Applying Circular Statistics to the Analysis of Monitoring Data

2007 ◽  
Vol 23 (4) ◽  
pp. 227-237 ◽  
Author(s):  
Thomas Kubiak ◽  
Cornelia Jonas

Abstract. Patterns of psychological variables in time have been of interest to research from the beginning. This is particularly true for ambulatory monitoring research, where large (cross-sectional) time-series datasets are often the matter of investigation. Common methods for identifying cyclic variations include spectral analyses of time-series data or time-domain based strategies, which also allow for modeling cyclic components. Though the prerequisites of these sophisticated procedures, such as interval-scaled time-series variables, are seldom met, their usage is common. In contrast to the time-series approach, methods from a different field of statistics, directional or circular statistics, offer another opportunity for the detection of patterns in time, where fewer prerequisites have to be met. These approaches are commonly used in biology or geostatistics. They offer a wide range of analytical strategies to examine “circular data,” i.e., data where period of measurement is rotationally invariant (e.g., directions on the compass or daily hours ranging from 0 to 24, 24 being the same as 0). In psychology, however, circular statistics are hardly known at all. In the present paper, we intend to give a succinct introduction into the rationale of circular statistics and describe how this approach can be used for the detection of patterns in time, contrasting it with time-series analysis. We report data from a monitoring study, where mood and social interactions were assessed for 4 weeks in order to illustrate the use of circular statistics. Both the results of periodogram analyses and circular statistics-based results are reported. Advantages and possible pitfalls of the circular statistics approach are highlighted concluding that ambulatory assessment research can benefit from strategies borrowed from circular statistics.

Author(s):  
Andrew Q. Philips

In cross-sectional time-series data with a dichotomous dependent variable, failing to account for duration dependence when it exists can lead to faulty inferences. A common solution is to include duration dummies, polynomials, or splines to proxy for duration dependence. Because creating these is not easy for the common practitioner, I introduce a new command, mkduration, that is a straightforward way to generate a duration variable for binary cross-sectional time-series data in Stata. mkduration can handle various forms of missing data and allows the duration variable to easily be turned into common parametric and nonparametric approximations.


Author(s):  
Josep Escrig Escrig ◽  
Buddhika Hewakandamby ◽  
Georgios Dimitrakis ◽  
Barry Azzopardi

Intermittent gas and liquid two-phase flow was generated in a 6 m × 67 mm diameter pipe mounted rotatable frame (vertical up to −20°). Air and a 5 mPa s silicone oil at atmospheric pressure were studied. Gas superficial velocities between 0.17 and 2.9 m/s and liquid superficial velocities between 0.023 and 0.47 m/s were employed. These runs were repeated at 7 angles making a total of 420 runs. Cross sectional void fraction time series were measured over 60 seconds for each run using a Wire Mesh Sensor and a twin plane Electrical Capacitance Tomography. The void fraction time series data were analysed in order to extract average void fraction, structure velocities and structure frequencies. Results are presented to illustrate the effect of the angle as well as the phase superficial velocities affect the intermittent flows behaviour. Existing correlations suggested to predict average void fraction and gas structures velocity and frequency in slug flow have been compared with new experimental results for any intermittent flow including: slug, cap bubble and churn. Good agreements have been seen for the gas structure velocity and mean void fraction. On the other hand, no correlation was found to predict the gas structure frequency, especially in vertical and inclined pipes.


2020 ◽  
Vol 109 (11) ◽  
pp. 2029-2061
Author(s):  
Zahraa S. Abdallah ◽  
Mohamed Medhat Gaber

Abstract Time series classification (TSC) is a challenging task that attracted many researchers in the last few years. One main challenge in TSC is the diversity of domains where time series data come from. Thus, there is no “one model that fits all” in TSC. Some algorithms are very accurate in classifying a specific type of time series when the whole series is considered, while some only target the existence/non-existence of specific patterns/shapelets. Yet other techniques focus on the frequency of occurrences of discriminating patterns/features. This paper presents a new classification technique that addresses the inherent diversity problem in TSC using a nature-inspired method. The technique is stimulated by how flies look at the world through “compound eyes” that are made up of thousands of lenses, called ommatidia. Each ommatidium is an eye with its own lens, and thousands of them together create a broad field of vision. The developed technique similarly uses different lenses and representations to look at the time series, and then combines them for broader visibility. These lenses have been created through hyper-parameterisation of symbolic representations (Piecewise Aggregate and Fourier approximations). The algorithm builds a random forest for each lens, then performs soft dynamic voting for classifying new instances using the most confident eyes, i.e., forests. We evaluate the new technique, coined Co-eye, using the recently released extended version of UCR archive, containing more than 100 datasets across a wide range of domains. The results show the benefits of bringing together different perspectives reflecting on the accuracy and robustness of Co-eye in comparison to other state-of-the-art techniques.


2017 ◽  
Vol 12 (2) ◽  
pp. 151 ◽  
Author(s):  
Yusuf Ali Al-Hroot ◽  
Laith Akram Muflih AL-Qudah ◽  
Faris Irsheid Audeh Alkharabsha

This paper intends to investigate whether the financial crisis (2008) exerted an impact on the level of accounting conservatism in the case of Jordanian commercial banks before and during the financial crisis. The sample of this study includes 78 observations; these observations are based on the financial statements of all commercial banks in Jordan and may be referred to as cross-sectional data, whereas the period from 2005 to 2011 represents a range of years characterized by time series data. The appropriate regression model to measure the relationship between cross-sectional data and time series data is in this case the pooled data regression (PDR) using the ordinary least squares (OLS) method. The results indicate that the level of accounting conservatism had been steadily increasing over a period of three years from 2005 to 2007. The results also indicate that the level of accounting conservatism was subjected to an increase during crisis period between 2009 and 2011 compared with the level of accounting conservatism for the period 2005-2007 preceding the global financial crisis. The F-test was used in order to test the significant differences between the regression coefficients for the period before and during the global financial crisis. The results indicate a positive impact on the accounting conservatism during the global financial crisis compared with the period before the global financial crisis. The p-value is 0.040 which indicates that there are statistically significant differences between the two periods; these results are consistent with the results in Sampaio (2015).


1986 ◽  
Vol 2 (3) ◽  
pp. 331-349 ◽  
Author(s):  
John J. Beggs

This article proposes the use of spectral methods to pool cross-sectional replications (N) of time series data (T) for time series analysis. Spectral representations readily suggest a weighting scheme to pool the data. The asymptotically desirable properties of the resulting estimators seem to translate satisfactorily into samples as small as T = 25 with N = 5. Simulation results, Monte Carlo results, and an empirical example help confirm this finding. The article concludes that there are many empirical situations where spectral methods canbe used where they were previously eschewed.


Author(s):  
Trung Duy Pham ◽  
Dat Tran ◽  
Wanli Ma

In the biomedical and healthcare fields, the ownership protection of the outsourced data is becoming a challenging issue in sharing the data between data owners and data mining experts to extract hidden knowledge and patterns. Watermarking has been proved as a right-protection mechanism that provides detectable evidence for the legal ownership of a shared dataset, without compromising its usability under a wide range of data mining for digital data in different formats such as audio, video, image, relational database, text and software. Time series biomedical data such as Electroencephalography (EEG) or Electrocardiography (ECG) is valuable and costly in healthcare, which need to have owner protection when sharing or transmission in data mining application. However, this issue related to kind of data has only been investigated in little previous research as its characteristics and requirements. This paper proposes an optimized watermarking scheme to protect ownership for biomedical and healthcare systems in data mining. To achieve the highest possible robustness without losing watermark transparency, Particle Swarm Optimization (PSO) technique is used to optimize quantization steps to find a suitable one. Experimental results on EEG data show that the proposed scheme provides good imperceptibility and more robust against various signal processing techniques and common attacks such as noise addition, low-pass filtering, and re-sampling.


2008 ◽  
Vol 9 (1) ◽  
pp. 1-19 ◽  
Author(s):  
KENTARO FUKUMOTO

AbstractLegislative scholars have debated what factors (e.g. divided government) account for the number of important laws a legislative body passes per year. This paper presents a monopoly model for explaining legislative production. It assumes that a legislature adjusts its law production so as to maximize its utility. The model predicts that socio-economic and political changes increase the marginal benefit of law production, whereas low negotiation costs and ample legislative resources decrease the marginal cost of law production. The model is tested in two ways. The first approach compares the legislatures of 42 developed and developing countries. The second analyzes Japanese lawmaking from 1949 to 1990, using an appropriate method for event count time series data. Both empirical investigations support the model's predictions for legislative production.


Author(s):  
Konstantina Gkritza ◽  
Ioannis Golias ◽  
Matthew G. Karlaftis

Research on the demand side of public transportation systems with the use of time series data frequently shows conflicting results with respect to fare elasticities and the factors affecting it. In this analysis we complement prior research by developing seemingly unrelated regression equation models with monthly data for a city served by three different modes of public transportation. The results indicate that, as expected, urban public transport demand in Athens, Greece, is inelastic with respect to fares but, surprisingly, highly inelastic with respect to automobile fuel cost. Further, different transit modes have significantly different fare elasticities, a finding with important practical implications.


2022 ◽  
Vol 22 (1) ◽  
Author(s):  
Michelle T. Pedersen ◽  
Thea O. Andersen ◽  
Amy Clotworthy ◽  
Andreas K. Jensen ◽  
Katrine Strandberg-Larsen ◽  
...  

Abstract Background The COVID-19 pandemic and its associated national lockdowns have been linked to deteriorations in mental health worldwide. A number of studies analysed changes in mental health indicators during the pandemic; however, these studies generally had a small number of timepoints, and focused on the initial months of the pandemic. Furthermore, most studies followed-up the same individuals, resulting in significant loss to follow-up and biased estimates of mental health and its change. Here we report on time trends in key mental health indicators amongst Danish adults over the course of the pandemic (March 2020 - July 2021) focusing on subgroups defined by gender, age, and self-reported previously diagnosed chronic and/or mental illness. Methods We used time-series data collected by Epinion (N=8,261) with 43 timepoints between 20 March 2020 and 22 July 2021. Using a repeated cross-sectional study design, independent sets of individuals were asked to respond to the Copenhagen Corona-Related Mental Health questionnaire at each timepoint, and data was weighted to population proportions. The six mental health indicators examined were loneliness, anxiety, social isolation, quality of life, COVID-19-related worries, and the mental health scale. Gender, age, and the presence of previously diagnosed mental and/or chronic illness were used to stratify the population into subgroups for comparisons. Results Poorer mental health were observed during the strictest phases of the lockdowns, whereas better outcomes occurred during reopening phases. Women, young individuals (<34 yrs), and those with a mental- and/or chronic illness demonstrated poorer mean time-series than others. Those with a pre-existing mental illness further had a less reactive mental health time-series. The greatest differences between women/men and younger/older age groups were observed during the second lockdown. Conclusions People with mental illness have reported disadvantageous but stable levels of mental health indicators during the pandemic thus far, and they seem to be less affected by the factors that result in fluctuating time-series in other subgroups.


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