scholarly journals Seasonality of Tuberculosis in Delhi, India: A Time Series Analysis

2014 ◽  
Vol 2014 ◽  
pp. 1-5 ◽  
Author(s):  
Varun Kumar ◽  
Abhay Singh ◽  
Mrinmoy Adhikary ◽  
Shailaja Daral ◽  
Anita Khokhar ◽  
...  
Keyword(s):  
Time Series ◽  
Seasonal Variation ◽  
Autocorrelation Function ◽  
Time Series Data ◽  
Seasonal Pattern ◽  
Cost Effective ◽  
Series Data ◽  
Suitable Model ◽  
Short Course ◽  
Directly Observed Treatment

Background. It is highly cost effective to detect a seasonal trend in tuberculosis in order to optimize disease control and intervention. Although seasonal variation of tuberculosis has been reported from different parts of the world, no definite and consistent pattern has been observed. Therefore, the study was designed to find the seasonal variation of tuberculosis in Delhi, India.Methods. Retrospective record based study was undertaken in a Directly Observed Treatment Short course (DOTS) centre located in the south district of Delhi. Six-year data from January 2007 to December 2012 was analyzed. Expert modeler of SPSS ver. 21 software was used to fit the best suitable model for the time series data.Results. Autocorrelation function (ACF) and partial autocorrelation function (PACF) at lag 12 show significant peak suggesting seasonal component of the TB series. Seasonal adjusted factor (SAF) showed peak seasonal variation from March to May. Univariate model by expert modeler in the SPSS showed that Winter’s multiplicative model could best predict the time series data with 69.8% variability. The forecast shows declining trend with seasonality.Conclusion. A seasonal pattern and declining trend with variable amplitudes of fluctuation were observed in the incidence of tuberculosis.

scholarly journals Recovery of Differential Equations from Impulse Response Time Series Data for Model Identification and Feature Extraction

Vibration ◽  
2019 ◽  
Vol 2 (1) ◽  
pp. 25-46 ◽  
Author(s):  
Merten Stender ◽  
Sebastian Oberst ◽  
Norbert Hoffmann
Keyword(s):  
Time Series ◽  
Differential Equations ◽  
Time Series Data ◽  
Model Identification ◽  
Transient Behavior ◽  
Series Data ◽  
Special Focus ◽  
Suitable Model ◽  
Reconstruction Method ◽  
Minimal Models

Time recordings of impulse-type oscillation responses are short and highly transient. These characteristics may complicate the usage of classical spectral signal processing techniques for (a) describing the dynamics and (b) deriving discriminative features from the data. However, common model identification and validation techniques mostly rely on steady-state recordings, characteristic spectral properties and non-transient behavior. In this work, a recent method, which allows reconstructing differential equations from time series data, is extended for higher degrees of automation. With special focus on short and strongly damped oscillations, an optimization procedure is proposed that fine-tunes the reconstructed dynamical models with respect to model simplicity and error reduction. This framework is analyzed with particular focus on the amount of information available to the reconstruction, noise contamination and nonlinearities contained in the time series input. Using the example of a mechanical oscillator, we illustrate how the optimized reconstruction method can be used to identify a suitable model and how to extract features from uni-variate and multivariate time series recordings in an engineering-compliant environment. Moreover, the determined minimal models allow for identifying the qualitative nature of the underlying dynamical systems as well as testing for the degree and strength of nonlinearity. The reconstructed differential equations would then be potentially available for classical numerical studies, such as bifurcation analysis. These results represent a physically interpretable enhancement of data-driven modeling approaches in structural dynamics.

scholarly journals Characterization of Pathogen Airborne Inoculum Density by Information Theoretic Analysis of Spore Trap Time Series Data

Entropy ◽  
2020 ◽  
Vol 22 (12) ◽  
pp. 1343 ◽  
Author(s):  
Robin A. Choudhury ◽  
Neil McRoberts
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Complex Dynamics ◽  
Cost Effective ◽  
Series Data ◽  
Spore Trap ◽  
Abundance Data ◽  
Airborne Inoculum ◽  
Pathogen Dna ◽  
Low Dimensional

In a previous study, air sampling using vortex air samplers combined with species-specific amplification of pathogen DNA was carried out over two years in four or five locations in the Salinas Valley of California. The resulting time series data for the abundance of pathogen DNA trapped per day displayed complex dynamics with features of both deterministic (chaotic) and stochastic uncertainty. Methods of nonlinear time series analysis developed for the reconstruction of low dimensional attractors provided new insights into the complexity of pathogen abundance data. In particular, the analyses suggested that the length of time series data that it is practical or cost-effective to collect may limit the ability to definitively classify the uncertainty in the data. Over the two years of the study, five location/year combinations were classified as having stochastic linear dynamics and four were not. Calculation of entropy values for either the number of pathogen DNA copies or for a binary string indicating whether the pathogen abundance data were increasing revealed (1) some robust differences in the dynamics between seasons that were not obvious in the time series data themselves and (2) that the series were almost all at their theoretical maximum entropy value when considered from the simple perspective of whether instantaneous change along the sequence was positive.

Seasonal variation in liver function tests: a time-series analysis of outpatient data

2009 ◽  
Vol 46 (5) ◽  
pp. 377-384 ◽  
Author(s):  
Kazunori Miyake ◽  
Noriko Miyake ◽  
Shigemi Kondo ◽  
Yoko Tabe ◽  
Akimichi Ohsaka ◽  
...  
Keyword(s):  
Time Series ◽  
Seasonal Variation ◽  
Liver Function ◽  
Seasonal Variations ◽  
Time Series Data ◽  
Liver Function Tests ◽  
Series Data ◽  
Test Results ◽  
Men And Women ◽  
Function Tests

Background Long-term physiological variations, such as seasonal variations, affect the screening efficiency at medical checkups. This study examined the seasonal variation in liver function tests using recently described data-mining methods. Methods The ‘latent reference values’ of aspartate aminotransferase (AST), alanine aminotransferase (ALT), alkaline phosphatase (ALP), gamma-glutamyltransferase ( γGT), cholinesterase (ChE) and total bilirubin (T-Bil) were extracted from a seven-year database of outpatients (aged 20–79 yr; comprising approximately 1,270,000 test results). After calculating the monthly means for each variable, the time-series data were separated into trend and seasonal components using a local regression model (Loess method). Then, a cosine function model (cosinor method) was applied to the seasonal component to determine the periodicity and fluctuation range. A two-year outpatient database (215,000 results) from another hospital was also analysed to confirm the reproducibility of these methods. Results The serum levels of test results tended to increase in the winter. The increase in AST and ALT was about 6% in men and women, and was greater than that in ChE, ALP (in men and women) and γGT (in men). In contrast, T-Bil increased by 3.6% (men) and 5.0% (women) in the summer. The total protein and albumin concentrations did not change significantly. AST and ALT showed similar seasonal variation in both institutions in the comparative analysis. Conclusions The liver function tests were observed to show seasonal variations. These seasonal variations should therefore be taken into consideration when establishing either reference intervals or cut-off values, which are especially important regarding aminotransferases.

scholarly journals Dynamic Modelling of Sharia-Based Corporate, Islamic Index and Exchange Rate: VAR Model Application

2020 ◽  
Vol 6 (2) ◽  
pp. 195
Author(s):  
Hasrun Afandi Umpusinga ◽  
Atika Riasari ◽  
Fajrin Satria Dwi Kesumah
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Time Series Data ◽  
Multivariate Time Series ◽  
Dynamic Modelling ◽  
Series Data ◽  
Var Model ◽  
Suitable Model ◽  
Data Set ◽  
Dynamic Relationship

Indonesia is one of largest users of sharia-based compliant recently which bring into many concerns how the sharia stocks listing in the most valuable sharia stocks index in Indonesia perform and correlate with other variables, particularly exchange rates. The study aims to analysis the causal relationship and to forecast the performances of sharia-based stocks and its Islamic index in Indonesia along with the volatility of exchange rate. Vector Autoregressive (VAR) model is applied as the method to analyse the multivariate time series as it is believed as the suitable model in predicting such time-series data in the scope of multivariate variables. The finding suggests VAR(1) model is the fitted model as such to both analyse its dynamic relationship and forecast the data set for the next 24 weeks. While the prediction shows the JII has an increasing data, both ANTM and EXR are predicted to have a stable volatility. In addition, granger causality defines variables to have effect in its respective variables, and IRF describes the shocks in one variable cause another variable is relatively difficult in reaching its zero condition in short-term period.

scholarly journals Self-Identification ResNet-ARIMA Forecasting Model

2020 ◽  
Vol 15 ◽  
Keyword(s):  
Time Series ◽  
Autocorrelation Function ◽  
Time Series Data ◽  
Moving Average ◽  
Arima Model ◽  
Model Identification ◽  
Series Data ◽  
Percentage Error ◽  
Forecasting Model ◽  
Partial Autocorrelation Function

The challenging endeavor of a time series forecast model is to predict the future time series data accurately. Traditionally, the fundamental forecasting model in time series analysis is the autoregressive integrated moving average model or the ARIMA model requiring a model identification of a three-component vector which are the autoregressive order, the differencing order, and the moving average order before fitting coefficients of the model via the Box-Jenkins method. A model identification is analyzed via the sample autocorrelation function and the sample partial autocorrelation function which are effective tools for identifying the ARMA order but it is quite difficult for analysts. Even though a likelihood based-method is presented to automate this process by varying the ARIMA order and choosing the best one with the smallest criteria, such as Akaike information criterion. Nevertheless the obtained ARIMA model may not pass the residual diagnostic test. This paper presents the residual neural network model, called the self-identification ResNet-ARIMA order model to automatically learn the ARIMA order from known ARIMA time series data via sample autocorrelation function, the sample partial autocorrelation function and differencing time series images. In this work, the training time series data are randomly simulated and checked for stationary and invertibility properties before they are used. The result order from the model is used to generate and fit the ARIMA model by the Box-Jenkins method for predicting future values. The whole process of the forecasting time series algorithm is called the self-identification ResNet-ARIMA algorithm. The performance of the residual neural network model is evaluated by Precision, Recall and F1-score and is compared with the likelihood basedmethod and ResNET50. In addition, the performance of the forecasting time series algorithm is applied to the real world datasets to ensure the reliability by mean absolute percentage error, symmetric mean absolute percentage error, mean absolute error and root mean square error and this algorithm is confirmed with the residual diagnostic checks by the Ljung-Box test. From the experimental results, the new methodologies of this research outperforms other models in terms of identifying the order and predicting the future values.

Pendugaan Data Runtun Waktu Debit Aliran Sungai Cikeruh dengan Metode Thomas-Fiering

2021 ◽  
Vol 1 (1) ◽  
pp. 13-20
Author(s):  
Meiske Shabrina Pesik ◽  
Didi Suhaedi ◽  
M. Yusuf Fajar
Keyword(s):  
Time Series ◽  
River Flow ◽  
Time Series Data ◽  
Seasonal Pattern ◽  
Series Data ◽  
Discharge Data ◽  
Flow Discharge ◽  
Mean Error ◽  
The People ◽  
Monthly Period

Abstract. The Cikeruh River is a source of water for the people who live in the watershed area. The shift in land management has resulted in problems in the availability of water resources. As a policy to overcome this problem, an estimation of the flow rate of the Cikeruh river was carried out. Cikeruh river flow discharge data is observational data with a monthly period included in time series data or time series data. This data has a seasonal pattern so that the method that can be used to predict the discharge data is the Thomas-Fiering Method. To estimate the discharge data for 2018, the Cikeruh river flow discharge data were used every month from 2011 to 2017 as many as 84 historical data. Then after getting the results of the 2018 debit data estimation, the mean error value calculated using Thomas-Fiering was 0.0291. Abstrak. Sungai Cikeruh merupakan sumber air bagi masyarakat yang bermukim di wilayah daerah aliran sungai. Terjadinya pergeseran tata kelola lahan mengakibatkan permasalahan ketersediaan sumber daya air. Sebagai suatu kebijakan untuk mengatasi permasalahan tersebut maka dilakukan pendugaan debit aliran sungai Cikeruh. Data debit aliran sungai Cikeruh merupakan data pengamatan dengan periode bulanan yang termasuk dalam data time series atau data runtun waktu. Data ini memiliki pola  musiman sehingga metode yang dapat digunakan untuk membuat pendugaan data debit adalah Metode Thomas-Fiering. Untuk menduga data debit tahun 2018 digunakan data debit aliran sungai Cikeruh setiap bulannya dari tahun 2011 sampai 2017 sebanyak 84 data historis. Kemudian setelah mendapatkan hasil pendugaan data debit tahun 2018 didapatkan nilai Mean Error perhitungan menggunakan Thomas-Fiering adalah 0.0291.

Anomaly Detection by STL Decomposition and Extended Isolation Forest on Environmental Univariate Time Series

2020 ◽  
Author(s):  
İsmail Sezen ◽  
Alper Unal ◽  
Ali Deniz
Keyword(s):  
Time Series ◽  
Seasonal Variation ◽  
Anomaly Detection ◽  
Time Series Data ◽  
Complex Structure ◽  
Series Data ◽  
High Concentration ◽  
Univariate Time Series ◽  
Concentration Levels ◽  
Isolation Forest

<p>Atmospheric pollution is one of the primary problems and high concentration levels are critical for human health and environment. This requires to study causes of unusual high concentration levels which do not conform to the expected behavior of the pollutant but it is not always easy to decide which levels are unusual, especially, when data is big and has complex structure. A visual inspection is subjective in most cases and a proper anomaly detection method should be used. Anomaly detection has been widely used in diverse research areas, but most of them have been developed for certain application domains. It also might not be always a good idea to identify anomalies by using data from near measurement sites because of spatio-temporal complexity of the pollutant. That’s why, it’s required to use a method which estimates anomalies from univariate time series data.</p><p>This work suggests a framework based on STL decomposition and extended isolation forest (EIF), which is a machine learning algorithm, to identify anomalies for univariate time series which has trend, multi-seasonality and seasonal variation. Main advantage of EIF method is that it defines anomalies by a score value.</p><p>In this study, a multi-seasonal STL decomposition has been applied on a univariate PM10 time series to remove trend and seasonal parts but STL is not resourceful to remove seasonal variation from the data. The remainder part still has 24 hours and yearly variation. To remove the variation, hourly and annual inter-quartile ranges (IQR) are calculated and data is standardized by dividing each value to corresponding IQR value. This process ensures removing seasonality in variation and the resulting data is processed by EIF to decide which values are anomaly by an objective criterion.</p>

scholarly journals Peramalan Banyak Pengunjung Pantai Pandasimo Bantul Menggunakan Regresi Runtun Waktu dan Seasonal Autoregressive Integrated Moving Average Exogenous

2021 ◽  
Vol 4 (1) ◽  
pp. 57
Author(s):  
Tito Tatag Prakoso ◽  
Etik Zukhronah ◽  
Hasih Pratiwi
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Moving Average ◽  
Seasonal Pattern ◽  
Series Data ◽  
Gregorian Calendar ◽  
Time Series Regression ◽  
Autoregressive Integrated Moving Average ◽  
Past Data

<p>Forecasting is a ways to predict what will happen in the future based on the data in the past. Data on the number of visitors in Pandansimo beach are time series data. The pattern of the number of visitors in Pandansimo beach is influenced by holidays, so it looks like having a seasonal pattern. The majority of Indonesian citizens are Muslim who celebrate Eid Al-Fitr in every year. The determination of Eid Al-Fitr does not follow the Gregorian calendar, but based on the Lunar calendar. The variation of the calendar is about the determination of Eid Al-Fitr which usually changed in the Gregorian calendar, because in the Gregorian calendar, Eid Al-Fitr day will advance one month in every three years. Data that contain seasonal and calendar variations can be analyzed using time series regression and Seasonal Autoregressive Integrated Moving Average Exogenous  (SARIMAX) models. The aims of this study are to obtain a better model between time series regression and SARIMAX and to forecast the number of Pandansimo beach visitors using a better model. The result of this study indicates that the time series regression model is a better model. The forecasting from January to December 2018 in succession are 13255, 6674, 8643, 7639, 13255, 8713, 22635, 13255, 13255, 9590, 8549, 13255 visitors.</p><strong>Keywords: </strong>time series regression, seasonal, calendar variations, SARIMAX, forecasting

scholarly journals Analysis of Seasonal Pattern and Variation of Rice Prices in Tanzania

2019 ◽  
pp. 1-10
Author(s):  
Mgale Yohana James ◽  
Yan Yunxian
Keyword(s):  
Seasonal Variation ◽  
Time Series Data ◽  
Seasonal Pattern ◽  
Series Data ◽  
Variation Pattern ◽  
Annual Average ◽  
Seasonal Behavior ◽  
Risk Levels ◽  
Rice Prices ◽  
Price Patterns

The objective of this paper was to study Tanzania’s rice sector, regarding the seasonal behavior of wholesale rice prices in the Mbeya Region. It’s considered that price is the most crucial variable in the farmer’s decision making. The classical multiplicative model was employed in the analysis of monthly time-series data from 2004 to 2018 to verify if there were changes in the seasonal variation pattern. The data were obtained from the Ministry of Industry, Trade, and Marketing in Tanzania. According to the results, rice prices seem to have followed a consistent and logical pattern around their annual average, in spite of increased uncertainty and variability in the overall Tanzania grains markets. The months of November to May were the best month for selling rice as the seasonal variation indexes were highest, above 100%; thus, farmers would gain more by storing rice during the harvest period for future sales. On the consumer side, the best month for purchasing rice was from June to October, which is harvest season. Knowledge of these rice price patterns and the risk levels of specific months can be useful to producers and purchasers as they develop their annual marketing plans.

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