Search results for "TIME SERIES"
showing 10 items of 247 documents
NOAA-AVHRR Orbital Drift Correction From Solar Zenithal Angle Data
2008
This paper presents a new method for NOAA's (National Ocean and Atmospheric Administration) orbital drift correction. This method is pixel-based, and in opposition with most methods previously developed, does not need explicit knowledge of land cover. This method is applied to AVHRR (Advanced Very High Resolution Radiometer) channel information, and relies only on the additional knowledge of solar zenithal angle (SZA) and acquisition date information. In a first step, anomalies in SZA and channel time series are retrieved, and screened out for anomalous values. Then, the part of the parameter anomaly which is explained by SZA anomaly is removed from the data, to estimate new parameter anoma…
Global land surface phenology trends from GIMMS database
2009
A double logistic function has been used to describe global inventory mapping and monitoring studies (GIMMS) normalized difference vegetation index (NDVI) yearly evolution for the 1981 to 2003 period, in order to estimate land surface phenology parameter. A principal component analysis on the resulting time series indicates that the first components explain 36, 53 and 37% of the variance for the start, end and length of growing season, respectively, and shows generally good spatial homogeneity. Mann-Kendall trend tests have been carried out, and trends were estimated by linear regression. Maps of these trends show a global advance in spring dates of 0.38 days per year, a global delay in aut…
Multiset Kernel CCA for multitemporal image classification
2013
The analysis of multitemporal remote sensing images is becoming an increasingly important problem because of the upcoming scenario of multispectral satellite constellations monitoring our Planet. Algorithms that can analyze such amount of heterogeneous information are necessary. While linear techniques have been extensively deployed, this work considers a kernel method that finds nonlinear correlations between all image sources and the class labels. We introduce in this context the Kernel Canonical Correlation Analysis (KCCA) to exploit the wealth of temporal image information and to handle nonlinear relations in a natural way via kernels. To achieve this goal, we use the generalization of …
Assessing directional interactions among multiple physiological time series: The role of instantaneous causality
2012
This paper deals with the assessment of frequency domain causality in multivariate (MV) time series with significant instantaneous interactions. After providing different causality definitions, we introduce an extended MV autoregressive modeling approach whereby each definition is described in the time domain in terms of the model coefficients, and is quantified in the frequency domain by means of novel measures of directional connectivity. These measures are illustrated in a theoretical example showing how they reduce to known indexes when instantaneous causality is trivial, while they describe peculiar aspects of directional interaction in the presence of instantaneous causality. The appl…
MuTE: a new matlab toolbox for estimating the multivariate transfer entropy in physiological variability series
2014
We present a new time series analysis toolbox, developed in Matlab, for the estimation of the Transfer entropy (TE) between time series taken from a multivariate dataset. The main feature of the toolbox is its fully multivariate implementation, that is made possible by the design of an approach for the non-uniform embedding (NUE) of the observed time series. The toolbox is equipped with parametric (linear) and non-parametric (based on binning or nearest neighbors) entropy estimators. All these estimators, implemented using the NUE approach in comparison with the classical approach based on uniform embedding, are tested on RR interval, systolic pressure and respiration variability series mea…
Global, regional, and national burden of mortality associated with non-optimal ambient temperatures from 2000 to 2019: a three-stage modelling study
2021
Background: Exposure to cold or hot temperatures is associated with premature deaths. We aimed to evaluate the global, regional, and national mortality burden associated with non-optimal ambient temperatures. Methods: In this modelling study, we collected time-series data on mortality and ambient temperatures from 750 locations in 43 countries and five meta-predictors at a grid size of 0·5° × 0·5° across the globe. A three-stage analysis strategy was used. First, the temperature–mortality association was fitted for each location by use of a time-series regression. Second, a multivariate meta-regression model was built between location-specific estimates and meta-predictors. Finally, the gri…
Decomposing the transfer entropy to quantify lag-specific Granger causality in cardiovascular variability.
2013
We present a modification of the well known transfer entropy (TE) which makes it able to detect, besides the direction and strength of the information transfer between coupled processes, its exact timing. The approach follows a decomposition strategy which identifies--according to a lag-specific formulation of the concept of Granger causality--the set of time delays carrying significant information, and then assigns to each of these delays an amount of information transfer such that the total contribution yields the overall TE. We propose also a procedure for the practical estimation from time series data of the relevant delays and lag-specific TE in both bivariate and multivariate settings…
Stochastic Nonlinear Time Series Forecasting Using Time-Delay Reservoir Computers: Performance and Universality
2014
International audience; Reservoir computing is a recently introduced machine learning paradigm that has already shown excellent performances in the processing of empirical data. We study a particular kind of reservoir computers called time-delay reservoirs that are constructed out of the sampling of the solution of a time-delay diFFerential equation and show their good performance in the forecasting of the conditional covariances associated to multivariate discrete-time nonlinear stochastic processes of VEC-GARCH type as well as in the prediction of factual daily market realized volatilities computed with intraday quotes, using as training input daily log-return series of moderate size. We …
Information decomposition in the frequency domain: a new framework to study cardiovascular and cardiorespiratory oscillations
2021
While cross-spectral and information-theoretic approaches are widely used for the multivariate analysis of physiological time series, their combined utilization is far less developed in the literature. This study introduces a framework for the spectral decomposition of multivariate information measures, which provides frequency-specific quantifications of the information shared between a target and two source time series and of its expansion into amounts related to how the sources contribute to the target dynamics with unique, redundant and synergistic information. The framework is illustrated in simulations of linearly interacting stochastic processes, showing how it allows us to retrieve …
Locally optimal invariant detector for testing equality of two power spectral densities
2018
This work addresses the problem of determining whether two multivariate random time series have the same power spectral density (PSD), which has applications, for instance, in physical-layer security and cognitive radio. Remarkably, existing detectors for this problem do not usually provide any kind of optimality. Thus, we study here the existence under the Gaussian assumption of optimal invariant detectors for this problem, proving that the uniformly most powerful invariant test (UMPIT) does not exist. Thus, focusing on close hypotheses, we show that the locally most powerful invariant test (LMPIT) only exists for univariate time series. In the multivariate case, we prove that the LMPIT do…