Search results for "TIME SERIES"
showing 10 items of 247 documents
Conditional Entropy-Based Evaluation of Information Dynamics in Physiological Systems
2014
We present a framework for quantifying the dynamics of information in coupled physiological systems based on the notion of conditional entropy (CondEn). First, we revisit some basic concepts of information dynamics, providing definitions of self entropy (SE), cross entropy (CE) and transfer entropy (TE) as measures of information storage and transfer in bivariate systems. We discuss also the generalization to multivariate systems, showing the importance of SE, CE and TE as relevant factors in the decomposition of the system predictive information. Then, we show how all these measures can be expressed in terms of CondEn, and devise accordingly a framework for their data-efficient estimation.…
Information-based detection of nonlinear Granger causality in multivariate processes via a nonuniform embedding technique
2010
We present an approach, framed in information theory, to assess nonlinear causality between the subsystems of a whole stochastic or deterministic dynamical system. The approach follows a sequential procedure for nonuniform embedding of multivariate time series, whereby embedding vectors are built progressively on the basis of a minimization criterion applied to the entropy of the present state of the system conditioned to its past states. A corrected conditional entropy estimator compensating for the biasing effect of single points in the quantized hyperspace is used to guarantee the existence of a minimum entropy rate at which to terminate the procedure. The causal coupling is detected acc…
Entropy characteristics of heart rate wavelet multiscale components in epileptic children before and after seizures
2020
In this work, we analyze the information content of the multiple time scale components of heart rate variability (HRV) in children with focal epilepsy. HRV components are extracted from 30 pediatric patients, monitored 10 min and 10 s before and after focal epileptic seizures, using wavelet multiscale decomposition (with 5, 15, 30, 60, 120, 180 s time scale), and then characterized computing Entropy (E), permutation entropy (PE), conditional entropy (CE) and information storage (IS). Moving from preictal to postictal windows, we find statistically significant differences in the CE and IS values of HRV components at short time scales, which reflect autonomic imbalance and appear as potential…
Entropy-Based Detection of Complexity and Nonlinearity in Short-Term Heart Period Variability under different Physiopathological States
2020
We compare different estimators of a popular en-tropy-based nonlinear dynamic measure, i.e. the conditional entropy (CE), as regards their ability to assess the complexity and nonlinearity of short-term heart rate variability (HRV). The CE is computed using binning, kernel and nearest neighbor entropy estimators in HRV time series measured from young, old and post-myocardial infarction patients studied at rest and during orthostatic stress. We find that the three estimators yield similar patterns of CE, but different patterns of nonlinear dynamics, across groups and conditions. These results suggest that the strategy for CE estimation is not crucial for the quantification of complexity, but…
Prototype for Surface Albedo Retrieval Based on Sentinel-3 OLCI and SLSTR Data in the Framework of Copernicus Climate Change
2021
This work describes the different algorithmic steps used to retrieve the first Surface Albedo (SA) product based on Sentinel-3 (S-3) data in the framework of the Copernicus Climate Change Service (C3S). The atmospherically corrected Top-Of-Atmosphere (TOA) reflectances into Top-Of-Canopy (TOC) reflectances are brokered from the Copernicus Global Land Service (CGLS). The TOC reflectances are used to obtain a BRDF model. Next, the spectral and angular integration steps are implemented, which take the latter coefficients as input to produce spectral and broadband albedo quantities. The preliminary quality assessment of BSA broadband albedo for the total shortwave shows good overall spatiotempo…
Machine learning methods to forecast temperature in buildings
2013
Efficient management of energy in buildings saves a very important amount of resources (both economic and technological). As a consequence, there is a very active research in this field. One of the keys of energy management is the prediction of the variables that directly affect building energy consumption and personal comfort. Among these variables, one can highlight the temperature in each room of a building. In this work we apply different machine learning techniques along with other classical ones for predicting the temperatures in different rooms. The obtained results demonstrate the validity of these techniques for predicting temperatures and, therefore, for the establishment of optim…
Complexity traits and synchrony of cryptocurrencies price dynamics
2021
AbstractIn this study, we characterized the dynamics and analyzed the degree of synchronization of the time series of daily closing prices and volumes in US$ of three cryptocurrencies, Bitcoin, Ethereum, and Litecoin, over the period September 1,2015–March 31, 2020. Time series were first mapped into a complex network by the horizontal visibility algorithm in order to revel the structure of their temporal characters and dynamics. Then, the synchrony of the time series was investigated to determine the possibility that the cryptocurrencies under study co-bubble simultaneously. Findings reveal similar complex structures for the three virtual currencies in terms of number and internal composit…
Cloud masking and removal in remote sensing image time series
2017
Automatic cloud masking of Earth observation images is one of the first required steps in optical remote sensing data processing since the operational use and product generation from satellite image time series might be hampered by undetected clouds. The high temporal revisit of current and forthcoming missions and the scarcity of labeled data force us to cast cloud screening as an unsupervised change detection problem in the temporal domain. We introduce a cloud screening method based on detecting abrupt changes along the time dimension. The main assumption is that image time series follow smooth variations over land (background) and abrupt changes will be mainly due to the presence of clo…
Single imputation method of missing values in environmental pollution data sets
2006
Abstract Missing data represent a general problem in many scientific fields above all in environmental research. Several methods have been proposed in literature for handling missing data and the choice of an appropriate method depends, among others, on the missing data pattern and on the missing-data mechanism. One approach to the problem is to impute them to yield a complete data set. The goal of this paper is to propose a new single imputation method and to compare its performance to other single and multiple imputation methods known in literature. Considering a data set of PM 10 concentration measured every 2 h by eight monitoring stations distributed over the metropolitan area of Paler…
An Online Time Warping based Map Matching for Vulnerable Road Users’ Safety
2018
International audience; High penetration rate of Smartphones and their increased capabilities to sense, compute, store and communicate have made the devices vital components of intelligent transportation systems. However, their GPS positions accuracy remains insufficient for a lot of location-based applications especially traffic safety ones. In this paper, we developed a new algorithm which is able to improve smartphones GPS accuracy for vulnerable road users' traffic safety. It is a two-stage algorithm: in the first stage GPS readings obtained from smartphones are passed through Kalman filter to smooth deviated reading. Then an adaptive online time warping based map matching is applied to…