The comparison of different spectrum analysis methods for LOD time series

2018 ◽  
Vol 15 (3-4) ◽  
pp. 382-392
Author(s):  
Hai-Bo Lin ◽  
Juan Zhao
2020 ◽  
Vol 14 (3) ◽  
pp. 295-302
Author(s):  
Chuandong Zhu ◽  
Wei Zhan ◽  
Jinzhao Liu ◽  
Ming Chen

AbstractThe mixture effect of the long-term variations is a main challenge in single channel singular spectrum analysis (SSA) for the reconstruction of the annual signal from GRACE data. In this paper, a nonlinear long-term variations deduction method is used to improve the accuracy of annual signal reconstructed from GRACE data using SSA. Our method can identify and eliminate the nonlinear long-term variations of the equivalent water height time series recovered from GRACE. Therefore the mixture effect of the long-term variations can be avoided in the annual modes of SSA. For the global terrestrial water recovered from GRACE, the peak to peak value of the annual signal is between 1.4 cm and 126.9 cm, with an average of 11.7 cm. After the long-term and the annual term have been deducted, the standard deviation of residual time series is between 0.9 cm and 9.9 cm, with an average of 2.1 cm. Compared with the traditional least squares fitting method, our method can reflect the dynamic change of the annual signal in global terrestrial water, more accurately with an uncertainty of between 0.3 cm and 2.9 cm.


2012 ◽  
Vol 29 (4) ◽  
pp. 613-628 ◽  
Author(s):  
Steven L. Morey ◽  
Dmitry S. Dukhovskoy

Abstract Statistical analysis methods are developed to quantify the impacts of multiple forcing variables on the hydrographic variability within an estuary instrumented with an enduring observational system. The methods are applied to characterize the salinity variability within Apalachicola Bay, a shallow multiple-inlet estuary along the northeastern Gulf of Mexico coast. The 13-yr multivariate time series collected by the National Estuary Research Reserve at three locations within the bay are analyzed to determine how the estuary responds to variations in external forcing mechanisms, such as freshwater discharge, precipitation, tides, and local winds at multiple time scales. The analysis methods are used to characterize the estuarine variability under differing flow regimes of the Apalachicola River, a managed waterway, with particular focus on extreme events and scales of variability that are critical to local ecosystems. Multivariate statistical models are applied that describe the salinity response to winds from multiple directions, river flow, and precipitation at daily, weekly, and monthly time scales to understand the response of the estuary under different climate regimes. Results show that the salinity is particularly sensitive to river discharge and wind magnitude and direction, with local precipitation being largely unimportant. Applying statistical analyses with conditional sampling quantifies how the likelihoods of high-salinity and long-duration high-salinity events, conditions of critical importance to estuarine organisms, change given the state of the river flow. Intraday salinity range is shown to be negatively correlated with the salinity, and correlated with river discharge rate.


2013 ◽  
Vol 10 (83) ◽  
pp. 20130048 ◽  
Author(s):  
Ben D. Fulcher ◽  
Max A. Little ◽  
Nick S. Jones

The process of collecting and organizing sets of observations represents a common theme throughout the history of science. However, despite the ubiquity of scientists measuring, recording and analysing the dynamics of different processes, an extensive organization of scientific time-series data and analysis methods has never been performed. Addressing this, annotated collections of over 35 000 real-world and model-generated time series, and over 9000 time-series analysis algorithms are analysed in this work. We introduce reduced representations of both time series, in terms of their properties measured by diverse scientific methods, and of time-series analysis methods, in terms of their behaviour on empirical time series, and use them to organize these interdisciplinary resources. This new approach to comparing across diverse scientific data and methods allows us to organize time-series datasets automatically according to their properties, retrieve alternatives to particular analysis methods developed in other scientific disciplines and automate the selection of useful methods for time-series classification and regression tasks. The broad scientific utility of these tools is demonstrated on datasets of electroencephalograms, self-affine time series, heartbeat intervals, speech signals and others, in each case contributing novel analysis techniques to the existing literature. Highly comparative techniques that compare across an interdisciplinary literature can thus be used to guide more focused research in time-series analysis for applications across the scientific disciplines.


2018 ◽  
Vol 17 (02) ◽  
pp. 1850017 ◽  
Author(s):  
Mahdi Kalantari ◽  
Masoud Yarmohammadi ◽  
Hossein Hassani ◽  
Emmanuel Sirimal Silva

Missing values in time series data is a well-known and important problem which many researchers have studied extensively in various fields. In this paper, a new nonparametric approach for missing value imputation in time series is proposed. The main novelty of this research is applying the [Formula: see text] norm-based version of Singular Spectrum Analysis (SSA), namely [Formula: see text]-SSA which is robust against outliers. The performance of the new imputation method has been compared with many other established methods. The comparison is done by applying them to various real and simulated time series. The obtained results confirm that the SSA-based methods, especially [Formula: see text]-SSA can provide better imputation in comparison to other methods.


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