Modeling and Estimation of Covariance of Replicated Modulated Cyclical Time Series

2013 ◽  
Vol 61 (8) ◽  
pp. 1944-1957 ◽  
Author(s):  
Sofia C. Olhede ◽  
Hernando Ombao
Keyword(s):  
2017 ◽  
Vol 84 (3) ◽  
Author(s):  
Tizian Schneider ◽  
Nikolai Helwig ◽  
Andreas Schütze

AbstractThe classification of cyclically recorded time series plays an important role in measurement technologies. Example use cases range from gas sensors combined with temperature cycled operation to condition monitoring using vibration analysis. Before machine learning can be applied to high dimensional cyclical time series data dimensionality reduction has to be performed to avoid the classifier suffering from overfitting and the “curse of dimensionality”. This paper introduces a set of four complementary feature extraction methods and three feature selection algorithms that can be applied in a fully automatized manner to reduce the number of dimensions. The feature extraction algorithms are capable of extracting characteristic features from cyclical time series catching information contained in local details and overall cycle shape as well as in frequency or time-frequency domain. The methods for feature selection are capable of selecting the most suitable features for linear and nonlinear classification. The methods were chosen to be applicable to a wide range of applications which is verified by testing the set of methods on four different use cases.


1994 ◽  
Vol 144 ◽  
pp. 279-282
Author(s):  
A. Antalová

AbstractThe occurrence of LDE-type flares in the last three cycles has been investigated. The Fourier analysis spectrum was calculated for the time series of the LDE-type flare occurrence during the 20-th, the 21-st and the rising part of the 22-nd cycle. LDE-type flares (Long Duration Events in SXR) are associated with the interplanetary protons (SEP and STIP as well), energized coronal archs and radio type IV emission. Generally, in all the cycles considered, LDE-type flares mainly originated during a 6-year interval of the respective cycle (2 years before and 4 years after the sunspot cycle maximum). The following significant periodicities were found:• in the 20-th cycle: 1.4, 2.1, 2.9, 4.0, 10.7 and 54.2 of month,• in the 21-st cycle: 1.2, 1.6, 2.8, 4.9, 7.8 and 44.5 of month,• in the 22-nd cycle, till March 1992: 1.4, 1.8, 2.4, 7.2, 8.7, 11.8 and 29.1 of month,• in all interval (1969-1992):a)the longer periodicities: 232.1, 121.1 (the dominant at 10.1 of year), 80.7, 61.9 and 25.6 of month,b)the shorter periodicities: 4.7, 5.0, 6.8, 7.9, 9.1, 15.8 and 20.4 of month.Fourier analysis of the LDE-type flare index (FI) yields significant peaks at 2.3 - 2.9 months and 4.2 - 4.9 months. These short periodicities correspond remarkably in the all three last solar cycles. The larger periodicities are different in respective cycles.


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