Search results for " TIME SERIES"
showing 10 items of 75 documents
Entropy and Renormalization in Chaotic Visibility Graphs
2016
Estimation of Granger causality through Artificial Neural Networks: applications to physiological systems and chaotic electronic oscillators
2021
One of the most challenging problems in the study of complex dynamical systems is to find the statistical interdependencies among the system components. Granger causality (GC) represents one of the most employed approaches, based on modeling the system dynamics with a linear vector autoregressive (VAR) model and on evaluating the information flow between two processes in terms of prediction error variances. In its most advanced setting, GC analysis is performed through a state-space (SS) representation of the VAR model that allows to compute both conditional and unconditional forms of GC by solving only one regression problem. While this problem is typically solved through Ordinary Least Sq…
Spectral decomposition of cerebrovascular and cardiovascular interactions in patients prone to postural syncope and healthy controls.
2022
We present a framework for the linear parametric analysis of pairwise interactions in bivariate time series in the time and frequency domains, which allows the evaluation of total, causal and instantaneous interactions and connects time- and frequency-domain measures. The framework is applied to physiological time series to investigate the cerebrovascular regulation from the variability of mean cerebral blood flow velocity (CBFV) and mean arterial pressure (MAP), and the cardiovascular regulation from the variability of heart period (HP) and systolic arterial pressure (SAP). We analyze time series acquired at rest and during the early and late phase of head-up tilt in subjects developing or…
Estimation of the time lag occurring between vegetation indices and aridity indices in a Sicilian semi-arid catchment
2009
The evolution of drought phenomena in a Sicilian semi-arid catchment has been analyzed processing both remote sensing images and climatic data for the period 1985-2000. The remote sensing dataset includes Landsat TM and ETM+ multispectral images, while the climatic dataset includes monthly rainfall and air temperature. The results have been specifically discussed for areas where it is possible to neglect agricultural activities and vegetation growth is only influenced by natural forcing. The main outcome of this study is the quantification of the time lag between the remote sensing retrieved vegetation indices and the aridity indices (AIs) calculated from climatic data. Moreover the obtaine…
Effectiveness of Safety Warnings in Atypical Antipsychotic Drugs
2009
Studies conducted to obtain drug authorization are often of short duration and based on small sample sizes in selected populations. Policies on drug safety rely on the validity of the methods used to achieve rapid and effective communication of new information. No formal evaluation has ever been made of the Spanish communications system, although indirect data have raised questions about its effectiveness.To evaluate the impact of two safety warnings issued by the Spanish Drug Agency, and of a later prior authorization requirement involving the use of atypical antipsychotic drugs in the elderly.The study was based on a time-series analysis constructed with data corresponding to monthly invo…
A multisensor fusion approach to improve LAI time series
2011
International audience; High-quality and gap-free satellite time series are required for reliable terrestrial monitoring. Moderate resolution sensors provide continuous observations at global scale for monitoring spatial and temporal variations of land surface characteristics. However, the full potential of remote sensing systems is often hampered by poor quality or missing data caused by clouds, aerosols, snow cover, algorithms and instrumentation problems. A multisensor fusion approach is here proposed to improve the spatio-temporal continuity, consistency and accuracy of current satellite products. It is based on the use of neural networks, gap filling and temporal smoothing techniques. …
A time domain triangle method approach to estimate actual evapotranspiration: Application in a Mediterranean region using MODIS and MSG-SEVIRI produc…
2016
Abstract In this study, spatially distributed estimates of regional actual evapotranspiration (ET) were obtained using a revised procedure of the so called “triangle method” to parameterize the Priestley–Taylor ϕ coefficient. In the procedure herein proposed, named Time-Domain Triangle Method (TDTM), the triangular feature space was parameterized considering pairs of T s –VI values obtained by exploring, for each pixel, only their temporal dynamics. This new method was developed using time series products provided by MODIS and MSG-SEVIRI sensors. Moreover the proposed procedure does not depend on ancillary data, and it is only based on remotely sensed vegetation indices and day–night time l…
Harmonic growth: a new approach to the measurement of countries development
2009
The paper defines harmonic growth as a situation of diffuse well-being associated to an increase of GDP, and proposes a measures of time series similarity between GDP and each one from a set of social and economic indicators of development. Such indexes are then synthesized in order to provide the global degree of harmony in growth inside a country. A first Harmonic Growth Index is based on comparisons between couples of polynomials fitting the series. The second version of the index is obtained from cubic B-splines estimates. With an accurate selection of social indicators, both indexes can also be used to rank countries according to their level of development, offering effective complemen…
Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development
2005
The scaling properties encompass in a simple analysis many of the volatility characteristics of financial markets. That is why we use them to probe the different degree of markets development. We empirically study the scaling properties of daily Foreign Exchange rates, Stock Market indices and fixed income instruments by using the generalized Hurst approach. We show that the scaling exponents are associated with characteristics of the specific markets and can be used to differentiate markets in their stage of development. The robustness of the results is tested by both Monte-Carlo studies and a computation of the scaling in the frequency-domain.
An Information-Theoretic Framework to Map the Spatiotemporal Dynamics of the Scalp Electroencephalogram
2016
We present the first application of the emerging framework of information dynamics to the characterization of the electroencephalography (EEG) activity. The framework provides entropy-based measures of information storage (self entropy, SE) and information transfer (joint transfer entropy (TE) and partial TE), which are applied here to detect complex dynamics of individual EEG sensors and causal interactions between different sensors. The measures are implemented according to a model-free and fully multivariate formulation of the framework, allowing the detection of nonlinear dynamics and direct links. Moreover, to deal with the issue of volume conduction, a compensation for instantaneous e…