Dynamic Time Warping for Quantitative Analysis of Tracer Study Time-Series Water Quality Data

2019 ◽  
Vol 145 (12) ◽  
pp. 04019052 ◽  
Author(s):  
Hyoungmin Woo ◽  
Dominic L. Boccelli ◽  
James G. Uber ◽  
Robert Janke ◽  
Yuan Su
Water ◽  
2020 ◽  
Vol 12 (9) ◽  
pp. 2411
Author(s):  
Seulbi Lee ◽  
Jaehoon Kim ◽  
Jongyeon Hwang ◽  
EunJi Lee ◽  
Kyoung-Jin Lee ◽  
...  

It is essential to monitor water quality for river water management because river water is used for various purposes and is directly related to the health and safety of a population. Proper network installation and removal is an important part of water quality monitoring and network operation efficiency. To do this, cluster analysis based on calculated similarity between measuring stations can be used. In this study, we measured the similarities between 12 water quality monitoring stations of the Bukhan River. River water quality data always have a station-dependent time lag because water flows from upstream to downstream; therefore, we proposed a Dynamic Time Warping (DTW) algorithm that searches for the minimum distance by changing and comparing time-points, rather than using the Euclidean algorithm, which compares the same time-point. Both Euclidean and DTW algorithms were applied to nine water quality variables to identify similarities between stations, and K-medoids cluster analysis were performed based on the similarity. The Clustering Validation Index (CVI) was used to select the optimal number of clusters. Our results show that the Euclidean algorithm formed clusters by mixing mainstream and tributary stations; the mainstream stations were largely divided into three different clusters. In contrast, the DTW algorithm formed clear clusters by reflecting the characteristics of water quality and watershed. Furthermore, because the Euclidean algorithm requires the lengths of the time series to be the same, data loss was inevitable. As a result, even where clusters were the same as those obtained by DTW, the characteristics of the water quality variables in the cluster differed. The DTW analysis in this study provides useful information for understanding the similarity or difference in water parameter values between different locations. Thus, the number and location of required monitoring stations can be adjusted to improve the efficiency of field monitoring network management.


Author(s):  
Aleksandra Rutkowska ◽  
Magdalena Szyszko

AbstractThis study provides an application of dynamic time warping algorithm with a new window constraint to assess consumer expectations’ information content regarding current and future inflation. Our study’s contribution is the novel application of DTW for testing expectations’ forward-lookingness. Additionally, we modify the algorithm to adjust it for a specific question on the information content of our data. The DTW overcomes constraints of the standard tool that examines forward-lookingness: DTW does not impose assumptions on time series properties. In empirical study we cover seven European counties and compare the DTW outcomes with the results of previous studies in these economies using a standard methodology. The research period covers 2001 to mid-2018. Application of DTW provides information on the degree of expectations’ forward-lookingness. The result, after standardization, are similar to the standard parameters of hybrid specification of expectations. Moreover, the rankings of most forward-looking consumers are replicated. Our results confirm the economic intuition, and they do not contradict previous studies.


Energies ◽  
2021 ◽  
Vol 14 (13) ◽  
pp. 4024
Author(s):  
Krzysztof Dmytrów ◽  
Joanna Landmesser ◽  
Beata Bieszk-Stolorz

The main objective of the study is to assess the similarity between the time series of energy commodity prices and the time series of daily COVID-19 cases. The COVID-19 pandemic affects all aspects of the global economy. Although this impact is multifaceted, we assess the connections between the number of COVID-19 cases and the energy commodities sector. We analyse these connections by using the Dynamic Time Warping (DTW) method. On this basis, we calculate the similarity measure—the DTW distance between the time series—and use it to group the energy commodities according to their price change. Our analysis also includes finding the time shifts between daily COVID-19 cases and commodity prices in subperiods according to the chronology of the COVID-19 pandemic. Our findings are that commodities such as ULSD, heating oil, crude oil, and gasoline are weakly associated with COVID-19. On the other hand, natural gas, palm oil, CO2 allowances, and ethanol are strongly associated with the development of the pandemic.


2018 ◽  
Vol 22 (2) ◽  
pp. 1175-1192 ◽  
Author(s):  
Qian Zhang ◽  
Ciaran J. Harman ◽  
James W. Kirchner

Abstract. River water-quality time series often exhibit fractal scaling, which here refers to autocorrelation that decays as a power law over some range of scales. Fractal scaling presents challenges to the identification of deterministic trends because (1) fractal scaling has the potential to lead to false inference about the statistical significance of trends and (2) the abundance of irregularly spaced data in water-quality monitoring networks complicates efforts to quantify fractal scaling. Traditional methods for estimating fractal scaling – in the form of spectral slope (β) or other equivalent scaling parameters (e.g., Hurst exponent) – are generally inapplicable to irregularly sampled data. Here we consider two types of estimation approaches for irregularly sampled data and evaluate their performance using synthetic time series. These time series were generated such that (1) they exhibit a wide range of prescribed fractal scaling behaviors, ranging from white noise (β  =  0) to Brown noise (β  =  2) and (2) their sampling gap intervals mimic the sampling irregularity (as quantified by both the skewness and mean of gap-interval lengths) in real water-quality data. The results suggest that none of the existing methods fully account for the effects of sampling irregularity on β estimation. First, the results illustrate the danger of using interpolation for gap filling when examining autocorrelation, as the interpolation methods consistently underestimate or overestimate β under a wide range of prescribed β values and gap distributions. Second, the widely used Lomb–Scargle spectral method also consistently underestimates β. A previously published modified form, using only the lowest 5 % of the frequencies for spectral slope estimation, has very poor precision, although the overall bias is small. Third, a recent wavelet-based method, coupled with an aliasing filter, generally has the smallest bias and root-mean-squared error among all methods for a wide range of prescribed β values and gap distributions. The aliasing method, however, does not itself account for sampling irregularity, and this introduces some bias in the result. Nonetheless, the wavelet method is recommended for estimating β in irregular time series until improved methods are developed. Finally, all methods' performances depend strongly on the sampling irregularity, highlighting that the accuracy and precision of each method are data specific. Accurately quantifying the strength of fractal scaling in irregular water-quality time series remains an unresolved challenge for the hydrologic community and for other disciplines that must grapple with irregular sampling.


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