Accelerating Time Series Searching with Large Uniform Scaling

Abstract. Scaling behaviour in nonstationary time series can be successfully detected using the detrended fluctuation analysis (DFA). Observational time series often do not show a stable and uniform scaling behaviour, given by the presence of a unique clear scaling region. The deviations from uniform power-law scaling, which suggest the presence of changing dynamics in the system under study, can be identified and quantified using an appropriate instability index. In this framework, the scaling behaviour of the 1981–2007 seismicity in Umbria-Marche (central Italy), which is one of the most seismically active areas in Italy, was investigated. Significant deviations from uniform power-law scaling in the seismic temporal fluctuations were revealed mostly linked with the occurrence of rather large earthquakes or seismic clusters.

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Measures with uniform scaling scenery

Ergodic Theory and Dynamical Systems ◽

10.1017/s0143385709000996 ◽

2010 ◽

Vol 31 (1) ◽

pp. 33-48 ◽

Cited By ~ 10

Author(s):

MATAN GAVISH

Keyword(s):

Time Series ◽

Fractal Geometry ◽

Empirical Distribution ◽

Iterated Function Systems ◽

Occupation Measure ◽

Self Similarity ◽

Almost Everywhere ◽

Iterated Function ◽

Self Similar ◽

Uniform Scaling

AbstractWe introduce a property of measures on Euclidean space, termed ‘uniform scaling scenery’. For these measures, the empirical distribution of the measure-valued time series, obtained by rescaling around a point, is (almost everywhere) independent of the point. This property is related to existing notions of self-similarity: it is satisfied by the occupation measure of a typical Brownian motion (which is ‘statistically’ self-similar), as well as by the measures associated to attractors of affine iterated function systems (which are ‘exactly’ self-similar). It is possible that different notions of self-similarity are unified under this property. The proofs trace a connection between uniform scaling scenery and Furstenberg’s ‘CP processes’, a class of natural, discrete-time, measure-valued Markov processes, useful in fractal geometry.

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Detecting time series motifs under uniform scaling

Proceedings of the 13th ACM SIGKDD international conference on Knowledge discovery and data mining - KDD '07 ◽

10.1145/1281192.1281282 ◽

2007 ◽

Cited By ~ 66

Author(s):

Dragomir Yankov ◽

Eamonn Keogh ◽

Jose Medina ◽

Bill Chiu ◽

Victor Zordan

Keyword(s):

Time Series ◽

Uniform Scaling

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The LDE-Type Flare Occurrence (1969-1993)

International Astronomical Union Colloquium ◽

10.1017/s0252921100025458 ◽

1994 ◽

Vol 144 ◽

pp. 279-282

Author(s):

A. Antalová

Keyword(s):

Time Series ◽

Fourier Analysis ◽

Sunspot Cycle ◽

List Type ◽

Type Number ◽

Solar Cycles ◽

Type Iv ◽

Long Duration ◽

Cycle Maximum ◽

Flare Index

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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