scholarly journals Wavelet analysis applied on temporal data sets in order to reveal possible pre-seismic radio anomalies and comparison with the trend of the raw data 

2021 ◽  
Author(s):  
Giovanni Nico ◽  
Pier Francesco Biagi ◽  
Anita Ermini ◽  
Mohammed Yahia Boudjada ◽  
Hans Ulrich Eichelberger ◽  
...  
Keyword(s):  
Time Series ◽  
Wavelet Analysis ◽  
Power Spectrum ◽  
Power Spectra ◽  
Wavelet Spectrum ◽  
Time Signal ◽  
Time Behavior ◽  
Sudden Increase ◽  
Night Time ◽  
Raw Data

<p>Since 2009, several radio receivers have been installed throughout Europe in order to realize the INFREP European radio network for studying the VLF (10-50 kHz) and LF (150-300 kHz) radio precursors of earthquakes. Precursors can be related to “anomalies” in the night-time behavior of  VLF signals. A suitable method of analysis is the use of the Wavelet spectra.  Using the “Morlet function”, the Wavelet transform of a time signal is a complex series that can be usefully represented by its square amplitude, i.e. considering the so-called Wavelet power spectrum.</p><p>The power spectrum is a 2D diagram that, once properly normalized with respect to the power of the white noise, gives information on the strength and precise time of occurrence of the various Fourier components, which are present in the original time series. The main difference between the Wavelet power spectra and the Fourier power spectra for the time series is that the former identifies the frequency content along the operational time, which cannot be done with the latter. Anomalies are identified as regions of the Wavelet spectrogram characterized by a sudden increase in the power strength.</p><p>On January 30, 2020 an earthquake with Mw= 6.0 occurred in Dodecanese Islands. The results of the Wavelet analysis carried out on data collected some INFREP receivers is compared with the trends of the raw data. The time series from January 24, 2020 till January 31, 2000 was analyzed. The Wavelet spectrogram shows a peak corresponding to a period of 1 day on the days before January 30. This anomaly was found for signals transmitted at the frequencies 19,58 kHz, 20, 27 kHz, 23,40 kHz with an energy in the peak increasing from 19,58 kHz to 23,40 kHz. In particular, the signal at the frequency 19,58 kHz, shows a peak on January 29, while the frequencies 20,27 kHz and 23,40 kHz are characterized by a peak starting on January 28 and continuing to January 29. The results presented in this work shows the perspective use of the Wavelet spectrum analysis as an operational tool for the detection of anomalies in VLF and LF signal potentially related to EQ precursors.</p>

scholarly journals Artificial Detection of Lower-Frequency Periodicity in Climatic Studies by Wavelet Analysis Demonstrated on Synthetic Time Series

2019 ◽  
Vol 58 (9) ◽  
pp. 2077-2086 ◽  
Author(s):  
Assaf Hochman ◽  
Hadas Saaroni ◽  
Felix Abramovich ◽  
Pinhas Alpert
Keyword(s):  
Time Series ◽  
Wavelet Analysis ◽  
Power Spectrum ◽  
Low Frequency ◽  
Real Data ◽  
Careful Analysis ◽  
Wavelet Power Spectrum ◽  
Natural Oscillations ◽  
Local Singularity ◽  
Climatic Time Series

AbstractThe continuous wavelet transform (CWT) is a frequently used tool to study periodicity in climate and other time series. Periodicity plays a significant role in climate reconstruction and prediction. In numerous studies, the use of CWT revealed dominant periodicity (DP) in climatic time series. Several studies suggested that these “natural oscillations” would even reverse global warming. It is shown here that the results of wavelet analysis for detecting DPs can be misinterpreted in the presence of local singularities that are manifested in lower frequencies. This may lead to false DP detection. CWT analysis of synthetic and real-data climatic time series, with local singularities, indicates a low-frequency DP even if there is no true periodicity in the time series. Therefore, it is argued that this is an inherent general property of CWT. Hence, applying CWT to climatic time series should be reevaluated, and more careful analysis of the entire wavelet power spectrum is required, with a focus on high frequencies as well. A conelike shape in the wavelet power spectrum most likely indicates the presence of a local singularity in the time series rather than a DP, even if the local singularity has an observational or a physical basis. It is shown that analyzing the derivatives of the time series may be helpful in interpreting the wavelet power spectrum. Nevertheless, these tests are only a partial remedy that does not completely neutralize the effects caused by the presence of local singularities.

scholarly journals Rectification of the Bias in the Wavelet Power Spectrum

2007 ◽  
Vol 24 (12) ◽  
pp. 2093-2102 ◽  
Author(s):  
Yonggang Liu ◽  
X. San Liang ◽  
Robert H. Weisberg
Keyword(s):  
Time Series ◽  
Power Spectrum ◽  
Power Spectra ◽  
Physical Space ◽  
Substantial Improvement ◽  
Constant Factor ◽  
Wavelet Power Spectrum ◽  
Spectral Peaks ◽  
Coastal Sea ◽  
Definition Of

Abstract This paper addresses a bias problem in the estimate of wavelet power spectra for atmospheric and oceanic datasets. For a time series comprised of sine waves with the same amplitude at different frequencies the conventionally adopted wavelet method does not produce a spectrum with identical peaks, in contrast to a Fourier analysis. The wavelet power spectrum in this definition, that is, the transform coefficient squared (to within a constant factor), is equivalent to the integration of energy (in physical space) over the influence period (time scale) the series spans. Thus, a physically consistent definition of energy for the wavelet power spectrum should be the transform coefficient squared divided by the scale it associates. Such adjusted wavelet power spectrum results in a substantial improvement in the spectral estimate, allowing for a comparison of the spectral peaks across scales. The improvement is validated with an artificial time series and a real coastal sea level record. Also examined is the previous example of the wavelet analysis of the Niño-3 SST data.

scholarly journals Predicting Stock Movements: Using Multiresolution Wavelet Reconstruction and Deep Learning in Neural Networks

Information ◽  
2021 ◽  
Vol 12 (10) ◽  
pp. 388
Author(s):  
Lifang Peng ◽  
Kefu Chen ◽  
Ning Li
Keyword(s):  
Neural Networks ◽  
Time Series ◽  
Deep Learning ◽  
Wavelet Analysis ◽  
Stock Prices ◽  
Time Signal ◽  
Small Scale ◽  
Data Set ◽  
Wide Range ◽  
Stock Behavior

Stock movement prediction is important in the financial world because investors want to observe trends in stock prices before making investment decisions. However, given the non-linear non-stationary financial time series characteristics of stock prices, this remains an extremely challenging task. A wavelet is a mathematical function used to divide a given function or continuous-time signal into different scale components. Wavelet analysis has good time-frequency local characteristics and good zooming capability for non-stationary random signals. However, the application of the wavelet theory is generally limited to a small scale. The neural networks method is a powerful tool to deal with large-scale problems. Therefore, the combination of neural networks and wavelet analysis becomes more applicable for stock behavior prediction. To rebuild the signals in multiple scales, and filter the measurement noise, a forecasting model based on a stock price time series was provided, employing multiresolution analysis (MRA). Then, the deep learning in the neural network method was used to train and test the empirical data. To explain the fundamental concepts, a conceptual analysis of similar algorithms was performed. The data set for the experiment was chosen to capture a wide range of stock movements from 1 January 2009 to 31 December 2017. Comparison analyses between the algorithms and industries were conducted to show that the method is stable and reliable. This study focused on medium-term stock predictions to predict future stock behavior over 11 days of horizons. Our test results showed a 75% hit rate, on average, for all industries, in terms of US stocks on FORTUNE Global 500. We confirmed the effectiveness of our model and method based on the findings of the empirical research. This study’s primary contribution is to demonstrate the reconstruction model of the stock time series and to perform recurrent neural networks using the deep learning method. Our findings fill an academic research gap, by demonstrating that deep learning can be used to predict stock movement.

Log-log scale roughness spectroscopy of surfaces

1993 ◽  
Vol 51 ◽  
pp. 224-225
Author(s):  
P. Fraundorf ◽  
B. Armbruster
Keyword(s):  
Power Spectrum ◽  
Autocorrelation Function ◽  
Power Spectra ◽  
Scanning Force Microscopy ◽  
Scanning Tunneling ◽  
Tunneling Microscopy ◽  
Force Microscopy ◽  
Scanning Force ◽  
Lateral Structure ◽  
Scale Roughness

Optical interferometry, confocal light microscopy, stereopair scanning electron microscopy, scanning tunneling microscopy, and scanning force microscopy, can produce topographic images of surfaces on size scales reaching from centimeters to Angstroms. Second moment (height variance) statistics of surface topography can be very helpful in quantifying “visually suggested” differences from one surface to the next. The two most common methods for displaying this information are the Fourier power spectrum and its direct space transform, the autocorrelation function or interferogram. Unfortunately, for a surface exhibiting lateral structure over several orders of magnitude in size, both the power spectrum and the autocorrelation function will find most of the information they contain pressed into the plot’s origin. This suggests that we plot power in units of LOG(frequency)≡-LOG(period), but rather than add this logarithmic constraint as another element of abstraction to the analysis of power spectra, we further recommend a shift in paradigm.

scholarly journals The correlation between three teleconnections and leptospirosis incidence in the Kandy District, Sri Lanka, 2004–2019

2021 ◽  
Vol 49 (1) ◽  
Author(s):  
N. D. B. Ehelepola ◽  
Kusalika Ariyaratne ◽  
A. M. S. M. C. M. Aththanayake ◽  
Kamalanath Samarakoon ◽  
H. M. Arjuna Thilakarathna
Keyword(s):  
Time Series ◽  
Sri Lanka ◽  
Wavelet Analysis ◽  
Southern Oscillation ◽  
Population Data ◽  
Enso Modoki ◽  
Cross Correlation Analysis ◽  
Teleconnection Indices ◽  
Weather Parameters ◽  
Time Lagged

Abstract Background Leptospirosis is a bacterial zoonosis. Leptospirosis incidence (LI) in Sri Lanka is high. Infected animals excrete leptospires into the environment via their urine. Survival of leptospires in the environment until they enter into a person and several other factors that influence leptospirosis transmission are dependent upon local weather. Past studies show that rainfall and other weather parameters are correlated with the LI in the Kandy district, Sri Lanka. El Niño Southern Oscillation (ENSO), ENSO Modoki, and the Indian Ocean Dipole (IOD) are teleconnections known to be modulating rainfall in Sri Lanka. There is a severe dearth of published studies on the correlations between indices of these teleconnections and LI. Methods We acquired the counts of leptospirosis cases notified and midyear estimated population data of the Kandy district from 2004 to 2019, respectively, from weekly epidemiology reports of the Ministry of Health and Department of Census and Statistics of Sri Lanka. We estimated weekly and monthly LI of Kandy. We obtained weekly and monthly teleconnection indices data for the same period from the National Oceanic and Atmospheric Administration (NOAA) of the USA and Japan Agency for Marine-Earth Science and Technology (JAMSTEC). We performed wavelet time series analysis to determine correlations with lag periods between teleconnection indices and LI time series. Then, we did time-lagged detrended cross-correlation analysis (DCCA) to verify wavelet analysis results and to find the magnitudes of the correlations detected. Results Wavelet analysis displayed indices of ENSO, IOD, and ENSO Modoki were correlated with the LI of Kandy with 1.9–11.5-month lags. Indices of ENSO showed two correlation patterns with Kandy LI. Time-lagged DCCA results show all indices of the three teleconnections studied were significantly correlated with the LI of Kandy with 2–5-month lag periods. Conclusions Results of the two analysis methods generally agree indicating that ENSO and IOD modulate LI in Kandy by modulating local rainfall and probably other weather parameters. We recommend further studies about the ENSO Modoki and LI correlation in Sri Lanka. Monitoring for extreme teleconnection events and enhancing preventive measures during lag periods can blunt LI peaks that may follow.

scholarly journals The anisotropy of the power spectrum in periodic cosmological simulations

2021 ◽  
Vol 503 (4) ◽  
pp. 5638-5645
Author(s):  
Gábor Rácz ◽  
István Szapudi ◽  
István Csabai ◽  
László Dobos
Keyword(s):  
Dark Matter ◽  
Power Spectrum ◽  
Large Scale ◽  
Cold Dark Matter ◽  
Initial Conditions ◽  
Power Spectra ◽  
Cosmological Simulations ◽  
Spherical Collapse ◽  
Lower Amplitude ◽  
Hydrodynamical Simulations

ABSTRACT The classical gravitational force on a torus is anisotropic and always lower than Newton’s 1/r2 law. We demonstrate the effects of periodicity in dark matter only N-body simulations of spherical collapse and standard Lambda cold dark matter (ΛCDM) initial conditions. Periodic boundary conditions cause an overall negative and anisotropic bias in cosmological simulations of cosmic structure formation. The lower amplitude of power spectra of small periodic simulations is a consequence of the missing large-scale modes and the equally important smaller periodic forces. The effect is most significant when the largest mildly non-linear scales are comparable to the linear size of the simulation box, as often is the case for high-resolution hydrodynamical simulations. Spherical collapse morphs into a shape similar to an octahedron. The anisotropic growth distorts the large-scale ΛCDM dark matter structures. We introduce the direction-dependent power spectrum invariant under the octahedral group of the simulation volume and show that the results break spherical symmetry.

scholarly journals Demonstrating the Tapered Gridded Estimator (TGE) for the Cosmological HI 21-cm Power Spectrum using 150 MHz GMRT observations

2020 ◽  
Author(s):  
Srijita Pal ◽  
Somnath Bharadwaj ◽  
Abhik Ghosh ◽  
Samir Choudhuri
Keyword(s):  
Power Spectrum ◽  
Unbiased Estimate ◽  
Power Spectra ◽  
Neutral Hydrogen ◽  
Statistical Error ◽  
Temperature Fluctuations ◽  
Radio Frequency Interference ◽  
Rectangular Region ◽  
Angular Power Spectrum ◽  
The Mean

Abstract We apply the Tapered Gridded Estimator (TGE) for estimating the cosmological 21-cm power spectrum from 150 MHz GMRT observations which corresponds to the neutral hydrogen (HI) at redshift z = 8.28. Here TGE is used to measure the Multi-frequency Angular Power Spectrum (MAPS) Cℓ(Δν) first, from which we estimate the 21-cm power spectrum P(k⊥, k∥). The data here are much too small for a detection, and the aim is to demonstrate the capabilities of the estimator. We find that the estimated power spectrum is consistent with the expected foreground and noise behaviour. This demonstrates that this estimator correctly estimates the noise bias and subtracts this out to yield an unbiased estimate of the power spectrum. More than $47\%$ of the frequency channels had to be discarded from the data owing to radio-frequency interference, however the estimated power spectrum does not show any artifacts due to missing channels. Finally, we show that it is possible to suppress the foreground contribution by tapering the sky response at large angular separations from the phase center. We combine the k modes within a rectangular region in the ‘EoR window’ to obtain the spherically binned averaged dimensionless power spectra Δ2(k) along with the statistical error σ associated with the measured Δ2(k). The lowest k-bin yields Δ2(k) = (61.47)2 K2 at k = 1.59 Mpc−1, with σ = (27.40)2 K2. We obtain a 2 σ upper limit of (72.66)2 K2 on the mean squared HI 21-cm brightness temperature fluctuations at k = 1.59 Mpc−1.

scholarly journals Sufficiency of a Gaussian power spectrum likelihood for accurate cosmology from upcoming weak lensing surveys

2021 ◽  
Author(s):  
Robin E Upham ◽  
Michael L Brown ◽  
Lee Whittaker
Keyword(s):  
Power Spectrum ◽  
Random Noise ◽  
Power Spectra ◽  
Stage Iv ◽  
Wishart Distribution ◽  
Weak Lensing ◽  
Dependence Structure ◽  
Gaussian Fields ◽  
Non Gaussian ◽  
Parameter Constraints

Abstract We investigate whether a Gaussian likelihood is sufficient to obtain accurate parameter constraints from a Euclid-like combined tomographic power spectrum analysis of weak lensing, galaxy clustering and their cross-correlation. Testing its performance on the full sky against the Wishart distribution, which is the exact likelihood under the assumption of Gaussian fields, we find that the Gaussian likelihood returns accurate parameter constraints. This accuracy is robust to the choices made in the likelihood analysis, including the choice of fiducial cosmology, the range of scales included, and the random noise level. We extend our results to the cut sky by evaluating the additional non-Gaussianity of the joint cut-sky likelihood in both its marginal distributions and dependence structure. We find that the cut-sky likelihood is more non-Gaussian than the full-sky likelihood, but at a level insufficient to introduce significant inaccuracy into parameter constraints obtained using the Gaussian likelihood. Our results should not be affected by the assumption of Gaussian fields, as this approximation only becomes inaccurate on small scales, which in turn corresponds to the limit in which any non-Gaussianity of the likelihood becomes negligible. We nevertheless compare against N-body weak lensing simulations and find no evidence of significant additional non-Gaussianity in the likelihood. Our results indicate that a Gaussian likelihood will be sufficient for robust parameter constraints with power spectra from Stage IV weak lensing surveys.

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