Analysis of rare-event time series with application to Caribbean hurricane data

2009 ◽  
Vol 85 (5) ◽  
pp. 59001
Author(s):  
Volker Dose
Keyword(s):  
Author(s):  
Azim Ahmadzadeh ◽  
Berkay Aydin ◽  
Dustin J. Kempton ◽  
Maxwell Hostetter ◽  
Rafal A. Angryk ◽  
...  

2021 ◽  
Vol 9 ◽  
Author(s):  
Sumanta Kundu ◽  
Anca Opris ◽  
Yohei Yukutake ◽  
Takahiro Hatano

Recent observation studies have revealed that earthquakes are classified into several different categories. Each category might be characterized by the unique statistical feature in the time series, but the present understanding is still limited due to their non-linear and non-stationary nature. Here we utilize complex network theory to shed new light on the statistical properties of earthquake time series. We investigate two kinds of time series, which are magnitude and inter-event time (IET), for three different categories of earthquakes: regular earthquakes, earthquake swarms, and tectonic tremors. Following the criterion of visibility graph, earthquake time series are mapped into a complex network by considering each seismic event as a node and determining the links. As opposed to the current common belief, it is found that the magnitude time series are not statistically equivalent to random time series. The IET series exhibit correlations similar to fractional Brownian motion for all the categories of earthquakes. Furthermore, we show that the time series of three different categories of earthquakes can be distinguished by the topology of the associated visibility graph. Analysis on the assortativity coefficient also reveals that the swarms are more intermittent than the tremors.


Author(s):  
Ireneusz Jablonski ◽  
Kamil Subzda ◽  
Janusz Mroczka

In this paper, the authors examine software implementation and the initial preprocessing of data and tools during the assessment of the complexity and variability of long physiological time-series. The algorithms presented advance a bigger Matlab library devoted to complex system and data analysis. Commercial software is unavailable for many of these functions and is generally unsuitable for use with multi-gigabyte datasets. Reliable inter-event time extraction from input signal is an important step for the presented considerations. Knowing the distribution of the inter-event time distances, it is possible to calculate exponents due to power-law scaling. From a methodology point of view, simulations and considerations with experimental data supported each stage of the work presented. In this paper, initial calibration of the procedures with accessible data confirmed assessments made during earlier studies, which raise objectivity of measurements planned in the future.


2014 ◽  
Vol 10 (2) ◽  
pp. 18-38 ◽  
Author(s):  
Kung-Jiuan Yang ◽  
Tzung-Pei Hong ◽  
Yuh-Min Chen ◽  
Guo-Cheng Lan

Partial periodic patterns are commonly seen in real-world applications. The major problem of mining partial periodic patterns is the efficiency problem due to a huge set of partial periodic candidates. Although some efficient algorithms have been developed to tackle the problem, the performance of the algorithms significantly drops when the mining parameters are set low. In the past, the authors have adopted the projection-based approach to discover the partial periodic patterns from single-event time series. In this paper, the authors extend it to mine partial periodic patterns from a sequence of event sets which multiple events concurrently occur at the same time stamp. Besides, an efficient pruning and filtering strategy is also proposed to speed up the mining process. Finally, the experimental results on a synthetic dataset and real oil price dataset show the good performance of the proposed approach.


Fractals ◽  
2001 ◽  
Vol 09 (04) ◽  
pp. 439-449 ◽  
Author(s):  
PAOLO GRIGOLINI ◽  
LUIGI PALATELLA ◽  
GIACOMO RAFFAELLI

We study time series concerning rare events. The occurrence of a rare event is depicted as a jump of constant intensity always occurring in the same direction, thereby generating an asymmetric diffusion process. We consider the case where the waiting time distribution is an inverse power law with index μ. We focus our attention on μ<3, and we evaluate the scaling exponent δ of the time in the resulting diffusion process. We prove that δ gets its maximum value, δ=1, corresponding to the ballistic motion, at μ=2. We study the resulting diffusion process by means of joint use of the continuous time random walk and of the generalized central limit theorem (CLT), as well as adopting a numerical treatment. We show that rendering the diffusion process to be asymmetric yields the significant benefit of enhancing the value of the scaling parameter δ. Furthermore, this scaling parameter becomes sensitive to the power index μ in the whole region 1<μ<3. Finally, we show our method in action on real data concerning human heartbeat sequences.


2021 ◽  
Vol 593 ◽  
pp. 125802
Author(s):  
Ali Javed ◽  
Scott D. Hamshaw ◽  
Byung Suk Lee ◽  
Donna M. Rizzo

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