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 Data and Analysis Software of Connected Vehicles

In this study,we developed software for vehicle big data analysis to analyze the time-series data of connected vehicles.We designed two software modules:The rst to derive the Pearson correlation coefcients to analyze the collected data and the second to conduct exploratory data analysis of the collected vehicle data.In particular,we analyzed the dangerous driving patterns of motorists based on the safety standards of the Korea Transportation Safety Authority.We also analyzed seasonal fuel efciency(four seasons)and mileage of vehicles,and identied rapid acceleration,rapid deceleration,sudden stopping(harsh braking),quick starting,sudden left turn,sudden right turn and sudden U-turn driving patterns of vehicles.We implemented the density-based spatial clustering of applications with a noise algorithm for trajectory analysis based on GPS(Global Positioning System)data and designed a long shortterm memory algorithm and an auto-regressive integrated moving average model for time-series data analysis.In this paper,we mainly describe the development environment of the analysis software,the structure and data ow of the overall analysis platform,the conguration of the collected vehicle data,and the various algorithms used in the analysis.Finally,we present illustrative results of our analysis,such as dangerous driving patterns that were detected.

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.

VARIATIONAL ANALYSIS FOR THE MAXIMAL TIME FUNCTION IN NORMED SPACES

For a general normed vector space,a special optimal value function called a maximal time function is considered.This covers the farthest distance function as a special case,and has a close relationship with the smallest enclosing ball problem.Some properties of the maximal time function are proven,including the convexity,the lower semicontinuity,and the exact characterizations of its subdifferential formulas.

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.

Bunch-length measurement at a bunch-by-bunch rate based on time–frequency-domain joint analysis techniques and its application

This paper presents a new technique for measuring the bunch length of a high-energy electron beam at a bunch-by-bunch rate in storage rings.This technique uses the time–frequency-domain joint analysis of the bunch signal to obtain bunch-by-bunch and turn-by-turn longitudinal parameters,such as bunch length and synchronous phase.The bunch signal is obtained using a button electrode with a bandwidth of several gigahertz.The data acquisition device was a high-speed digital oscilloscope with a sampling rate of more than 10 GS/s,and the single-shot sampling data buffer covered thousands of turns.The bunch-length and synchronous phase information were extracted via offline calculations using Python scripts.The calibration coefficient of the system was determined using a commercial streak camera.Moreover,this technique was tested on two different storage rings and successfully captured various longitudinal transient processes during the harmonic cavity debugging process at the Shanghai Synchrotron Radiation Facility(SSRF),and longitudinal instabilities were observed during the single-bunch accumulation process at Hefei Light Source(HLS).For Gaussian-distribution bunches,the uncertainty of the bunch phase obtained using this technique was better than 0.2 ps,and the bunch-length uncertainty was better than 1 ps.The dynamic range exceeded 10 ms.This technology is a powerful and versatile beam diagnostic tool that can be conveniently deployed in high-energy electron storage rings.

Nonlinear Time History Analysis for the Different Column Orientations under Seismic Wave Synthetic Approach

The significant impact of earthquakes on human lives and the built environment underscores the extensive human and economic losses caused by structural collapses. Over the years, researchers have focused on improving seismic design to mitigate earthquake-induced damages and enhance structural performance. In this study, a specific reinforced concrete (RC) frame structure at Kyungpook National University, designed for educational purposes, is analyzed as a representative case. Utilizing SAP 2000, the research conducts a nonlinear time history analysis to assess the structural performance under seismic conditions. The primary objective is to evaluate the influence of different column section designs, while maintaining identical column section areas, on structural behavior. The study employs two distinct seismic waves from Abeno (ABN) and Takatori (TKT) for the analysis, comparing the structural performance under varying seismic conditions. Key aspects examined include displacement, base shear force, base moment, joint radians, and layer displacement angle. This research is anticipated to serve as a valuable reference for seismic restraint reinforcement work on RC buildings, enriching the methods used for evaluating structures through nonlinear time history analysis based on the synthetic seismic wave approach.

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。

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.

Cyber Resilience through Real-Time Threat Analysis in Information Security

This paper examines how cybersecurity is developing and how it relates to more conventional information security. Although information security and cyber security are sometimes used synonymously, this study contends that they are not the same. The concept of cyber security is explored, which goes beyond protecting information resources to include a wider variety of assets, including people [1]. Protecting information assets is the main goal of traditional information security, with consideration to the human element and how people fit into the security process. On the other hand, cyber security adds a new level of complexity, as people might unintentionally contribute to or become targets of cyberattacks. This aspect presents moral questions since it is becoming more widely accepted that society has a duty to protect weaker members of society, including children [1]. The study emphasizes how important cyber security is on a larger scale, with many countries creating plans and laws to counteract cyberattacks. Nevertheless, a lot of these sources frequently neglect to define the differences or the relationship between information security and cyber security [1]. The paper focus on differentiating between cybersecurity and information security on a larger scale. The study also highlights other areas of cybersecurity which includes defending people, social norms, and vital infrastructure from threats that arise from online in addition to information and technology protection. It contends that ethical issues and the human factor are becoming more and more important in protecting assets in the digital age, and that cyber security is a paradigm shift in this regard [1].

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.

Modeling seasonal leptospirosis transmission and its association with rainfall and temperature in Thailand using time-series and ARIMAX analyses

Objective:To study the number of leptospirosis cases in relations to the seasonal pattern,and its association with climate factors.Methods:Time series analysis was used to study the time variations in the number of leptospirosis cases.The Autoregressive Integrated Moving Average (ARIMA) model was used in data curve fitting and predicting the next leptospirosis cases. Results:We found that the amount of rainfall was correlated to leptospirosis cases in both regions of interest,namely the northern and northeastern region of Thailand,while the temperature played a role in the northeastern region only.The use of multivariate ARIMA(ARIMAX) model showed that factoring in rainfall(with an 8 months lag) yields the best model for the northern region while the model,which factors in rainfall(with a 10 months kg) and temperature(with an 8 months lag) was the best for the northeaslern region.Conclusions:The models are able to show the trend in leptospirosis cases and closely fit the recorded data in both regions.The models can also be used to predict the next seasonal peak quite accurately.

Species distribution of polymeric aluminium ferrum——timed complexation colorimetric analysis method of Al-Fe-Ferron

The effects of the calorimetric buffer solutions were investigated while the two colorimetric reactions of AI-ferron complex and Fe-ferron complex occurred individually, and the effects of the testing wavelength and the pH of the solutions were also investigated. A timed complexatian colorimetric analysis method of Al-Fe-ferron in view of the total concentration of {AI + Fe} was then established to determine the species distribution of polymeric Al-Fe. The testing wavelength was recommended at 362 net and the testing pH value was 5. With a comparison of the ratios of n(Al)/n(Fe), the standard adsorption curves of the polymeric Al-Fe solutions were derived from the experimental results. Furthermore, the solutions' composition were carious in both the molar n(Al)/n(Fe) ratios, i.e. 0/0, 5/5, 9/1 and 0/10, and the concentrations associated with the total ( Al + Fe which ranged from 10(-5) to 10(-4) mol/L..

Time-Series Modeling and Prediction of Global Monthly Absolute Temperature for Environmental Decision Making

A generalized, structural, time series modeling framework was developed to analyze the monthly records of absolute surface temperature, one of the most important environmental parameters, using a deterministicstochastic combined （DSC） approach. Although the development of the framework was based on the characterization of the variation patterns of a global dataset, the methodology could be applied to any monthly absolute temperature record. Deterministic processes were used to characterize the variation patterns of the global trend and the cyclic oscillations of the temperature signal, involving polynomial functions and the Fourier method, respectively, while stochastic processes were employed to account for any remaining patterns in the temperature signal, involving seasonal autoregressive integrated moving average （SARIMA） models. A prediction of the monthly global surface temperature during the second decade of the 21st century using the DSC model shows that the global temperature will likely continue to rise at twice the average rate of the past 150 years. The evaluation of prediction accuracy shows that DSC models perform systematically well against selected models of other authors, suggesting that DSC models, when coupled with other ecoenvironmental models, can be used as a supplemental tool for short-term （10-year） environmental planning and decision making.

Modeling and Analysis of Scheduling for Distributed Real-time Embedded Systems

Aimed at the deficiencies of resources based time Petri nets （RBTPN） in doing scheduling analysis for distributed real-time embedded systems, the assemblage condition of complex scheduling sequences is presented to easily compute scheduling length and simplify scheduling analysis. Based on this, a new hierarchical RBTPN model is proposed. The model introduces the definition of transition border set, and represents it as an abstract transition. The abstract transition possesses all resources of the set, and has the highest priority of each resource; the cxecution time of abstract transition is the longest time of all possible scheduling sequences. According to the characteristics and assemblage condition of RBTPN, the refinement conditions of transition border set are given, and the conditions ensure the correction of scheduling analysis. As a result, it is easy for us to understand the scheduling model and perform scheduling analysis.

Evaluation of the seismic behavior of reinforced concrete structures with flat slab-column gravity frame and shear walls through nonlinear analysis methods

This paper presents an investigation of the seismic behavior of reinforced concrete(RC)structures in which shear walls are the main lateral load-resisting elements and the participation of flat slab floor systems is not considered in the seismic design procedure.In this regard,the behavior of six prototype structures(with different heights and plan layouts)is investigated through nonlinear static and time history analyses,implemented in the OpenSees platform.The results of the analyses are presented in terms of the behavior of the slab-column connections and their mode of failure at different loading stages.Moreover,the global response of the buildings is discussed in terms of some parameters,such as lateral overstrength due to the gravity flat slab-column frames.According to the nonlinear static analyses,in structures in which the slab-column connections were designed only for gravity loads,the slab-column connections exhibited a punching mode of failure even in the early stages of loading.However,the punching failure was eliminated in structures in which a minimum transverse reinforcement recommended in ACI 318(2019)was provided in the slabs at joint regions.Furthermore,despite neglecting the contribution of gravity flat slab-column frames in the lateral load resistance of the structures,a relatively significant overstrength was imposed on the structures by the gravity frames.

Theoretical analysis of fluid mixing time in liquid-continuous impinging streams reactor

The mixing time of impact zone in liquid-continuous impinging streams reactor(LISR) is theoretically calculated by empirical model and modern micromixing model of the fluid mixing process, and the variation laws of macromixing time and micromixing time are quantitatively discussed. The results show that under a continuous and stable operating condition, as the paddle speed increases, the macromixing time and micromixing time calculated by the two models both decrease, even in a linkage equilibrium state. Simultaneously, as the paddle speed increases, the results figured by the two models tend to be consistent. It indicates that two models both are more suitable for calculation of mixing time in high paddle speed. Compared with the existing experimental results of this type of reactor, the mixing time computed in the speed of 1500 r/min is closer to it. These conclusions can provide an important reference for systematically studying the strengthening mechanism of LISR under continuous mixing conditions.

Adaptive Fourier Decomposition Based Time-Frequency Analysis

The attempt to represent a signal simultaneously in time and frequency domains is full of challenges. The recently proposed adaptive Fourier decomposition （AFD） offers a practical approach to solve this problem. This paper presents the principles of the AFD based time-frequency analysis in three aspects： instantaneous frequency analysis, frequency spectrum analysis, and the spectrogram analysis. An experiment is conducted and compared with the Fourier transform in convergence rate and short-time Fourier transform in time-frequency distribution. The proposed approach performs better than both the Fourier transform and short-time Fourier transform.