Time series analysis of lava flux

We have applied time series analytical techniques to the flux of lava from an extrusive eruption. Tilt data acting as a proxy for flux are used in a case study of the May–August 1997 period of the eruption at Soufrière Hills Volcano, Montserrat. We justify the use of such a proxy by simple calibratory arguments. Three techniques of time series analysis are employed: spectral, spectrogram and wavelet methods. In addition to the well-known ~9-hour periodicity shown by these data, a previously unknown periodic flux variability is revealed by the wavelet analysis as a 3-day cycle of frequency modulation during June–July 1997, though the physical mechanism responsible is not clear. Such time series analysis has potential for other lava flux proxies at other types of volcanoes.

A comparison of two time-domain analysis procedures in the determination of VO2 kinetics by pseudorandom binary sequence exercise testing

The purpose of this study was to apply and compare two time-domain analysis procedures in the determination of oxygen uptake (VO2) kinetics in response to a pseudorandom binary sequence (PRBS) exercise test. PRBS exercise tests have typically been analysed in the frequency domain. However, the complex interpretation of frequency responses may have limited the application of this procedure in both sporting and clinical contexts, where a single time measurement would facilitate subject comparison. The relative potential of both a mean response time (MRT) and a peak cross-correlation time (PCCT) was investigated. This study was divided into two parts: a test-retest reliability study (part A), in which 10 healthy male subjects completed two identical PRBS exercise tests, and a comparison of the VO2 kinetics of 12 elite endurance runners (ER) and 12 elite sprinters (SR; part B). In part A, 95% limits of agreement were calculated for comparison between MRT and PCCT. The results of part A showed no significant difference between test and retest as assessed by MRT [mean (SD) 42.2 (4.2) s and 43.8 (6.9) s] or by PCCT [21.8 (3.7) s and 22.7 (4.5) s]. Measurement error (%) was lower for MRT in comparison with PCCT (16% and 25%, respectively). In part B of the study, the VO2 kinetics of ER were significantly faster than those of SR, as assessed by MRT [33.4 (3.4) s and 39.9 (7.1) s, respectively; P<0.01] and PCCT [20.9 (3.8) s and 24.8 (4.5) s; P < 0.05]. It is possible that either analysis procedure could provide a single test measurement Of VO2 kinetics; however, the greater reliability of the MRT data suggests that this method has more potential for development in the assessment Of VO2 kinetics by PRBS exercise testing.

Online bayesian inference in some time-frequency representations of non-stationary processes

The use of Bayesian inference in the inference of time-frequency representations has, thus far, been limited to offline analysis of signals, using a smoothing spline based model of the time-frequency plane. In this paper we introduce a new framework that allows the routine use of Bayesian inference for online estimation of the time-varying spectral density of a locally stationary Gaussian process. The core of our approach is the use of a likelihood inspired by a local Whittle approximation. This choice, along with the use of a recursive algorithm for non-parametric estimation of the local spectral density, permits the use of a particle filter for estimating the time-varying spectral density online. We provide demonstrations of the algorithm through tracking chirps and the analysis of musical data.

"Oft expectation fails": a time-series analysis of construction starts in the London office market

Expectations of future market conditions are generally acknowledged to be crucial for the development decision and hence for shaping the built environment. This empirical study of the Central London office market from 1987 to 2009 tests for evidence of adaptive and naive expectations. Applying VAR models and a recursive OLS regression with one-step forecasts, we find evidence of adaptive and naïve, rather than rational expectations of developers. Although the magnitude of the errors and the length of time lags vary over time and development cycles, the results confirm that developers’ decisions are explained to a large extent by contemporaneous and past conditions in both London submarkets. The corollary of this finding is that developers may be able to generate excess profits by exploiting market inefficiencies but this may be hindered in practice by the long periods necessary for planning and construction of the asset. More generally, the results of this study suggest that real estate cycles are largely generated endogenously rather than being the result of unexpected exogenous shocks.

Time complexity analysis of the stochastic diffusion search

The Stochastic Diffusion Search algorithm -an integral part of Stochastic Search Networks is investigated. Stochastic Diffusion Search is an alternative solution for invariant pattern recognition and focus of attention. It has been shown that the algorithm can be modelled as an ergodic, finite state Markov Chain under some non-restrictive assumptions. Sub-linear time complexity for some settings of parameters has been formulated and proved. Some properties of the algorithm are then characterised and numerical examples illustrating some features of the algorithm are presented.

On the time-dependent analysis of Gamow decay

Gamow's explanation of the exponential decay law uses complex 'eigenvalues' and exponentially growing 'eigenfunctions'. This raises the question, how Gamow's description fits into the quantum mechanical description of nature, which is based on real eigenvalues and square integrable wavefunctions. Observing that the time evolution of any wavefunction is given by its expansion in generalized eigenfunctions, we shall answer this question in the most straightforward manner, which at the same time is accessible to graduate students and specialists. Moreover, the presentation can well be used in physics lectures to students.

Decline and recovery of total column ozone using a multimodel time series analysis

Simulations of 15 coupled chemistry climate models, for the period 1960–2100, are presented. The models include a detailed stratosphere, as well as including a realistic representation of the tropospheric climate. The simulations assume a consistent set of changing greenhouse gas concentrations, as well as temporally varying chlorofluorocarbon concentrations in accordance with observations for the past and expectations for the future. The ozone results are analyzed using a nonparametric additive statistical model. Comparisons are made with observations for the recent past, and the recovery of ozone, indicated by a return to 1960 and 1980 values, is investigated as a function of latitude. Although chlorine amounts are simulated to return to 1980 values by about 2050, with only weak latitudinal variations, column ozone amounts recover at different rates due to the influence of greenhouse gas changes. In the tropics, simulated peak ozone amounts occur by about 2050 and thereafter total ozone column declines. Consequently, simulated ozone does not recover to values which existed prior to the early 1980s. The results also show a distinct hemispheric asymmetry, with recovery to 1980 values in the Northern Hemisphere extratropics ahead of the chlorine return by about 20 years. In the Southern Hemisphere midlatitudes, ozone is simulated to return to 1980 levels only 10 years ahead of chlorine. In the Antarctic, annually averaged ozone recovers at about the same rate as chlorine in high latitudes and hence does not return to 1960s values until the last decade of the simulations.

Medieval foreign exchange: a time series analysis

This chapter applies rigorous statistical analysis to existing datasets of medieval exchange rates quoted in merchants’ letters sent from Barcelona, Bruges and Venice between 1380 and 1310, which survive in the archive of Francesco di Marco Datini of Prato. First, it tests the exchange rates for stationarity. Second, it uses regression analysis to examine the seasonality of exchange rates at the three financial centres and compares them against contemporary descriptions by the merchant Giovanni di Antonio da Uzzano. Third, it tests for structural breaks in the exchange rate series.

The application of the Hilbert spectrum to the analysis of electromyographic signals

This paper investigates the application of the Hilbert spectrum (HS), which is a recent tool for the analysis of nonlinear and nonstationary time-series, to the study of electromyographic (EMG) signals. The HS allows for the visualization of the energy of signals through a joint time-frequency representation. In this work we illustrate the use of the HS in two distinct applications. The first is for feature extraction from EMG signals. Our results showed that the instantaneous mean frequency (IMNF) estimated from the HS is a relevant feature to clinical practice. We found that the median of the IMNF reduces when the force level of the muscle contraction increases. In the second application we investigated the use of the HS for detection of motor unit action potentials (MUAPs). The detection of MUAPs is a basic step in EMG decomposition tools, which provide relevant information about the neuromuscular system through the morphology and firing time of MUAPs. We compared, visually, how MUAP activity is perceived on the HS with visualizations provided by some traditional (e.g. scalogram, spectrogram, Wigner-Ville) time-frequency distributions. Furthermore, an alternative visualization to the HS, for detection of MUAPs, is proposed and compared to a similar approach based on the continuous wavelet transform (CWT). Our results showed that both the proposed technique and the CWT allowed for a clear visualization of MUAP activity on the time-frequency distributions, whereas results obtained with the HS were the most difficult to interpret as they were extremely affected by spurious energy activity. (c) 2008 Elsevier Inc. All rights reserved.

An analysis of long-term trends, seasonality and short-term dynamics in water quality data from Plynlimon, Wales

This paper examines two hydrochemical time-series derived from stream samples taken in the Upper Hafren catchment, Plynlimon, Wales. One time-series comprises data collected at 7-hour intervals over 22 months (Neal et al., submitted, this issue), while the other is based on weekly sampling over 20 years. A subset of determinands: aluminium, calcium, chloride, conductivity, dissolved organic carbon, iron, nitrate, pH, silicon and sulphate are examined within a framework of non-stationary time-series analysis to identify determinand trends, seasonality and short-term dynamics. The results demonstrate that both long-term and high-frequency monitoring provide valuable and unique insights into the hydrochemistry of a catchment. The long-term data allowed analysis of long-termtrends, demonstrating continued increases in DOC concentrations accompanied by declining SO4 concentrations within the stream, and provided new insights into the changing amplitude and phase of the seasonality of the determinands such as DOC and Al. Additionally, these data proved invaluable for placing the short-term variability demonstrated within the high-frequency data within context. The 7-hour data highlighted complex diurnal cycles for NO3, Ca and Fe with cycles displaying changes in phase and amplitude on a seasonal basis. The high-frequency data also demonstrated the need to consider the impact that the time of sample collection can have on the summary statistics of the data and also that sampling during the hours of darkness provides additional hydrochemical information for determinands which exhibit pronounced diurnal variability. Moving forward, this research demonstrates the need for both long-term and high-frequency monitoring to facilitate a full and accurate understanding of catchment hydrochemical dynamics.

EMD: A novel technique for the study of tremor time series

This paper introduces the Hilbert Analysis (HA), which is a novel digital signal processing technique, for the investigation of tremor. The HA is formed by two complementary tools, i.e. the Empirical Mode Decomposition (EMD) and the Hilbert Spectrum (HS). In this work we show that the EMD can automatically detect and isolate tremulous and voluntary movements from experimental signals collected from 31 patients with different conditions. Our results also suggest that the tremor may be described by a new class of mathematical functions defined in the HA framework. In a further study, the HS was employed for visualization of the energy activities of signals. This tool introduces the concept of instantaneous frequency in the field of tremor. In addition, it could provide, in a time-frequency-energy plot, a clear visualization of local activities of tremor energy over the time. The HA demonstrated to be very useful to perform objective measurements of any kind of tremor and can therefore be used to perform functional assessment.

Application of EMD as a novel technique for the study of tremor time series

This paper introduces the Hilbert Analysis (HA), which is a novel digital signal processing technique, for the investigation of tremor. The HA is formed by two complementary tools, i.e. the Empirical Mode Decomposition (EMD) and the Hilbert Spectrum (HS). In this work we show that the EMD can automatically detect and isolate tremulous and voluntary movements from experimental signals collected from 31 patients with different conditions. Our results also suggest that the tremor may be described by a new class of mathematical functions defined in the HA framework. In a further study, the HS was employed for visualization of the energy activities of signals. This tool introduces the concept of instantaneous frequency in the field of tremor. In addition, it could provide, in a time-frequency energy plot, a clear visualization of local activities of tremor energy over the time. The HA demonstrated to be very useful to perform objective measurements of any kind of tremor and can therefore be used to perform functional assessment.

Detection of Parkinson’s disease tremor-onset with a frequency analysing artificial neural network

Deep Brain Stimulator devices are becoming widely used for therapeutic benefits in movement disorders such as Parkinson's disease. Prolonging the battery life span of such devices could dramatically reduce the risks and accumulative costs associated with surgical replacement. This paper demonstrates how an artificial neural network can be trained using pre-processing frequency analysis of deep brain electrode recordings to detect the onset of tremor in Parkinsonian patients. Implementing this solution into an 'intelligent' neurostimulator device will remove the need for continuous stimulation currently used, and open up the possibility of demand-driven stimulation. Such a methodology could potentially decrease the power consumption of a deep brain pulse generator.