Using intervention time series analyses to assess the effects of imperfectly identifiable natural events: A general method and example

BACKGROUND: Intervention time series analysis (ITSA) is an important method for analysing the effect of sudden events on time series data. ITSA methods are quasi-experimental in nature and the validity of modelling with these methods depends upon assumptions about the timing of the intervention and the response of the process to it. METHOD: This paper describes how to apply ITSA to analyse the impact of unplanned events on time series when the timing of the event is not accurately known, and so the problems of ITSA methods are magnified by uncertainty in the point of onset of the unplanned intervention. RESULTS: The methods are illustrated using the example of the Australian Heroin Shortage of 2001, which provided an opportunity to study the health and social consequences of an abrupt change in heroin availability in an environment of widespread harm reduction measures. CONCLUSION: Application of these methods enables valuable insights about the consequences of unplanned and poorly identified interventions while minimising the risk of spurious results.

Dynamical local models for segmentation and prediction of financial time series

In the analysis and prediction of many real-world time series, the assumption of stationarity is not valid. A special form of non-stationarity, where the underlying generator switches between (approximately) stationary regimes, seems particularly appropriate for financial markets. We introduce a new model which combines a dynamic switching (controlled by a hidden Markov model) and a non-linear dynamical system. We show how to train this hybrid model in a maximum likelihood approach and evaluate its performance on both synthetic and financial data.

Time series analysis in the assessment of ICT impact at the aggregate level – lessons and implications for the new economy

The major role of information and communication technology (ICT) in the new economy is well documented: countries worldwide are pouring resources into their ICT infrastructure despite the widely acknowledged “productivity paradox”. Evaluating the contribution of ICT investments has become an elusive but important goal of IS researchers and economists. But this area of research is fraught with complexity and we have used Solow's Residual together with time-series analysis tools to overcome some methodological inadequacies of previous studies. Using this approach, we conduct a study of 20 countries to determine if there was empirical evidence to support claims that ICT investments are worthwhile. The results show that ICT contributes to economic growth in many developed countries and newly industrialized economies (NIEs), but not in developing countries. We finally suggest ICT-complementary factors, in an attempt to rectify possible flaws in ICT policies as a contribution towards improvement in global productivity.

A near real-time water surface detection method based on HSV transformation of MODIS multi-Spectral time series data

In the face of global population growth and the uneven distribution of water supply, a better knowledge of the spatial and temporal distribution of surface water resources is critical. Remote sensing provides a synoptic view of ongoing processes, which addresses the intricate nature of water surfaces and allows an assessment of the pressures placed on aquatic ecosystems. However, the main challenge in identifying water surfaces from remotely sensed data is the high variability of spectral signatures, both in space and time. In the last 10 years only a few operational methods have been proposed to map or monitor surface water at continental or global scale, and each of them show limitations. The objective of this study is to develop and demonstrate the adequacy of a generic multi-temporal and multi-spectral image analysis method to detect water surfaces automatically, and to monitor them in near-real-time. The proposed approach, based on a transformation of the RGB color space into HSV, provides dynamic information at the continental scale. The validation of the algorithm showed very few omission errors and no commission errors. It demonstrates the ability of the proposed algorithm to perform as effectively as human interpretation of the images. The validation of the permanent water surface product with an independent dataset derived from high resolution imagery, showed an accuracy of 91.5% and few commission errors. Potential applications of the proposed method have been identified and discussed. The methodology that has been developed 27 is generic: it can be applied to sensors with similar bands with good reliability, and minimal effort. Moreover, this experiment at continental scale showed that the methodology is efficient for a large range of environmental conditions. Additional preliminary tests over other continents indicate that the proposed methodology could also be applied at the global scale without too many difficulties

Independent component analysis and feature extraction of financial time series

DUE TO COPYRIGHT RESTRICTIONS ONLY AVAILABLE FOR CONSULTATION AT ASTON UNIVERSITY LIBRARY AND INFORMATION SERVICES WITH PRIOR ARRANGEMENT

Az 1990-2000 között benyújtott magyar szabadalmi bejelentések környezeti hatásának idősoros elemzése (Time series analysis of environmental effects of submitted Hungarian patents between 1990 and 2000)

A szerző e kutatás keretében az 1990–2000 közötti időszak magyar intézményi és egyéni szabadalmi bejelentők, illetve jogosultak („szabadalmasok”) szabadalmainak környezeti hatását vizsgálja. Konkrétan az ebben az időszakban a Magyar Szabadalmi Hivatalnál benyújtott szabadalmi bejelentésekből elfogadott szabadalmakat tanulmányozza, a PIPACS adatbázisban található szabadalmi leírások alapján. A pozitív környezeti hatású szabadalmak száma, valamint az összes szabadalomhoz viszonyított aránya alapján von le következtetéseket a magyar környezeti innovációs tevékenységről, és ennek potenciális magyar környezeti hatásáról. A pozitív környezeti hatású szabadalmak összes megadott szabadalomhoz viszonyított aránya az időszakban 92%-os szignifikanciaszinten növekszik. _______

Concentrations and d13C compositions of n-alkanes, n-alcohols, n-alkanoic acids in a 34-month time series of suspended sediments from the outflow of the Congo River

The concentrations, distributions, and stable carbon isotopes (d13C) of plant waxes carried by fluvial suspended sediments contain valuable information about terrestrial ecosystem characteristics. To properly interpret past changes recorded in sedimentary archives it is crucial to understand the sources and variability of exported plant waxes in modern systems on seasonal to inter-annual timescales. To determine such variability, we present concentrations and d13C compositions of three compound classes (n-alkanes, n-alcohols, n-alkanoic acids) in a 34-month time series of suspended sediments from the outflow of the Congo River. We show that exported plant-dominated n-alkanes (C25-C35) represent a mixture of C3 and C4 end members, each with distinct molecular distributions, as evidenced by an 8.1 ± 0.7 per mil (±1Sigma standard deviation) spread in d13C values across chain-lengths, and weak correlations between individual homologue concentrations (r = 0.52-0.94). In contrast, plant-dominated n-alcohols (C26-C36) and n-alkanoic acids (C26-C36) exhibit stronger positive correlations (r = 0.70-0.99) between homologue concentrations and depleted d13C values (individual homologues average <= -31.3 per mil and -30.8 per mil, respectively), with lower d13C variability across chain-lengths (2.6 ± 0.6 per mil and 2.0 ± 1.1 per mil, respectively). All individual plant-wax lipids show little temporal d13C variability throughout the time-series (1 Sigma <= 0.9 per mil), indicating that their stable carbon isotopes are not a sensitive tracer for temporal changes in plant-wax source in the Congo basin on seasonal to inter-annual timescales. Carbon-normalized concentrations and relative abundances of n-alcohols (19-58% of total plant-wax lipids) and n-alkanoic acids (26-76%) respond rapidly to seasonal changes in runoff, indicating that they are mostly derived from a recently entrained local source. In contrast, a lack of correlation with discharge and low, stable relative abundances (5-16%) indicate that n-alkanes better represent a catchment-integrated signal with minimal response to discharge seasonality. Comparison to published data on other large watersheds indicates that this phenomenon is not limited to the Congo River, and that analysis of multiple plant-wax lipid classes and chain lengths can be used to better resolve local vs. distal ecosystem structure in river catchments.

Detection of seismic damage in buildings using time series analysis and pattern recognition

Peer reviewed

Gaussian Process Kernels for Cross-Spectrum Analysis in Electrophysiological Time Series

Multi-output Gaussian processes provide a convenient framework for multi-task problems. An illustrative and motivating example of a multi-task problem is multi-region electrophysiological time-series data, where experimentalists are interested in both power and phase coherence between channels. Recently, the spectral mixture (SM) kernel was proposed to model the spectral density of a single task in a Gaussian process framework. This work develops a novel covariance kernel for multiple outputs, called the cross-spectral mixture (CSM) kernel. This new, flexible kernel represents both the power and phase relationship between multiple observation channels. The expressive capabilities of the CSM kernel are demonstrated through implementation of 1) a Bayesian hidden Markov model, where the emission distribution is a multi-output Gaussian process with a CSM covariance kernel, and 2) a Gaussian process factor analysis model, where factor scores represent the utilization of cross-spectral neural circuits. Results are presented for measured multi-region electrophysiological data.

Planktonic foraminiferal flux and shell geochemistry data in the sediment trap time series JAM 1-3 off south Java

Results from sediment trap experiments conducted in the seasonal upwelling area off south Java from November 2000 until July 2003 revealed significant monsoon-, El Niño-Southern Oscillation-, and Indian Ocean Dipole-induced seasonal and interannual variations in flux and shell geochemistry of planktonic foraminifera. Surface net primary production rates together with total and species-specific planktonic foraminiferal flux rates were highest during the SE monsoon-induced coastal upwelling period from July to October, with three species Globigerina bulloides, Neogloboquadrina pachyderma dex., and Globigerinita glutinata contributing to 40% of the total foraminiferal flux. Shell stable oxygen isotopes (d18O) and Mg/Ca data of Globigerinoides ruber sensu stricto (s.s.), G. ruber sensu lato (s.l.), Neogloboquadrina dutertrei, Pulleniatina obliquiloculata, and Globorotalia menardii in the sediment trap time series recorded surface and subsurface conditions. We infer habitats of 0-30 m for G. ruber at the mixed layer depth, 60-80 m (60-90 m) for P. obliquiloculata (N. dutertrei) at the upper thermocline depth, and 90-110 m (100-150 m) for G. menardii in the 355-500 mm (>500 µm) size fraction corresponding to the (lower) thermocline depth in the study area. Shell Mg/Ca ratio of G. ruber (s.l. and s.s.) reveals an exponential relationship with temperature that agrees with published relationships particularly with the Anand et al. (2003) equations. Flux-weighted foraminiferal data in sediment trap are consistent with average values in surface sediment samples off SW Indonesia. This consistency confirms the excellent potential of these proxies for reconstructing past environmental conditions in this part of the ocean realm.

Hierarchical clustering with multiple-height branch-cut applied to short time-series gene expression data.

Rigid adherence to pre-specified thresholds and static graphical representations can lead to incorrect decisions on merging of clusters. As an alternative to existing automated or semi-automated methods, we developed a visual analytics approach for performing hierarchical clustering analysis of short time-series gene expression data. Dynamic sliders control parameters such as the similarity threshold at which clusters are merged and the level of relative intra-cluster distinctiveness, which can be used to identify "weak-edges" within clusters. An expert user can drill down to further explore the dendrogram and detect nested clusters and outliers. This is done by using the sliders and by pointing and clicking on the representation to cut the branches of the tree in multiple-heights. A prototype of this tool has been developed in collaboration with a small group of biologists for analysing their own datasets. Initial feedback on the tool has been positive.

Air pollution and hospital admissions for respiratory diseases in the subequatorial Amazon: a time series approach

The objective of the study is to evaluate the effect of the daily variation in concentrations of fine particulate matter (diameter less than 2.5µm - PM2.5) resulting from the burning of biomass on the daily number of hospitalizations of children and elderly people for respiratory diseases, in Alta Floresta and Tangará da Serra in the Brazilian Amazon in 2005. This is an ecological time series study that uses data on daily number of hospitalizations of children and the elderly for respiratory diseases, and estimated concentration of PM2.5. In Alta Floresta, the percentage increases in the relative risk (%RR) of hospitalization for respiratory diseases in children were significant for the whole year and for the dry season with 3-4 day lags. In the dry season these measurements reach 6% (95%CI: 1.4-10.8). The associations were sig-nificant for moving averages of 3-5 days. The %RR for the elderly was significant for the current day of the drought, with a 6.8% increase (95%CI: 0.5-13.5) for each additional 10µg/m3 of PM2.5. No as-sociations were verified for Tangara da Serra. The PM2.5 from the burning of biomass increased hospitalizations for respiratory diseases in children and the elderly.

A reliable measure of similarity based on dependency for short time series: an application to gene expression networks

Background: Microarray techniques have become an important tool to the investigation of genetic relationships and the assignment of different phenotypes. Since microarrays are still very expensive, most of the experiments are performed with small samples. This paper introduces a method to quantify dependency between data series composed of few sample points. The method is used to construct gene co-expression subnetworks of highly significant edges. Results: The results shown here are for an adapted subset of a Saccharomyces cerevisiae gene expression data set with low temporal resolution and poor statistics. The method reveals common transcription factors with a high confidence level and allows the construction of subnetworks with high biological relevance that reveals characteristic features of the processes driving the organism adaptations to specific environmental conditions. Conclusion: Our method allows a reliable and sophisticated analysis of microarray data even under severe constraints. The utilization of systems biology improves the biologists ability to elucidate the mechanisms underlying celular processes and to formulate new hypotheses.

Polar organic marker compounds in atmospheric aerosols during the LBA-SMOCC 2002 biomass burning experiment in Rondonia, Brazil: sources and source processes, time series, diel variations and size distributions

Measurements of polar organic marker compounds were performed on aerosols that were collected at a pasture site in the Amazon basin (Rondonia, Brazil) using a high-volume dichotomous sampler (HVDS) and a Micro-Orifice Uniform Deposit Impactor (MOUDI) within the framework of the 2002 LBA-SMOCC (Large-Scale Biosphere Atmosphere Experiment in Amazonia - Smoke Aerosols, Clouds, Rainfall, and Climate: Aerosols From Biomass Burning Perturb Global and Regional Climate) campaign. The campaign spanned the late dry season (biomass burning), a transition period, and the onset of the wet season (clean conditions). In the present study a more detailed discussion is presented compared to previous reports on the behavior of selected polar marker compounds, including levoglucosan, malic acid, isoprene secondary organic aerosol (SOA) tracers and tracers for fungal spores. The tracer data are discussed taking into account new insights that recently became available into their stability and/or aerosol formation processes. During all three periods, levoglucosan was the most dominant identified organic species in the PM(2.5) size fraction of the HVDS samples. In the dry period levoglucosan reached concentrations of up to 7.5 mu g m(-3) and exhibited diel variations with a nighttime prevalence. It was closely associated with the PM mass in the size-segregated samples and was mainly present in the fine mode, except during the wet period where it peaked in the coarse mode. Isoprene SOA tracers showed an average concentration of 250 ng m(-3) during the dry period versus 157 ng m(-3) during the transition period and 52 ng m(-3) during the wet period. Malic acid and the 2-methyltetrols exhibited a different size distribution pattern, which is consistent with different aerosol formation processes (i.e., gas-to-particle partitioning in the case of malic acid and heterogeneous formation from gas-phase precursors in the case of the 2-methyltetrols). The 2-methyltetrols were mainly associated with the fine mode during all periods, while malic acid was prevalent in the fine mode only during the dry and transition periods, and dominant in the coarse mode during the wet period. The sum of the fungal spore tracers arabitol, mannitol, and erythritol in the PM(2.5) fraction of the HVDS samples during the dry, transition, and wet periods was, on average, 54 ng m(-3), 34 ng m(-3), and 27 ng m(-3), respectively, and revealed minor day/night variation. The mass size distributions of arabitol and mannitol during all periods showed similar patterns and an association with the coarse mode, consistent with their primary origin. The results show that even under the heavy smoke conditions of the dry period a natural background with contributions from bioaerosols and isoprene SOA can be revealed. The enhancement in isoprene SOA in the dry season is mainly attributed to an increased acidity of the aerosols, increased NO(x) concentrations and a decreased wet deposition.