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: The purpose of this paper is to investigate the relationship among the key macroeconomic variables and Islamic stock market in India. This study is based on the time series data of financial years 2009-2015 to explore the consistency of relationship between macroeconomic variables and Shariah Indices. The ADF (Augmented Dickey–Fuller Test Statistic) and PP (Phillips–Perron Test Statistic) tests are employed to check stationarity of the data. The study depicts the long run relationship between Shariah indices and macroeconomic variables by using the Johansen Co-integration test. BSE Shariah and Nifty Shariah have uni-direct Granger causality. The outcome of VECM is significantly confirming the applicability of best fitted model. Thus, Islamic stock indices are proficiently working for the development of Indian economy. It suggests that by keeping eyes on Islamic stock market which will be more interactive in the future with other macroeconomic variables.
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: In this research, the occurrences of large size events in various system sizes of the Bak-Tang-Wiesenfeld sandpile model are considered. The system sizes (square lattice) of model considered here are 25×25, 50×50, 75×75 and 100×100. The cross-correlation between the ratio of sites containing 3 grain time series and the large size event time series for these 4 system sizes are also analyzed. Moreover, a prediction method of the large-size event for the 50×50 system size is also introduced. Lastly, it can be shown that this prediction method provides a slightly higher efficiency than random predictions.
Abstract: Speaker recognition is performed in high Additive White Gaussian Noise (AWGN) environments using principals of Computational Auditory Scene Analysis (CASA). CASA methods often classify sounds from images in the time-frequency (T-F) plane using spectrograms or cochleargrams as the image. In this paper atomic decomposition implemented by matching pursuit performs a transform from time series speech signals to the T-F plane. The atomic decomposition creates a sparsely populated T-F vector in “weight space” where each populated T-F position contains an amplitude weight. The weight space vector along with the atomic dictionary represents a denoised, compressed version of the original signal. The arraignment or of the atomic indices in the T-F vector are used for classification. Unsupervised feature learning implemented by a sparse autoencoder learns a single dictionary of basis features from a collection of envelope samples from all speakers. The approach is demonstrated using pairs of speakers from the TIMIT data set. Pairs of speakers are selected randomly from a single district. Each speak has 10 sentences. Two are used for training and 8 for testing. Atomic index probabilities are created for each training sentence and also for each test sentence. Classification is performed by finding the lowest Euclidean distance between then probabilities from the training sentences and the test sentences. Training is done at a 30dB Signal-to-Noise Ratio (SNR). Testing is performed at SNR’s of 0 dB, 5 dB, 10 dB and 30dB. The algorithm has a baseline classification accuracy of ~93% averaged over 10 pairs of speakers from the TIMIT data set. The baseline accuracy is attributable to short sequences of training and test data as well as the overall simplicity of the classification algorithm. The accuracy is not affected by AWGN and produces ~93% accuracy at 0dB SNR.
Abstract: In this paper, we discuss a Bayesian approach to
quantile autoregressive (QAR) time series model estimation and
forecasting. Together with a combining forecasts technique, we then
predict USD to GBP currency exchange rates. Combined forecasts
contain all the information captured by the fitted QAR models
at different quantile levels and are therefore better than those
obtained from individual models. Our results show that an unequally
weighted combining method performs better than other forecasting
methodology. We found that a median AR model can perform well in
point forecasting when the predictive density functions are symmetric.
However, in practice, using the median AR model alone may involve
the loss of information about the data captured by other QAR models.
We recommend that combined forecasts should be used whenever
possible.
Abstract: This paper presents a multiscale information measure of
Electroencephalogram (EEG) for analysis with a short data length.
A multiscale extension of permutation entropy (MPE) is capable of
fully reflecting the dynamical characteristics of EEG across different
temporal scales. However, MPE yields an imprecise estimation due
to coarse-grained procedure at large scales. We present an improved
MPE measure to estimate entropy more accurately with a short
time series. By computing entropies of all coarse-grained time series
and averaging those at each scale, it leads to the modified MPE
(MMPE) which provides an enhanced accuracy as compared to
MPE. Simulation and experimental studies confirmed that MMPE
has proved its capability over MPE in terms of accuracy.
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: The construction of most coastal infrastructure developments around the world are usually made considering wave height, current velocities and river discharges; however, little effort has been paid to surveying sediment transport during dredging or the modification to currents outside the ports or marinas during and after the construction. This study shows a complete survey during the construction of one of the largest ports of the Gulf of Mexico. An anchored Acoustic Doppler Current Velocity profiler (ADCP), a towed ADCP and a combination of model outputs were used at the Veracruz port construction in order to describe the hourly sediment transport and current modifications in and out of the new port. Owing to the stability of the system the new port was construction inside Vergara Bay, a low wave energy system with a tidal range of up to 0.40 m. The results show a two-current system pattern within the bay. The north side of the bay has an anticyclonic gyre, while the southern part of the bay shows a cyclonic gyre. Sediment transport trajectories were made every hour using the anchored ADCP, a numerical model and the weekly data obtained from the towed ADCP within the entire bay. The sediment transport trajectories were carefully tracked since the bay is surrounded by coral reef structures which are sensitive to sedimentation rate and water turbidity. The survey shows that during dredging and rock input used to build the wave breaker sediments were locally added (< 2500 m2) and local currents disperse it in less than 4 h. While the river input located in the middle of the bay and the sewer system plant may add more than 10 times this amount during a rainy day or during the tourist season. Finally, the coastal line obtained seasonally with a drone suggests that the southern part of the bay has not been modified by the construction of the new port located in the northern part of the bay, owing to the two subsystem division of the bay.
Abstract: Recent investigations have demonstrated the global
sea level rise due to climate change impacts. In this study, climate
changes study the effects of increasing water level in the strait of
Hormuz. The probable changes of sea level rise should be
investigated to employ the adaption strategies. The climatic output
data of a GCM (General Circulation Model) named CGCM3 under
climate change scenario of A1b and A2 were used. Among different
variables simulated by this model, those of maximum correlation
with sea level changes in the study region and least redundancy
among themselves were selected for sea level rise prediction by using
stepwise regression. One of models (Discrete Wavelet artificial
Neural Network) was developed to explore the relationship between
climatic variables and sea level changes. In these models, wavelet
was used to disaggregate the time series of input and output data into
different components and then ANN was used to relate the
disaggregated components of predictors and input parameters to each
other. The results showed in the Shahid Rajae Station for scenario
A1B sea level rise is among 64 to 75 cm and for the A2 Scenario sea
level rise is among 90 t0 105 cm. Furthermore, the result showed a
significant increase of sea level at the study region under climate
change impacts, which should be incorporated in coastal areas
management.
Abstract: The global demand for long-tailed macaques for
medical experimentation has continued to increase. Fulfillment of
Indonesian export demands has been mostly from natural habitats,
based on a harvesting quota. This quota has been determined
according to the total catch for a given year, and not based on
consideration of any demographic parameters or physical
environmental factors with regard to the animal; hence threatening
the sustainability of the various populations. It is therefore necessary
to formulate a method for calculating a sustainable harvesting quota,
based on population parameters in natural habitats. Considering the
possibility of variations in habitat characteristics and population
parameters, a time series observation of demographic and
physical/biotic parameters, in various habitats, was performed on 13
groups of long-tailed macaques, distributed throughout the West
Java, Lampung and Yogyakarta areas of Indonesia. These provinces
were selected for comparison of the influence of human/tourism
activities. Data on population parameters that was collected included
data on life expectancy according to age class, numbers of
individuals by sex and age class, and ‘ratio of infants to reproductive
females’. The estimation of population growth was based on a
population dynamic growth model: the Leslie matrix. The harvesting
quota was calculated as being the difference between the actual
population size and the MVP (minimum viable population) for each
sex and age class. Observation indicated that there were variations within group size
(24–106 individuals), gender (sex) ratio (1:1 to 1:1.3), life expectancy
value (0.30 to 0.93), and ‘ratio of infants to reproductive females’
(0.23 to 1.56). Results of subsequent calculations showed that
sustainable harvesting quotas for each studied group of long-tailed
macaques, ranged from 29 to 110 individuals. An estimation model
of the MVP for each age class was formulated as Log Y = 0.315 +
0.884 Log Ni (number of individual on ith age class). This study also
found that life expectancy for the juvenile age class was affected by
the humidity under tree stands, and dietary plants’ density at sapling,
pole and tree stages (equation: Y=2.296 – 1.535 RH + 0.002 Kpcg –
0.002 Ktg – 0.001 Kphn, R2 = 89.6% with a significance value of
0.001). By contrast, for the sub-adult-adult age class, life expectancy
was significantly affected by slope (equation: Y=0.377 = 0.012 Kml,
R2 = 50.4%, with significance level of 0.007). The infant-toreproductive-
female ratio was affected by humidity under tree stands,
and dietary plant density at sapling and pole stages (equation: Y = -
1.432 + 2.172 RH – 0.004 Kpcg + 0.003 Ktg, R2 = 82.0% with
significance level of 0.001). This research confirmed the importance
of population parameters in determining the minimum viable
population, and that MVP varied according to habitat characteristics
(especially food availability). It would be difficult therefore, to
formulate a general mathematical equation model for determining a
harvesting quota for the species as a whole.
Abstract: In developing countries, one of the most important
restrictions about the economic growth is the lack of national savings
which are supposed to finance the investments. In order to overcome
this restriction and achieve the higher rate of economic growth by
increasing the level of output, countries choose the external
borrowing. However, there is a dispute in the literature over the
correlation between external debt and economic growth. The aim of
this study is to examine the effects of external debt on Turkish
economic growth by using VAR analysis with the quarterly data over
the period of 2002:01-2014:04. In this respect, Johansen
Cointegration Test, Impulse- Response Function and Variance
Decomposition Tests will be used for analyses. Empirical findings
show that there is no cointegration in the long run.
Abstract: Behavioral aspects of experience such as will power
are rarely subjected to quantitative study owing to the numerous
complexities involved. Will is a phenomenon that has puzzled
humanity for a long time. It is a belief that will power of an individual
affects the success achieved by them in life. It is also thought that a
person endowed with great will power can overcome even the most
crippling setbacks in life while a person with a weak will cannot make
the most of life even the greatest assets. This study is an attempt
to subject the phenomena of will to the test of an artificial neural
network through a computational model. The claim being tested is
that will power of an individual largely determines success achieved
in life. It is proposed that data pertaining to success of individuals
be obtained from an experiment and the phenomenon of will be
incorporated into the model, through data generated recursively using
a relation between will and success characteristic to the model.
An artificial neural network trained using part of the data, could
subsequently be used to make predictions regarding data points in
the rest of the model. The procedure would be tried for different
models and the model where the networks predictions are found to
be in greatest agreement with the data would be selected; and used
for studying the relation between success and will.
Abstract: Typically, virtual communities exhibit the well-known
phenomenon of participation inequality, which means that only a
small percentage of users is responsible of the majority of
contributions. However, the sustainability of the community requires
that the group of active users must be continuously nurtured with new
users that gain expertise through a participation process. This paper
analyzes the time evolution of Open Source Software (OSS)
communities, considering users that join/abandon the community
over time and several topological properties of the network when
modeled as a social network. More specifically, the paper analyzes
the role of those users rejoining the community and their influence in
the global characteristics of the network.
Abstract: A model was constructed to predict the amount of
solar radiation that will make contact with the surface of the earth in
a given location an hour into the future. This project was supported
by the Southern Company to determine at what specific times during
a given day of the year solar panels could be relied upon to produce
energy in sufficient quantities. Due to their ability as universal
function approximators, an artificial neural network was used to
estimate the nonlinear pattern of solar radiation, which utilized
measurements of weather conditions collected at the Griffin, Georgia
weather station as inputs. A number of network configurations and
training strategies were utilized, though a multilayer perceptron with
a variety of hidden nodes trained with the resilient propagation
algorithm consistently yielded the most accurate predictions. In
addition, a modeled direct normal irradiance field and adjacent
weather station data were used to bolster prediction accuracy. In later
trials, the solar radiation field was preprocessed with a discrete
wavelet transform with the aim of removing noise from the
measurements. The current model provides predictions of solar
radiation with a mean square error of 0.0042, though ongoing efforts
are being made to further improve the model’s accuracy.
Abstract: The aim of this paper is to select the most accurate
forecasting method for predicting the future values of the
unemployment rate in selected European countries. In order to do so,
several forecasting techniques adequate for forecasting time series
with trend component, were selected, namely: double exponential
smoothing (also known as Holt`s method) and Holt-Winters` method
which accounts for trend and seasonality. The results of the empirical
analysis showed that the optimal model for forecasting
unemployment rate in Greece was Holt-Winters` additive method. In
the case of Spain, according to MAPE, the optimal model was double
exponential smoothing model. Furthermore, for Croatia and Italy the
best forecasting model for unemployment rate was Holt-Winters`
multiplicative model, whereas in the case of Portugal the best model
to forecast unemployment rate was Double exponential smoothing
model. Our findings are in line with European Commission
unemployment rate estimates.
Abstract: Comparisons of financial development across
countries are central to answering many of the questions on factors
leading to economic development. For this reason this study analyzes
the implications of financial system’s development on country’s
economic development. The aim of the article: to analyze the impact
of financial system’s development on economic development. The
following research methods were used: systemic, logical and
comparative analysis of scientific literature, analysis of statistical
data, time series model (Autoregressive Distributed Lag (ARDL)
Model). The empirical results suggest about positive short and long
term effect of stock market development on GDP per capita.
Abstract: Neurons in the nervous system communicate with
each other by producing electrical signals called spikes. To
investigate the physiological function of nervous system it is essential
to study the activity of neurons by detecting and sorting spikes in the
recorded signal. In this paper a method is proposed for considering
the spike sorting problem which is based on the nonlinear modeling
of spikes using exponential autoregressive model. The genetic
algorithm is utilized for model parameter estimation. In this regard
some selected model coefficients are used as features for sorting
purposes. For optimal selection of model coefficients, self-organizing
feature map is used. The results show that modeling of spikes with
nonlinear autoregressive model outperforms its linear counterpart.
Also the extracted features based on the coefficients of exponential
autoregressive model are better than wavelet based extracted features
and get more compact and well-separated clusters. In the case of
spikes different in small-scale structures where principal component
analysis fails to get separated clouds in the feature space, the
proposed method can obtain well-separated cluster which removes
the necessity of applying complex classifiers.
Abstract: Recent research in neural networks science and
neuroscience for modeling complex time series data and statistical
learning has focused mostly on learning from high input space and
signals. Local linear models are a strong choice for modeling local
nonlinearity in data series. Locally weighted projection regression is
a flexible and powerful algorithm for nonlinear approximation in
high dimensional signal spaces. In this paper, different learning
scenario of one and two dimensional data series with different
distributions are investigated for simulation and further noise is
inputted to data distribution for making different disordered
distribution in time series data and for evaluation of algorithm in
locality prediction of nonlinearity. Then, the performance of this
algorithm is simulated and also when the distribution of data is high
or when the number of data is less the sensitivity of this approach to
data distribution and influence of important parameter of local
validity in this algorithm with different data distribution is explained.
Abstract: The development, operation and maintenance of
Integrated Waste Management Systems (IWMS) affects essentially
the sustainable concern of every region. The features of such systems
have great influence on all of the components of sustainability. In
order to reach the optimal way of processes, a comprehensive
mapping of the variables affecting the future efficiency of the system
is needed such as analysis of the interconnections among the
components and modeling of their interactions. The planning of a
IWMS is based fundamentally on technical and economical
opportunities and the legal framework. Modeling the sustainability
and operation effectiveness of a certain IWMS is not in the scope of
the present research. The complexity of the systems and the large
number of the variables require the utilization of a complex approach
to model the outcomes and future risks. This complex method should
be able to evaluate the logical framework of the factors composing
the system and the interconnections between them. The authors of
this paper studied the usability of the Fuzzy Cognitive Map (FCM)
approach modeling the future operation of IWMS’s. The approach
requires two input data set. One is the connection matrix containing
all the factors affecting the system in focus with all the
interconnections. The other input data set is the time series, a
retrospective reconstruction of the weights and roles of the factors.
This paper introduces a novel method to develop time series by
content analysis.