scholarly journals Recurrence time distribution and temporal clustering properties of a cellular automaton modelling landslide events

2013 ◽  
Vol 20 (6) ◽  
pp. 1071-1078 ◽  
Author(s):  
E. Piegari ◽  
R. Di Maio ◽  
A. Avella
Keyword(s):  
Time Series ◽  
Probability Distribution ◽  
Cellular Automaton ◽  
Time Window ◽  
Fano Factor ◽  
Recent Analysis ◽  
Recurrence Time ◽  
Model Parameters ◽  
Reasonable Prediction ◽  
First Time

Abstract. Reasonable prediction of landslide occurrences in a given area requires the choice of an appropriate probability distribution of recurrence time intervals. Although landslides are widespread and frequent in many parts of the world, complete databases of landslide occurrences over large periods are missing and often such natural disasters are treated as processes uncorrelated in time and, therefore, Poisson distributed. In this paper, we examine the recurrence time statistics of landslide events simulated by a cellular automaton model that reproduces well the actual frequency-size statistics of landslide catalogues. The complex time series are analysed by varying both the threshold above which the time between events is recorded and the values of the key model parameters. The synthetic recurrence time probability distribution is shown to be strongly dependent on the rate at which instability is approached, providing a smooth crossover from a power-law regime to a Weibull regime. Moreover, a Fano factor analysis shows a clear indication of different degrees of correlation in landslide time series. Such a finding supports, at least in part, a recent analysis performed for the first time of an historical landslide time series over a time window of fifty years.

Weighted LS-SVM Method for Building Cooling Load Prediction

2010 ◽  
Vol 121-122 ◽  
pp. 606-612
Author(s):  
Xue Mei Li ◽  
Jia Shu Chen ◽  
Li Xing Ding
Keyword(s):  
Time Series ◽  
Time Window ◽  
Weighted Least Squares ◽  
Superior Performance ◽  
Support Vector ◽  
Model Parameters ◽  
Cooling Load ◽  
Load Prediction ◽  
On Line ◽  
Building Cooling

A number of different forecasting methods have been proposed for cooling load forecasting including historic method, real-time method, time series analysis, and artificial neural networks, but accuracy and time efficiency in prediction are a couple of contradictions to be hard to resolve for building cooling load prediction. In order to improve the prediction accuracy of cooling load time series, weighted least squares support vector machine regression (WLS-SVM) method for a chaotic cooling load prediction is proposed. In this method, a sliding time window is built and data in the sliding time window are employed to reconstruct the dynamic model. Different weights are assigned to different data in the sliding time window, and the model parameters are refreshed on-line with the rolling of the time window. The results show that the method has more superior performance than other methods like LS-SVM.

scholarly journals High-order Vector Markov Chain with Partial Connections in Data Analysis

2017 ◽  
Vol 46 (3-4) ◽  
pp. 37-45 ◽  
Author(s):  
Yuriy Kharin ◽  
Michail Maltsew
Keyword(s):  
Mathematical Model ◽  
Time Series ◽  
Markov Chain ◽  
Data Analysis ◽  
Probability Distribution ◽  
Discrete Time ◽  
Model Parameters ◽  
Stationary Probability ◽  
Stationary Probability Distribution ◽  
Conditional Probability Distribution

A new mathematical model for discrete time series is proposed: homogenous vector Markov chain of the order s with partial connections. Conditional probability distribution for this model is determined only by a few components of previous vector states. Probabilistic properties of the model are given: ergodicity conditions and conditions under which the stationary probability distribution is uniform. Consistent statistical estimators for model parameters are constructed.

The Research of Wind Power Fluctuation in Different Time Intervals

2014 ◽  
Vol 953-954 ◽  
pp. 458-461
Author(s):  
Yi Hui Zhang
Keyword(s):  
Wind Speed ◽  
Probability Distribution ◽  
Wind Power ◽  
Wind Farm ◽  
Time Window ◽  
Missing Information ◽  
Power Fluctuation ◽  
Time Intervals ◽  
Trend Pattern ◽  
Length Of Interval

Power from wind turbines is mainly related to the wind speed. Due to the influence of the uncertainty of the wind, intermittent and wind farm in units of the wake, wind power has fluctuations. Based on the field measurement, it is found that t location-scale distribution is suitable to identify the probability distribution of wind power variations. By analyzing the fluctuation of a single in different time intervals, we find that the distribution of wind power fluctuation possesses a certain trend pattern. With the length of the time window increasing, the fluctuations increase and some information has been missed. We define an index to calculate the quantity of missing information and can use that to evaluate whether a certain length of interval is acceptable.

scholarly journals Modeling of temporal groundwater level variations based on a Kalman filter adaptation algorithm with exogenous inputs

2016 ◽  
Vol 19 (2) ◽  
pp. 191-206 ◽  
Author(s):  
Emmanouil A. Varouchakis
Keyword(s):  
Kalman Filter ◽  
Groundwater Level ◽  
Auxiliary Information ◽  
Model Parameters ◽  
Adaptation Algorithm ◽  
Arx Model ◽  
Resources Management ◽  
Temporal Modelling ◽  
The Mean ◽  
First Time

Reliable temporal modelling of groundwater level is significant for efficient water resources management in hydrological basins and for the prevention of possible desertification effects. In this work we propose a stochastic method of temporal monitoring and prediction that can incorporate auxiliary information. More specifically, we model the temporal (mean annual and biannual) variation of groundwater level by means of a discrete time autoregressive exogenous variable (ARX) model. The ARX model parameters and its predictions are estimated by means of the Kalman filter adaptation algorithm (KFAA) which, to our knowledge, is applied for the first time in hydrology. KFAA is suitable for sparsely monitored basins that do not allow for an independent estimation of the ARX model parameters. We apply KFAA to time series of groundwater level values from the Mires basin in the island of Crete. In addition to precipitation measurements, we use pumping data as exogenous variables. We calibrate the ARX model based on the groundwater level for the years 1981 to 2006 and use it to predict the mean annual and biannual groundwater level for recent years (2007–2010). The predictions are validated with the available annual averages reported by the local authorities.

scholarly journals An External Agribusiness Risk Analysis Using KBDI: A Case of Veldfires in the Northern Territory of Australia

2020 ◽  
Vol 3 (1) ◽  
pp. 37
Author(s):  
Toyi Maniki Diphagwe ◽  
Bernard Moeketsi Hlalele ◽  
Dibuseng Priscilla Mpakathi
Keyword(s):  
Time Series ◽  
Probability Distribution ◽  
Crop Production ◽  
Time Series Data ◽  
Northern Territory ◽  
Return Level ◽  
Series Data ◽  
Burned Area ◽  
Trend Test ◽  
P Value

The 2019/20 Australian bushfires burned over 46 million acres of land, killed 34 people and left 3500 individuals homeless. Majority of deaths and buildings destroyed were in New South Wales, while the Northern Territory accounted for approximately 1/3 of the burned area. Many of the buildings that were lost were farm buildings, adding to the challenge of agricultural recovery that is already complex because of ash-covered farmland accompanied by historic levels of drought. The current research therefore aimed at characterising veldfire risk in the study area using Keetch-Byram Drought Index (KBDI). A 39-year-long time series data was obtained from an online NASA database. Both homogeneity and stationarity tests were deployed using a non-parametric Pettitt’s and Dicky-Fuller tests respectively for data quality checks. Major results revealed a non-significant two-tailed Mann Kendall trend test with a p-value = 0.789 > 0.05 significance level. A suitable probability distribution was fitted to the annual KBDI time series where both Kolmogorov-Smirnov and Chi-square tests revealed Gamma (1) as a suitably fitted probability distribution. Return level computation from the Gamma (1) distribution using XLSTAT computer software resulted in a cumulative 40-year return period of moderate to high fire risk potential. With this low probability and 40-year-long return level, the study found the area less prone to fire risks detrimental to animal and crop production. More agribusiness investments can safely be executed in the Northern Territory without high risk aversion.

Selective Linear Segmentation for Detecting Relevant Parameter Changes*

2020 ◽  
Author(s):  
Arnaud Dufays ◽  
Elysee Aristide Houndetoungan ◽  
Alain Coën
Keyword(s):  
Time Series ◽  
Hedge Fund ◽  
Expectation Maximization Algorithm ◽  
Model Parameters ◽  
Relevant Parameter ◽  
Time Varying ◽  
Long Time ◽  
Model Selection Uncertainty ◽  
Penalized Likelihood Approach ◽  
Changes Over Time

Abstract Change-point (CP) processes are one flexible approach to model long time series. We propose a method to uncover which model parameters truly vary when a CP is detected. Given a set of breakpoints, we use a penalized likelihood approach to select the best set of parameters that changes over time and we prove that the penalty function leads to a consistent selection of the true model. Estimation is carried out via the deterministic annealing expectation-maximization algorithm. Our method accounts for model selection uncertainty and associates a probability to all the possible time-varying parameter specifications. Monte Carlo simulations highlight that the method works well for many time series models including heteroskedastic processes. For a sample of fourteen hedge fund (HF) strategies, using an asset-based style pricing model, we shed light on the promising ability of our method to detect the time-varying dynamics of risk exposures as well as to forecast HF returns.

Information-based analysis of the coupling between brain and heart reactions to olfactory stimulation

2021 ◽  
pp. 1-11
Author(s):  
Najmeh Pakniyat ◽  
Mohammad Hossein Babini ◽  
Vladimir V. Kulish ◽  
Hamidreza Namazi
Keyword(s):  
Time Series ◽  
Biomedical Science ◽  
Strongly Correlated ◽  
Eeg Signals ◽  
Ecg Signals ◽  
Olfactory Stimuli ◽  
Electrocardiogram Ecg ◽  
First Time ◽  
Electroencephalogram Eeg ◽  
The Brain

BACKGROUND: Analysis of the heart activity is one of the important areas of research in biomedical science and engineering. For this purpose, scientists analyze the activity of the heart in various conditions. Since the brain controls the heart’s activity, a relationship should exist among their activities. OBJECTIVE: In this research, for the first time the coupling between heart and brain activities was analyzed by information-based analysis. METHODS: Considering Shannon entropy as the indicator of the information of a system, we recorded electroencephalogram (EEG) and electrocardiogram (ECG) signals of 13 participants (7 M, 6 F, 18–22 years old) in different external stimulations (using pineapple, banana, vanilla, and lemon flavors as olfactory stimuli) and evaluated how the information of EEG signals and R-R time series (as heart rate variability (HRV)) are linked. RESULTS: The results indicate that the changes in the information of the R-R time series and EEG signals are strongly correlated (ρ=-0.9566). CONCLUSION: We conclude that heart and brain activities are related.

Hysteretic Poisson INGARCH model for integer-valued time series

2017 ◽  
Vol 17 (6) ◽  
pp. 401-422 ◽  
Author(s):  
Buu-Chau Truong ◽  
Cathy WS Chen ◽  
Songsak Sriboonchitta
Keyword(s):  
Time Series ◽  
Model Comparison ◽  
Monte Carlo Sampling ◽  
Information Criteria ◽  
Model Parameters ◽  
Modelling Framework ◽  
South Wales ◽  
Proposed Model ◽  
Over Dispersion ◽  
Ingarch Model

This study proposes a new model for integer-valued time series—the hysteretic Poisson integer-valued generalized autoregressive conditionally heteroskedastic (INGARCH) model—which has an integrated hysteresis zone in the switching mechanism of the conditional expectation. Our modelling framework provides a parsimonious representation of the salient features of integer-valued time series, such as discreteness, over-dispersion, asymmetry and structural change. We adopt Bayesian methods with a Markov chain Monte Carlo sampling scheme to estimate model parameters and utilize the Bayesian information criteria for model comparison. We then apply the proposed model to five real time series of criminal incidents recorded by the New South Wales Police Force in Australia. Simulation results and empirical analysis highlight the better performance of hysteresis in modelling the integer-valued time series.

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