MEASURING THE PREDICTABILITY OF NOISY RECURRENT TIME SERIES

1993 ◽  
Vol 03 (03) ◽  
pp. 797-802
Author(s):  
R. WAYLAND ◽  
D. PICKETT ◽  
D. BROMLEY ◽  
A. PASSAMANTE

The effect of the chosen forecasting method on the measured predictability of a noisy recurrent time series is investigated. Situations where the length of the time series is limited, and where the level of corrupting noise is significant are emphasized. Two simple prediction methods based on explicit nearest-neighbor averages are compared to a more complicated, and computationally expensive, local linearization technique based on the method of total least squares. The comparison is made first for noise-free, and then for noisy time series. It is shown that when working with short time series in high levels of additive noise, the simple prediction schemes perform just as well as the more sophisticated total least squares method.

1999 ◽  
Vol 59 (5) ◽  
pp. 767-786 ◽  
Author(s):  
Bradley E. Huitema ◽  
Joseph W. Mckean ◽  
Scott Mcknight

2018 ◽  
Vol 2018 ◽  
pp. 1-13 ◽  
Author(s):  
S. P. Arunachalam ◽  
S. Kapa ◽  
S. K. Mulpuru ◽  
P. A. Friedman ◽  
E. G. Tolkacheva

Analysis of biomedical signals can yield invaluable information for prognosis, diagnosis, therapy evaluation, risk assessment, and disease prevention which is often recorded as short time series data that challenges existing complexity classification algorithms such as Shannon entropy (SE) and other techniques. The purpose of this study was to improve previously developed multiscale entropy (MSE) technique by incorporating nearest-neighbor moving-average kernel, which can be used for analysis of nonlinear and non-stationary short time series physiological data. The approach was tested for robustness with respect to noise analysis using simulated sinusoidal and ECG waveforms. Feasibility of MSE to discriminate between normal sinus rhythm (NSR) and atrial fibrillation (AF) was tested on a single-lead ECG. In addition, the MSE algorithm was applied to identify pivot points of rotors that were induced in ex vivo isolated rabbit hearts. The improved MSE technique robustly estimated the complexity of the signal compared to that of SE with various noises, discriminated NSR and AF on single-lead ECG, and precisely identified the pivot points of ex vivo rotors by providing better contrast between the rotor core and the peripheral region. The improved MSE technique can provide efficient complexity analysis of variety of nonlinear and nonstationary short-time biomedical signals.


Author(s):  
Tie Liang ◽  
Qingyu Zhang ◽  
Xiaoguang Liu ◽  
Bin Dong ◽  
Xiuling Liu ◽  
...  

Abstract Background The key challenge to constructing functional corticomuscular coupling (FCMC) is to accurately identify the direction and strength of the information flow between scalp electroencephalography (EEG) and surface electromyography (SEMG). Traditional TE and TDMI methods have difficulty in identifying the information interaction for short time series as they tend to rely on long and stable data, so we propose a time-delayed maximal information coefficient (TDMIC) method. With this method, we aim to investigate the directional specificity of bidirectional total and nonlinear information flow on FCMC, and to explore the neural mechanisms underlying motor dysfunction in stroke patients. Methods We introduced a time-delayed parameter in the maximal information coefficient to capture the direction of information interaction between two time series. We employed the linear and non-linear system model based on short data to verify the validity of our algorithm. We then used the TDMIC method to study the characteristics of total and nonlinear information flow in FCMC during a dorsiflexion task for healthy controls and stroke patients. Results The simulation results showed that the TDMIC method can better detect the direction of information interaction compared with TE and TDMI methods. For healthy controls, the beta band (14–30 Hz) had higher information flow in FCMC than the gamma band (31–45 Hz). Furthermore, the beta-band total and nonlinear information flow in the descending direction (EEG to EMG) was significantly higher than that in the ascending direction (EMG to EEG), whereas in the gamma band the ascending direction had significantly higher information flow than the descending direction. Additionally, we found that the strong bidirectional information flow mainly acted on Cz, C3, CP3, P3 and CPz. Compared to controls, both the beta-and gamma-band bidirectional total and nonlinear information flows of the stroke group were significantly weaker. There is no significant difference in the direction of beta- and gamma-band information flow in stroke group. Conclusions The proposed method could effectively identify the information interaction between short time series. According to our experiment, the beta band mainly passes downward motor control information while the gamma band features upward sensory feedback information delivery. Our observation demonstrate that the center and contralateral sensorimotor cortex play a major role in lower limb motor control. The study further demonstrates that brain damage caused by stroke disrupts the bidirectional information interaction between cortex and effector muscles in the sensorimotor system, leading to motor dysfunction.


Author(s):  
Dmitriy Vladimirovich Ivanov ◽  

The article proposes the estimation of the gross output vector in the presence of errors in the matrix of direct costs and the final consumption vector. The article suggests the use of the total least squares method for estimating the gross output vector. Test cases showed that the accuracy of the proposed estimates of the gross output vector is higher than the accuracy of the estimates obtained using the classical least squares method (OLS).


1973 ◽  
Vol 5 (02) ◽  
pp. 217-241 ◽  
Author(s):  
A. M. Walker

Let observations (X 1, X 2, …, Xn ) be obtained from a time series {Xt } such that where the ɛt are independently and identically distributed random variables each having mean zero and finite variance, and the gu (θ) are specified functions of a vector-valued parameter θ. This paper presents a rigorous derivation of the asymptotic distributions of the estimators of A, B, ω and θ obtained by an approximate least-squares method due to Whittle (1952). It is a sequel to a previous paper (Walker (1971)) in which a similar derivation was given for the special case of independent residuals where gu (θ) = 0 for u > 0, the parameter θ thus being absent.


2009 ◽  
Vol 10 (1) ◽  
pp. 270 ◽  
Author(s):  
Mônica G Campiteli ◽  
Frederico M Soriani ◽  
Iran Malavazi ◽  
Osame Kinouchi ◽  
Carlos AB Pereira ◽  
...  

2021 ◽  
Vol 18 (32) ◽  
Author(s):  
Stanko Stanić ◽  
Bojan Baškot

Panel regression model may seem like an appealing solution in conditions of limited time series. This is often used as a shortcut to achieve deeper data set by setting several individual cases on the same time dimension, where cross units visually but not really multiply a time frame. Macroeconometrics of the Western Balkan region assumes short time series issue. Additionally, the structural brakes are numerous. Panel regression may seem like a solution, but there are some limitations that should be considered.


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