Abstract: Natural resources management including water resources requires reliable estimations of time variant environmental parameters. Small improvements in the estimation of environmental parameters would result in grate effects on managing decisions. Noise reduction using wavelet techniques is an effective approach for preprocessing of practical data sets. Predictability enhancement of the river flow time series are assessed using fractal approaches before and after applying wavelet based preprocessing. Time series correlation and persistency, the minimum sufficient length for training the predicting model and the maximum valid length of predictions were also investigated through a fractal assessment.
Abstract: One of the primary uses of higher order statistics in
signal processing has been for detecting and estimation of non-
Gaussian signals in Gaussian noise of unknown covariance. This is
motivated by the ability of higher order statistics to suppress additive
Gaussian noise. In this paper, several methods to test for non-
Gaussianity of a given process are presented. These methods include
histogram plot, kurtosis test, and hypothesis testing using cumulants
and bispectrum of the available sequence. The hypothesis testing is
performed by constructing a statistic to test whether the bispectrum
of the given signal is non-zero. A zero bispectrum is not a proof of
Gaussianity. Hence, other tests such as the kurtosis test should be
employed. Examples are given to demonstrate the performance of the
presented methods.
Abstract: We present on the method of inverse coherence matrix for the estimation of network connectivity from multivariate time series of a complex system. In a model system of coupled chaotic oscillators, it is shown that the inverse coherence matrix defined as the inverse of cross coherence matrix is proportional to the network connectivity. Therefore the inverse coherence matrix could be used for the distinction between the directly connected links from indirectly connected links in a complex network. We compare the result of network estimation using the method of the inverse coherence matrix with the results obtained from the coherence matrix and the partial coherence matrix.
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: Energy intensity(energy consumption intensity) is a
global index which computes the required energy for producing a
specific value of goods and services in each country. It is computed
in terms of initial energy supply or final energy consumption. In this
study (research) Divisia method is used to decompose energy
consumption and energy intensity. This method decomposes
consumption and energy intensity to production effects, structural
and net intensity and could be done as time series or two-periodical.
This study analytically investigates consumption changes and energy
intensity on economical sectors of Iran and more specific on road
transportation(rail road and road).Our results show that the
contribution of structural effect (change in economical activities
combination) is very low and the effect of net energy consumption
has the higher contribution in consumption changes and energy
intensity. In other words, the high consumption of energy is due to
Intensity of energy consumption and is not to structural effect of
transportation sector.
Abstract: The empirical mode decomposition (EMD) represents any time series into a finite set of basis functions. The bases are termed as intrinsic mode functions (IMFs) which are mutually orthogonal containing minimum amount of cross-information. The EMD successively extracts the IMFs with the highest local frequencies in a recursive way, which yields effectively a set low-pass filters based entirely on the properties exhibited by the data. In this paper, EMD is applied to explore the properties of the multi-year air temperature and to observe its effects on climate change under global warming. This method decomposes the original time-series into intrinsic time scale. It is capable of analyzing nonlinear, non-stationary climatic time series that cause problems to many linear statistical methods and their users. The analysis results show that the mode of EMD presents seasonal variability. The most of the IMFs have normal distribution and the energy density distribution of the IMFs satisfies Chi-square distribution. The IMFs are more effective in isolating physical processes of various time-scales and also statistically significant. The analysis results also show that the EMD method provides a good job to find many characteristics on inter annual climate. The results suggest that climate fluctuations of every single element such as temperature are the results of variations in the global atmospheric circulation.
Abstract: The design of a complete expansion that allows for
compact representation of certain relevant classes of signals is a
central problem in signal processing applications. Achieving such a
representation means knowing the signal features for the purpose of
denoising, classification, interpolation and forecasting. Multilayer
Neural Networks are relatively a new class of techniques that are
mathematically proven to approximate any continuous function
arbitrarily well. Radial Basis Function Networks, which make use of
Gaussian activation function, are also shown to be a universal
approximator. In this age of ever-increasing digitization in the
storage, processing, analysis and communication of information,
there are numerous examples of applications where one needs to
construct a continuously defined function or numerical algorithm to
approximate, represent and reconstruct the given discrete data of a
signal. Many a times one wishes to manipulate the data in a way that
requires information not included explicitly in the data, which is
done through interpolation and/or extrapolation.
Tidal data are a very perfect example of time series and many
statistical techniques have been applied for tidal data analysis and
representation. ANN is recent addition to such techniques. In the
present paper we describe the time series representation capabilities
of a special type of ANN- Radial Basis Function networks and
present the results of tidal data representation using RBF. Tidal data
analysis & representation is one of the important requirements in
marine science for forecasting.
Abstract: Many recent electrophysiological studies have
revealed the importance of investigating meditation state in order to
achieve an increased understanding of autonomous control of
cardiovascular functions. In this paper, we characterize heart rate
variability (HRV) time series acquired during meditation using
nonlinear dynamical parameters. We have computed minimum
embedding dimension (MED), correlation dimension (CD), largest
Lyapunov exponent (LLE), and nonlinearity scores (NLS) from HRV
time series of eight Chi and four Kundalini meditation practitioners.
The pre-meditation state has been used as a baseline (control) state to
compare the estimated parameters. The chaotic nature of HRV during
both pre-meditation and meditation is confirmed by MED. The
meditation state showed a significant decrease in the value of CD and
increase in the value of LLE of HRV, in comparison with premeditation
state, indicating a less complex and less predictable nature
of HRV. In addition, it was shown that the HRV of meditation state
is having highest NLS than pre-meditation state. The study indicated
highly nonlinear dynamic nature of cardiac states as revealed by
HRV during meditation state, rather considering it as a quiescent
state.
Abstract: Climate change is a phenomenon has been based on
the available evidence from a very long time ago and now its
existence is very probable. The speed and nature of climate
parameters changes at the middle of twentieth century has been
different and its quickness more than the before and its trend changed
to some extent comparing to the past. Climate change issue now
regarded as not only one of the most common scientific topic but also
a social political one, is not a new issue. Climate change is a
complicated atmospheric oceanic phenomenon on a global scale and
long-term. Precipitation pattern change, fast decrease of snowcovered
resources and its rapid melting, increased evaporation, the
occurrence of destroying floods, water shortage crisis, severe
reduction at the rate of harvesting agricultural products and, so on are
all the significant of climate change. To cope with this phenomenon,
its consequences and events in which public instruction is the most
important but it may be climate that no significant cant and effective
action has been done so far. The present article is included a part of
one surrey about climate change in Fars. The study area having
annually mean temperature 14 and precipitation 320 mm .23 stations
inside the basin with a common 37 year statistical period have been
applied to the meteorology data (1974-2010). Man-kendal and
change factor methods are two statistical methods, applying them, the
trend of changes and the annual mean average temperature and the
annual minimum mean temperature were studied by using them.
Based on time series for each parameter, the annual mean average
temperature and the mean of annual maximum temperature have a
rising trend so that this trend is clearer to the mean of annual
maximum temperature.
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.
Abstract: This paper describes an automated event detection and location system for water distribution pipelines which is based upon low-cost sensor technology and signature analysis by an Artificial
Neural Network (ANN). The development of a low cost failure sensor which measures the opacity or cloudiness of the local water
flow has been designed, developed and validated, and an ANN based system is then described which uses time series data produced by
sensors to construct an empirical model for time series prediction and
classification of events. These two components have been installed,
tested and verified in an experimental site in a UK water distribution
system. Verification of the system has been achieved from a series of
simulated burst trials which have provided real data sets. It is concluded that the system has potential in water distribution network
management.
Abstract: The objective of this paper is to design a model of human vital sign prediction for decreasing prediction error by using two states mapping based time series neural network BP (back-propagation) model. Normally, lot of industries has been applying the neural network model by training them in a supervised manner with the error back-propagation algorithm for time series prediction systems. However, it still has a residual error between real value and prediction output. Therefore, we designed two states of neural network model for compensation of residual error which is possible to use in the prevention of sudden death and metabolic syndrome disease such as hypertension disease and obesity. We found that most of simulations cases were satisfied by the two states mapping based time series prediction model compared to normal BP. In particular, small sample size of times series were more accurate than the standard MLP model. We expect that this algorithm can be available to sudden death prevention and monitoring AGENT system in a ubiquitous homecare environment.
Abstract: The majority of existing predictors for time series are
model-dependent and therefore require some prior knowledge for the
identification of complex systems, usually involving system
identification, extensive training, or online adaptation in the case of
time-varying systems. Additionally, since a time series is usually
generated by complex processes such as the stock market or other
chaotic systems, identification, modeling or the online updating of
parameters can be problematic. In this paper a model-free predictor
(MFP) for a time series produced by an unknown nonlinear system or
process is derived using tracking theory. An identical derivation of the
MFP using the property of the Newton form of the interpolating
polynomial is also presented. The MFP is able to accurately predict
future values of a time series, is stable, has few tuning parameters and
is desirable for engineering applications due to its simplicity, fast
prediction speed and extremely low computational load. The
performance of the proposed MFP is demonstrated using the
prediction of the Dow Jones Industrial Average stock index.
Abstract: Daily production of information and importance of the sequence of produced data in forecasting future performance of market causes analysis of data behavior to become a problem of analyzing time series. But time series that are very complicated, usually are random and as a result their changes considered being unpredictable. While these series might be products of a deterministic dynamical and nonlinear process (chaotic) and as a result be predictable. Point of Chaotic theory view, complicated systems have only chaotically face and as a result they seem to be unregulated and random, but it is possible that they abide by a specified math formula. In this article, with regard to test of strange attractor and biggest Lyapunov exponent probability of chaos on several foreign exchange rates vs. IRR (Iranian Rial) has been investigated. Results show that data in this market have complex chaotic behavior with big degree of freedom.
Abstract: Weather systems use enormously complex
combinations of numerical tools for study and forecasting.
Unfortunately, due to phenomena in the world climate, such
as the greenhouse effect, classical models may become
insufficient mostly because they lack adaptation. Therefore,
the weather forecast problem is matched for heuristic
approaches, such as Evolutionary Algorithms.
Experimentation with heuristic methods like Particle Swarm
Optimization (PSO) algorithm can lead to the development of
new insights or promising models that can be fine tuned with
more focused techniques. This paper describes a PSO
approach for analysis and prediction of data and provides
experimental results of the aforementioned method on realworld
meteorological time series.
Abstract: The production of a plant can be measured in terms of
seeds. The generation of seeds plays a critical role in our social and
daily life. The fruit production which generates seeds, depends on the
various parameters of the plant, such as shoot length, leaf number,
root length, root number, etc When the plant is growing, some leaves
may be lost and some new leaves may appear. It is very difficult to
use the number of leaves of the tree to calculate the growth of the
plant.. It is also cumbersome to measure the number of roots and
length of growth of root in several time instances continuously after
certain initial period of time, because roots grow deeper and deeper
under ground in course of time. On the contrary, the shoot length of
the tree grows in course of time which can be measured in different
time instances. So the growth of the plant can be measured using the
data of shoot length which are measured at different time instances
after plantation. The environmental parameters like temperature, rain
fall, humidity and pollution are also play some role in production of
yield. The soil, crop and distance management are taken care to
produce maximum amount of yields of plant. The data of the growth
of shoot length of some mustard plant at the initial stage (7,14,21 &
28 days after plantation) is available from the statistical survey by a
group of scientists under the supervision of Prof. Dilip De. In this
paper, initial shoot length of Ken( one type of mustard plant) has
been used as an initial data. The statistical models, the methods of
fuzzy logic and neural network have been tested on this mustard
plant and based on error analysis (calculation of average error) that
model with minimum error has been selected and can be used for the
assessment of shoot length at maturity. Finally, all these methods
have been tested with other type of mustard plants and the particular
soft computing model with the minimum error of all types has been
selected for calculating the predicted data of growth of shoot length.
The shoot length at the stage of maturity of all types of mustard
plants has been calculated using the statistical method on the
predicted data of shoot length.
Abstract: The assessment of surface waters in Enugu metropolis
for fecal coliform bacteria was undertaken. Enugu urban was divided
into three areas (A1, A2 and A3), and fecal coliform bacteria
analysed in the surface waters found in these areas for four years
(2005-2008). The plate count method was used for the analyses. Data
generated were subjected to statistical tests involving; Normality test,
Homogeneity of variance test, correlation test, and tolerance limit
test. The influence of seasonality and pollution trends were
investigated using time series plots. Results from the tolerance limit
test at 95% coverage with 95% confidence, and with respect to EU
maximum permissible concentration show that the three areas suffer
from fecal coliform pollution. To this end, remediation procedure
involving the use of saw-dust extracts from three woods namely;
Chlorophora-Excelsa (C-Excelsa),Khayan-Senegalensis,(CSenegalensis)
and Erythrophylum-Ivorensis (E-Ivorensis) in
controlling the coliforms was studied. Results show that mixture of
the acetone extracts of the woods show the most effective
antibacterial inhibitory activities (26.00mm zone of inhibition)
against E-coli. Methanol extract mixture of the three woods gave best
inhibitory activity (26.00mm zone of inhibition) against S-areus, and
25.00mm zones of inhibition against E-Aerogenes. The aqueous
extracts mixture gave acceptable zones of inhibitions against the
three bacteria organisms.
Abstract: It is well known that during the developments in the
economic sector and through the financial crises occur everywhere in
the whole world, volatility measurement is the most important
concept in financial time series. Therefore in this paper we discuss
the volatility for Amman stocks market (Jordan) for certain period of
time. Since wavelet transform is one of the most famous filtering
methods and grows up very quickly in the last decade, we compare
this method with the traditional technique, Fast Fourier transform to
decide the best method for analyzing the volatility. The comparison
will be done on some of the statistical properties by using Matlab
program.
Abstract: This paper proposed a novel model for short term load
forecast (STLF) in the electricity market. The prior electricity
demand data are treated as time series. The model is composed of
several neural networks whose data are processed using a wavelet
technique. The model is created in the form of a simulation program
written with MATLAB. The load data are treated as time series data.
They are decomposed into several wavelet coefficient series using
the wavelet transform technique known as Non-decimated Wavelet
Transform (NWT). The reason for using this technique is the belief
in the possibility of extracting hidden patterns from the time series
data. The wavelet coefficient series are used to train the neural
networks (NNs) and used as the inputs to the NNs for electricity load
prediction. The Scale Conjugate Gradient (SCG) algorithm is used as
the learning algorithm for the NNs. To get the final forecast data, the
outputs from the NNs are recombined using the same wavelet
technique. The model was evaluated with the electricity load data of
Electronic Engineering Department in Mandalay Technological
University in Myanmar. The simulation results showed that the
model was capable of producing a reasonable forecasting accuracy in
STLF.