Search results for "TIME SERIES"
showing 10 items of 247 documents
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…
Lag-specific transfer entropy as a tool to assess cardiovascular and cardiorespiratory information transfer
2014
In the study of interacting physiological systems, model-free tools for time series analysis are fundamental to provide a proper description of how the coupling among systems arises from the multiple involved regulatory mechanisms. This study presents an approach which evaluates direction, magnitude, and exact timing of the information transfer between two time series belonging to a multivariate dataset. The approach performs a decomposition of the well-known transfer entropy (TE) which achieves 1) identifying, according to a lag-specific information-theoretic formulation of the concept of Granger causality, the set of time lags associated with significant information transfer, and 2) assig…
Time-Varying Surrogate Data to Assess Nonlinearity in Nonstationary Time Series: Application to Heart Rate Variability
2009
We propose a method to extend to time-varying (TV) systems the procedure for generating typical surrogate time series, in order to test the presence of nonlinear dynamics in potentially nonstationary signals. The method is based on fitting a TV autoregressive (AR) model to the original series and then regressing the model coefficients with random replacements of the model residuals to generate TV AR surrogate series. The proposed surrogate series were used in combination with a TV sample entropy (SE) discriminating statistic to assess nonlinearity in both simulated and experimental time series, in comparison with traditional time-invariant (TIV) surrogates combined with the TIV SE discrimin…
Vegetation dynamics from NDVI time series analysis using the wavelet transform
2009
A multi-resolution analysis (MRA) based on the wavelet transform (WT) has been implemented to study NDVI time series. These series, which are non-stationary and present short-term, seasonal and long-term variations, can be decomposed using this MRA as a sum of series associated with different temporal scales. The main focus of the paper is to check the potential of this MRA to capture and describe both intra- and inter-annual changes in the data, i.e., to discuss the ability of the proposed procedure to monitor vegetation dynamics at regional scale. Our approach concentrates on what wavelet analysis can tell us about a NDVI time series. On the one hand, the intra-annual series, linked to th…
Exploring the validity of the long term data record V4 database for land surface monitoring
2015
The last (and final) version of the Long Term Data Record (LTDR) — Version 4 — has been released recently by NASA. This database includes daily information for all AVHRR (Advanced Very High Resolution Radiometer) channels, as well as ancillary data, since July 1981 up to present. This database is the longest available record of remotely sensed data useful for land surface monitoring, since it allows the estimation of vegetation indices at daily resolution, as well as the daily estimation of land surface temperature (LST). Here, we analyze the fitness of this database for land surface monitoring. To that end, we first estimated NDVI (Normalized Difference Vegetation Index), LST, as well as e…
Ten years surface-atmosphere water budget from the ISAC micrometeorological base in Salento peninsula and comments on the aquifer balance
2016
Data from a ten years (2003-2013) period of activity of the ISAC-Lecce micrometeorological station have been discussed focusing on the atmosphere-surface exchange. Some suitable indices have been calculated such as the precipitation intensity, the aridity index and the ground water infiltration fraction (ratio of the difference between precipitation and real evapotranspiration and the precipitation). Possible trends of annual averages in the decadal period are considered, trying to take also into account the statistical uncertainty associated to measurement errors and missing data. The results indicate a significant increasing in the precipitation intensity together with an experimental evi…
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…