Reference list of 120 datasets from time series station Payerne used for exploratory search

The analysis of time-dependent data is an important problem in many application domains, and interactive visualization of time-series data can help in understanding patterns in large time series data. Many effective approaches already exist for visual analysis of univariate time series supporting tasks such as assessment of data quality, detection of outliers, or identification of periodically or frequently occurring patterns. However, much fewer approaches exist which support multivariate time series. The existence of multiple values per time stamp makes the analysis task per se harder, and existing visualization techniques often do not scale well. We introduce an approach for visual analysis of large multivariate time-dependent data, based on the idea of projecting multivariate measurements to a 2D display, visualizing the time dimension by trajectories. We use visual data aggregation metaphors based on grouping of similar data elements to scale with multivariate time series. Aggregation procedures can either be based on statistical properties of the data or on data clustering routines. Appropriately defined user controls allow to navigate and explore the data and interactively steer the parameters of the data aggregation to enhance data analysis. We present an implementation of our approach and apply it on a comprehensive data set from the field of earth bservation, demonstrating the applicability and usefulness of our approach.

Use of an Inverse Method for Time Series to Estimate the Dynamics of and Management Strategies for the Box Jellyfish Carybdea marsupialis

Frequently, population ecology of marine organisms uses a descriptive approach in which their sizes and densities are plotted over time. This approach has limited usefulness for design strategies in management or modelling different scenarios. Population projection matrix models are among the most widely used tools in ecology. Unfortunately, for the majority of pelagic marine organisms, it is difficult to mark individuals and follow them over time to determine their vital rates and built a population projection matrix model. Nevertheless, it is possible to get time-series data to calculate size structure and densities of each size, in order to determine the matrix parameters. This approach is known as a “demographic inverse problem” and it is based on quadratic programming methods, but it has rarely been used on aquatic organisms. We used unpublished field data of a population of cubomedusae Carybdea marsupialis to construct a population projection matrix model and compare two different management strategies to lower population to values before year 2008 when there was no significant interaction with bathers. Those strategies were by direct removal of medusae and by reducing prey. Our results showed that removal of jellyfish from all size classes was more effective than removing only juveniles or adults. When reducing prey, the highest efficiency to lower the C. marsupialis population occurred when prey depletion affected prey of all medusae sizes. Our model fit well with the field data and may serve to design an efficient management strategy or build hypothetical scenarios such as removal of individuals or reducing prey. TThis This sdfsdshis method is applicable to other marine or terrestrial species, for which density and population structure over time are available.

Pressure and processed water levels from the Time Series Station Spiekeroog, 2005-2011

The quality of water level time series data strongly varies with periods of high and low quality sensor data. In this paper we are presenting the processing steps which were used to generate high quality water level data from water pressure measured at the Time Series Station (TSS) Spiekeroog. The TSS is positioned in a tidal inlet between the islands of Spiekeroog and Langeoog in the East Frisian Wadden Sea (southern North Sea). The processing steps will cover sensor drift, outlier identification, interpolation of data gaps and quality control. A central step is the removal of outliers. For this process an absolute threshold of 0.25m/10min was selected which still keeps the water level increase and decrease during extreme events as shown during the quality control process. A second important feature of data processing is the interpolation of gappy data which is accomplished with a high certainty of generating trustworthy data. Applying these methods a 10 years dataset (December 2002-December 2012) of water level information at the TSS was processed resulting in a seven year time series (2005-2011).

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.

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.

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.

Simulation-based density estimation for time series using covariate data

This paper proposes a simulation-based density estimation technique for time series that exploits information found in covariate data. The method can be paired with a large range of parametric models used in time series estimation. We derive asymptotic properties of the estimator and illustrate attractive finite sample properties for a range of well-known econometric and financial applications.

An ontological characterization of time-series and state-sequences for data mining

Time-series and sequences are important patterns in data mining. Based on an ontology of time-elements, this paper presents a formal characterization of time-series and state-sequences, where a state denotes a collection of data whose validation is dependent on time. While a time-series is formalized as a vector of time-elements temporally ordered one after another, a state-sequence is denoted as a list of states correspondingly ordered by a time-series. In general, a time-series and a state-sequence can be incomplete in various ways. This leads to the distinction between complete and incomplete time-series, and between complete and incomplete state-sequences, which allows the expression of both absolute and relative temporal knowledge in data mining.

Long-Term Retrospective Analysis of Mackerel Spawning in the North Sea: A New Time Series and Modeling Approach to CPR Data

We present a unique view of mackerel (Scomber scombrus) in the North Sea based on a new time series of larvae caught by the Continuous Plankton Recorder (CPR) survey from 1948-2005, covering the period both before and after the collapse of the North Sea stock. Hydrographic backtrack modelling suggested that the effect of advection is very limited between spawning and larvae capture in the CPR survey. Using a statistical technique not previously applied to CPR data, we then generated a larval index that accounts for both catchability as well as spatial and temporal autocorrelation. The resulting time series documents the significant decrease of spawning from before 1970 to recent depleted levels. Spatial distributions of the larvae, and thus the spawning area, showed a shift from early to recent decades, suggesting that the central North Sea is no longer as important as the areas further west and south. These results provide a consistent and unique perspective on the dynamics of mackerel in this region and can potentially resolve many of the unresolved questions about this stock

Reconstruction of gusty wind speed time series from autonomous data logger records

The collection of wind speed time series by means of digital data loggers occurs in many domains, including civil engineering, environmental sciences and wind turbine technology. Since averaging intervals are often significantly larger than typical system time scales, the information lost has to be recovered in order to reconstruct the true dynamics of the system. In the present work we present a simple algorithm capable of generating a real-time wind speed time series from data logger records containing the average, maximum, and minimum values of the wind speed in a fixed interval, as well as the standard deviation. The signal is generated from a generalized random Fourier series. The spectrum can be matched to any desired theoretical or measured frequency distribution. Extreme values are specified through a postprocessing step based on the concept of constrained simulation. Applications of the algorithm to 10-min wind speed records logged at a test site at 60 m height above the ground show that the recorded 10-min values can be reproduced by the simulated time series to a high degree of accuracy.

A time-series method to identify and correct range sidelobes in meteorological radar data

The use of pulse compression techniques to improve the sensitivity of meteorological radars has become increasingly common in recent years. An unavoidable side-effect of such techniques is the formation of ‘range sidelobes’ which lead to spreading of information across several range gates. These artefacts are particularly troublesome in regions where there is a sharp gradient in the power backscattered to the antenna as a function of range. In this article we present a simple method for identifying and correcting range sidelobe artefacts. We make use of the fact that meteorological targets produce an echo which fluctuates at random, and that this echo, like a fingerprint, is unique to each range gate. By cross-correlating the echo time series from pairs of gates therefore we can identify whether information from one gate has spread into another, and hence flag regions of contamination. In addition we show that the correlation coefficients contain quantitative information about the fraction of power leaked from one range gate to another, and we propose a simple algorithm to correct the corrupted reflectivity profile.

The impact of OFDI on economic growth countries. An econometric approach using panel data and time-series evidence

The thesis at hand adds to the existing literature by investigating the relationship between economic growth and outward foreign direct investments (OFDI) on a set of 16 emerging countries. Two different econometric techniques are employed: a panel data regression analysis and a time-series causality analysis. Results from the regression analysis indicate a positive and significant correlation between OFDI and economic growth. Additionally, the coefficient for the OFDI variable is robust in the sense specified by the Extreme Bound Analysis (EBA). On the other hand, the findings of the causality analysis are particularly heterogeneous. The vector autoregression (VAR) and the vector error correction model (VECM) approaches identify unidirectional Granger causality running either from OFDI to GDP or from GDP to OFDI in six countries. In four economies causality among the two variables is bidirectional, whereas in five countries no causality relationship between OFDI and GDP seems to be present.