A simple randomized algorithm for consistent sequential prediction of ergodic time series

We present a simple randomized procedure for the prediction of a binary sequence. The algorithm uses ideas from recent developments of the theory of the prediction of individual sequences. We show that if thesequence is a realization of a stationary and ergodic random process then the average number of mistakes converges, almost surely, to that of the optimum, given by the Bayes predictor.

Nets: Network estimation for time series

This work proposes novel network analysis techniques for multivariate time series.We define the network of a multivariate time series as a graph where verticesdenote the components of the process and edges denote non zero long run partialcorrelations. We then introduce a two step LASSO procedure, called NETS, toestimate high dimensional sparse Long Run Partial Correlation networks. This approachis based on a VAR approximation of the process and allows to decomposethe long run linkages into the contribution of the dynamic and contemporaneousdependence relations of the system. The large sample properties of the estimatorare analysed and we establish conditions for consistent selection and estimation ofthe non zero long run partial correlations. The methodology is illustrated with anapplication to a panel of U.S. bluechips.

Why Italy and not Spain?: comparing two industrialization processes from a dissagregate time-series perspective

This study presents new evidence concerning the uneven processes of industrialization innineteenth century Spain and Italy based on a disaggregate analysis of the productivesectors from which the behaviour of the aggregate indices is comprised. The use of multivariate time-series analysis techniques can aid our understanding and characterization of these two processes of industrialization. The identification of those sectors with key rolesin leading industrial growth provides new evidence concerning the factors that governed thebehaviour of the aggregates in the two economies. In addition, the analysis of the existenceof interindustry linkages reveals the scale of the industrialization process, and wheresignificant differences exist, accounts for many of the divergences recorded in the historiography for the period 1850-1913.

Multi-well fungal co-culture for de novo metabolite-induction in time-series studies based on untargeted metabolomics.

The induction of fungal metabolites by fungal co-cultures grown on solid media was explored using multi-well co-cultures in 2 cm diameter Petri dishes. Fungi were grown in 12-well plates to easily and rapidly obtain the large number of replicates necessary for employing metabolomic approaches. Fungal culture using such a format accelerated the production of metabolites by several weeks compared with using the large-format 9 cm Petri dishes. This strategy was applied to a co-culture of a Fusarium and an Aspergillus strain. The metabolite composition of the cultures was assessed using ultra-high pressure liquid chromatography coupled to electrospray ionisation and time-of-flight mass spectrometry, followed by automated data mining. The de novo production of metabolites was dramatically increased by nutriment reduction. A time-series study of the induction of the fungal metabolites of interest over nine days revealed that they exhibited various induction patterns. The concentrations of most of the de novo induced metabolites increased over time. However, interesting patterns were observed, such as with the presence of some compounds only at certain time points. This result indicates the complexity and dynamic nature of fungal metabolism. The large-scale production of the compounds of interest was verified by co-culture in 15 cm Petri dishes; most of the induced metabolites of interest (16/18) were found to be produced as effectively as on a small scale, although not in the same time frames. Large-scale production is a practical solution for the future production, identification and biological evaluation of these metabolites.

Why Italy and not Spain?: comparing two industrialization processes from a dissagregate time-series perspective

This study presents new evidence concerning the uneven processes of industrialization innineteenth century Spain and Italy based on a disaggregate analysis of the productivesectors from which the behaviour of the aggregate indices is comprised. The use of multivariate time-series analysis techniques can aid our understanding and characterization of these two processes of industrialization. The identification of those sectors with key rolesin leading industrial growth provides new evidence concerning the factors that governed thebehaviour of the aggregates in the two economies. In addition, the analysis of the existenceof interindustry linkages reveals the scale of the industrialization process, and wheresignificant differences exist, accounts for many of the divergences recorded in the historiography for the period 1850-1913.

Cropland area estimates using Modis NDVI time series in the state of Mato Grosso, Brazil

The objective of this work was to evaluate a simple, semi‑automated methodology for mapping cropland areas in the state of Mato Grosso, Brazil. A Fourier transform was applied over a time series of vegetation index products from the moderate resolution imaging spectroradiometer (Modis) sensor. This procedure allows for the evaluation of the amplitude of the periodic changes in vegetation response through time and the identification of areas with strong seasonal variation related to crop production. Annual cropland masks from 2006 to 2009 were generated and municipal cropland areas were estimated through remote sensing. We observed good agreement with official statistics on planted area, especially for municipalities with more than 10% of cropland cover (R² = 0.89), but poor agreement in municipalities with less than 5% crop cover (R² = 0.41). The assessed methodology can be used for annual cropland mapping over large production areas in Brazil.

Geometrically accurate time series of archived aerial images and airborne lidar data in a forest environment

Abstract

Predicting soil erosion using Rusle and NDVI time series from TM Landsat 5

The objective of this work was to evaluate the seasonal variation of soil cover and rainfall erosivity, and their influences on the revised universal soil loss equation (Rusle), in order to estimate watershed soil losses in a temporal scale. Twenty-two TM Landsat 5 images from 1986 to 2009 were used to estimate soil use and management factor (C factor). A corresponding rainfall erosivity factor (R factor) was considered for each image, and the other factors were obtained using the standard Rusle method. Estimated soil losses were grouped into classes and ranged from 0.13 Mg ha-1 on May 24, 2009 (dry season) to 62.0 Mg ha-1 on March 11, 2007 (rainy season). In these dates, maximum losses in the watershed were 2.2 and 781.5 Mg ha-1 , respectively. Mean annual soil loss in the watershed was 109.5 Mg ha-1 , but the central area, with a loss of nearly 300.0 Mg ha-1 , was characterized as a site of high water-erosion risk. The use of C factor obtained from remote sensing data, associated to corresponding R factor, was fundamental to evaluate the soil erosion estimated by the Rusle in different seasons, unlike of other studies which keep these factors constant throughout time.

Forecasting tourism demand to Catalonia: neural networks vs. time series models

The increasing interest aroused by more advanced forecasting techniques, together with the requirement for more accurate forecasts of tourismdemand at the destination level due to the constant growth of world tourism, has lead us to evaluate the forecasting performance of neural modelling relative to that of time seriesmethods at a regional level. Seasonality and volatility are important features of tourism data, which makes it a particularly favourable context in which to compare the forecasting performance of linear models to that of nonlinear alternative approaches. Pre-processed official statistical data of overnight stays and tourist arrivals fromall the different countries of origin to Catalonia from 2001 to 2009 is used in the study. When comparing the forecasting accuracy of the different techniques for different time horizons, autoregressive integrated moving average models outperform self-exciting threshold autoregressions and artificial neural network models, especially for shorter horizons. These results suggest that the there is a trade-off between the degree of pre-processing and the accuracy of the forecasts obtained with neural networks, which are more suitable in the presence of nonlinearity in the data. In spite of the significant differences between countries, which can be explained by different patterns of consumer behaviour,we also find that forecasts of tourist arrivals aremore accurate than forecasts of overnight stays.

The Association of H1N1 Pandemic Influenza with Congenital Anomaly Prevalence in Europe: An Ecological Time Series Study.

BACKGROUND: In the context of the European Surveillance of Congenital Anomalies (EUROCAT) surveillance response to the 2009 influenza pandemic, we sought to establish whether there was a detectable increase of congenital anomaly prevalence among pregnancies exposed to influenza seasons in general, and whether any increase was greater during the 2009 pandemic than during other seasons. METHODS: We performed an ecologic time series analysis based on 26,967 pregnancies with nonchromosomal congenital anomaly conceived from January 2007 to March 2011, reported by 15 EUROCAT registries. Analysis was performed for EUROCAT-defined anomaly subgroups, divided by whether there was a prior hypothesis of association with influenza. Influenza season exposure was based on World Health Organization data. Prevalence rate ratios were calculated comparing pregnancies exposed to influenza season during the congenital anomaly-specific critical period for embryo-fetal development to nonexposed pregnancies. RESULTS: There was no evidence for an increased overall prevalence of congenital anomalies among pregnancies exposed to influenza season. We detected an increased prevalence of ventricular septal defect and tricuspid atresia and stenosis during pandemic influenza season 2009, but not during 2007-2011 influenza seasons. For congenital anomalies, where there was no prior hypothesis, the prevalence of tetralogy of Fallot was strongly reduced during influenza seasons. CONCLUSIONS: Our data do not suggest an overall association of pandemic or seasonal influenza with congenital anomaly prevalence. One interpretation is that apparent influenza effects found in previous individual-based studies were confounded by or interacting with other risk factors. The associations of heart anomalies with pandemic influenza could be strain specific.

Change points detection in crime-related time series: an on-line fuzzy approach based on a shape space representation

The extension of traditional data mining methods to time series has been effectively applied to a wide range of domains such as finance, econometrics, biology, security, and medicine. Many existing mining methods deal with the task of change points detection, but very few provide a flexible approach. Querying specific change points with linguistic variables is particularly useful in crime analysis, where intuitive, understandable, and appropriate detection of changes can significantly improve the allocation of resources for timely and concise operations. In this paper, we propose an on-line method for detecting and querying change points in crime-related time series with the use of a meaningful representation and a fuzzy inference system. Change points detection is based on a shape space representation, and linguistic terms describing geometric properties of the change points are used to express queries, offering the advantage of intuitiveness and flexibility. An empirical evaluation is first conducted on a crime data set to confirm the validity of the proposed method and then on a financial data set to test its general applicability. A comparison to a similar change-point detection algorithm and a sensitivity analysis are also conducted. Results show that the method is able to accurately detect change points at very low computational costs. More broadly, the detection of specific change points within time series of virtually any domain is made more intuitive and more understandable, even for experts not related to data mining.