Teaching Visual Analysis of Time Series Data

1996 ◽  
Vol 24 (3) ◽  
pp. 247-261 ◽  
Author(s):  
Ian A. James ◽  
Paul S. Smith ◽  
Derek Milne
Keyword(s):  
Time Series ◽  
Visual Analysis ◽  
Time Series Data ◽  
Mean Shift ◽  
High Sensitivity ◽  
Training Programme ◽  
High Rate ◽  
Series Data ◽  
False Alarms ◽  
Single Subject

Visual analysis, or “eyeballing”, of single subject (N=l) data is the commonest technique for analysing time series data. The present study examined firstly, psychologists' abilities to determine significant change between baseline (A) and therapeutic (B) phases, and secondly, the decision making process in relation to the visual components of such graphs. Thirdly, it looked at the effect that a training programme had on psychologists' abilities to identify significant A−B change. The results revealed that the participants were poor at identifying significant effects from non-significant changes. In particular, the study found a high rate of false alarms (Type 1 errors), and a low rate of misses (Type 2 errors), i.e. high sensitivity but poor specificity. The only visual components to significantly alter decisions were the degree of serial dependency and the mean shift component. The teaching influenced the participants' judgements. In general, participants became more conservative, but there was limited evidence of a significant improvement in their judgements following the teaching.

Optimal layout of stacked graph for visualizing multidimensional financial time series data

2021 ◽  
pp. 147387162110450
Author(s):  
Yutian He ◽  
Hongjun Li
Keyword(s):  
Time Series ◽  
User Study ◽  
Visual Analysis ◽  
Time Series Data ◽  
Financial Time Series ◽  
Series Data ◽  
Label Placement ◽  
Financial Time ◽  
Stacking Order ◽  
Securities Trading

In the era of big data, the analysis of multi-dimensional time series data is one of the important topics in many fields such as finance, science, logistics, and engineering. Using stacked graphs for visual analysis helps to visually reveal the changing characteristics of each dimension over time. In order to present visually appealing and easy-to-read stacked graphs, this paper constructs the minimum cumulative variance rule to determine the stacking order of each dimension, as well as adopts the width priority principle and the color complementary principle to determine the label placement positioning and text coloring. In addition, a color matching method is recommended by user study. The proposed optimal visual layout algorithm is applied to the visual analysis of actual multidimensional financial time series data, and as a result, vividly reveals the characteristics of the flow of securities trading funds between sectors.

scholarly journals Multi-scale analysis of linear data in a two-dimensional space

2013 ◽  
Vol 13 (3) ◽  
pp. 248-265 ◽  
Author(s):  
Yi Qiang ◽  
Seyed H Chavoshi ◽  
Steven Logghe ◽  
Philippe De Maeyer ◽  
Nico Van de Weghe
Keyword(s):  
Time Series ◽  
Visual Analysis ◽  
Time Series Data ◽  
Dimensional Space ◽  
Series Data ◽  
Multiple Time ◽  
Two Dimensional ◽  
Map Algebra ◽  
Real World Datasets ◽  
Triangular Model

Many disciplines are faced with the problem of handling time-series data. This study introduces an innovative visual representation for time series, namely the continuous triangular model. In the continuous triangular model, all subintervals of a time series can be represented in a two-dimensional continuous field, where every point represents a subinterval of the time series, and the value at the point is derived through a certain function (e.g. average or summation) of the time series within the subinterval. The continuous triangular model thus provides an explicit overview of time series at all different scales. In addition to time series, the continuous triangular model can be applied to a broader sense of linear data, such as traffic along a road. This study shows how the continuous triangular model can facilitate the visual analysis of different types of linear data. We also show how the coordinate interval space in the continuous triangular model can support the analysis of multiple time series through spatial analysis methods, including map algebra and cartographic modelling. Real-world datasets and scenarios are employed to demonstrate the usefulness of this approach.

scholarly journals STFT-LDA: An algorithm to facilitate the visual analysis of building seismic responses

2021 ◽  
pp. 147387162110386
Author(s):  
Zhenge Zhao ◽  
Danilo Motta ◽  
Matthew Berger ◽  
Joshua A Levine ◽  
Ismail B Kuzucu ◽  
...  
Keyword(s):  
Time Series ◽  
Time Scales ◽  
Visual Analysis ◽  
Time Series Data ◽  
Series Data ◽  
Multiple Time Scales ◽  
Prototype System ◽  
Multiple Time ◽  
Seismic Responses ◽  
Large Ensembles

Civil engineers use numerical simulations of a building’s responses to seismic forces to understand the nature of building failures, the limitations of building codes, and how to determine the latter to prevent the former. Such simulations generate large ensembles of multivariate, multiattribute time series. Comprehensive understanding of this data requires techniques that support the multivariate nature of the time series and can compare behaviors that are both periodic and non-periodic across multiple time scales and multiple time series themselves. In this paper, we present a novel technique to extract such patterns from time series generated from simulations of seismic responses. The core of our approach is the use of topic modeling, where topics correspond to interpretable and discriminative features of the earthquakes. We transform the raw time series data into a time series of topics, and use this visual summary to compare temporal patterns in earthquakes, query earthquakes via the topics across arbitrary time scales, and enable details on demand by linking the topic visualization with the original earthquake data. We show, through a surrogate task and an expert study, that this technique allows analysts to more easily identify recurring patterns in such time series. By integrating this technique in a prototype system, we show how it enables novel forms of visual interaction.

scholarly journals Trajectory-based visual analysis of large financial time series data

2007 ◽  
Vol 9 (2) ◽  
pp. 30-37 ◽  
Author(s):  
Tobias Schreck ◽  
Tatiana Tekušová ◽  
Jörn Kohlhammer ◽  
Dieter Fellner
Keyword(s):  
Time Series ◽  
Visual Analysis ◽  
Time Series Data ◽  
Financial Time Series ◽  
Series Data ◽  
Financial Time

scholarly journals Tsunami arrival time detection system applicable to discontinuous time series data with outliers

2016 ◽  
Vol 16 (12) ◽  
pp. 2603-2622
Author(s):  
Jun-Whan Lee ◽  
Sun-Cheon Park ◽  
Duk Kee Lee ◽  
Jong Ho Lee
Keyword(s):  
Time Series ◽  
Arrival Time ◽  
Time Series Data ◽  
Detection System ◽  
Detection Algorithm ◽  
Series Data ◽  
False Alarms ◽  
Detection Algorithms ◽  
Tsunami Detection ◽  
Tsunami Signal

Abstract. Timely detection of tsunamis with water level records is a critical but logistically challenging task because of outliers and gaps. Since tsunami detection algorithms require several hours of past data, outliers could cause false alarms, and gaps can stop the tsunami detection algorithm even after the recording is restarted. In order to avoid such false alarms and time delays, we propose the Tsunami Arrival time Detection System (TADS), which can be applied to discontinuous time series data with outliers. TADS consists of three algorithms, outlier removal, gap filling, and tsunami detection, which are designed to update whenever new data are acquired. After calibrating the thresholds and parameters for the Ulleung-do surge gauge located in the East Sea (Sea of Japan), Korea, the performance of TADS was discussed based on a 1-year dataset with historical tsunamis and synthetic tsunamis. The results show that the overall performance of TADS is effective in detecting a tsunami signal superimposed on both outliers and gaps.

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