Search results for "Time serie"
showing 10 items of 261 documents
Spectral decomposition of cerebrovascular and cardiovascular interactions in patients prone to postural syncope and healthy controls.
2022
We present a framework for the linear parametric analysis of pairwise interactions in bivariate time series in the time and frequency domains, which allows the evaluation of total, causal and instantaneous interactions and connects time- and frequency-domain measures. The framework is applied to physiological time series to investigate the cerebrovascular regulation from the variability of mean cerebral blood flow velocity (CBFV) and mean arterial pressure (MAP), and the cardiovascular regulation from the variability of heart period (HP) and systolic arterial pressure (SAP). We analyze time series acquired at rest and during the early and late phase of head-up tilt in subjects developing or…
An expert system for vineyard management based upon ubiquitous network technologies
2011
Vineyard operations for quality wines production are currently based upon costly and time-consuming manual sampling operations required to assess the maturity phases of grapevines. The ripening process however is significantly influenced by the environmental parameters which nowadays can be effectively monitored by means of ubiquitous computing technologies. Besides the possibility of gathering data, hence, suitable tools are required to support the vineyard management process. The present research concerns the development of an expert system to effectively manage the vineyard operations. The methodology is based on the analysis of the time series of indices related to the maturation phases…
The predictability of international terrorism: A time‐series analysis
1988
Abstract The study examines the predictability of international terrorism in terms of the existence of trends, seasonality, and periodicity of terrorist events. The data base used was the RAND Corporation's Chronology of International Terrorism. It contains the attributes of every case of international terrorism from 1968 to 1986 (n = 5,589). The authors applied Box‐Jenkins models for a time‐series analysis of the occurrence of terrorist events as well as their victimization rates. The analysis revealed that occurrence of terrorist events is far from being random: There is a clear trend and an almost constant periodicity of one month that can be best described by a first‐order moving averag…
DATimeS: A machine learning time series GUI toolbox for gap-filling and vegetation phenology trends detection
2020
Abstract Optical remotely sensed data are typically discontinuous, with missing values due to cloud cover. Consequently, gap-filling solutions are needed for accurate crop phenology characterization. The here presented Decomposition and Analysis of Time Series software (DATimeS) expands established time series interpolation methods with a diversity of advanced machine learning fitting algorithms (e.g., Gaussian Process Regression: GPR) particularly effective for the reconstruction of multiple-seasons vegetation temporal patterns. DATimeS is freely available as a powerful image time series software that generates cloud-free composite maps and captures seasonal vegetation dynamics from regula…
A note on temperature effect estimate in mortality time series analysis
2004
Block Bootstrap Methods and the Choice of Stocks for the Long Run
2011
Financial advisors commonly recommend that the investment horizon should be rather long in order to benefit from the "time diversification". In this case, in order to choose the optimal portfolio, it is necessary to estimate the risk and reward of several alternative portfolios over a long-run given a sample of observations over a short-run. Two interrelated obstacles in these estimations are lack of sufficient data and the uncertainty in the nature of the return generating process. To overcome these obstacles researchers rely heavily on block bootstrap methods. In this paper we demonstrate that the estimates provided by a block bootstrap method are generally biased and we propose two metho…
Bayesian forecasting of demand time-series data with zero values
2013
This paper describes the development of a Bayesian procedure to analyse and forecast positive demand time-series data with a proportion of zero values and a high level of variability for the non-zero data. The resulting forecasts play decisive roles in organisational planning, budgeting, and performance monitoring. Exponential smoothing methods are widely used as forecasting techniques in industry and business. However, they can be unsuitable for the analysis of non-negative demand time-series data with the aforementioned features. In this paper, an unconstrained latent demand underlying the observed demand is introduced into the linear heteroscedastic model associated with the Holt-Winters…
David Malcolm Raup (1933-2015) at the starting point of a new paradigm for Palaeontology
2020
This is a tribute to the late David Malcolm Raup, one of the major palaeontologists of the second half of the 20 th century. In addition, it is a critical review of his outstanding contributions, mainly in the field of theoretical palaeontology: quantitative modelling, the introduction of probabilistic methods in palaeontology, as well as his great imagination to use techniques from other fields, such as insurance actuary. After a general outline of his youth, I present a general depiction of the main topics of his research as a palaeobiologist: morphology, the structure of the fossil record, evolution, and extinction. He covered areas ranging from the theoretical morphology of coiled shell…
On the interpretability and computational reliability of frequency-domain Granger causality
2017
This Correspondence article is a comment which directly relates to the paper “A study of problems encountered in Granger causality analysis from a neuroscience perspective” (Stokes and Purdon, 2017). We agree that interpretation issues of Granger causality (GC) in neuroscience exist, partially due to the historically unfortunate use of the name “causality”, as described in previous literature. On the other hand, we think that Stokes and Purdon use a formulation of GC which is outdated (albeit still used) and do not fully account for the potential of the different frequency-domain versions of GC; in doing so, their paper dismisses GC measures based on a suboptimal use of them. Furthermore, s…
Gap Filling of Biophysical Parameter Time Series with Multi-Output Gaussian Processes
2018
In this work we evaluate multi-output (MO) Gaussian Process (GP) models based on the linear model of coregionalization (LMC) for estimation of biophysical parameter variables under a gap filling setup. In particular, we focus on LAI and fAPAR over rice areas. We show how this problem cannot be solved with standard single-output (SO) GP models, and how the proposed MO-GP models are able to successfully predict these variables even in high missing data regimes, by implicitly performing an across-domain information transfer.