Search results for "Time-Series"

Fading mitigation coding techniques for space to ground free space optical communications

2014

Estimating the decomposition of predictive information in multivariate systems

2015

In the study of complex systems from observed multivariate time series, insight into the evolution of one system may be under investigation, which can be explained by the information storage of the system and the information transfer from other interacting systems. We present a framework for the model-free estimation of information storage and information transfer computed as the terms composing the predictive information about the target of a multivariate dynamical process. The approach tackles the curse of dimensionality employing a nonuniform embedding scheme that selects progressively, among the past components of the multivariate process, only those that contribute most, in terms of co…

Contribution of virtual reality to functional rehabilitation

2010

Virtual reality has grown immensely. Practical applications for the use of this technology encompass many fields in both engineering science and human science. In the field of medicine, one of the newest fields to benefit from the advances in VR technology, virtual reality has become a major new therapeutic tool not only in medicine and surgery but also for the treatment of psychological disorders and rehabilitation for impaired person. Our research presented in this thesis aims at developing utilities to aid in functional rehabilitation using virtual reality technology. The main research question of our work concerns the effect of virtual metaphors in learning and training human gestures f…

Timing the US Stock Market Using Moving Averages and Momentum Rules: An Extensive Study

2017

Master's thesis Business Administration BE501 - University of Agder 2017 In this thesis we investigate the performance of moving average and momentum strategies by simulating returns, both in-sample and out-of-sample, while simultaneously taking into account important market frictions. We do so for two stock indices and four stock portfolios, at daily and monthly frequency, in the period from 1928 to 2015. This is carried out in order to examine if the active strategies outperform the passive benchmark on a risk-adjusted basis, and to see if the trading rules pro table when tested in-sample also are pro table out-of-sample. In addition, and for the rst time, we examine the relevance of data…

Effects of density, species interactions, and environmental stochasticity on the dynamics of British bird communities

2022

Our knowledge of the factors affecting species abundances is mainly based on time-series analyses of a few well-studied species at single or few localities, but we know little about whether results from such analyses can be extrapolated to the community level. We apply a joint species distribution model to long-term time-series data on British bird communities to examine the relative contribution of intra- and interspecific density dependence at different spatial scales, as well as the influence of environmental stochasticity, to spatiotemporal interspecific variation in abundance. Intraspecific density dependence has the major structuring effect on these bird communities. In addition, envi…

Empirical analysis of daily cash flow time-series and its implications for forecasting

2019

Usual assumptions on the statistical properties of daily net cash flows include normality, absence of correlation and stationarity. We provide a comprehensive study based on a real-world cash flow data set showing that: (i) the usual assumption of normality, absence of correlation and stationarity hardly appear; (ii) non-linearity is often relevant for forecasting; and (iii) typical data transformations have little impact on linearity and normality. This evidence may lead to consider a more data-driven approach such as time-series forecasting in an attempt to provide cash managers with expert systems in cash management.

Feasibility of Ultra-Short-Term Analysis of Heart Rate and Systolic Arterial Pressure Variability at Rest and during Stress via Time-Domain and Entro…

2022

Heart Rate Variability (HRV) and Blood Pressure Variability (BPV) are widely employed tools for characterizing the complex behavior of cardiovascular dynamics. Usually, HRV and BPV analyses are carried out through short-term (ST) measurements, which exploit ~five-minute-long recordings. Recent research efforts are focused on reducing the time series length, assessing whether and to what extent Ultra-Short-Term (UST) analysis is capable of extracting information about cardiovascular variability from very short recordings. In this work, we compare ST and UST measures computed on electrocardiographic R-R intervals and systolic arterial pressure time series obtained at rest and during both post…

Persistence in complex systems

2022

Persistence is an important characteristic of many complex systems in nature, related to how long the system remains at a certain state before changing to a different one. The study of complex systems' persistence involves different definitions and uses different techniques, depending on whether short-term or long-term persistence is considered. In this paper we discuss the most important definitions, concepts, methods, literature and latest results on persistence in complex systems. Firstly, the most used definitions of persistence in short-term and long-term cases are presented. The most relevant methods to characterize persistence are then discussed in both cases. A complete literature r…

Seasonal Modulation of the $^7$Be Solar Neutrino Rate in Borexino

2017

We detected the seasonal modulation of the $^7$Be neutrino interaction rate with the Borexino detector at the Laboratori Nazionali del Gran Sasso in Italy. The period, amplitude, and phase of the observed time evolution of the signal are consistent with its solar origin, and the absence of an annual modulation is rejected at 99.99\% C.L. The data are analyzed using three methods: the sinusoidal fit, the Lomb-Scargle and the Empirical Mode Decomposition techniques, which all yield results in excellent agreement.

Motivic Pattern Extraction in Music, and Application to the Study of Tunisian Modal Music

2007

A new methodology for automated extraction of repeated patterns in time-series data is presented, aimed in particular at the analysis of musical sequences. The basic principles consists in a search for closed patterns in a multi-dimensional parametric space. It is shown that this basic mechanism needs to be articulated with a periodic pattern discovery system, implying therefore a strict chronological scanning of the time-series data. Thanks to this modelling global pattern filtering may be avoided and rich and highly pertinent results can be obtained. The modelling has been integrated in a collaborative pro ject between ethnomusicology, cognitive sciences and computer science, aimed at the…