scholarly journals Encompassing univariate models in multivariate time series: a case study (1994)

Author(s):  
Agustín Maravall ◽  
Alexandre Mathis
2022 ◽  
Vol 14 (1) ◽  
pp. 197
Author(s):  
Soner Uereyen ◽  
Felix Bachofer ◽  
Claudia Kuenzer

The analysis of the Earth system and interactions among its spheres is increasingly important to improve the understanding of global environmental change. In this regard, Earth observation (EO) is a valuable tool for monitoring of long term changes over the land surface and its features. Although investigations commonly study environmental change by means of a single EO-based land surface variable, a joint exploitation of multivariate land surface variables covering several spheres is still rarely performed. In this regard, we present a novel methodological framework for both, the automated processing of multisource time series to generate a unified multivariate feature space, as well as the application of statistical time series analysis techniques to quantify land surface change and driving variables. In particular, we unify multivariate time series over the last two decades including vegetation greenness, surface water area, snow cover area, and climatic, as well as hydrological variables. Furthermore, the statistical time series analyses include quantification of trends, changes in seasonality, and evaluation of drivers using the recently proposed causal discovery algorithm Peter and Clark Momentary Conditional Independence (PCMCI). We demonstrate the functionality of our methodological framework using Indo-Gangetic river basins in South Asia as a case study. The time series analyses reveal increasing trends in vegetation greenness being largely dependent on water availability, decreasing trends in snow cover area being mostly negatively coupled to temperature, and trends of surface water area to be spatially heterogeneous and linked to various driving variables. Overall, the obtained results highlight the value and suitability of this methodological framework with respect to global climate change research, enabling multivariate time series preparation, derivation of detailed information on significant trends and seasonality, as well as detection of causal links with minimal user intervention. This study is the first to use multivariate time series including several EO-based variables to analyze land surface dynamics over the last two decades using the causal discovery algorithm PCMCI.


2017 ◽  
Vol 7 (8) ◽  
pp. 2846-2860 ◽  
Author(s):  
Nick Tolimieri ◽  
Elizabeth E. Holmes ◽  
Gregory D. Williams ◽  
Robert Pacunski ◽  
Dayv Lowry

2020 ◽  
Author(s):  
Rafael Soares ◽  
Rodolfo Azevedo

Programs often exhibit repeating behaviors, which are known as program phases. The automatic discovery of such structured behavior has benefited many applications. However, many existing phase signatures lack the ability to reason about what are the key factors of each phase. Also, programs exhibit phase behavior at many different granularities, and some exhibit hierarchical phase behavior. Many techniques focus on a single granularity, which can cause an out of sync classification with the actual phase behavior. We solve these problems by adopting a recently proposed method of subsequence clustering of multivariate time series. Using this method, the phases started to have a much more interpretable signature (MRF). We graphically showed that the method partitions the execution into a temporally consistent way. We showed the effectiveness of MRF's signature by using a centrality measure to identify the most important characteristics within a program phase. Finally, we present a case study to show the relationship between the MRF signature and source code.


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