Testing Serial Correlation and ARCH Effect of High-Dimensional Time-Series Data

2019 ◽  
Vol 39 (1) ◽  
pp. 136-147 ◽  
Author(s):  
Shiqing Ling ◽  
Ruey S. Tsay ◽  
Yaxing Yang
Keyword(s):  
Time Series ◽  
Serial Correlation ◽  
Time Series Data ◽  
Series Data ◽  
High Dimensional ◽  
Arch Effect

scholarly journals LSTM-Guided Coaching Assistant for Table Tennis Practice

Sensors ◽  
2018 ◽  
Vol 18 (12) ◽  
pp. 4112 ◽  
Author(s):  
Se-Min Lim ◽  
Hyeong-Cheol Oh ◽  
Jaein Kim ◽  
Juwon Lee ◽  
Jooyoung Park
Keyword(s):  
Time Series ◽  
State Space ◽  
Time Series Data ◽  
State Space Model ◽  
Skill Assessment ◽  
Series Data ◽  
High Dimensional ◽  
Table Tennis ◽  
Space Model ◽  
Low Dimensional

Recently, wearable devices have become a prominent health care application domain by incorporating a growing number of sensors and adopting smart machine learning technologies. One closely related topic is the strategy of combining the wearable device technology with skill assessment, which can be used in wearable device apps for coaching and/or personal training. Particularly pertinent to skill assessment based on high-dimensional time series data from wearable sensors is classifying whether a player is an expert or a beginner, which skills the player is exercising, and extracting some low-dimensional representations useful for coaching. In this paper, we present a deep learning-based coaching assistant method, which can provide useful information in supporting table tennis practice. Our method uses a combination of LSTM (Long short-term memory) with a deep state space model and probabilistic inference. More precisely, we use the expressive power of LSTM when handling high-dimensional time series data, and state space model and probabilistic inference to extract low-dimensional latent representations useful for coaching. Experimental results show that our method can yield promising results for characterizing high-dimensional time series patterns and for providing useful information when working with wearable IMU (Inertial measurement unit) sensors for table tennis coaching.

scholarly journals WATCH: Wasserstein Change Point Detection for High-Dimensional Time Series Data

2021 ◽  
Author(s):  
Kamil Faber ◽  
Roberto Corizzo ◽  
Bartlomiej Sniezynski ◽  
Michael Baron ◽  
Nathalie Japkowicz
Keyword(s):  
Time Series ◽  
Change Point ◽  
Time Series Data ◽  
Change Point Detection ◽  
Series Data ◽  
High Dimensional ◽  
Point Detection

Correlation analysis of continuous emotional response to music: Correcting for the effects of serial correlation

2001 ◽  
Vol 5 (1_suppl) ◽  
pp. 213-236 ◽  
Author(s):  
Emery Schubert
Keyword(s):  
Time Series ◽  
Correlation Analysis ◽  
Emotional Response ◽  
Serial Correlation ◽  
Time Series Data ◽  
Second Order ◽  
Series Data ◽  
First Order ◽  
The Relationship ◽  
Pearson Correlations

Publications of research concerning continuous emotional responses to music are increasing. The developing interest brings with it a need to understand the problems associated with the analysis of time series data. This article investigates growing concern in the use of conventional Pearson correlations for comparing time series data. Using continuous data collected in response to selected pieces of music, with two emotional dimensions for each piece, two falsification studies were conducted. The first study consisted of a factor analysis of the individual responses using the original data set and its first-order differenced transformation. The differenced data aligned according to theoretical constraints better than the untransformed data, supporting the use of first-order difference transformations. Using a similar method, the second study specifically investigated the relationship between Pearson correlations, difference transformations and the critical correlation coefficient above which the conventional correlation analysis remains internally valid. A falsification table was formulated and quantified through a hypothesis index function. The study revealed that correlations of undifferenced data must be greater than 0.75 for a valid interpretation of the relationship between bivariate emotional response time series data. First and second-order transformations were also investigated and found to be valid for correlation coefficients as low as 0.24. Of the three version of the data (untransformed, first-order differenced, and second-order differenced), first-order differenced data produced the fewest problems with serial correlation, whilst remaining a simple and meaningful transformation.

TSmap3D: Browser visualization of high dimensional time series data

2016 ◽  
Author(s):  
Supun Kamburugamuve ◽  
Pulasthi Wickramasinghe ◽  
Saliya Ekanayake ◽  
Chathuri Wimalasena ◽  
Milinda Pathirage ◽  
...  
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Series Data ◽  
High Dimensional

scholarly journals Piecewise Trend Approximation: A Ratio-Based Time Series Representation

2013 ◽  
Vol 2013 ◽  
pp. 1-7 ◽  
Author(s):  
Jingpei Dan ◽  
Weiren Shi ◽  
Fangyan Dong ◽  
Kaoru Hirota
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Series Representation ◽  
Feature Space ◽  
Original Data ◽  
Series Data ◽  
High Dimensional ◽  
Original Time Series ◽  
Data Space ◽  
Original Time

A time series representation, piecewise trend approximation (PTA), is proposed to improve efficiency of time series data mining in high dimensional large databases. PTA represents time series in concise form while retaining main trends in original time series; the dimensionality of original data is therefore reduced, and the key features are maintained. Different from the representations that based on original data space, PTA transforms original data space into the feature space of ratio between any two consecutive data points in original time series, of which sign and magnitude indicate changing direction and degree of local trend, respectively. Based on the ratio-based feature space, segmentation is performed such that each two conjoint segments have different trends, and then the piecewise segments are approximated by the ratios between the first and last points within the segments. To validate the proposed PTA, it is compared with classical time series representations PAA and APCA on two classical datasets by applying the commonly used K-NN classification algorithm. For ControlChart dataset, PTA outperforms them by 3.55% and 2.33% higher classification accuracy and 8.94% and 7.07% higher for Mixed-BagShapes dataset, respectively. It is indicated that the proposed PTA is effective for high dimensional time series data mining.

scholarly journals Developing an Embedding, Koopman and Autoencoder Technologies-Based Multi-Omics Time Series Predictive Model (EKATP) for Systems Biology research

2021 ◽  
Vol 12 ◽  
Author(s):  
Suran Liu ◽  
Yujie You ◽  
Zhaoqi Tong ◽  
Le Zhang
Keyword(s):  
Time Series ◽  
Predictive Model ◽  
Time Series Data ◽  
Chaotic Behavior ◽  
Flow Behavior ◽  
Series Data ◽  
High Dimensional ◽  
Future State ◽  
Disease Occurrence ◽  
The Future

It is very important for systems biologists to predict the state of the multi-omics time series for disease occurrence and health detection. However, it is difficult to make the prediction due to the high-dimensional, nonlinear and noisy characteristics of the multi-omics time series data. For this reason, this study innovatively proposes an Embedding, Koopman and Autoencoder technologies-based multi-omics time series predictive model (EKATP) to predict the future state of a high-dimensional nonlinear multi-omics time series. We evaluate this EKATP by using a genomics time series with chaotic behavior, a proteomics time series with oscillating behavior and a metabolomics time series with flow behavior. The computational experiments demonstrate that our proposed EKATP can substantially improve the accuracy, robustness and generalizability to predict the future state of a time series for multi-omics data.

scholarly journals Did the new Law for State-owned Firms affect those that are publicly traded?

2020 ◽  
Vol 18 (1) ◽  
pp. 23
Author(s):  
Vitor Kayo De Oliveira ◽  
Marcio Holland ◽  
Joelson O. Sampaio
Keyword(s):  
Time Series ◽  
Corporate Governance ◽  
Stock Returns ◽  
Time Series Data ◽  
Series Data ◽  
High Dimensional ◽  
Publicly Traded

<p>This paper studies the effects of a new law aimed at state-owned enterprises in Brazil. In particular, it analyzes whether this legislation, promoting improved corporate governance, leads to a reduced perception of risks in the management of these companies and, therefore, in the volatility of their stock returns. To do this, the ArCo (Artificial Counterfactual) methodology is applied, using high-dimensional panel time-series data from 2011 to 2018. Our results show that thirteen out of twenty stocks present a reduction in their volatility, six out of twenty stocks have contradictory results and one stock does not present a statistically significant result.</p>

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