Improved Responses with Multitaper Spectral Analysis for Magnetotelluric Time Series Data Processing:Examples from Field Data

In order to attain good quality transfer function estimates from magnetotelluric field data(i.e.,smooth behavior and small uncertainties across all frequencies),we compare time series data processing with and without a multitaper approach for spectral estimation.There are several common ways to increase the reliability of the Fourier spectral estimation from experimental(noisy)data;for example to subdivide the experimental time series into segments,taper these segments(using single taper),perform the Fourier transform of the individual segments,and average the resulting spectra.

Periodic signal extraction of GNSS height time series based on adaptive singular spectrum analysis

Singular spectrum analysis is widely used in geodetic time series analysis.However,when extracting time-varying periodic signals from a large number of Global Navigation Satellite System(GNSS)time series,the selection of appropriate embedding window size and principal components makes this method cumbersome and inefficient.To improve the efficiency and accuracy of singular spectrum analysis,this paper proposes an adaptive singular spectrum analysis method by combining spectrum analysis with a new trace matrix.The running time and correlation analysis indicate that the proposed method can adaptively set the embedding window size to extract the time-varying periodic signals from GNSS time series,and the extraction efficiency of a single time series is six times that of singular spectrum analysis.The method is also accurate and more suitable for time-varying periodic signal analysis of global GNSS sites.

Time series analysis-based seasonal autoregressive fractionally integrated moving average to estimate hepatitis B and C epidemics in China

BACKGROUND Hepatitis B(HB)and hepatitis C(HC)place the largest burden in China,and a goal of eliminating them as a major public health threat by 2030 has been set.Making more informed and accurate forecasts of their spread is essential for developing effective strategies,heightening the requirement for early warning to deal with such a major public health threat.AIM To monitor HB and HC epidemics by the design of a paradigmatic seasonal autoregressive fractionally integrated moving average(SARFIMA)for projections into 2030,and to compare the effectiveness with the seasonal autoregressive integrated moving average(SARIMA).METHODS Monthly HB and HC incidence cases in China were obtained from January 2004 to June 2023.Descriptive analysis and the Hodrick-Prescott method were employed to identify trends and seasonality.Two periods(from January 2004 to June 2022 and from January 2004 to December 2015,respectively)were used as the training sets to develop both models,while the remaining periods served as the test sets to evaluate the forecasting accuracy.RESULTS There were incidents of 23400874 HB cases and 3590867 HC cases from January 2004 to June 2023.Overall,HB remained steady[average annual percentage change(AAPC)=0.44,95%confidence interval(95%CI):-0.94-1.84]while HC was increasing(AAPC=8.91,95%CI:6.98-10.88),and both had a peak in March and a trough in February.In the 12-step-ahead HB forecast,the mean absolute deviation(15211.94),root mean square error(18762.94),mean absolute percentage error(0.17),mean error rate(0.15),and root mean square percentage error(0.25)under the best SARFIMA(3,0,0)(0,0.449,2)12 were smaller than those under the best SARIMA(3,0,0)(0,1,2)12(16867.71,20775.12,0.19,0.17,and 0.27,respectively).Similar results were also observed for the 90-step-ahead HB,12-step-ahead HC,and 90-step-ahead HC forecasts.The predicted HB incidents totaled 9865400(95%CI:7508093-12222709)cases and HC totaled 1659485(95%CI:856681-2462290)cases during 2023-2030.CONCLUSION Under current interventions,China faces enormous challenges to eliminate HB and HC epidemics by 2030,and effective strategies must be reinforced.The integration of SARFIMA into public health for the management of HB and HC epidemics can potentially result in more informed and efficient interventions,surpassing the capabilities of SARIMA.

Applications of time series analysis in epidemiology: Literature review and our experience during COVID-19 pandemic

Time series analysis is a valuable tool in epidemiology that complements the classical epidemiological models in two different ways:Prediction and forecast.Prediction is related to explaining past and current data based on various internal and external influences that may or may not have a causative role.Forecasting is an exploration of the possible future values based on the predictive ability of the model and hypothesized future values of the external and/or internal influences.The time series analysis approach has the advantage of being easier to use(in the cases of more straightforward and linear models such as Auto-Regressive Integrated Moving Average).Still,it is limited in forecasting time,unlike the classical models such as Susceptible-Exposed-Infectious-Removed.Its applicability in forecasting comes from its better accuracy for short-term prediction.In its basic form,it does not assume much theoretical knowledge of the mechanisms of spreading and mutating pathogens or the reaction of people and regulatory structures(governments,companies,etc.).Instead,it estimates from the data directly.Its predictive ability allows testing hypotheses for different factors that positively or negatively contribute to the pandemic spread;be it school closures,emerging variants,etc.It can be used in mortality or hospital risk estimation from new cases,seroprevalence studies,assessing properties of emerging variants,and estimating excess mortality and its relationship with a pandemic.

Time Series Analysis and Prediction of COVID-19 Pandemic Using Dynamic Harmonic Regression Models

Rapidly spreading COVID-19 virus and its variants, especially in metropolitan areas around the world, became a major health public concern. The tendency of COVID-19 pandemic and statistical modelling represents an urgent challenge in the United States for which there are few solutions. In this paper, we demonstrate combining Fourier terms for capturing seasonality with ARIMA errors and other dynamics in the data. Therefore, we have analyzed 156 weeks COVID-19 dataset on national level using Dynamic Harmonic Regression model, including simulation analysis and accuracy improvement from 2020 to 2023. Most importantly, we provide new advanced pathways which may serve as targets for developing new solutions and approaches.

Comparative Analysis of Climatic Change Trend and Change-Point Analysis for Long-Term Daily Rainfall Annual Maximum Time Series Data in Four Gauging Stations in Niger Delta

The aim of this study is to establish the prevailing conditions of changing climatic trends and change point dates in four selected meteorological stations of Uyo, Benin, Port Harcourt, and Warri in the Niger Delta region of Nigeria. Using daily or 24-hourly annual maximum series (AMS) data with the Indian Meteorological Department (IMD) and the modified Chowdury Indian Meteorological Department (MCIMD) models were adopted to downscale the time series data. Mann-Kendall (MK) trend and Sen’s Slope Estimator (SSE) test showed a statistically significant trend for Uyo and Benin, while Port Harcourt and Warri showed mild trends. The Sen’s Slope magnitude and variation rate were 21.6, 10.8, 6.00 and 4.4 mm/decade, respectively. The trend change-point analysis showed the initial rainfall change-point dates as 2002, 2005, 1988, and 2000 for Uyo, Benin, Port Harcourt, and Warri, respectively. These prove positive changing climatic conditions for rainfall in the study area. Erosion and flood control facilities analysis and design in the Niger Delta will require the application of Non-stationary IDF modelling.

Automated Machine Learning Algorithm Using Recurrent Neural Network to Perform Long-Term Time Series Forecasting

Long-term time series forecasting stands as a crucial research domain within the realm of automated machine learning(AutoML).At present,forecasting,whether rooted in machine learning or statistical learning,typically relies on expert input and necessitates substantial manual involvement.This manual effort spans model development,feature engineering,hyper-parameter tuning,and the intricate construction of time series models.The complexity of these tasks renders complete automation unfeasible,as they inherently demand human intervention at multiple junctures.To surmount these challenges,this article proposes leveraging Long Short-Term Memory,which is the variant of Recurrent Neural Networks,harnessing memory cells and gating mechanisms to facilitate long-term time series prediction.However,forecasting accuracy by particular neural network and traditional models can degrade significantly,when addressing long-term time-series tasks.Therefore,our research demonstrates that this innovative approach outperforms the traditional Autoregressive Integrated Moving Average(ARIMA)method in forecasting long-term univariate time series.ARIMA is a high-quality and competitive model in time series prediction,and yet it requires significant preprocessing efforts.Using multiple accuracy metrics,we have evaluated both ARIMA and proposed method on the simulated time-series data and real data in both short and long term.Furthermore,our findings indicate its superiority over alternative network architectures,including Fully Connected Neural Networks,Convolutional Neural Networks,and Nonpooling Convolutional Neural Networks.Our AutoML approach enables non-professional to attain highly accurate and effective time series forecasting,and can be widely applied to various domains,particularly in business and finance.

Price Prediction of Seasonal Items Using Time Series Analysis

The price prediction task is a well-studied problem due to its impact on the business domain.There are several research studies that have been conducted to predict the future price of items by capturing the patterns of price change,but there is very limited work to study the price prediction of seasonal goods(e.g.,Christmas gifts).Seasonal items’prices have different patterns than normal items;this can be linked to the offers and discounted prices of seasonal items.This lack of research studies motivates the current work to investigate the problem of seasonal items’prices as a time series task.We proposed utilizing two different approaches to address this problem,namely,1)machine learning(ML)-based models and 2)deep learning(DL)-based models.Thus,this research tuned a set of well-known predictive models on a real-life dataset.Those models are ensemble learning-based models,random forest,Ridge,Lasso,and Linear regression.Moreover,two new DL architectures based on gated recurrent unit(GRU)and long short-term memory(LSTM)models are proposed.Then,the performance of the utilized ensemble learning and classic ML models are compared against the proposed two DL architectures on different accuracy metrics,where the evaluation includes both numerical and visual comparisons of the examined models.The obtained results show that the ensemble learning models outperformed the classic machine learning-based models(e.g.,linear regression and random forest)and the DL-based models.

A Cross-Reference Method for Nonlinear Time Series Analysis in Semi-Blind Case

In this paper, we propose a cross reference method for nonlinear time series analyzing in semi blind case, that is, the dynamic equations modeling the time series are known but the corresponding parameters are not. The tasks of noise reduction and parameter estimation which were fulfilled separately before are combined iteratively. With the positive interaction between the two processing modules, the method is somewhat superior. Some prior work can be viewed as special cases of this general framework. The simulations for noise reduction and parameter estimation of contaminated chaotic time series show improved performance of our method compared with previous work.

Gross errors identification and correction of in-vehicle MEMS gyroscope based on time series analysis

This paper presents a novel approach to identify and correct the gross errors in the microelectromechanical system （MEMS） gyroscope used in ground vehicles by means of time series analysis. According to the characteristics of autocorrelation function （ACF） and partial autocorrelation function （PACF）, an autoregressive integrated moving average （ARIMA） model is roughly constructed. The rough model is optimized by combining with Akaike＇s information criterion （A/C）, and the parameters are estimated based on the least squares algorithm. After validation testing, the model is utilized to forecast the next output on the basis of the previous measurement. When the difference between the measurement and its prediction exceeds the defined threshold, the measurement is identified as a gross error and remedied by its prediction. A case study on the yaw rate is performed to illustrate the developed algorithm. Experimental results demonstrate that the proposed approach can effectively distinguish gross errors and make some reasonable remedies.

Advancing Autoencoder Architectures for Enhanced Anomaly Detection in Multivariate Industrial Time Series

In the context of rapid digitization in industrial environments,how effective are advanced unsupervised learning models,particularly hybrid autoencoder models,at detecting anomalies in industrial control system(ICS)datasets?This study is crucial because it addresses the challenge of identifying rare and complex anomalous patterns in the vast amounts of time series data generated by Internet of Things(IoT)devices,which can significantly improve the reliability and safety of these systems.In this paper,we propose a hybrid autoencoder model,called ConvBiLSTMAE,which combines convolutional neural network(CNN)and bidirectional long short-term memory(BiLSTM)to more effectively train complex temporal data patterns in anomaly detection.On the hardware-in-the-loopbased extended industrial control system dataset,the ConvBiLSTM-AE model demonstrated remarkable anomaly detection performance,achieving F1 scores of 0.78 and 0.41 for the first and second datasets,respectively.The results suggest that hybrid autoencoder models are not only viable,but potentially superior alternatives for unsupervised anomaly detection in complex industrial systems,offering a promising approach to improving their reliability and safety.

Temporal-spatial cross-correlation analysis of non-stationary near-surface wind speed time series

Temporal-spatial cross-correlation analysis of non-stationary wind speed time series plays a crucial role in wind field reconstruction as well as in wind pattern recognition.Firstly,the near-surface wind speed time series recorded at different locations are studied using the detrended fluctuation analysis(DFA),and the corresponding scaling exponents are larger than 1.This indicates that all these wind speed time series have non-stationary characteristics.Secondly,concerning this special feature( i.e.,non-stationarity)of wind signals,a cross-correlation analysis method,namely detrended cross-correlation analysis(DCCA) coefficient,is employed to evaluate the temporal-spatial cross-correlations between non-stationary time series of different anemometer pairs.Finally,experiments on ten wind speed data synchronously collected by the ten anemometers with equidistant arrangement illustrate that the method of DCCA cross-correlation coefficient can accurately analyze full-scale temporal-spatial cross-correlation between non-stationary time series and also can easily identify the seasonal component,while three traditional cross-correlation techniques(i.e.,Pearson coefficient,cross-correlation function,and DCCA method) cannot give us these information directly.

Correlation between detrended fluctuation analysis and the Lempel-Ziv complexity in nonlinear time series analysis

We study the correlation between detrended fluctuation analysis（DFA） and the Lempel-Ziv complexity（LZC） in nonlinear time series analysis in this paper.Typical dynamic systems including a logistic map and a Duffing model are investigated.Moreover,the influence of Gaussian random noise on both the DFA and LZC are analyzed.The results show a high correlation between the DFA and LZC,which can quantify the non-stationarity and the nonlinearity of the time series,respectively.With the enhancement of the random component,the exponent α and the normalized complexity index C show increasing trends.In addition,C is found to be more sensitive to the fluctuation in the nonlinear time series than α.Finally,the correlation between the DFA and LZC is applied to the extraction of vibration signals for a reciprocating compressor gas valve,and an effective fault diagnosis result is obtained.

Time-series analysis with a hybrid Box-Jenkins ARIMA

Time-series analysis is important to a wide range of disciplines transcending both the physical and social sciences for proactive policy decisions. Statistical models have sound theoretical basis and have been successfully used in a number of problem domains in time series forecasting. Due to power and flexibility, Box-Jenkins ARIMA model has gained enormous popularity in many areas and research practice for the last three decades. More recently, the neural networks have been shown to be a promising alternative tool for modeling and forecasting owing to their ability to capture the nonlinearity in the data. However, despite the popularity and the superiority of ARIMA and ANN models, the empirical forecasting performance has been rather mixed so that no single method is best in every situation. In this study, a hybrid ARIMA and neural networks model to time series forecasting is proposed. The basic idea behind the model combination is to use each model’s unique features to capture different patterns in the data. With three real data sets, empirical results evidently show that the hybrid model outperforms ARIMA and ANN model noticeably in terms of forecasting accuracy used in isolation.

Clustering Structure Analysis in Time-Series Data With Density-Based Clusterability Measure

Clustering is used to gain an intuition of the struc tures in the data.Most of the current clustering algorithms pro duce a clustering structure even on data that do not possess such structure.In these cases,the algorithms force a structure in the data instead of discovering one.To avoid false structures in the relations of data,a novel clusterability assessment method called density-based clusterability measure is proposed in this paper.I measures the prominence of clustering structure in the data to evaluate whether a cluster analysis could produce a meaningfu insight to the relationships in the data.This is especially useful in time-series data since visualizing the structure in time-series data is hard.The performance of the clusterability measure is evalu ated against several synthetic data sets and time-series data sets which illustrate that the density-based clusterability measure can successfully indicate clustering structure of time-series data.

Time Series Analysis of Energy Intensity, Value Added Tax and Corporate Income Tax: A Case Study of the Non-Ferrous Metal Industry, Jiangxi Province, China

Unprecedented industrialization and urbanization have led to China’s poor energy efficiency. In response, the Chinese government has set goals to reduce energy consumption that may include implementing new tax policies. In this paper, we investigate the relationship between energy intensity, an indicator that measures the efficiency of energy consumption, and two sources of government revenue in China (i.e., value-added tax (VAT) and corporate income tax). As a case study, we developed a Granger co-integration model to analyze the dynamic relationship of energy intensity, VAT and corporate income tax in the non-ferrous metal industry, Jiangxi Province, China, between 1996 and 2010. Augmented Dickey-Fuller tests were used to validate the model. In our time series analyses, we found when controlling for corporate income tax, a one log unit increase of VAT resulted in a decrease of 1.17 log units of energy intensity. However, when controlling for VAT, a one log unit increase of corporate income tax resulted in an increase of 0.34 log units of energy intensity. Understanding the relationship between energy intensity and taxation in industries that consume high volumes of energy can greatly enhance China’s goal to reduce energy consumption. We believe our findings add to this on-going discussion.

Time series analysis of correlativity between pulmonary tuberculosis and seasonal meteorological factors based on theory of Human-Environmental Inter Relation

Objective:This paper aims to study the correlativity between the number of pulmonary tuberculosis (PTB) cases and seasonal meteorological factors in Beijing.Methods:Based on theory of Human-Environmental Inter Relation in Huangdi's Internal Classics,we adopted monthly cases of PTB in Beijing from 2004 to 2011,and established a Seasonal Autoregressive Integrated Moving Average (SARIMA) model.Using the cross-correlation function (CCF),we then analyzed the correlation between meteorological factors and number of infected patients.The related meteorological factors were subsequently integrated,to establish a Seasonal Autoregressive Integrated Moving Average with explanatory variables (SARIMAX) model,which was used to estimate and verify the number of PTB cases in 2012.Results:In this study,a SARIMA(0,1,1) (0,1,1)12 model was established;CCF analysis was used to reveal the correlativity between PTB and precipitation with 1 lag,relative humidity with 1 lag.Then,integrated with relative humidity with 1 lag (β =2.405,95% confidence interval:0.433-4.377),the SARIMAX prediction model was proved to be an accurate approach for predicting local situations of PTB occurrence.Conclusions:The occurrence of PTB is correlated with seasonal meteorological factors.Combining these factors,an exact prediction model can be established,to estimate of the number of PTB infected patients.

Feature extraction and damage alarming using time series analysis

Aiming at the problem of on-line damage diagnosis in structural health monitoring （SHM）, an algorithm of feature extraction and damage alarming based on auto-regressive moving-average （ARMA） time series analysis is presented. The monitoring data were first modeled as ARMA models, while a principalcomponent matrix derived from the AR coefficients of these models was utilized to establish the Mahalanobisdistance criterion functions. Then, a new damage-sensitive feature index DDSF is proposed. A hypothesis test involving the t-test method is further applied to obtain a decision of damage alarming as the mean value of DDSF had significantly changed after damage. The numerical results of a three-span-girder model shows that the defined index is sensitive to subtle structural damage, and the proposed algorithm can be applied to the on-line damage alarming in SHM.

SA SIGNAL TIME SERIES ANALYSIS

分析了进行GPS SA研究的必要性,选择Trimble公司的Model 4000RL GPS接收机于定点采集数据,通过定位计算和时钟偏移滤波相结合的方法分离SA信号,经检验指出SA信号基本是零均值的平稳随机过程,并具有ARMA(3,2)的结构,对200个模型参数的频域和时域的分析,认为所有模型都是稳定的,进行预测和滤波将是收敛的。

Short and Long-Term Time Series Forecasting Stochastic Analysis for Slow Dynamic Processes

This paper intends to develop suitable methods to provide likely scenarios in order to support decision making for slow dynamic processes such as the underlying of agribusiness. A new method to analyze the short- and long-term time series forecast and to model the behavior of the underlying process using nonlinear artificial neural networks (ANN) is presented. The algorithm can effectively forecast the time-series data by stochastic analysis (Monte Carlo) of its future behavior using fractional Gaussian noise (fGn). The algorithm was used to forecast country risk time series for several countries, both for short term that is 30 days ahead and long term 350 days ahead scenarios.