Time series analysis of air transportation service quality and travel demand in Japan

The evolution of domestic air travel service in Japan is a product of many factors including airline responses to the changing aviation market, government interventions in terms of regulatory/deregulatory policies, infrastructure investments, and changes in market structure. This paper presents an empirical investigation of the changing quality of passenger airline service and its implications in the domestic aviation market in Japan using qualitative review and a time series analysis of the domestic airline markets from 1986 to 2003. The results show that to meet the ultimate aim of deregulation to increase air passengers’ welfare gain, there is a need to instill measures to correct service imbalance and to create innovative airport demand-capacity management measures.

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.

Multichannel biomedical time series clustering via hierarchical probabilistic latent semantic analysis

Biomedical time series clustering that automatically groups a collection of time series according to their internal similarity is of importance for medical record management and inspection such as bio-signals archiving and retrieval. In this paper, a novel framework that automatically groups a set of unlabelled multichannel biomedical time series according to their internal structural similarity is proposed. Specifically, we treat a multichannel biomedical time series as a document and extract local segments from the time series as words. We extend a topic model, i.e., the Hierarchical probabilistic Latent Semantic Analysis (H-pLSA), which was originally developed for visual motion analysis to cluster a set of unlabelled multichannel time series. The H-pLSA models each channel of the multichannel time series using a local pLSA in the first layer. The topics learned in the local pLSA are then fed to a global pLSA in the second layer to discover the categories of multichannel time series. Experiments on a dataset extracted from multichannel Electrocardiography (ECG) signals demonstrate that the proposed method performs better than previous state-of-the-art approaches and is relatively robust to the variations of parameters including length of local segments and dictionary size. Although the experimental evaluation used the multichannel ECG signals in a biometric scenario, the proposed algorithm is a universal framework for multichannel biomedical time series clustering according to their structural similarity, which has many applications in biomedical time series management.