<p>Ground motion monitoring is one of the main goals in the geoscientist community and at the time it is mainly performed by analyzing time series of data. Our capability of describing the most significant features characterizing the time evolution of a point-position is affected by the presence of undetected discontinuities in the time series. One of the most critical aspects in the automated time series analysis, which is quite necessary since the amount of data is increasing more and more, is still the detection of discontinuities and in particular the definition of their epoch. A number of algorithms have already been developed and proposed to the community in the last years, following different statistical approaches and different hypotheses on the coordinates behavior. In this work, we have chosen to analyze GNSS time series and to use an already published algorithm (STARS) for jump detection as a benchmark to test our approach, consisting of pre-treating the time series to be analyzed using a neural network. In particular, we chose a Long Short Term Memory (LSTM) neural network belonging to the class of the Recurrent Neural Networks (RNNs), ad hoc modified for the GNSS time series analysis. We focused both on the training algorithm and the testing one. The latter has been the object of a parametric test to find out the number of predicted data that mostly emphasize our capability of detecting jump discontinuities. Results will be presented considering several GNSS time series of daily positions. Finally, a discussion on the possible integration of machine learning approaches and classical deterministic approaches will be done.</p>
A Time Series Analysis of the Nexus Between Macroeconomic Fundamentals and Stock Prices in Nigeria
