increase in the traffic
and developmental activities in recent years. The present study is an
attempt in the direction to assess trend of the ambient air quality
status of three stations, viz., AMCO Batteries Factory, Mysore Road,
GRAPHITE INDIA FACTORY, KHB Industrial Area, Whitefield
and Ananda Rao Circle, Gandhinagar with respect to some of the
major criteria pollutants such as Total Suspended particular matter
(SPM), Oxides of nitrogen (NOx), and Oxides of sulphur (SO2). The
sites are representative of various kinds of growths viz., commercial,
residential and industrial, prevailing in Bangalore, which are
contributing to air pollution. The concentration of Sulphur Dioxide
(SO2) at all locations showed a falling trend due to use of refined
petrol and diesel in the recent years. The concentration of Oxides of
nitrogen (NOx) showed an increasing trend but was within the
permissible limits. The concentration of the Suspended particular
matter (SPM) showed the mixed trend. The correlation between
model and observed values is found to vary from 0.4 to 0.7 for SO2,
0.45 to 0.65 for NOx and 0.4 to 0.6 for SPM. About 80% of data is
observed to fall within the error band of ±50%. Forecast test for the
best fit models showed the same trend as actual values in most of the
cases. However, the deviation observed in few cases could be
attributed to change in quality of petro products, increase in the
volume of traffic, introduction of LPG as fuel in many types of
automobiles, poor condition of roads, prevailing meteorological
conditions, etc.
Abstract: this paper presents a multi-context recurrent network for time series analysis. While simple recurrent network (SRN) are very popular among recurrent neural networks, they still have some shortcomings in terms of learning speed and accuracy that need to be addressed. To solve these problems, we proposed a multi-context recurrent network (MCRN) with three different learning algorithms. The performance of this network is evaluated on some real-world application such as handwriting recognition and energy load forecasting. We study the performance of this network and we compared it to a very well established SRN. The experimental results showed that MCRN is very efficient and very well suited to time series analysis and its applications.
Abstract: Quantitative characterization of nonlinear directional
couplings between stochastic oscillators from data is considered. We
suggest coupling characteristics readily interpreted from a physical
viewpoint and their estimators. An expression for a statistical
significance level is derived analytically that allows reliable coupling
detection from a relatively short time series. Performance of the
technique is demonstrated in numerical experiments.
Abstract: The extraction of meaningful information from image
could be an alternative method for time series analysis. In this paper,
we propose a graphical analysis of time series grouped into table
with adjusted colour scale for numerical values. The advantages of
this method are also discussed. The proposed method is easy to
understand and is flexible to implement the standard methods of
pattern recognition and verification, especially for noisy
environmental data.
Abstract: This study aimed at developing a forecasting model on the number of Dengue Haemorrhagic Fever (DHF) incidence in Northern Thailand using time series analysis. We developed Seasonal Autoregressive Integrated Moving Average (SARIMA) models on the data collected between 2003-2006 and then validated the models using the data collected between January-September 2007. The results showed that the regressive forecast curves were consistent with the pattern of actual values. The most suitable model was the SARIMA(2,0,1)(0,2,0)12 model with a Akaike Information Criterion (AIC) of 12.2931 and a Mean Absolute Percent Error (MAPE) of 8.91713. The SARIMA(2,0,1)(0,2,0)12 model fitting was adequate for the data with the Portmanteau statistic Q20 = 8.98644 ( x20,95= 27.5871, P>0.05). This indicated that there was no significant autocorrelation between residuals at different lag times in the SARIMA(2,0,1)(0,2,0)12 model.