On the Use of PLS Regression for Forecasting Large Sets of Cointegrated Time Series

2011 ◽  
pp. 171-179
Author(s):  
Gianluca Cubadda ◽  
Barbara Guardabascio
Keyword(s):  
Time Series ◽  
Pls Regression ◽  
Large Sets

scholarly journals Potential of Multiway PLS (N-PLS) Regression Method to Analyse Time-Series of Multispectral Images: A Case Study in Agriculture

2022 ◽  
Vol 14 (1) ◽  
pp. 216
Author(s):  
Eva Lopez-Fornieles ◽  
Guilhem Brunel ◽  
Florian Rancon ◽  
Belal Gaci ◽  
Maxime Metz ◽  
...  
Keyword(s):  
Remote Sensing ◽  
Time Series ◽  
Heat Wave ◽  
Large Scale ◽  
Regional Scale ◽  
Pls Regression ◽  
Wave Impact ◽  
Sensing Applications ◽  
Sentinel 2

Recent literature reflects the substantial progress in combining spatial, temporal and spectral capacities for remote sensing applications. As a result, new issues are arising, such as the need for methodologies that can process simultaneously the different dimensions of satellite information. This paper presents PLS regression extended to three-way data in order to integrate multiwavelengths as variables measured at several dates (time-series) and locations with Sentinel-2 at a regional scale. Considering that the multi-collinearity problem is present in remote sensing time-series to estimate one response variable and that the dataset is multidimensional, a multiway partial least squares (N-PLS) regression approach may be relevant to relate image information to ground variables of interest. N-PLS is an extension of the ordinary PLS regression algorithm where the bilinear model of predictors is replaced by a multilinear model. This paper presents a case study within the context of agriculture, conducted on a time-series of Sentinel-2 images covering regional scale scenes of southern France impacted by the heat wave episode that occurred on 28 June 2019. The model has been developed based on available heat wave impact data for 107 vineyard blocks in the Languedoc-Roussillon region and multispectral time-series predictor data for the period May to August 2019. The results validated the effectiveness of the proposed N-PLS method in estimating yield loss from spectral and temporal attributes. The performance of the model was evaluated by the R2 obtained on the prediction set (0.661), and the root mean square of error (RMSE), which was 10.7%. Limitations of the approach when dealing with time-series of large-scale images which represent a source of challenges are discussed; however, the N–PLS regression seems to be a suitable choice for analysing complex multispectral imagery data with different spectral domains and with a clear temporal evolution, such as an extreme weather event.

scholarly journals Embarrassingly parallel sequential Markov-chain Monte Carlo for large sets of time series

2016 ◽  
Vol 9 (4) ◽  
pp. 497-508 ◽  
Author(s):  
Roberto Casarin ◽  
Radu V. Craiu ◽  
Fabrizio Leisen
Keyword(s):  
Time Series ◽  
Monte Carlo ◽  
Markov Chain ◽  
Markov Chain Monte Carlo ◽  
Large Sets

scholarly journals TQuEST: Threshold Query Execution for Large Sets of Time Series

2006 ◽  
pp. 1147-1150
Author(s):  
Johannes Aßfalg ◽  
Hans-Peter Kriegel ◽  
Peer Kröger ◽  
Peter Kunath ◽  
Alexey Pryakhin ◽  
...  
Keyword(s):  
Time Series ◽  
Query Execution ◽  
Large Sets

Automatic Clustering in Large Sets of Time Series

2018 ◽  
pp. 65-75 ◽  
Author(s):  
Robert Azencott ◽  
Viktoria Muravina ◽  
Rasoul Hekmati ◽  
Wei Zhang ◽  
Michael Paldino
Keyword(s):  
Time Series ◽  
Large Sets ◽  
Automatic Clustering

The LDE-Type Flare Occurrence (1969-1993)

1994 ◽  
Vol 144 ◽  
pp. 279-282
Author(s):  
A. Antalová
Keyword(s):  
Time Series ◽  
Fourier Analysis ◽  
Sunspot Cycle ◽  
List Type ◽  
Type Number ◽  
Solar Cycles ◽  
Type Iv ◽  
Long Duration ◽  
Cycle Maximum ◽  
Flare Index

AbstractThe occurrence of LDE-type flares in the last three cycles has been investigated. The Fourier analysis spectrum was calculated for the time series of the LDE-type flare occurrence during the 20-th, the 21-st and the rising part of the 22-nd cycle. LDE-type flares (Long Duration Events in SXR) are associated with the interplanetary protons (SEP and STIP as well), energized coronal archs and radio type IV emission. Generally, in all the cycles considered, LDE-type flares mainly originated during a 6-year interval of the respective cycle (2 years before and 4 years after the sunspot cycle maximum). The following significant periodicities were found:• in the 20-th cycle: 1.4, 2.1, 2.9, 4.0, 10.7 and 54.2 of month,• in the 21-st cycle: 1.2, 1.6, 2.8, 4.9, 7.8 and 44.5 of month,• in the 22-nd cycle, till March 1992: 1.4, 1.8, 2.4, 7.2, 8.7, 11.8 and 29.1 of month,• in all interval (1969-1992):a)the longer periodicities: 232.1, 121.1 (the dominant at 10.1 of year), 80.7, 61.9 and 25.6 of month,b)the shorter periodicities: 4.7, 5.0, 6.8, 7.9, 9.1, 15.8 and 20.4 of month.Fourier analysis of the LDE-type flare index (FI) yields significant peaks at 2.3 - 2.9 months and 4.2 - 4.9 months. These short periodicities correspond remarkably in the all three last solar cycles. The larger periodicities are different in respective cycles.

Filter Design for the Seasonal Adjustment of a Time Series

1974 ◽  
Vol 3 (12) ◽  
pp. 1171-1186
Author(s):  
Edward Melnick ◽  
John Moussourakis
Keyword(s):  
Time Series ◽  
Filter Design ◽  
Seasonal Adjustment
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