scholarly journals Neural-Network Time-Series Analysis of MODIS EVI for Post-Fire Vegetation Regrowth

2018 ◽  
Vol 7 (11) ◽  
pp. 420 ◽  
Author(s):  
Christos Vasilakos ◽  
George E. Tsekouras ◽  
Palaiologos Palaiologou ◽  
Kostas Kalabokidis

The time-series analysis of multi-temporal satellite data is widely used for vegetation regrowth after a wildfire event. Comparisons between pre- and post-fire conditions are the main method used to monitor ecosystem recovery. In the present study, we estimated wildfire disturbance by comparing actual post-fire time series of Moderate Resolution Imaging Spectroradiometer (MODIS) enhanced vegetation index (EVI) and simulated MODIS EVI based on an artificial neural network assuming no wildfire occurrence. Then, we calculated the similarity of these responses for all sampling sites by applying a dynamic time warping technique. Finally, we applied multidimensional scaling to the warping distances and an optimal fuzzy clustering to identify unique patterns in vegetation recovery. According to the results, artificial neural networks performed adequately, while dynamic time warping and the proposed multidimensional scaling along with the optimal fuzzy clustering provided consistent results regarding vegetation response. For the first two years after the wildfire, medium-high- to high-severity burnt sites were dominated by oaks at elevations greater than 200 m, and presented a clustered (predominant) response of revegetation compared to other sites.

Agriculture ◽  
2022 ◽  
Vol 12 (1) ◽  
pp. 77
Author(s):  
Tsu Chiang Lei ◽  
Shiuan Wan ◽  
You Cheng Wu ◽  
Hsin-Ping Wang ◽  
Chia-Wen Hsieh

This study employed a data fusion method to extract the high-similarity time series feature index of a dataset through the integration of MS (Multi-Spectrum) and SAR (Synthetic Aperture Radar) images. The farmlands are divided into small pieces that consider the different behaviors of farmers for their planting contents in Taiwan. Hence, the conventional image classification process cannot produce good outcomes. The crop phenological information will be a core factor to multi-period image data. Accordingly, the study intends to resolve the previous problem by using three different SPOT6 satellite images and nine Sentinel-1A synthetic aperture radar images, which were used to calculate features such as texture and indicator information, in 2019. Considering that a Dynamic Time Warping (DTW) index (i) can integrate different image data sources, (ii) can integrate data of different lengths, and (iii) can generate information with time characteristics, this type of index can resolve certain classification problems with long-term crop classification and monitoring. More specifically, this study used the time series data analysis of DTW to produce “multi-scale time series feature similarity indicators”. We used three approaches (Support Vector Machine, Neural Network, and Decision Tree) to classify paddy patches into two groups: (a) the first group did not apply a DTW index, and (b) the second group extracted conflict predicted data from (a) to apply a DTW index. The outcomes from the second group performed better than the first group in regard to overall accuracy (OA) and kappa. Among those classifiers, the Neural Network approach had the largest improvement of OA and kappa from 89.51, 0.66 to 92.63, 0.74, respectively. The rest of the two classifiers also showed progress. The best performance of classification results was obtained from the Decision Tree of 94.71, 0.81. Observing the outcomes, the interference effects of the image were resolved successfully by various image problems using the spectral image and radar image for paddy rice classification. The overall accuracy and kappa showed improvement, and the maximum kappa was enhanced by about 8%. The classification performance was improved by considering the DTW index.


Author(s):  
Lu Bai ◽  
Lixin Cui ◽  
Yue Wang ◽  
Yuhang Jiao ◽  
Edwin R. Hancock

Network representations are powerful tools for the analysis of time-varying financial complex systems consisting of multiple co-evolving financial time series, e.g., stock prices, etc. In this work, we develop a new kernel-based similarity measure between dynamic time-varying financial networks. Our ideas is to transform each original financial network into quantum-based entropy time series and compute the similarity measure based on the classical dynamic time warping framework associated with the entropy time series. The proposed method bridges the gap between graph kernels and the classical dynamic time warping framework for multiple financial time series analysis. Experiments on time-varying networks abstracted from financial time series of New York Stock Exchange (NYSE) database demonstrate that our approach can effectively discriminate the abrupt structural changes in terms of the extreme financial events.


Sign in / Sign up

Export Citation Format

Share Document