What determines bilateral aid allocations? New evidence for time series data

This paper models the allocation of bilateral foreign development aid to developing countries. A simple theoretical framework is developed, in which aid is treated as a private good of a donor country bureaucratic group responsible for bilateral aid allocation. This model is applied to time series data for ten principal recipients of bilateral official development assistance. Features of this application are that it caters for the joint determination of aid allocations and for donor allocation behavior to differ among individual recipient countries. Results indicate that both recipient need and donor interest variables determine the amount of foreign aid to developing countries, and that donor allocation behavior often differs markedly among recipients.

The application of an ensemble of boosted elman networks to time series prediction : a benchmark study

In this paper, the application of multiple Elman neural networks to time series data regression problems is studied. An ensemble of Elman networks is formed by boosting to enhance the performance of the individual networks. A modified version of the AdaBoost algorithm is employed to integrate the predictions from multiple networks. Two benchmark time series data sets, i.e., the Sunspot and Box-Jenkins gas furnace problems, are used to assess the effectiveness of the proposed system. The simulation results reveal that an ensemble of boosted Elman networks can achieve a higher degree of generalization as well as performance than that of the individual networks. The results are compared with those from other learning systems, and implications of the performance are discussed.

Faster and parameter-free discord search in quasi-periodic time series

Time series discord has proven to be a useful concept for time-series anomaly identification. To search for discords, various algorithms have been developed. Most of these algorithms rely on pre-building an index (such as a trie) for subsequences. Users of these algorithms are typically required to choose optimal values for word-length and/or alphabet-size parameters of the index, which are not intuitive. In this paper, we propose an algorithm to directly search for the top-K discords, without the requirement of building an index or tuning external parameters. The algorithm exploits quasi-periodicity present in many time series. For quasi-periodic time series, the algorithm gains significant speedup by reducing the number of calls to the distance function.

Modelling semantics across multiple time series and its applications

Analysis based on the holistic multiple time series system has been a practical and crucial topic. In this paper, we mainly study a new problem that how the data is produced underneath the multiple time series system, which means how to model time series data generating and evolving rules (here denoted as semantics). We assume that there exist a set of latent states, which are the system basis and make the system run: data generating and evolving. Thus, there are several challenges on the problem: (1) How to detect the latent states; (2) How to learn the rules based on the states; (3) What the semantics can be used for. Hence, a novel correlation field-based semantics learning method is proposed to learn the semantics. In the method, we first detect latent state assignment by comprehensively considering kinds of multiple time series characteristics, which contain tick-by-tick data, temporal ordering, relationship among multiple time series and so on. Then, the semantics are learnt by Bayesian Markov characteristic. Actually, the learned semantics could be applied into various applications, such as prediction or anomaly detection for further analysis. Thus, we propose two algorithms based on the semantics knowledge, which are applied to make next-n step prediction and detect anomalies respectively. Some experiments on real world data sets were conducted to show the efficiency of our proposed method.

Distribution Entropy (DistEn) : a complexity measure to detect arrhythmia from short length RR interval time series

Heart rate complexity analysis is a powerful non-invasive means to diagnose several cardiac ailments. Non-linear tools of complexity measurement are indispensable in order to bring out the complete non-linear behavior of Physiological signals. The most popularly used non-linear tools to measure signal complexity are the entropy measures like Approximate entropy (ApEn) and Sample entropy (SampEn). But, these methods become unreliable and inaccurate at times, in particular, for short length data. Recently, a novel method of complexity measurement called Distribution Entropy (DistEn) was introduced, which showed reliable performance to capture complexity of both short term synthetic and short term physiologic data. This study aims to i) examine the competence of DistEn in discriminating Arrhythmia from Normal sinus rhythm (NSR) subjects, using RR interval time series data; ii) explore the level of consistency of DistEn with data length N; and iii) compare the performance of DistEn with ApEn and SampEn. Sixty six RR interval time series data belonging to two groups of cardiac conditions namely `Arrhythmia' and `NSR' have been used for the analysis. The data length N was varied from 50 to 1000 beats with embedding dimension m = 2 for all entropy measurements. Maximum ROC area obtained using ApEn, SampEn and DistEn were 0.83, 0.86 and 0.94 for data length 1000, 1000 and 500 beats respectively. The results show that DistEn undoubtedly exhibits a consistently high performance as a classification feature in comparison with ApEn and SampEn. Therefore, DistEn shows a promising behavior as bio marker for detecting Arrhythmia from short length RR interval data.

DDR: an index method for large time-series datasets

The tree index structure is a traditional method for searching similar data in large datasets. It is based on the presupposition that most sub-trees are pruned in the searching process. As a result, the number of page accesses is reduced. However, time-series datasets generally have a very high dimensionality. Because of the so-called dimensionality curse, the pruning effectiveness is reduced in high dimensionality. Consequently, the tree index structure is not a suitable method for time-series datasets. In this paper, we propose a two-phase (filtering and refinement) method for searching time-series datasets. In the filtering step, a quantizing time-series is used to construct a compact file which is scanned for filtering out irrelevant. A small set of candidates is translated to the second step for refinement. In this step, we introduce an effective index compression method named grid-based datawise dimensionality reduction (DRR) which attempts to preserve the characteristics of the time-series. An experimental comparison with existing techniques demonstrates the utility of our approach.

Structural breaks and unit roots in Australian macroeconomic time series

We examine the unit root properties of 16 Australian macroeconomic time series using monthly data spanning the period 1960–2004. In addition to the standard Augmented Dickey Fuller (ADF) test, we implement one- and two-break endogenous structural break ADF-type unit root tests as well as one- and two-break Lagrange multiplier (LM) unit root tests. While the ADF test provides relatively little evidence against the unit root null hypothesis, once we allow for structural breaks we are able to reject the unit root null for just under half of the variables at the 10% level or better.

Integrating time-series hydroacoustics and video observations for detecting changes in benthic habitats

The ability to quantify change in marine benthic habitats must be considered a key goal of marine habitat mapping activities. Changes in distribution of distinct suites of benthic biological species may occur as a result of natural or human induced processes and these processes may operate at a range of temporal and spatial scales. It is important to understand natural small scale inter-annual patterns of change in order to separate these signals from potential patterns of longer term change. Work to describe these processes of change from an acoustic remote sensing stand point has thus far been limited due to the relatively recent availability of full coverage swath acoustic datasets and cost pressures associated with multiple surveys of the same area. This paper describes the use of landscape transition analysis as a means to differentiate seemingly random patterns of habitat change from systematic signals of habitat transition at a shallow (10–50 m depth) 18 km2 study area on the temperate Australian continental shelf between the years 2006 and 2007. Supervised classifications for each year were accomplished using independently collected high resolution (3 m cell-size) multibeam echosounder (MBES) and video-derived reference data. Of the 4 representative biotic classes considered, signals of directional systematic changes were observed to occur between a shallow kelp dominated class, a deep sessile invertebrate dominated class and a mixed class of kelp and sessile invertebrates. These signals of change are interpreted as inter-annual variation in the density and depth related extent of canopy forming kelp species at the site, a phenomenon reported in smaller scale temporal studies of the same species. The methods applied in this study provide a detailed analysis of the various components of the traditional change detection cross tabulation matrix allowing identification of the strongest signals of systematic habitat transitions across broad geographical regions. Identifying clear patterns of habitat change is an important first step in linking these patterns to the processes that drive them.

Parameter-free search of time-series discord

Time-series discord is widely used in data mining applications to characterize anomalous subsequences in time series. Compared to some other discord search algorithms, the direct search algorithm based on the recurrence plot shows the advantage of being fast and parameter free. The direct search algorithm, however, relies on quasi-periodicity in input time series, an assumption that limits the algorithm's applicability. In this paper, we eliminate the periodicity assumption from the direct search algorithm by proposing a reference function for subsequences and a new sampling strategy based on the reference function. These measures result in a new algorithm with improved efficiency and robustness, as evidenced by our empirical evaluation.

Testing for unit roots in panel time-series models with multiple level breaks

This paper proposes two new unit root tests that are appropriate in the presence of an unknown number of structural breaks in the level of the data. One is based on a single time series and the other is based on a panel of multiple series. For the estimation of the number of breaks and their locations, a simple procedure based on outlier detection is proposed. The limiting distributions of the tests are derived and evaluated in small samples using simulation experiments. The implementation of the tests is illustrated using as an example purchasing power parity.

Continuous plankton records stand the test of time: evaluation of flow rates, clogging and the continuity of the CPR time-series

The Continuous Plankton Recorder (CPR) survey is one of the most extensive biological time-series in existence and has been in operation over major regions of the North Atlantic since 1932. However, there is little information about the volume of water filtered through each sample, but rather a general assumption has persisted that each sample represents 3 m3. Data from electromagnetic flowmeters, deployed on CPRs between 1995 and 1998, was examined. The mean volume filtered through samples was 3.11 m3 and the effect of clogging on filtration efficiencies was not great. Consequently, even when the likely variations in flow due to clogging are taken into account, previously identified links between zooplankton abundance and climatic signals remain strong.

Biomedical time series analysis based on bag-of-words model

This research proposes a number of new methods for biomedical time series classification and clustering based on a novel Bag-of-Words (BoW) representation. It is anticipated that the objective and automatic biomedical time series clustering and classification technologies developed in this work will potentially benefit a wide range of applications, such as biomedical data management, archiving, retrieving, and disease diagnosis and prognosis in the future.

A unit root model for trending time-series energy variables

In this paper, we propose a GARCH-based unit root test that is flexible enough to account for; (a) trending variables, (b) two endogenous structural breaks, and (c) heteroskedastic data series. Our proposed model is applied to a range of time-series, trending, and heteroskedastic energy variables. Our two main findings are: first, the proposed trend-based GARCH unit root model outperforms a GARCH model without trend; and, second, allowing for a time trend and two endogenous structural breaks are important in practice, for doing so allows us to reject the unit root null hypothesis.

Time series analysis of the impact of tobacco control policies on smoking prevalence among Australian adults, 2001–2011

Objective: To determine the impact of tobacco control policies and mass media campaigns on smoking prevalence in Australian adults.
Methods: Data for calculating the average monthly prevalence of smoking between January 2001 and June 2011 were obtained via structured interviews of randomly sampled adults aged 18 years or older from Australia’s five largest capital cities (monthly mean number of adults interviewed: 2375). The influence on smoking prevalence was estimated for increased tobacco taxes; strengthened smoke-free laws; increased monthly population exposure to televised tobacco control mass media campaigns and pharmaceutical company advertising for nicotine replacement therapy (NRT), using gross ratings points; monthly sales of NRT, bupropion and varenicline; and introduction of graphic health warnings on cigarette packs. Autoregressive integrated moving average (ARIMA) models were used to examine the influence of these interventions on smoking prevalence.
Findings: The mean smoking prevalence for the study period was 19.9% (standard deviation: 2.0%), with a drop from 23.6% (in January 2001) to 17.3% (in June 2011). The best-fitting model showed that stronger smoke-free laws, tobacco price increases and greater exposure to mass media campaigns independently explained 76% of the decrease in smoking prevalence from February 2002 to June 2011.
Conclusion: Increased tobacco taxation, more comprehensive smoke-free laws and increased investment in mass media campaigns played a substantial role in reducing smoking prevalence among Australian adults between 2001 and 2011.