Search results for "Time series"
showing 10 items of 247 documents
GNSS CORS NETWORK OF THE UNIVERSITY OF PALERMO: DESIGN AND FIRST ANALYSIS OF DATA
2020
Nowadays, technical and scientific researches are focused on the use of Global Navigation Satellite System (GNSS) Continuously Operating Reference Stations (CORS) networks due to their global impact on the satellite positioning. This study aims to describe the main steps developed by the University of Palermo for the realization of the GNSS CORS network distributed in the western part of Sicily (Italy). Specifically, it focuses on data availability, preliminary studies and analyses involving the GNSS CORS network, the geodetic framework used, the coordinates and displacements time series retrieved over time and the statistical analysis with the Cumulative Distribution Function (CDF). The an…
Speculative and hedging activities in the European Carbon Market
2015
Abstract We explore the dynamics of the speculative and hedging activities in European futures carbon markets by using volume and open interest data. A comparison of the three phases in the European Union Emission Trading Scheme (EU ETS) reveals that (i) Phase II of the EU ETS seems to be the most speculative phase to date and (ii) the highest degree of speculative activity for every single phase occurs at the moment of listing the contracts for the first time. A seasonality analysis identifies a higher level of speculation in the first quarter of each year, related to the schedule of deadlines of the EU ETS. In addition, a time series analysis confirms that most of the speculative activity…
Extending the spectral decomposition of Granger causality to include instantaneous influences: application to the control mechanisms of heart rate va…
2021
Assessing Granger causality (GC) intended as the influence, in terms of reduction of variance of surprise, that a driver variable exerts on a given target, requires a suitable treatment of ‘instantaneous’ effects, i.e. influences due to interactions whose time scale is much faster than the time resolution of the measurements, due to unobserved confounders or insufficient sampling rate that cannot be increased because the mechanism of generation of the variable is inherently slow (e.g. the heartbeat). We exploit a recently proposed framework for the estimation of causal influences in the spectral domain and include instantaneous interactions in the modelling, thus obtaining (i) a novel index…
Investigating effects in GNSS station coordinate time series
2014
The vertical and horizontal displacements of the Earth can be measured to a high degree of precision using GNSS. Time series of Latvian GNSS station positions of both the EUPOS®-Riga and LatPos networks have been developed at the Institute of Geodesy and Geoinformation of the University of Latvia (LU GGI). In this study the main focus is made on the noise analysis of the obtained time series and site displacement identification. The results of time series have been analysed and distinctive behaviour of EUPOS®-Riga and LatPos station coordinate changes have been identified. The possible dependences of GNSS station coordinate distribution on EPN station problems, seismic activity of some area…
CloudSim: A fair benchmark for comparison of methods for times series reconstruction from cloud and atmospheric contamination
2015
Cloud contamination of optical data is a constant and annoying feature of time series analyses, whether while using vegetation indices or surface temperatures, since it tends to decrease artificially the values taken by these parameters. Therefore, any time series analysis of optical data needs a previous step for gap-filling reconstruction of the time series. Numerous techniques have been presented in the literature to carry out this preliminary and mandatory step. However, the evaluation and comparison of these techniques is difficult, since no “truth” time series is available. We present here a probabilistic model (CloudSim) to provide global typical annual time series for NDVI (Normaliz…
Structure function as a tool in AE and Dst time series analysis
1995
A new method to analyse the structure function (SF) has been constructed and used in the analysis of the AE time series for the years 1978-85 and Dst time series for 1957-84. It is shown that this SF analysis makes a clear distinction between affine and periodicity dominated time series, and it displays the essential periodicities of the series in a range relevant to its characteristic time scale. The AE time series is found to be affine such that the scaling exponent changes at a time scale of 113 (±9) minutes. On the other hand, in the SF function analysis, the Dst data are dominated by the 24-hour and 27-day periods. The 27-day period is modulated by the annual variation.
Testing for Government Intertemporal Solvency: A Smooth Transition Error Correction Model Approach
2001
Applied macroeconomists have tested for the government intertemporal solvency condition by either testing for linear stationarity in the total government deficit series or testing for linear cointegration between total government spending and total tax revenues. A number of authors have focused, in particular, on structural breaks in the government deficit process. In this paper, we use a smooth transition error correction model to test and estimate a shift in the adjustment toward a linear cointegration relationship between the government spending to output ratio and the total tax revenues to output ratio. Estimation results show that government authorities react only to large (in absolute…
Quantifying Excess Deaths Related to Heatwaves under Climate Change Scenarios: A multicountry time series modelling study
2018
Background: Heatwaves are a critical public health problem. There will be an increase in the frequency and severity of heatwaves under changing climate. However, evidence about the impacts of climate change on heatwave-related mortality at a global scale is limited. Methods and findings: We collected historical daily time series of mean temperature and mortality for all causes or nonexternal causes, in periods ranging from January 1, 1984, to December 31, 2015, in 412 communities within 20 countries/regions. We estimated heatwave–mortality associations through a two-stage time series design. Current and future daily mean temperature series were projected under four scenarios of greenhouse g…
On approximate system dynamic
1996
In this paper concepts and techniques from system theory are used to obtain state-space (Markovian ) models of dynamic economic processes instead of the usual VARMA models. In this respect the concept of state is reviewed as are Hankel norm approximations,and balanced realizations for stochastic models. We clarify some aspects of the balancing method for state space modelling of observed time series. This method may fail to satisfy the so-called positive real condition for stochastic processes. We us a state variance factorization algorithm which does not require us to solve the algebraic Riccati equation. We relate the Aoki-Havenner method to the Arun - Kung method.
Identification of ELF3 as an early transcriptional regulator of human urothelium
2014
AbstractDespite major advances in high-throughput and computational modelling techniques, understanding of the mechanisms regulating tissue specification and differentiation in higher eukaryotes, particularly man, remains limited. Microarray technology has been explored exhaustively in recent years and several standard approaches have been established to analyse the resultant datasets on a genome-wide scale. Gene expression time series offer a valuable opportunity to define temporal hierarchies and gain insight into the regulatory relationships of biological processes. However, unless datasets are exactly synchronous, time points cannot be compared directly.Here we present a data-driven ana…