Stochastic Modeling of an Aircraft Traversing a Runway Using Time Series Analysis

Time series, from a narrow point of view, is a sequence of observations on a stochastic process made at discrete and equally spaced time intervals. Its future behavior can be predicted by identifying, fitting, and confirming a mathematical model. In this paper, time series analysis is applied to problems concerning runwayinduced vibrations of an aircraft. A simple mathematical model based on this technique is fitted to obtain the impulse response coefficients of an aircraft system considered as a whole for a particular type of operation. Using this model, the output which is the aircraft response can be obtained with lesser computation time for any runway profile as the input.

Predictability of nonstationary time series using wavelet and EMD based ARMA models

Research has been undertaken to ascertain the predictability of non-stationary time series using wavelet and Empirical Mode Decomposition (EMD) based time series models. Methods have been developed in the past to decompose a time series into components. Forecasting of these components combined with random component could yield predictions. Using this ideology, wavelet and EMD analyses have been incorporated separately which decomposes a time series into independent orthogonal components with both time and frequency localizations. The component series are fit with specific auto-regressive models to obtain forecasts which are later combined to obtain the actual predictions. Four non-stationary streamflow sites (USGS data resources) of monthly total volumes and two non-stationary gridded rainfall sites (IMD) of monthly total rainfall are considered for the study. The predictability is checked for six and twelve months ahead forecasts across both the methodologies. Based on performance measures, it is observed that wavelet based method has better prediction capabilities over EMD based method despite some of the limitations of time series methods and the manner in which decomposition takes place. Finally, the study concludes that the wavelet based time series algorithm can be used to model events such as droughts with reasonable accuracy. Also, some modifications that can be made in the model have been discussed that could extend the scope of applicability to other areas in the field of hydrology. (C) 2013 Elesvier B.V. All rights reserved.

A Comparison of Machine Learning Techniques for Modeling River Flow Time Series: The Case of Upper Cauvery River Basin

Models of river flow time series are essential in efficient management of a river basin. It helps policy makers in developing efficient water utilization strategies to maximize the utility of scarce water resource. Time series analysis has been used extensively for modeling river flow data. The use of machine learning techniques such as support-vector regression and neural network models is gaining increasing popularity. In this paper we compare the performance of these techniques by applying it to a long-term time-series data of the inflows into the Krishnaraja Sagar reservoir (KRS) from three tributaries of the river Cauvery. In this study flow data over a period of 30 years from three different observation points established in upper Cauvery river sub-basin is analyzed to estimate their contribution to KRS. Specifically, ANN model uses a multi-layer feed forward network trained with a back-propagation algorithm and support vector regression with epsilon intensive-loss function is used. Auto-regressive moving average models are also applied to the same data. The performance of different techniques is compared using performance metrics such as root mean squared error (RMSE), correlation, normalized root mean squared error (NRMSE) and Nash-Sutcliffe Efficiency (NSE).

Using long time series of agricultural-derived nitrates for estimating catchment transit times

The estimation of water and solute transit times in catchments is crucial for predicting the response of hydrosystems to external forcings (climatic or anthropogenic). The hydrogeochemical signatures of tracers (either natural or anthropogenic) in streams have been widely used to estimate transit times in catchments as they integrate the various processes at stake. However, most of these tracers are well suited for catchments with mean transit times lower than about 4-5 years. Since the second half of the 20th century, the intensification of agriculture led to a general increase of the nitrogen load in rivers. As nitrate is mainly transported by groundwater in agricultural catchments, this signal can be used to estimate transit times greater than several years, even if nitrate is not a conservative tracer. Conceptual hydrological models can be used to estimate catchment transit times provided their consistency is demonstrated, based on their ability to simulate the stream chemical signatures at various time scales and catchment internal processes such as N storage in groundwater. The objective of this study was to assess if a conceptual lumped model was able to simulate the observed patterns of nitrogen concentration, at various time scales, from seasonal to pluriannual and thus if it was relevant to estimate the nitrogen transit times in headwater catchments. A conceptual lumped model, representing shallow groundwater flow as two parallel linear stores with double porosity, and riparian processes by a constant nitrogen removal function, was applied on two paired agricultural catchments which belong to the Research Observatory ORE AgrHys. The Global Likelihood Uncertainty Estimation (GLUE) approach was used to estimate parameter values and uncertainties. The model performance was assessed on (i) its ability to simulate the contrasted patterns of stream flow and stream nitrate concentrations at seasonal and inter-annual time scales, (ii) its ability to simulate the patterns observed in groundwater at the same temporal scales, and (iii) the consistency of long-term simulations using the calibrated model and the general pattern of the nitrate concentration increase in the region since the beginning of the intensification of agriculture in the 1960s. The simulated nitrate transit times were found more sensitive to climate variability than to parameter uncertainty, and average values were found to be consistent with results from others studies in the same region involving modeling and groundwater dating. This study shows that a simple model can be used to simulate the main dynamics of nitrogen in an intensively polluted catchment and then be used to estimate the transit times of these pollutants in the system which is crucial to guide mitigation plans design and assessment. (C) 2015 Elsevier B.V. All rights reserved.

Efficient use of correlation entropy for analysing time series data

The correlation dimension D 2 and correlation entropy K 2 are both important quantifiers in nonlinear time series analysis. However, use of D 2 has been more common compared to K 2 as a discriminating measure. One reason for this is that D 2 is a static measure and can be easily evaluated from a time series. However, in many cases, especially those involving coloured noise, K 2 is regarded as a more useful measure. Here we present an efficient algorithmic scheme to compute K 2 directly from a time series data and show that K 2 can be used as a more effective measure compared to D 2 for analysing practical time series involving coloured noise.

Kernels for large margin time-series classification

In this paper we propose a novel family of kernels for multivariate time-series classification problems. Each time-series is approximated by a linear combination of piecewise polynomial functions in a Reproducing Kernel Hilbert Space by a novel kernel interpolation technique. Using the associated kernel function a large margin classification formulation is proposed which can discriminate between two classes. The formulation leads to kernels, between two multivariate time-series, which can be efficiently computed. The kernels have been successfully applied to writer independent handwritten character recognition.

Nonlinear measures of heart rate time series: influence of posture and controlled breathing

In this study, we investigated measures of nonlinear dynamics and chaos theory in regards to heart rate variability in 27 normal control subjects in supine and standing postures, and 14 subjects in spontaneous and controlled breathing conditions. We examined minimum embedding dimension (MED), largest Lyapunov exponent (LLE) and measures of nonlinearity (NL) of heart rate time series. MED quantifies the system's complexity, LLE predictability and NL, a measure of deviation from linear processes. There was a significant decrease in complexity (P<0.00001), a decrease in predictability (P<0.00001) and an increase in nonlinearity (P=0.00001) during the change from supine to standing posture. Decrease in MED, and increases in NL score and LLE in standing posture appear to be partly due to an increase in sympathetic activity of the autonomous nervous system in standing posture. An improvement in predictability during controlled breathing appears to be due to the introduction of a periodic component. (C) 2000 published by Elsevier Science B.V.

Evolution in the time series of vortex velocity fluctuations across different regimes of vortex flow

Investigations of vortex velocity fluctuation in time domain have revealed a presence of low frequency velocity fluctuations which evolve with the different driven phases of the vortex state in a single crystal of 2H-NbSe2. The observation of velocity fluctuations with a characteristic low frequency is associated with the onset of nonlinear nature of vortex flow deep in the driven elastic vortex state. (C) 2009 Elsevier B.V. All rights reserved.

Block coherence: a method for measuring the interdependence between two blocks of neurobiological time series

Multisensor recordings are becoming commonplace. When studying functional connectivity between different brain areas using such recordings, one defines regions of interest, and each region of interest is often characterized by a set (block) of time series. Presently, for two such regions, the interdependence is typically computed by estimating the ordinary coherence for each pair of individual time series and then summing or averaging the results over all such pairs of channels (one from block 1 and other from block 2). The aim of this paper is to generalize the concept of coherence so that it can be computed for two blocks of non-overlapping time series. This quantity, called block coherence, is first shown mathematically to have properties similar to that of ordinary coherence, and then applied to analyze local field potential recordings from a monkey performing a visuomotor task. It is found that an increase in block coherence between the channels from V4 region and the channels from prefrontal region in beta band leads to a decrease in response time.

Diminished chaos of heart rate time series in patients with major depression

Background: Depression and anxiety have been linked to serious cardiovascular events in patients with preexisting cardiac illness. A decrease in cardiac vagal function as suggested by a decrease in heart rate (HR) variability has been linked to sudden death. Methods: We compared LLE and nonlinearity scores of the unfiltered (UF) and filtered time series (very low, low, and high frequency; VLF, LF and HF) of HR between patients with depression (n = 14) and healthy control subjects (n = 18). Results: We found significantly lower LLE of the unfiltered series in either posture, and HF series in patients with major depression in supine posture (p < .002). LLE (LF/UF), which may indicate relative sympathetic activity was also significantly higher in supine and standing postures in patients (p < .05); LF/HF (LLE) was also higher in patients (p < .05) in either posture. Conclusions: These findings suggest that major depression is associated with decreased cardiac vagal function and a relative increase in sympathetic function, which may be related to the higher risk of cardiovascular mortality, in this group and illustrates the usefulness of nonlinear measures of chaos such as LLE in addition to the commonly used spectral measures.

Effect of nortriptyline and paroxetine on measures of chaos of heart rate time series in patients with panic disorder

Tricyclic antidepressants have notable cardiac side effects, and this issue has become important due to the recent reports of increased cardiovascular mortality in patients with depression and anxiety. Several previous studies indicate that serotonin reuptake inhibitors (SRIs) do not appear to have such adverse effects. Apart from the effects of these drugs on routine 12-lead ECG, the effects on beat-to-beat heart rate (HR) and QT interval time series provide more information on the side effects related to cardiac autonomic function. In this study, we evaluated the effects of two antidepressants, nortriptyline (n = 13), a tricyclic, and paroxetine (n = 16), an SRI inhibitor, on HR variability in patients with panic disorder, using a measure of chaos, the largest Lyapunov exponent (LLE) using pre- and posttreatment HR time series. Our results show that nortriptyline is associated with a decrease in LLE of high frequency (HF: 0.15-0.5 Hz) filtered series, which is most likely due to its anticholinergic effect, while paroxetine had no such effect. Paroxetine significantly decreased sympathovagal ratios as measured by a decrease in LLE of LF/HF. These results suggest that paroxetine appears to be safer in regards to cardiovascular effects compared to nortriptyline in this group of patients. (C) 2003 Elsevier Inc. All rights reserved.

Time Series Classification for Online Tamil Handwritten Character Recognition – A Kernel Based Approach

In this paper, we consider the problem of time series classification. Using piecewise linear interpolation various novel kernels are obtained which can be used with Support vector machines for designing classifiers capable of deciding the class of a given time series. The approach is general and is applicable in many scenarios. We apply the method to the task of Online Tamil handwritten character recognition with promising results.

Methods for Detecting Early Warnings of Critical Transitions in Time Series Illustrated Using Simulated Ecological Data

Many dynamical systems, including lakes, organisms, ocean circulation patterns, or financial markets, are now thought to have tipping points where critical transitions to a contrasting state can happen. Because critical transitions can occur unexpectedly and are difficult to manage, there is a need for methods that can be used to identify when a critical transition is approaching. Recent theory shows that we can identify the proximity of a system to a critical transition using a variety of so-called `early warning signals', and successful empirical examples suggest a potential for practical applicability. However, while the range of proposed methods for predicting critical transitions is rapidly expanding, opinions on their practical use differ widely, and there is no comparative study that tests the limitations of the different methods to identify approaching critical transitions using time-series data. Here, we summarize a range of currently available early warning methods and apply them to two simulated time series that are typical of systems undergoing a critical transition. In addition to a methodological guide, our work offers a practical toolbox that may be used in a wide range of fields to help detect early warning signals of critical transitions in time series data.