Self-Tuning Varri Method in Preparing Fatigue Segment

2013 ◽  
Vol 63 (2) ◽  
Author(s):  
M. H. Osman ◽  
Z. M. Nopiah ◽  
S. Abdullah ◽  
A. Lennie

An overlapping segmentation method on time series data is often used for preparing training dataset i.e. the population of instance, for classification data mining. Having large number of redundant instances would burden the training process with heavy computational operation. This would happen if practitioners fail to acknowledge an appropriate amount of overlap when performing the time series segmentation. Fortunately, the risk could be decreased if knowledge preferences can be determined to guide on overlapping criteria in the segmentation algorithm. Thus, this study aims to investigate how the Varri method is able to contribute for better understanding in preparing training dataset consists of irredundant fatigue segment from the loading history (fatigue signal). Generally, the method locates segment boundaries based on local maxima in the difference function which are above the assigned threshold. In the present study, the mean and standard deviation have been used to define the function due to the fact that predicting attributes are the key components in defining instance redundancy. The resulting dataset from the proposed method is trained by three classification algorithms under the supervision of the Genetic algorithms-based feature selection wrapper approach. The average performance index shows an additional advantage of the proposed method as compared to the conventional procedure in preparing training dataset.

Author(s):  
Subhashis Datta ◽  
Achintya Mukhopadhyay ◽  
Dipankar Sanyal

A nonlinear fourth-order dynamic model of a thermal pulse combustor has been developed. In this work, the time series data generated by solution of the fourth order system is converted into a set of symbols based on the values of pressure variables. The key step to symbolization involves transformation of the original values to a stream of discretised symbols by partitioning the range of observed values into a finite number of regions and then assigning a symbol to each measurement based on the region in which it falls. Once all the measured values are symbolized, a symbol sequence vector consisting of L successive temporal observations is defined and its relative frequency is determined. In this work, the relative frequencies of different symbol sequences are computed by scanning the time series data in forward and reverse directions. The difference between the relative frequencies obtained in forward and reverse scanning is termed as "irreversibility" of the process. It is observed that for given alphabet and word sizes, the "irreversibility" increases as the system approaches extinction. The effects of different choices of alphabet and word sizes are also considered.


2017 ◽  
Vol 04 (04) ◽  
pp. 1750045 ◽  
Author(s):  
Dilip B. Madan ◽  
King Wang

Market clichés assert that markets take escalators up and elevators down. The observation suggests differentiating models for up and down moves. Non-diffusive models allow for this and we model the move as the difference of two independent mean reverting increasing processes driven by gamma process shocks. The model is estimated on time series data as well as option data. Broadly speaking, the rise occurs with more frequent and smaller jumps with a faster rate of convergence to equilibrium. The down tick process has larger, less frequent moves with longer memories. Applications to delta hedging and the setting of profit targets and stop losses are also presented.


2002 ◽  
Vol 18 (1) ◽  
pp. 169-192 ◽  
Author(s):  
Zongwu Cai

In this paper we study nonparametric estimation of regression quantiles for time series data by inverting a weighted Nadaraya–Watson (WNW) estimator of conditional distribution function, which was first used by Hall, Wolff, and Yao (1999, Journal of the American Statistical Association 94, 154–163). First, under some regularity conditions, we establish the asymptotic normality and weak consistency of the WNW conditional distribution estimator for α-mixing time series at both boundary and interior points, and we show that the WNW conditional distribution estimator not only preserves the bias, variance, and, more important, automatic good boundary behavior properties of local linear “double-kernel” estimators introduced by Yu and Jones (1998, Journal of the American Statistical Association 93, 228–237), but also has the additional advantage of always being a distribution itself. Second, it is shown that under some regularity conditions, the WNW conditional quantile estimator is weakly consistent and normally distributed and that it inherits all good properties from the WNW conditional distribution estimator. A small simulation study is carried out to illustrate the performance of the estimates, and a real example is also used to demonstrate the methodology.


2014 ◽  
Vol 24 (05) ◽  
pp. 1450063 ◽  
Author(s):  
J. S. Armand Eyebe Fouda ◽  
Bertrand Bodo ◽  
Samrat L. Sabat ◽  
J. Yves Effa

The use of binary 0-1 test for chaos detection is limited to detect chaos in oversampled time series observations. In this paper we propose a modified 0-1 test in which, binary 0-1 test is applied to the discrete map of local maxima and minima of the original observable in contrast to the direct observable. The proposed approach successfully detects chaos in oversampled time series data. This is verified by simulating different numerical simulations of Lorenz and Duffing systems. The simulation results show the efficiency and computational gain of the proposed test for chaos detection in the continuous time dynamical systems.


2018 ◽  
Vol 14 (1) ◽  
pp. 176 ◽  
Author(s):  
Mario Curcija

Economists often emphasize the role of institutions in order to explain the difference in wealth and development among different countries and in their researches they mark correlation between institution and economic development. This paper tests the validity of these models referring to Albania using time-series data from 1993 to 2015. There is evidence of significant positive effect of property rights on economic growth and credit to private sector, while there is evidenced insignificant impact of contracting institutions on economic outputs. A plausible explanation of these differences may be the different flexibility towards changes on property right institution rather than contracting institutions.


2021 ◽  
Vol 6 (2) ◽  
pp. 90-97
Author(s):  
Natcha Kwintarini Suparman ◽  
Budi Arif Dermawan ◽  
Tesa Nur Padilah

TB. Wijaya Bangunan is a business entity that has weaknesses in managing inventories. This study aims to help TB. Wijaya Bangunan in managing inventory based on existing data reduce the difference between the number of incoming goods and the number of outgoing goods. The methods used are data collection, data preparation, data selection, preprocessing, data transformation, distance calculation, calculation of predictions, evaluation, and display of prediction results using a Shiny framework. This study uses the Time Series KNN Regression algorithm to predict the number of outgoing goods based on time series data with existing data. The most predicted results came out in the 9th week period as much as 22.40%. Based on the process that has been done, it can be concluded that the evaluation value of Root Mean Square Error (RMSE) is at least 3.55, which means it has the best predictive accuracy results.


2019 ◽  
Vol 4 (2) ◽  
pp. 300-317
Author(s):  
Okta Rabiana Risma ◽  
T. Zulham ◽  
Taufiq C. Dawood

This research aims to analyze the level of exports in Indonesia by using Time Series data from the year 1990 to 2015 against a variable interest rate loands, gross domestic product, and the exchange rate. Methods of analysis used i.e, Auto Regressive Distributed Lagged (ARDL). The results showed that the three variables have no Granger which is caused by the difference of the order on the test stasioner. Based on a test of wald for the short term that gained and the long-term gross domestic product, exchange rates and interest rates significantly influential credit toward export.Keywords:ARDL, export, interest rate loands, gross domestic product, exchange rates.AbstrakPenelitian ini bertujuan untuk menganalisis tingkat ekspor di Indonesia dengan menggunakan data Time Series dari tahun 1990 sampai 2015 terhadap variabel suku bunga kredit, produk domestik bruto, dan nilai tukar. Metode analisis yang digunakan yaitu AutoRegressive Distributed Lagged (ARDL).Hasil penelitian menunjukkan bahwa ketiga variabel tidak memiliki kointegrasi yang disebabkan oleh perbedaan ordo pada uji stasionernya. Berdasarkan uji wald didapat bahwa untuk jangka pendek dan jangka panjang produk domestik bruto, nilai tukar dan suku bunga kredit berpengaruh secara signifikan terhadap ekspor.


2019 ◽  
Vol 23 (5) ◽  
Author(s):  
Luke Hartigan

Abstract I propose a simple skewness-based test of symmetry suitable for a stationary time series. The test is based on the difference between the squared deviation of a process above its median with that below it. The test has many attractive features: it is applicable to weakly dependent processes, it has a familiar form, it can be implemented using regression, and it has a standard Gaussian limiting distribution under the null hypothesis of symmetry. The finite sample properties of the test statistic are examined via Monte Carlo simulation and suggest that it has better size-adjusted power compared to competing tests in the literature when examining moderately persistence processes. I apply the test to a range of US economic and financial data and find stronger support for asymmetry in financial series compared to economic series.


It is important to identify outliers for climatology series data. With better quality of data decision capability will improve which in turn will improve the complete operation. An algorithm utilising the sliding window prediction method is being proposed to improve the data decision capability in this paper. The time series are parted in accordance with the size of sliding window. Thereafter a prediction model is rooted with the help of historical data to forecast the new values. There is a pre decided threshold value which will be compared to the difference of predicted and measured value. If the difference is greater than a predefined threshold then the specific point will be treated as an outlier. Results from experiment are showing that the algorithm is identifying the outliers in climatology time series data and also remodeling the correction efficiency.


2013 ◽  
Author(s):  
Stephen J. Tueller ◽  
Richard A. Van Dorn ◽  
Georgiy Bobashev ◽  
Barry Eggleston

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