scholarly journals PlotTwist - a web app for plotting and annotating time-series data

2019 ◽  
Author(s):  
Joachim Goedhart
Keyword(s):  
Data Visualization ◽  
Time Series Data ◽  
State Of The Art ◽  
Time Lapse ◽  
Time Dependent ◽  
Series Data ◽  
R Shiny ◽  
The Mean ◽  
Web App ◽  
Over Time

The results from time-dependent experiments are often used to generate plots that visualize how the data evolves over time. To simplify state-of-the-art data visualization and annotation of data from such experiments, an open source tool was created with R/shiny that does not require coding skills to operate. The freely available web app accepts wide (spreadsheet) and tidy data and offers a range of options to normalize the data. The data from individual objects can be shown in three different ways: (i) lines with unique colors, (ii) small multiples and (iii) heatmap-style display. Next to this, the mean can be displayed with a 95% confidence interval for the visual comparison of different conditions. Several color blind friendly palettes are available to label the data and/or statistics. The plots can be annotated with graphical features and/or text to indicate any perturbations that were applied during the time-lapse experiments. All user-defined settings can be stored for reproducibility of the data visualization. The app is dubbed PlotTwist and is available online: https://huygens.science.uva.nl/PlotTwist

DYNAMIC BAYESIAN CLUSTERING

2013 ◽  
Vol 11 (05) ◽  
pp. 1342001 ◽  
Author(s):  
ANNA FOWLER ◽  
VILAS MENON ◽  
NICHOLAS A. HEARD
Keyword(s):  
Cell Cycle ◽  
Time Series Data ◽  
Temporal Structure ◽  
Time Dependent ◽  
Series Data ◽  
Data Sets ◽  
Clustering Methods ◽  
Experimental Conditions ◽  
Split And Merge ◽  
Over Time

Clusters of time series data may change location and memberships over time; in gene expression data, this occurs as groups of genes or samples respond differently to stimuli or experimental conditions at different times. In order to uncover this underlying temporal structure, we consider dynamic clusters with time-dependent parameters which split and merge over time, enabling cluster memberships to change. These interesting time-dependent structures are useful in understanding the development of organisms or complex organs, and could not be identified using traditional clustering methods. In cell cycle data, these time-dependent structure may provide links between genes and stages of the cell cycle, whilst in developmental data sets they may highlight key developmental transitions.

scholarly journals Distance variable improvement of time-series big data stream evaluation

2020 ◽  
Vol 7 (1) ◽  
Author(s):  
Ari Wibisono ◽  
Petrus Mursanto ◽  
Jihan Adibah ◽  
Wendy D. W. T. Bayu ◽  
May Iffah Rizki ◽  
...  
Keyword(s):  
Time Series ◽  
Standard Deviation ◽  
Standard Method ◽  
Time Series Data ◽  
Series Data ◽  
Percentage Error ◽  
Traffic Demand ◽  
Incremental Model ◽  
Chernoff Bound ◽  
The Mean

Abstract Real-time information mining of a big dataset consisting of time series data is a very challenging task. For this purpose, we propose using the mean distance and the standard deviation to enhance the accuracy of the existing fast incremental model tree with the drift detection (FIMT-DD) algorithm. The standard FIMT-DD algorithm uses the Hoeffding bound as its splitting criterion. We propose the further use of the mean distance and standard deviation, which are used to split a tree more accurately than the standard method. We verify our proposed method using the large Traffic Demand Dataset, which consists of 4,000,000 instances; Tennet’s big wind power plant dataset, which consists of 435,268 instances; and a road weather dataset, which consists of 30,000,000 instances. The results show that our proposed FIMT-DD algorithm improves the accuracy compared to the standard method and Chernoff bound approach. The measured errors demonstrate that our approach results in a lower Mean Absolute Percentage Error (MAPE) in every stage of learning by approximately 2.49% compared with the Chernoff Bound method and 19.65% compared with the standard method.

scholarly journals Jonckheere–Terpstra–Kendall-based non-parametric analysis of temporal differential gene expression

2021 ◽  
Vol 3 (1) ◽  
Author(s):  
Hitoshi Iuchi ◽  
Michiaki Hamada
Keyword(s):  
Gene Expression ◽  
Time Series ◽  
Time Course ◽  
Time Series Data ◽  
Expression Patterns ◽  
Detection Methods ◽  
Series Data ◽  
Expression Levels ◽  
Over Time ◽  
Non Parametric

Abstract Time-course experiments using parallel sequencers have the potential to uncover gradual changes in cells over time that cannot be observed in a two-point comparison. An essential step in time-series data analysis is the identification of temporal differentially expressed genes (TEGs) under two conditions (e.g. control versus case). Model-based approaches, which are typical TEG detection methods, often set one parameter (e.g. degree or degree of freedom) for one dataset. This approach risks modeling of linearly increasing genes with higher-order functions, or fitting of cyclic gene expression with linear functions, thereby leading to false positives/negatives. Here, we present a Jonckheere–Terpstra–Kendall (JTK)-based non-parametric algorithm for TEG detection. Benchmarks, using simulation data, show that the JTK-based approach outperforms existing methods, especially in long time-series experiments. Additionally, application of JTK in the analysis of time-series RNA-seq data from seven tissue types, across developmental stages in mouse and rat, suggested that the wave pattern contributes to the TEG identification of JTK, not the difference in expression levels. This result suggests that JTK is a suitable algorithm when focusing on expression patterns over time rather than expression levels, such as comparisons between different species. These results show that JTK is an excellent candidate for TEG detection.

scholarly journals Evidence Graphs: Supporting Transparent and FAIR Computation, with Defeasible Reasoning on Data, Methods and Results

2021 ◽  
Author(s):  
Sadnan Al Manir ◽  
Justin Niestroy ◽  
Maxwell Adam Levinson ◽  
Timothy Clark
Keyword(s):  
Time Series ◽  
Large Scale ◽  
Time Series Data ◽  
Predictive Analytics ◽  
Defeasible Reasoning ◽  
Series Data ◽  
Inference Rules ◽  
Deep Networks ◽  
Evidence Graph ◽  
Over Time

Introduction: Transparency of computation is a requirement for assessing the validity of computed results and research claims based upon them; and it is essential for access to, assessment, and reuse of computational components. These components may be subject to methodological or other challenges over time. While reference to archived software and/or data is increasingly common in publications, a single machine-interpretable, integrative representation of how results were derived, that supports defeasible reasoning, has been absent. Methods: We developed the Evidence Graph Ontology, EVI, in OWL 2, with a set of inference rules, to provide deep representations of supporting and challenging evidence for computations, services, software, data, and results, across arbitrarily deep networks of computations, in connected or fully distinct processes. EVI integrates FAIR practices on data and software, with important concepts from provenance models, and argumentation theory. It extends PROV for additional expressiveness, with support for defeasible reasoning. EVI treats any com- putational result or component of evidence as a defeasible assertion, supported by a DAG of the computations, software, data, and agents that produced it. Results: We have successfully deployed EVI for very-large-scale predictive analytics on clinical time-series data. Every result may reference its own evidence graph as metadata, which can be extended when subsequent computations are executed. Discussion: Evidence graphs support transparency and defeasible reasoning on results. They are first-class computational objects, and reference the datasets and software from which they are derived. They support fully transparent computation, with challenge and support propagation. The EVI approach may be extended to include instruments, animal models, and critical experimental reagents.

Discriminate Supervised Weighted Scheme for the Classification of Time Series Signals

2021 ◽  
Vol 13 (3) ◽  
pp. 1-16
Author(s):  
Elangovan Ramanujam ◽  
S. Padmavathi
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
State Of The Art ◽  
Statistical Significance ◽  
Series Data ◽  
Bag Of Words ◽  
Time Series Classification ◽  
Problem Of Time ◽  
Weighted Matrix

Innovations and applicability of time series data mining techniques have significantly increased the researchers' interest in the problem of time series classification. Several algorithms have been proposed for this purpose categorized under shapelet, interval, motif, and whole series-based techniques. Among this, the bag-of-words technique, an extensive application of the text mining approach, performs well due to its simplicity and effectiveness. To extend the efficiency of the bag-of-words technique, this paper proposes a discriminate supervised weighted scheme to identify the characteristic and representative pattern of a class for efficient classification. This paper uses a modified weighted matrix that discriminates the representative and non-representative pattern which enables the interpretability in classification. Experimentation has been carried out to compare the performance of the proposed technique with state-of-the-art techniques in terms of accuracy and statistical significance.

A New Imputation Method for Treating Missing Precipitation Records

2014 ◽  
Vol 635-637 ◽  
pp. 1488-1495
Author(s):  
Yu Liu ◽  
Feng Rui Chen
Keyword(s):  
Time Series Data ◽  
Absolute Error ◽  
Imputation Method ◽  
Temporal Information ◽  
Series Data ◽  
Precipitation Trend ◽  
Monthly Total Precipitation ◽  
The Mean ◽  
Spatio Temporal ◽  
Precipitation Records

This study aims to present a new imputation method for missing precipitation records by fusing its spatio-temporal information. On the basis of extending simple kriging model, a nonstationary kriging method which assumes that the mean or trend is known and varies in whole study area was proposed. It obtains precipitation trend of each station at a given time by analyzing its time series data, and then performs geostatistical analysis on the residual between the trend and measured values. Finally, these spatio-temporal information is integrated into a unified imputation model. This method was illustrated using monthly total precipitation data from 671 meteorological stations of China in April, spanning the period of 2001-2010. Four different methods, including moving average, mean ratio, expectation maximization and ordinary kriging were introduced to compare with. The results show that: Among these methods, the mean absolute error, mean relative error and root mean square error of the proposed method are the smallest, so it produces the best imputation result. That is because: (1) It fully takes into account the spatio-temporal information of precipitation. (2) It assumes that the mean varies in whole study area, which is more in line with the actual situation for rainfall.

On the Constancy of Hedonic Wine Price Coefficients over Time

2019 ◽  
Vol 14 (2) ◽  
pp. 182-207 ◽  
Author(s):  
Benoît Faye ◽  
Eric Le Fur
Keyword(s):  
Time Series ◽  
Literature Review ◽  
Time Series Data ◽  
Hedonic Model ◽  
Series Data ◽  
Extensive Literature ◽  
Long Run ◽  
The Stability ◽  
Over Time ◽  
Jel Classifications

AbstractThis article tests the stability of the main hedonic wine price coefficients over time. We draw on an extensive literature review to identify the most frequently used methodology and define a standard hedonic model. We estimate this model on monthly subsamples of a worldwide auction database of the most commonly exchanged fine wines. This provides, for each attribute, a monthly time series of hedonic coefficients time series data from 2003 to 2014. Using a multivariate autoregressive model, we then study the stability of these coefficients over time and test the existence of structural or cyclical changes related to fluctuations in general price levels. We find that most hedonic coefficients are variable and either exhibit structural or cyclical variations over time. These findings shed doubt on the relevance of both short- and long-run hedonic estimations. (JEL Classifications: C13, C22, D44, G11)

scholarly journals A Review of Subsequence Time Series Clustering

2014 ◽  
Vol 2014 ◽  
pp. 1-19 ◽  
Author(s):  
Seyedjamal Zolhavarieh ◽  
Saeed Aghabozorgi ◽  
Ying Wah Teh
Keyword(s):  
Time Series ◽  
Pattern Recognition ◽  
Time Series Data ◽  
State Of The Art ◽  
Dna Recognition ◽  
Series Data ◽  
Time Series Clustering ◽  
Future Studies ◽  
Literature Reviews ◽  
Open Issue

Clustering of subsequence time series remains an open issue in time series clustering. Subsequence time series clustering is used in different fields, such as e-commerce, outlier detection, speech recognition, biological systems, DNA recognition, and text mining. One of the useful fields in the domain of subsequence time series clustering is pattern recognition. To improve this field, a sequence of time series data is used. This paper reviews some definitions and backgrounds related to subsequence time series clustering. The categorization of the literature reviews is divided into three groups: preproof, interproof, and postproof period. Moreover, various state-of-the-art approaches in performing subsequence time series clustering are discussed under each of the following categories. The strengths and weaknesses of the employed methods are evaluated as potential issues for future studies.

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