scholarly journals Superiority of Hybrid Soft Computing Models in Daily Suspended Sediment Estimation in Highly Dynamic Rivers

2021 ◽  
Vol 13 (2) ◽  
pp. 542
Author(s):  
Tarate Suryakant Bajirao ◽  
Pravendra Kumar ◽  
Manish Kumar ◽  
Ahmed Elbeltagi ◽  
Alban Kuriqi
Keyword(s):  
Time Series ◽  
Wavelet Transform ◽  
Suspended Sediment ◽  
River Basin ◽  
Time Series Data ◽  
Series Data ◽  
Discrete Wavelet ◽  
Original Time Series ◽  
Inference System ◽  
Original Time

Estimating sediment flow rate from a drainage area plays an essential role in better watershed planning and management. In this study, the validity of simple and wavelet-coupled Artificial Intelligence (AI) models was analyzed for daily Suspended Sediment (SSC) estimation of highly dynamic Koyna River basin of India. Simple AI models such as the Artificial Neural Network (ANN) and Adaptive Neuro-Fuzzy Inference System (ANFIS) were developed by supplying the original time series data as an input without pre-processing through a Wavelet (W) transform. The hybrid wavelet-coupled W-ANN and W-ANFIS models were developed by supplying the decomposed time series sub-signals using Discrete Wavelet Transform (DWT). In total, three mother wavelets, namely Haar, Daubechies, and Coiflets were employed to decompose original time series data into different multi-frequency sub-signals at an appropriate decomposition level. Quantitative and qualitative performance evaluation criteria were used to select the best model for daily SSC estimation. The reliability of the developed models was also assessed using uncertainty analysis. Finally, it was revealed that the data pre-processing using wavelet transform improves the model’s predictive efficiency and reliability significantly. In this study, it was observed that the performance of the Coiflet wavelet-coupled ANFIS model is superior to other models and can be applied for daily SSC estimation of the highly dynamic rivers. As per sensitivity analysis, previous one-day SSC (St-1) is the most crucial input variable for daily SSC estimation of the Koyna River basin.

scholarly journals Piecewise Trend Approximation: A Ratio-Based Time Series Representation

2013 ◽  
Vol 2013 ◽  
pp. 1-7 ◽  
Author(s):  
Jingpei Dan ◽  
Weiren Shi ◽  
Fangyan Dong ◽  
Kaoru Hirota
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Series Representation ◽  
Feature Space ◽  
Original Data ◽  
Series Data ◽  
High Dimensional ◽  
Original Time Series ◽  
Data Space ◽  
Original Time

A time series representation, piecewise trend approximation (PTA), is proposed to improve efficiency of time series data mining in high dimensional large databases. PTA represents time series in concise form while retaining main trends in original time series; the dimensionality of original data is therefore reduced, and the key features are maintained. Different from the representations that based on original data space, PTA transforms original data space into the feature space of ratio between any two consecutive data points in original time series, of which sign and magnitude indicate changing direction and degree of local trend, respectively. Based on the ratio-based feature space, segmentation is performed such that each two conjoint segments have different trends, and then the piecewise segments are approximated by the ratios between the first and last points within the segments. To validate the proposed PTA, it is compared with classical time series representations PAA and APCA on two classical datasets by applying the commonly used K-NN classification algorithm. For ControlChart dataset, PTA outperforms them by 3.55% and 2.33% higher classification accuracy and 8.94% and 7.07% higher for Mixed-BagShapes dataset, respectively. It is indicated that the proposed PTA is effective for high dimensional time series data mining.

scholarly journals Time-series Imputation Algorithm

2021 ◽  
Author(s):  
David Howe
Keyword(s):  
Time Series ◽  
Fourier Transform ◽  
Time Series Data ◽  
Series Data ◽  
Allan Deviation ◽  
Original Time Series ◽  
Power Spectral ◽  
Power Spectral Densities ◽  
The Fourier Transform ◽  
Original Time

Statistical imputation is a field of study that attempts to fill missing data. It is commonly applied to population statistics whose data have no correlation with running time. For a time series, data is typically analyzed using the autocorrelation function (ACF), the Fourier transform to estimate power spectral densities (PSD), the Allan deviation (ADEV), trend extensions, and basically any analysis that depends on uniform time indexes. We explain the rationale for an imputation algorithm that fills gaps in a time series by applying a backward, inverted replica of adjacent live data. To illustrate, four intentional massive gaps that exceed 100% of the original time series are recovered. The L(f) PSD with imputation applied to the gaps is nearly indistinguishable from the original. Also, the confidence of ADEV with imputation falls within 90% of the original ADEV with mixtures of power-law noises. The algorithm in Python is included for those wishing to try it.

scholarly journals Application of Discrete Wavelet Transform in Shapelet-Based Classification

2020 ◽  
Vol 2020 ◽  
pp. 1-13
Author(s):  
Lijuan Yan ◽  
Yanshen Liu ◽  
Yi Liu
Keyword(s):  
Time Series ◽  
Wavelet Transform ◽  
Discrete Wavelet Transform ◽  
Weight Vector ◽  
Majority Voting ◽  
Discrete Wavelet ◽  
Time Series Classification ◽  
Original Time Series ◽  
Time Frequency ◽  
Original Time

Recently, several shapelet-based methods have been proposed for time series classification, which are accomplished by identifying the most discriminating subsequence. However, for time series datasets in some application domains, pattern recognition on the original time series cannot always obtain ideal results. To address this issue, we propose an ensemble algorithm by combining time frequency analysis and shape similarity recognition of time series. Discrete wavelet transform is used to decompose the time series into different components, and the shapelet features are identified for each component. According to the different correlations between each component and the original time series, an ensemble classifier is built by weighted majority voting, and the Monte Carlo method is used to search for optimal weight vector. The comparative experiments and sensitivity analysis are conducted on 25 datasets from UCR Time Series Classification Archive, which is an important open dataset resource in time series mining. The results show the proposed method has a better performance in terms of accuracy and stability than the compared classifiers.

Human fetuses have nonlinear cardiac dynamics

1999 ◽  
Vol 87 (2) ◽  
pp. 530-537 ◽  
Author(s):  
Lynn J. Groome ◽  
Donna M. Mooney ◽  
Scherri B. Holland ◽  
Lisa A. Smith ◽  
Jana L. Atterbury ◽  
...  
Keyword(s):  
Time Series ◽  
Dynamic Models ◽  
Time Series Data ◽  
Low Risk ◽  
Series Data ◽  
Correlated Noise ◽  
Human Fetuses ◽  
Original Time Series ◽  
Uncorrelated Noise ◽  
Original Time

Approximate entropy (ApEn) is a statistic that quantifies regularity in time series data, and this parameter has several features that make it attractive for analyzing physiological systems. In this study, ApEn was used to detect nonlinearities in the heart rate (HR) patterns of 12 low-risk human fetuses between 38 and 40 wk of gestation. The fetal cardiac electrical signal was sampled at a rate of 1,024 Hz by using Ag-AgCl electrodes positioned across the mother’s abdomen, and fetal R waves were extracted by using adaptive signal processing techniques. To test for nonlinearity, ApEn for the original HR time series was compared with ApEn for three dynamic models: temporally uncorrelated noise, linearly correlated noise, and linearly correlated noise with nonlinear distortion. Each model had the same mean and SD in HR as the original time series, and one model also preserved the Fourier power spectrum. We estimated that noise accounted for 17.2–44.5% of the total between-fetus variance in ApEn. Nevertheless, ApEn for the original time series data still differed significantly from ApEn for the three dynamic models for both group comparisons and individual fetuses. We concluded that the HR time series, in low-risk human fetuses, could not be modeled as temporally uncorrelated noise, linearly correlated noise, or static filtering of linearly correlated noise.

scholarly journals Partisan Selectivity in Blame Attribution: Evidence from the COVID-19 Pandemic

2021 ◽  
Author(s):  
Matthew H. Graham ◽  
Shikhar Singh
Keyword(s):  
Time Series ◽  
Bayesian Model ◽  
Time Series Data ◽  
Motivated Reasoning ◽  
Series Data ◽  
Original Time Series ◽  
Blame Attribution ◽  
Survey Experiments ◽  
Original Survey ◽  
Original Time

Crises and disasters give voters an opportunity to observe the incumbent's response and reward or punish them for successes and failures. Yet even when voters agree on the facts, they tend to attribute responsibility in a group-serving manner, disproportionately crediting their party for positive developments and blaming opponents for negative developments. Using original time series data, we show that partisan disagreement over U.S. President Donald Trump's responsibility for the COVID-19 pandemic quickly emerged alongside the pandemic's onset in March 2020. Three original survey experiments show that the valence of information about the country's performance against the virus contributes causally to such gaps. A Bayesian model of information processing anticipates our findings more closely than do theories of partisan-motivated reasoning. These findings shed new light on the foundations of partisan loyalty, especially among citizens who do not think of themselves as partisans.

scholarly journals Wavelet discrete transform, ANFIS and linear regression for short-term time series prediction of air temperature

2017 ◽  
Vol 3 (2) ◽  
pp. 68 ◽  
Author(s):  
Devi Munandar
Keyword(s):  
Time Series ◽  
Linear Regression ◽  
Time Series Data ◽  
Mean Squared Error ◽  
Pearson Correlation ◽  
Time Series Prediction ◽  
Coefficient Of Determination ◽  
Series Data ◽  
Discrete Wavelet ◽  
Inference System

This paper investigates the ability of Discrete Wavelet Transform and Adaptive Network-Based Fuzzy Inference System in time-series data modeling of weather parameters. Plotting predicted data results on Linear Regression is used as the baseline of the statistical model. Data were tested in every 10 minutes interval on weather station of Bungus port in Padang, Indonesia. Mean absolute errors (MAE), the coefficient of determination (R2), Pearson correlation coefficient (r) and root mean squared error (RMSE) are used as performance indicators. The result of Plotting ANFIS data against linear regression using 1-input data is the optimal values combination of output predictions.

Modeling

2017 ◽  
Author(s):  
Youseop Shin
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Series Data ◽  
Seasonal Patterns ◽  
Time Series Modeling ◽  
Original Time Series ◽  
Modeling Procedure ◽  
Univariate Time Series ◽  
Systematic Pattern ◽  
Original Time

Chapter Two defines important concepts and explains the structure of time series data. Then, it explains the univariate time series modeling procedure, such as how to visually inspect a time series; how to transform an original time series when its variance is not constant; how to estimate seasonal patterns and trends; how to obtain residuals; how to estimate the systematic pattern of residuals; and how to test the randomness of residuals.

MULTIRESOLUTION FORECASTING FOR US RETAILING USING WAVELET DECOMPOSITIONS

2003 ◽  
Vol 01 (04) ◽  
pp. 449-463 ◽  
Author(s):  
ASHWANI KUMAR ◽  
D. P. AGRAWAL ◽  
S. D. JOSHI
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Wavelet Transform ◽  
Interest Rates ◽  
Fuzzy Inference ◽  
Seasonal Patterns ◽  
Original Time Series ◽  
Inference System ◽  
Simulation Results ◽  
Original Time

In this paper we propose a simple forecasting strategy which exploits the multiresolution property of the wavelet transform. US aggregate retail sales data have strong trend and seasonal patterns, providing a good testing ground for the proposed forecasting method. First a wavelet transform is used to decompose the time series into varying scales of resolution so that the underlying temporal structures of the original time series become more tractable; the decomposition is additive in details and approximation. Then a forecasting engine (neural network or fuzzy inference system) is trained on each of the relevant resolution scales, and individual wavelet scale forecasts are recombined to form the overall forecast. Substantial information in both the dynamic nonlinear trend and seasonal patterns of the time series is efficiently exploited: we choose short past windows for the inputs to the forecasting engines at lower scales and long past windows at higher scales. The forecasting engines learn the mapping hierarchically: using a scale-recursive strategy, we combine only those scales where significant events are detected. Univariate simulation results on US aggregate retailing indicate that the proposed method fares favourably in relation to forecasting results obtained by training a neural network on original time series. Multivariate simulation results obtained by including structural components inflation, recession, interest rates, unemployment, show improvement in sales-trend forecast.

Faithfulness of Recurrence Plots: A Mathematical Proof

2015 ◽  
Vol 25 (12) ◽  
pp. 1550168 ◽  
Author(s):  
Yoshito Hirata ◽  
Motomasa Komuro ◽  
Shunsuke Horai ◽  
Kazuyuki Aihara
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Mathematical Proof ◽  
Recurrence Plot ◽  
Series Data ◽  
Recurrence Plots ◽  
Original Time Series ◽  
Mild Conditions ◽  
Original Time ◽  
Almost All

It is practically known that a recurrence plot, a two-dimensional visualization of time series data, can contain almost all information related to the underlying dynamics except for its spatial scale because we can recover a rough shape for the original time series from the recurrence plot even if the original time series is multivariate. We here provide a mathematical proof that the metric defined by a recurrence plot [Hirata et al., 2008] is equivalent to the Euclidean metric under mild conditions.

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