Search results for " Time-series"

showing 5 items of 15 documents

About time of occurrence of rainy days for Mediterranean and (sub)-Alpine areas

2012

Settore ICAR/02 - Costruzioni Idrauliche E Marittime E IdrologiaSettore AGR/08 - Idraulica Agraria E Sistemazioni Idraulico-Forestalirainfall day time-series intermittency inter-arrival time distribution Lerch probabilty distribution
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Fading mitigation coding techniques for space to ground free space optical communications

2014

Settore ING-INF/03 - TelecomunicazioniSpace-to-Ground FSO links time-series rateless codefading mitigationSettore ING-INF/02 - Campi ElettromagneticiOptical Wireless CommunicationSettore ING-INF/01 - Elettronica
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Estimating the decomposition of predictive information in multivariate systems

2015

In the study of complex systems from observed multivariate time series, insight into the evolution of one system may be under investigation, which can be explained by the information storage of the system and the information transfer from other interacting systems. We present a framework for the model-free estimation of information storage and information transfer computed as the terms composing the predictive information about the target of a multivariate dynamical process. The approach tackles the curse of dimensionality employing a nonuniform embedding scheme that selects progressively, among the past components of the multivariate process, only those that contribute most, in terms of co…

Statistics and ProbabilityComputer scienceEntropyTRANSFER ENTROPYStochastic ProcesseInformation Storage and RetrievalheartAPPROXIMATE ENTROPYMaximum entropy spectral estimationInformation theoryGRANGER CAUSALITYJoint entropyNonlinear DynamicMECHANISMSBinary entropy functionTheoreticalHeart RateModelsInformationSLEEP EEGStatisticsOSCILLATIONSTOOLEntropy (information theory)Multivariate AnalysiElectroencephalography; Entropy; Heart Rate; Information Storage and Retrieval; Linear Models; Nonlinear Dynamics; Sleep; Stochastic Processes; Models Theoretical; Multivariate AnalysisConditional entropyStochastic ProcessesHEART-RATE-VARIABILITYCOMPLEXITYConditional mutual informationBrainElectroencephalographyModels TheoreticalScience GeneralCondensed Matter PhysicscardiorespiratoryNonlinear DynamicsPHYSIOLOGICAL TIME-SERIESSettore ING-INF/06 - Bioingegneria Elettronica E InformaticaMultivariate AnalysisLinear ModelsLinear ModelTransfer entropySleepAlgorithmStatistical and Nonlinear Physic
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Empirical analysis of daily cash flow time-series and its implications for forecasting

2019

Usual assumptions on the statistical properties of daily net cash flows include normality, absence of correlation and stationarity. We provide a comprehensive study based on a real-world cash flow data set showing that: (i) the usual assumption of normality, absence of correlation and stationarity hardly appear; (ii) non-linearity is often relevant for forecasting; and (iii) typical data transformations have little impact on linearity and normality. This evidence may lead to consider a more data-driven approach such as time-series forecasting in an attempt to provide cash managers with expert systems in cash management.

cash flowtime-serieseducationStatisticsforecasting:62 Statistics::62P Applications [Classificació AMS]62J02 62J05 62P20EconomiaNon-linearitynon-linearityCash flow:Matemàtiques i estadística::Estadística matemàtica [Àrees temàtiques de la UPC]:62 Statistics::62J Linear inference regression [Classificació AMS]Time-seriesStatistics forecasting cash flow non-linearity time-seriesForecasting
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Feasibility of Ultra-Short-Term Analysis of Heart Rate and Systolic Arterial Pressure Variability at Rest and during Stress via Time-Domain and Entro…

2022

Heart Rate Variability (HRV) and Blood Pressure Variability (BPV) are widely employed tools for characterizing the complex behavior of cardiovascular dynamics. Usually, HRV and BPV analyses are carried out through short-term (ST) measurements, which exploit ~five-minute-long recordings. Recent research efforts are focused on reducing the time series length, assessing whether and to what extent Ultra-Short-Term (UST) analysis is capable of extracting information about cardiovascular variability from very short recordings. In this work, we compare ST and UST measures computed on electrocardiographic R-R intervals and systolic arterial pressure time series obtained at rest and during both post…

electrocardiography (ECG)Short-Term (ST) cardiovascular variabilityBlood PressureHeart Rate Variability (HRV)Settore ING-INF/01 - ElettronicaBiochemistryAtomic and Molecular Physics and OpticsHeart Rate Variability (HRV); Short-Term (ST) cardiovascular variability; Ultra-Short-Term (UST) HRV; electrocardiography (ECG); Systolic Arterial Pressure (SAP); entropy; conditional entropy; complexity; time-series analysisUltra-Short- Term (UST) HRVAnalytical Chemistryconditional entropyElectrocardiographyHeart RateSettore ING-INF/06 - Bioingegneria Elettronica E Informaticatime-series analysisArterial PressureElectrical and Electronic EngineeringentropycomplexitySystolic Arterial Pressure (SAP)InstrumentationSensors; Volume 22; Issue 23; Pages: 9149
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