scholarly journals Disentangling synchrony from serial dependency in paired-event time series

2020 ◽  
Vol 101 (5) ◽  
Author(s):  
Adrian Odenweller ◽  
Reik V. Donner
2021 ◽  
Vol 9 ◽  
Author(s):  
Sumanta Kundu ◽  
Anca Opris ◽  
Yohei Yukutake ◽  
Takahiro Hatano

Recent observation studies have revealed that earthquakes are classified into several different categories. Each category might be characterized by the unique statistical feature in the time series, but the present understanding is still limited due to their non-linear and non-stationary nature. Here we utilize complex network theory to shed new light on the statistical properties of earthquake time series. We investigate two kinds of time series, which are magnitude and inter-event time (IET), for three different categories of earthquakes: regular earthquakes, earthquake swarms, and tectonic tremors. Following the criterion of visibility graph, earthquake time series are mapped into a complex network by considering each seismic event as a node and determining the links. As opposed to the current common belief, it is found that the magnitude time series are not statistically equivalent to random time series. The IET series exhibit correlations similar to fractional Brownian motion for all the categories of earthquakes. Furthermore, we show that the time series of three different categories of earthquakes can be distinguished by the topology of the associated visibility graph. Analysis on the assortativity coefficient also reveals that the swarms are more intermittent than the tremors.


Author(s):  
Ireneusz Jablonski ◽  
Kamil Subzda ◽  
Janusz Mroczka

In this paper, the authors examine software implementation and the initial preprocessing of data and tools during the assessment of the complexity and variability of long physiological time-series. The algorithms presented advance a bigger Matlab library devoted to complex system and data analysis. Commercial software is unavailable for many of these functions and is generally unsuitable for use with multi-gigabyte datasets. Reliable inter-event time extraction from input signal is an important step for the presented considerations. Knowing the distribution of the inter-event time distances, it is possible to calculate exponents due to power-law scaling. From a methodology point of view, simulations and considerations with experimental data supported each stage of the work presented. In this paper, initial calibration of the procedures with accessible data confirmed assessments made during earlier studies, which raise objectivity of measurements planned in the future.


2014 ◽  
Vol 10 (2) ◽  
pp. 18-38 ◽  
Author(s):  
Kung-Jiuan Yang ◽  
Tzung-Pei Hong ◽  
Yuh-Min Chen ◽  
Guo-Cheng Lan

Partial periodic patterns are commonly seen in real-world applications. The major problem of mining partial periodic patterns is the efficiency problem due to a huge set of partial periodic candidates. Although some efficient algorithms have been developed to tackle the problem, the performance of the algorithms significantly drops when the mining parameters are set low. In the past, the authors have adopted the projection-based approach to discover the partial periodic patterns from single-event time series. In this paper, the authors extend it to mine partial periodic patterns from a sequence of event sets which multiple events concurrently occur at the same time stamp. Besides, an efficient pruning and filtering strategy is also proposed to speed up the mining process. Finally, the experimental results on a synthetic dataset and real oil price dataset show the good performance of the proposed approach.


2020 ◽  
Author(s):  
Adrian Odenweller ◽  
Reik Donner

<p>The quantification of synchronization phenomena of extreme events has recently aroused a great deal of interest in various disciplines. Climatological studies therefore commonly draw on spatially embedded climate networks in conjunction with nonlinear time series analysis. Among the multitude of similarity measures available to construct climate networks, Event Synchronization and Event Coincidence Analysis (ECA) stand out as two conceptually and computationally simple nonlinear methods. While ES defines synchrony in a data adaptive local way that does not distinguish between different time scales, ECA requires the selection of a specific time scale for synchrony detection.</p><p>Herein, we provide evidence that, due to its parameter-free structure, ES has structural difficulties to disentangle synchrony from serial dependency, whereas ECA is less prone to such biases. We use coupled autoregressive processes to numerically study the sensitivity of results from both methods to changes of coupling and autoregressive parameters. This reveals that ES has difficulties to detect synchronies if events tend to occur temporally clustered, which can be expected from climate time series with extreme events exceeding certain percentiles.</p><p>These conceptual concerns are not only reproducible in numerical simulations, but also have implications for real world data. We construct a climate network from satellite-based precipitation data of the Tropical Rainfall Measuring Mission (TRMM) for the Indian Summer Monsoon, thereby reproducing results of previously published studies. We demonstrate that there is an undesirable link between the fraction of events on subsequent days and the degree density at each grid point of the climate network. This indicates that the explanatory power of ES climate networks might be hampered since trivial local properties of the underlying time series significantly predetermine the final network structure, which holds especially true for areas that had previously been reported as important for governing monsoon dynamics at large spatial scales. In contrast, ECA does not appear to be as vulnerable to these biases and additionally allows to trace the spatiotemporal propagation of synchrony in climate networks.</p><p>Our analysis rests on corrected versions of both methods that alleviate different normalization problems of the original definitions, which is especially important for short time series. Our finding suggest that careful event detection and diligent preprocessing is recommended when applying ES, while this is less crucial for ECA. Results obtained from ES climate networks therefore need to be interpreted with caution.</p>


2021 ◽  
Vol 593 ◽  
pp. 125802
Author(s):  
Ali Javed ◽  
Scott D. Hamshaw ◽  
Byung Suk Lee ◽  
Donna M. Rizzo

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