SD-HOC: Seasonal Decomposition Algorithm for Mining Lagged Time Series

We introduce a generic framework of dynamical complexity to understand and quantify fluctuations of physiologic time series. In particular, we discuss the importance of applying adaptive data analysis techniques, such as the empirical mode decomposition algorithm, to address the challenges of nonlinearity and nonstationarity that are typically exhibited in biological fluctuations.

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RobustSTL: A Robust Seasonal-Trend Decomposition Algorithm for Long Time Series

Proceedings of the AAAI Conference on Artificial Intelligence ◽

10.1609/aaai.v33i01.33015409 ◽

2019 ◽

Vol 33 ◽

pp. 5409-5416 ◽

Cited By ~ 8

Author(s):

Qingsong Wen ◽

Jingkun Gao ◽

Xiaomin Song ◽

Liang Sun ◽

Huan Xu ◽

...

Keyword(s):

Time Series ◽

Real World ◽

Abrupt Change ◽

Decomposition Algorithm ◽

Real World Data ◽

Regression Problem ◽

Sparse Regularization ◽

Least Absolute Deviations ◽

Long Time ◽

Non Local

Decomposing complex time series into trend, seasonality, and remainder components is an important task to facilitate time series anomaly detection and forecasting. Although numerous methods have been proposed, there are still many time series characteristics exhibiting in real-world data which are not addressed properly, including 1) ability to handle seasonality fluctuation and shift, and abrupt change in trend and reminder; 2) robustness on data with anomalies; 3) applicability on time series with long seasonality period. In the paper, we propose a novel and generic time series decomposition algorithm to address these challenges. Specifically, we extract the trend component robustly by solving a regression problem using the least absolute deviations loss with sparse regularization. Based on the extracted trend, we apply the the non-local seasonal filtering to extract the seasonality component. This process is repeated until accurate decomposition is obtained. Experiments on different synthetic and real-world time series datasets demonstrate that our method outperforms existing solutions.

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Seasonal Decomposition of Acute Respiratory Infection Time Series

UNISWA Research Journal of Agriculture Science and Technology ◽

10.4314/uniswa-rjast.v4i1.4691 ◽

2000 ◽

Vol 4 (1) ◽

Author(s):

E.N. Zwane

Keyword(s):

Time Series ◽

Respiratory Infection ◽

Acute Respiratory Infection ◽

Infection Time ◽

Seasonal Decomposition

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The LDE-Type Flare Occurrence (1969-1993)

International Astronomical Union Colloquium ◽

10.1017/s0252921100025458 ◽

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.

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