scholarly journals Fractal dimensions of wildfire spreading

2014 ◽  
Vol 21 (4) ◽  
pp. 815-823 ◽  
Author(s):  
S.-L. Wang ◽  
H.-I. Lee ◽  
S.-P. Li
Keyword(s):  
Time Series ◽  
Cellular Automata ◽  
Empirical Data ◽  
Time Series Data ◽  
Numerical Study ◽  
Fractal Dimensions ◽  
Series Data ◽  
Geological Features ◽  
The Us ◽  
Good Agreement

Abstract. The time series data of 31 wildfires in 2012 in the US were analyzed. The fractal dimensions (FD) of the wildfires during spreading were studied and their geological features were identified. A growth model based on the cellular automata method is proposed here. Numerical study was performed and is shown to give good agreement with the fractal dimensions and scaling behaviors of the corresponding empirical data.

scholarly journals ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI IMPOR BERAS DI INDONESIA

2019 ◽  
Vol 11 (2) ◽  
pp. 183-201
Author(s):  
Yona Namira ◽  
Iskandar Andi Nuhung ◽  
Mudatsir Najamuddin
Keyword(s):  
Time Series ◽  
Linear Regression ◽  
Multiple Linear Regression ◽  
Time Series Data ◽  
Series Data ◽  
Test Results ◽  
The Us ◽  
Rice Prices ◽  
Us Dollar ◽  
Spss Software

This study aims to 1) identify factors that affect the import of rice in Indonesia 2) analyze the influence of these factors on imports of rice in Indonesia. The data used in this research are time series data from 1994 to 2013 from the Central Statistics Agency (BPS), the Ministry of Agriculture, Ministry of Commerce, National Logistics Agency (Bulog), and Bank Indonesia. Multiple linear regression through SPSS software version 21 was employed to analyze the data. The test results together indicated the variables of productions, consumptions, stocks of rice, domestic rice prices, international rice prices and the rupiah against the US dollar affect the imports of rice in Indonesia.

scholarly journals Are predator-prey model predictions supported by empirical data? Evidence for a storm-driven shift to an alternative stable state in a crab-clam system

2020 ◽  
Vol 645 ◽  
pp. 83-90
Author(s):  
CN Glaspie ◽  
RD Seitz ◽  
RN Lipcius
Keyword(s):  
Time Series ◽  
Empirical Data ◽  
Time Series Data ◽  
Steady States ◽  
Series Data ◽  
Low Density ◽  
Predator Prey ◽  
Predator Prey Model ◽  
Model Predictions ◽  
Analysis Of Time Series

A dynamic systems approach can predict steady states in predator-prey interactions, but there are very few examples of predictions from predator-prey models conforming to empirical data. Here, we examined the evidence for the low-density steady state predicted by a Lotka-Volterra model of a crab-clam predator-prey system using data from long-term monitoring, and data from a previously published field survey and field predation experiment. Changepoint analysis of time series data indicate that a shift to low density occurred for the soft-shell clam Mya arenaria in 1972, the year of Tropical Storm Agnes. A possible mechanism for the shift is that Agnes altered predator-prey dynamics between M. arenaria and the blue crab Callinectes sapidus, shifting from a system controlled from the bottom up by prey resources, to a system controlled from the top down by predation pressure on bivalves, which is supported by a correlation analysis of time series data. Predator-prey ordinary differential equation models with these 2 species were analyzed for steady states, and low-density steady states were similar to previously published clam densities and mortality rates, consistent with the idea that C. sapidus is a major driver of M. arenaria population dynamics. Relatively simple models can predict shifts to alternative stable states, as shown by agreement between model predictions (this study) and published field data in this system. The preponderance of multispecies interactions exhibiting nonlinear dynamics indicates that this may be a general phenomenon.

scholarly journals Pemodelan Data Time Series dengan Pendekatan Regresi Nonparametrik B-Spline

AKSIOMA ◽  
2020 ◽  
Vol 11 (1) ◽  
pp. 9-16
Author(s):  
Zulaiha Rahasia ◽  
Resmawan Resmawan ◽  
Dewi Rahmawaty Isa
Keyword(s):  
Time Series ◽  
Cross Validation ◽  
Time Series Data ◽  
Series Data ◽  
B Spline ◽  
Generalized Cross Validation ◽  
Nonparametric Approach ◽  
Currency Exchange ◽  
Currency Exchange Rates ◽  
The Us

Spline is one of the nonparametric approach, to adjust data so the final model has good flexibility. The purpose of this research is to model the time series data in the form of currency exchange rates by using the nonparametric B-spline approach. In B-spline modelling, determination of the order for the model, and the number and the placement of the knot are the criteria that must be considered. The best B-spline model obtained based on the selection of the optimal knot points with minimum Generalized Cross Validation (GCV) criteria. The modelling in this research use data on the exchange rate of the rupiah toward the US dollar in the period January 2014 - December 2018. The best B-spline model obtained by the 2 point knot approach, at points 11935.10 and 12438.29, with GCV valueequals to 55683.09.Keywords: Nonparametric Regression; B-Spline; Generalized Cross Validation

scholarly journals Approaching Stock Market Trading with Echo State Networks

2020 ◽  
Vol 9 (2) ◽  
Author(s):  
Dev Patel ◽  
Krish Patel ◽  
Charles Dela Cuesta
Keyword(s):  
Time Series ◽  
Stock Market ◽  
Prediction Models ◽  
Time Series Data ◽  
Short Term Memory ◽  
Time Series Prediction ◽  
Modern Society ◽  
Series Data ◽  
Echo State Networks ◽  
The Us

The US stock market is an integral part of modern society. Nearly 55% of Americans  own corporate shares in the US stock market (What Percentage of Americans Own Stock?, 2019), and as of June 30th, 2020, the total value of the US stock market was over 35 trillion USD (Total Market Value of U.S. Stock Market, 2020). The stock market is also extremely volatile, and many people have gone bankrupt from poor investments. To minimize the risk and capitalize off the massive amounts of data on corporations and share prices present in the world, algorithmic trading began to rise. Trading algorithms have the potential for huge returns, and while many algorithms employ strategies like Long-Short Equity, very few attempt to use machine learning due to the unpredictable nature of the stock market. Many time series prediction models like autoregressive integrated moving average (ARIMA), and even neural networks like long short term memory (LSTMs) often fail when predicting stock market data, because unlike other time series data, the stock market is almost never univariate, or follows seasonal trends. However, where other models come short, echo state networks (ESNs) excel, due to their reservoir like computing model, which allows them to perform better on messy, non traditional time series data. Using a combination of ESNs to predict prices, and clustering we created an algorithm model that can predict trends with over 95% confidence, but had mixed results accurately predicting returns.

scholarly journals The COVID-19 Infection Diffusion in the US and Japan: A Graph-Theoretical Approach

Biology ◽  
2022 ◽  
Vol 11 (1) ◽  
pp. 125
Author(s):  
Mohammad Reza Davahli ◽  
Waldemar Karwowski ◽  
Krzysztof Fiok ◽  
Atsuo Murata ◽  
Nabin Sapkota ◽  
...  
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Network Dynamics ◽  
Clustering Coefficient ◽  
Series Data ◽  
Spreading Dynamics ◽  
The Us ◽  
Graph Theoretical Approach ◽  
Complex Phenomena ◽  
Global And Local

Coronavirus disease 2019 (COVID-19) was first discovered in China; within several months, it spread worldwide and became a pandemic. Although the virus has spread throughout the globe, its effects have differed. The pandemic diffusion network dynamics (PDND) approach was proposed to better understand the spreading behavior of COVID-19 in the US and Japan. We used daily confirmed cases of COVID-19 from 5 January 2020 to 31 July 2021, for all states (prefectures) of the US and Japan. By applying the pandemic diffusion network dynamics (PDND) approach to COVID-19 time series data, we developed diffusion graphs for the US and Japan. In these graphs, nodes represent states and prefectures (regions), and edges represent connections between regions based on the synchrony of COVID-19 time series data. To compare the pandemic spreading dynamics in the US and Japan, we used graph theory metrics, which targeted the characterization of COVID-19 bedhavior that could not be explained through linear methods. These metrics included path length, global and local efficiency, clustering coefficient, assortativity, modularity, network density, and degree centrality. Application of the proposed approach resulted in the discovery of mostly minor differences between analyzed countries. In light of these findings, we focused on analyzing the reasons and defining research hypotheses that, upon addressing, could shed more light on the complex phenomena of COVID-19 virus spread and the proposed PDND methodology.

Graphical Exploratory Data Analysis for Categorical Longitudinal and Time Series Data

2013 ◽  
Author(s):  
Stephen J. Tueller ◽  
Richard A. Van Dorn ◽  
Georgiy Bobashev ◽  
Barry Eggleston
Keyword(s):  
Time Series ◽  
Data Analysis ◽  
Exploratory Data Analysis ◽  
Time Series Data ◽  
Series Data ◽  
Exploratory Data

Faktor-Faktor Yang Mempengaruhi Nilai Tukar Dollar Amerika Serikat Terhadap Rupiah Tahun 2000–2013

2017 ◽  
Vol 1 (2) ◽  
pp. 177-191
Author(s):  
Rizki Rahma Kusumadewi ◽  
Wahyu Widayat
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Money Supply ◽  
Time Series Data ◽  
The United States ◽  
Economic Conditions ◽  
Series Data ◽  
Arch Model ◽  
United States Dollar ◽  
The Exchange Rate

Exchange rate is one tool to measure a country’s economic conditions. The growth of a stable currency value indicates that the country has a relatively good economic conditions or stable. This study has the purpose to analyze the factors that affect the exchange rate of the Indonesian Rupiah against the United States Dollar in the period of 2000-2013. The data used in this study is a secondary data which are time series data, made up of exports, imports, inflation, the BI rate, Gross Domestic Product (GDP), and the money supply (M1) in the quarter base, from first quarter on 2000 to fourth quarter on 2013. Regression model time series data used the ARCH-GARCH with ARCH model selection indicates that the variables that significantly influence the exchange rate are exports, inflation, the central bank rate and the money supply (M1). Whereas import and GDP did not give any influence.

An Anomaly Detection Method with Exemplar Subsequence for Time Series Data

2016 ◽  
Vol 136 (3) ◽  
pp. 363-372
Author(s):  
Takaaki Nakamura ◽  
Makoto Imamura ◽  
Masashi Tatedoko ◽  
Norio Hirai
Keyword(s):  
Time Series ◽  
Anomaly Detection ◽  
Time Series Data ◽  
Detection Method ◽  
Series Data
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