A framework for state-based time-series analysis and prediction

Time-series analysis and prediction play an important role in state-based systems that involve dealing with varying situations in terms of states of the world evolving with time. Generally speaking, the world in the discourse persists in a given state until something occurs to it into another state. This paper introduces a framework for prediction and analysis based on time-series of states. It takes a time theory that addresses both points and intervals as primitive time elements as the temporal basis. A state of the world under consideration is defined as a set of time-varying propositions with Boolean truth-values that are dependent on time, including properties, facts, actions, events and processes, etc. A time-series of states is then formalized as a list of states that are temporally ordered one after another. The framework supports explicit expression of both absolute and relative temporal knowledge. A formal schema for expressing general time-series of states to be incomplete in various ways, while the concept of complete time-series of states is also formally defined. As applications of the formalism in time-series analysis and prediction, we present two illustrating examples.

Benthic megafauna and CO2 bubble dynamics observed by underwater photography during a controlled sub-seabed release of CO2

In 2012, a controlled sub-seabed release of carbon dioxide (CO2) was conducted in Ardmucknish Bay, a shallow (12 m) coastal bay on the west coast of Scotland. During the experiment, CO2 gas was released 12 m below the seabed for 37 days, causing significant disruption to sediment and water carbonate chemistry as the gas passed up through the sediment and into the overlying water. One of the aims of the study was to investigate how the impacts caused by leakage from geological CO2 Capture and Storage (CCS) could be detected and quantified in the context of natural heterogeneity and dynamics. To do this underwater photography was used to analyze (i) the benthic megafaunal response to the CO2 release and (ii) the dynamics of the CO2 bubble streams, emerging from the seabed into the overlying water column. The frequently observed megafauna species in the study area were Virgularia mirabilis (Cnidaria), Turritella communis (Mollusca), Asterias rubens (Echinodermata), Pagurus bernhardus (Crustacea), Liocarcinus depurator (Crustacea), and Gadus morhua (Osteichthyes). No discernable abnormal behavior was observed for these megafauna, in any of the zones investigated, during or after the CO2 release. Time-lapse photography revealed that the intensity and presence of the CO2 bubble plume was affected by the tides, with the most active bubbling seen at low tides and the larger hydrostatic pressure at high tide suppressing CO2 bubbling from the seabed.

Iterative Multiuser Detection and Decoding for DS-CDMA System With Space-Time Linear Dispersion

This paper considers a Q-ary orthogonal direct-sequence code-division multiple-access (DS-CDMA) system with high-rate space-time linear dispersion codes (LDCs) in time-varying Rayleigh fading multiple-input-multiple-output (MIMO) channels. We propose a joint multiuser detection, LDC decoding, Q-ary demodulation, and channel-decoding algorithm and apply the turbo processing principle to improve system performance in an iterative fashion. The proposed iterative scheme demonstrates faster convergence and superior performance compared with the V-BLAST-based DS-CDMA system and is shown to approach the single-user performance bound. We also show that the CDMA system is able to exploit the time diversity offered by the LDCS in rapid-fading channels.

Real-Time Multiple Event Detection and Classification Using Moving Window PCA

This paper proposes a method for the detection and classification of multiple events in an electrical power system in real-time, namely; islanding, high frequency events (loss of load) and low frequency events (loss of generation). This method is based on principal component analysis of frequency measurements and employs a moving window approach to combat the time-varying nature of power systems, thereby increasing overall situational awareness of the power system. Numerical case studies using both real data, collected from the UK power system, and simulated case studies, constructed using DigSilent PowerFactory, for islanding events, as well as both loss of load and generation dip events, are used to demonstrate the reliability of the proposed method.

Time-series regression models to study the short-term effects of environmental factors on health

Time series regression models are especially suitable in epidemiology for evaluating short-term effects of time-varying exposures on health. The problem is that potential for confounding in time series regression is very high. Thus, it is important that trend and seasonality are properly accounted for. Our paper reviews the statistical models commonly used in time-series regression methods, specially allowing for serial correlation, make them potentially useful for selected epidemiological purposes. In particular, we discuss the use of time-series regression for counts using a wide range Generalised Linear Models as well as Generalised Additive Models. In addition, recently critical points in using statistical software for GAM were stressed, and reanalyses of time series data on air pollution and health were performed in order to update already published. Applications are offered through an example on the relationship between asthma emergency admissions and photochemical air pollutants

Time patterns in UK demand for alcohol and tobacco: an application of the EM algorithm

Capturing the pattern of structural change is a relevant task in applied demand analysis, as consumer preferences may vary significantly over time. Filtering and smoothing techniques have recently played an increasingly relevant role. A dynamic Almost Ideal Demand System with random walk parameters is estimated in order to detect modifications in consumer habits and preferences, as well as changes in the behavioural response to prices and income. Systemwise estimation, consistent with the underlying constraints from economic theory, is achieved through the EM algorithm. The proposed model is applied to UK aggregate consumption of alcohol and tobacco, using quarterly data from 1963 to 2003. Increased alcohol consumption is explained by a preference shift, addictive behaviour and a lower price elasticity. The dynamic and time-varying specification is consistent with the theoretical requirements imposed at each sample point. (c) 2005 Elsevier B.V. All rights reserved.

A structural time series approach to modelling multiple and resurgent meat scares in Italy

This paper exploits a structural time series approach to model the time pattern of multiple and resurgent food scares and their direct and cross-product impacts on consumer response. A structural time series Almost Ideal Demand System (STS-AIDS) is embedded in a vector error correction framework to allow for dynamic effects (VEC-STS-AIDS). Italian aggregate household data on meat demand is used to assess the time-varying impact of a resurgent BSE crisis (1996 and 2000) and the 1999 Dioxin crisis. The VEC-STS-AIDS model monitors the short-run impacts and performs satisfactorily in terms of residuals diagnostics, overcoming the major problems encountered by the customary vector error correction approach.

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.

Joint space-time trellis decoding and channel estimation in correlated fading channels

This letter addresses the issue of joint space-time trellis decoding and channel estimation in time-varying fading channels that are spatially and temporally correlated. A recursive space-time receiver which incorporates per-survivor processing (PSP) and Kalman filtering into the Viterbi algorithm is proposed. This approach generalizes existing work to the correlated fading channel case. The channel time-evolution is modeled by a multichannel autoregressive process, and a bank of Kalman filters is used to track the channel variations. Computer simulation results show that a performance close to the maximum likelihood receiver with perfect channel state information (CSI) can be obtained. The effects of the spatial correlation on the performance of a receiver that assumes independent fading channels are examined.

State and input simultaneous estimation for a class of time-delay systems with uncertainties

This brief addresses the problem of estimation of both the states and the unknown inputs of a class of systems that are subject to a time-varying delay in their state variables, to an unknown input, and also to an additive uncertain, nonlinear disturbance. Conditions are derived for the solvability of the design matrices of a reduced-order observer for state and input estimation, and for the stability of its dynamics. To improve computational efficiency, a delay-dependent asymptotic stability condition is then developed using the linear matrix inequality formulation. A design procedure is proposed and illustrated by a numerical example.

Observer-based robust finite-time cooperative consensus control for multi-agent networks

This paper studies the finite-time consensus tracking control for multi-agent networks. The time-varying control input and the velocity of the leader is unknown to any follower. Only the position of the leader is known to its neighbors. We first propose a new finite-time multiple-surface sliding mode observer to estimate the leader's velocity. It is seen that the estimation error of the observer can converge to zero in a finite time. Then, we prove that finite-time consensus tracking of multi-agent networks can be achieved on a new terminal sliding mode surface. Simulation results are presented to validate the analysis.

Finite-time consensus algorithm of multi-agent networks

This paper is concerned with leader-follower finite-time consensus control of multi-agent networks with input disturbances. Terminal sliding mode control scheme is used to design the distributed control law. A new terminal sliding mode surface is proposed to guarantee finite-time consensus under fixed topology, with the common assumption that the position and the velocity of the active leader is known to its neighbors only. By using the finite-time Lyapunov stability theorem, it is shown that if the directed graph of the network has a directed spanning tree, then the terminal sliding mode control law can guarantee finite-time consensus even under the assumption that the time-varying control input of the active leader is unknown to any follower.

Time-delay systems : design of delay-free and low-order observers

This note provides a comprehensive treatment on the design of functional observers for linear systems having a time-varying delay in the state variables. The designed observers possess attractive features of being low-order and delay-free and hence they are cost effective and easy to implement. Existence conditions are derived and a design procedure for finding low-order observers is given.

Partial state and unknown input estimation for time-delay systems

This article considers the problem of estimating a partial set of the state vector and/or unknown input vector of linear systems driven by unknown inputs and time-varying delay in the state variables. Three types of reduced-order observers, namely, observers with delays, observers without internal delays and delay-free observers are proposed in this article. Existence conditions and design procedures are presented for the determination of parameters for each case of observers. Numerical examples are presented to illustrate the design procedures.

Survival analysis of time-to-event data in respiratory health research studies

This article provides a review of techniques for the analysis of survival data arising from respiratory health studies. Popular techniques such as the Kaplan–Meier survival plot and the Cox proportional hazards model are presented and illustrated using data from a lung cancer study. Advanced issues are also discussed, including parametric proportional hazards models, accelerated failure time models, time-varying explanatory variables, simultaneous analysis of multiple types of outcome events and the restricted mean survival time, a novel measure of the effect of treatment.