Laser speckle time-series correlation analysis for bacteria activity detection

2020 ◽  
Author(s):  
Ilya Balmages ◽  
Dmitrijs Bliznuks ◽  
Janis Liepins ◽  
Stivens Zolins ◽  
Alexey Lihachev
Keyword(s):  
Time Series ◽  
Correlation Analysis ◽  
Laser Speckle ◽  
Activity Detection

scholarly journals A Novel Time-Sensitive Composite Similarity Model for Multivariate Time-Series Correlation Analysis

Entropy ◽  
2021 ◽  
Vol 23 (6) ◽  
pp. 731
Author(s):  
Mengxia Liang ◽  
Xiaolong Wang ◽  
Shaocong Wu
Keyword(s):  
Time Series ◽  
Correlation Analysis ◽  
Stock Price ◽  
Multivariate Time Series ◽  
Temporal Features ◽  
Proposed Model ◽  
Time Series Segmentation ◽  
Similarity Model ◽  
Dynamic Time ◽  
Investment Portfolios

Finding the correlation between stocks is an effective method for screening and adjusting investment portfolios for investors. One single temporal feature or static nontemporal features are generally used in most studies to measure the similarity between stocks. However, these features are not sufficient to explore phenomena such as price fluctuations similar in shape but unequal in length which may be caused by multiple temporal features. To research stock price volatilities entirely, mining the correlation between stocks should be considered from the point view of multiple features described as time series, including closing price, etc. In this paper, a time-sensitive composite similarity model designed for multivariate time-series correlation analysis based on dynamic time warping is proposed. First, a stock is chosen as the benchmark, and the multivariate time series are segmented by the peaks and troughs time-series segmentation (PTS) algorithm. Second, similar stocks are screened out by similarity. Finally, the rate of rising or falling together between stock pairs is used to verify the proposed model’s effectiveness. Compared with other models, the composite similarity model brings in multiple temporal features and is generalizable for numerical multivariate time series in different fields. The results show that the proposed model is very promising.

scholarly journals A Time–Frequency Correlation Analysis Method of Time Series Decomposition Derived from Synchrosqueezed S Transform

2019 ◽  
Vol 9 (4) ◽  
pp. 777 ◽  
Author(s):  
Gaoyuan Pan ◽  
Shunming Li ◽  
Yanqi Zhu
Keyword(s):  
Time Series ◽  
Correlation Analysis ◽  
Time Varying ◽  
Analysis Method ◽  
Frequency Correlation ◽  
Time Frequency ◽  
Time Series Decomposition ◽  
S Transform ◽  
Stationary Signals ◽  
Correlation Analysis Method

Traditional correlation analysis is analyzed separately in the time domain or the frequency domain, which cannot reflect the time-varying and frequency-varying characteristics of non-stationary signals. Therefore, a time–frequency (TF) correlation analysis method of time series decomposition (TD) derived from synchrosqueezed S transform (SSST) is proposed in this paper. First, the two-dimensional time–frequency matrices of the signals is obtained by synchrosqueezed S transform. Second, time series decomposition is used to transform the matrices into the two-dimensional time–time matrices. Third, a correlation analysis of the local time characteristics is carried out, thus attaining the time–frequency correlation between the signals. Finally, the proposed method is validated by stationary and non-stationary signals simulation and is compared with the traditional correlation analysis method. The simulation results show that the traditional method can obtain the overall correlation between the signals but cannot reflect the local time and frequency correlations. In particular, the correlations of non-stationary signals cannot be accurately identified. The proposed method not only obtains the overall correlations between the signals, but can also accurately identifies the correlations between non-stationary signals, thus showing the time-varying and frequency-varying correlation characteristics. The proposed method is applied to the acoustic signal processing of an engine–gearbox test bench. The results show that the proposed method can effectively identify the time–frequency correlation between the signals.

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.

Nonlinear Correlation Analysis of Time Series Based on Complex Network Similarity

2020 ◽  
Vol 30 (15) ◽  
pp. 2050225
Author(s):  
Chun-Xiao Nie
Keyword(s):  
Time Series ◽  
Correlation Analysis ◽  
Nearest Neighbor ◽  
Distance Matrix ◽  
Nonlinear Relationship ◽  
Nonlinear Correlation ◽  
Network Similarity ◽  
Level Of Significance ◽  
The Relationship ◽  
Analysis Of Time Series

Characterizing the relationship between time series is an important issue in many fields, in particular, in many cases there is a nonlinear correlation between series. This paper provides a new method to study the relationship between time series using the perspective of complex networks. This method converts a time series into a distance matrix and constructs a sequence of nearest neighbor networks, so that the nonlinear relationship between time series is expressed as similarity between networks. In addition, based on the surrogate series, we applied [Formula: see text]-score to characterize the level of significance and analyzed some benchmark models. We not only use the artificial dataset and the real dataset to verify the effectiveness of the proposed method, but also analyze its robustness, which provides an alternative method for detecting nonlinear relationships.

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