Search results for " serie"
showing 10 items of 760 documents
Localization Operators and an Uncertainty Principle for the Discrete Short Time Fourier Transform
2014
Localization operators in the discrete setting are used to obtain information on a signalffrom the knowledge on the support of its short time Fourier transform. In particular, the extremal functions of the uncertainty principle for the discrete short time Fourier transform are characterized and their connection with functions that generate a time-frequency basis is studied.
A new approach to portfolio selection based on forecasting
2023
In this paper we analyze the portfolio selection problem from a novel perspective based on the analysis and prediction of the time series corresponding to the portfolio’s value. Namely, we define the value of a particular portfolio at the time of its acquisition. Using the time series of historical prices of the different financial assets, we calculate backward the value that said portfolio would have had in past time periods. A damped trend model is then used to analyze this time series and to predict the future values of the portfolio, providing estimates of the mean and variance for different forecasting horizons. These measures are used to formulate the portfolio selection problem, whic…
Exploiting deep learning algorithms and satellite image time series for deforestation prediction
2022
In recent years, we have witnessed the emergence of Deep Learning (DL) methods, which have led to enormous progress in various fields such as automotive driving, computer vision, medicine, finances, and remote sensing data analysis. The success of these machine learning methods is due to the ever-increasing availability of large amounts of information and the computational power of computers. In the field of remote sensing, we now have considerable volumes of satellite images thanks to the large number of Earth Observation (EO) satellites orbiting the planet. With the revisit time of satellites over an area becoming shorter and shorter, it will probably soon be possible to obtain daily imag…
Two-level branch prediction using neural networks
2003
Dynamic branch prediction in high-performance processors is a specific instance of a general time series prediction problem that occurs in many areas of science. Most branch prediction research focuses on two-level adaptive branch prediction techniques, a very specific solution to the branch prediction problem. An alternative approach is to look to other application areas and fields for novel solutions to the problem. In this paper, we examine the application of neural networks to dynamic branch prediction. We retain the first level history register of conventional two-level predictors and replace the second level PHT with a neural network. Two neural networks are considered: a learning vec…
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…
Exploring the Validity of the Long-Term Data Record V4 Database for Land Surface Monitoring
2016
A new version of the long-term data record (LTDR)—Version 4—has been released recently by NASA. This database includes daily information for all advanced very high resolution radiometer channels, as well as ancillary data, from July 1981 up to present. This dataset is the longest available record of remotely sensed data useful for land surface monitoring, since it allows the daily estimation of vegetation indices, as well as the estimation of land surface temperature (LST). Here, we analyze the fitness of this database for land surface monitoring, especially as regards long-term trends and their validity. To that end, we estimated normalized difference vegetation index (NDVI), LST, as well …
Trends in phenological parameters and relationship between land surface phenology and climate data in the Hyrcanian forests of Iran
2017
Vegetation activity may be changed in response to climate variability by affecting seasonality and phenological events. Monitoring of land surface phenological changes play a key role in understanding feedback of ecosystem dynamics. This study focuses on the analysis of trends in land surface phenology derived parameters using normalized difference vegetation index time series based on Global Inventory Monitoring and Mapping Studies data in the Hyrcanian forests of Iran covering the period 1981–2012. First, we applied interpolation for data reconstruction in order to remove outliers and cloud contamination in time series. Phenological parameters were retrieved by using the midpoint approach…
Spatial distribution of temperature trends in Sicily
2013
Climate change resulting from the enhanced greenhouse effect is expected to have great impacts on hydrological cycle and consequently on ecosystems. The effects of climate variability have direct implications on water management, as water availability is related to changes in temperature and precipitation regimes. At the same time, this kind of alterations drives ecological impacts on flora and fauna. For these reasons, many studies have been carried out to investigate the existence of some tendency in temperature and/or precipitation series in different geographic domains. In order to verify the hypothesis of temperature increase in Sicily (Italy), temperature data from about 80 spatially …
Surface Cyclones in the ERA-40 Dataset (1958–2001). Part I: Novel Identification Method and Global Climatology
2006
Abstract A novel method is introduced to generate climatological frequency distributions of meteorological features from gridded datasets. The method is used here to derive a climatology of extratropical cyclones from sea level pressure (SLP) fields. A simple and classical conception of cyclones is adopted where a cyclone is identified as the finite area that surrounds a local SLP minimum and is enclosed by the outermost closed SLP contour. This cyclone identification procedure can be applied to individual time instants, and climatologies of cyclone frequency, fc, are obtained by simple time averaging. Therefore, unlike most other climatologies, the method is not based on the application of…
Comparative study of three satellite image time-series decomposition methods for vegetation change detection
2018
International audience; Satellite image time-series (SITS) methods have contributed notably to detection of global change over the last decades, for instance by tracking vegetation changes. Compared with multi-temporal change detection methods, temporally highly resolved SITS methods provide more information in a single analysis, for instance on the type and consistency of change. In particular, SITS decomposition methods show a great potential in extracting various components from non-stationary time series, which allows for an improved interpretation of the temporal variability. Even though many case studies have applied SITS decomposition methods, a systematic comparison of common algori…