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At least 73 records · Page 4

Learning time series for intelligent monitoring

We address the problem of classifying time series according to their morphological features in the time domain. In a supervised machine-learning framework, we induce a classification procedure from a set of preclassified examples. For each class, we infer a model that captures its morphological features using Bayesian model induction and the minimum message length approach to assign priors. In the performance task, we classify a time series in one of the learned classes when there is enough evidence to support that decision. Time series with sufficiently novel features, belonging to classes not present in the training set, are recognized as such. We report results from experiments in a monitoring domain of interest to NASA.

Manganaris, Stefanos↗

Multifractal detrended fluctuation analysis of soil radon ( 222 Rn) and thoron ( 220 Rn) time series

In this paper, we present results of Multifractal Detrended Fluctuation Analysis (MF-DFA) of soil Radon ( 222 Rn) and Thoron ( 220 Rn) time series to examine the scaling and multifractal features. Data consists of 15,692 measurements taken each over forty-minute interval. RTM 1688-2, 222 Rn/ 220 Rn electronic device has been used for measurement purposes. Seasonal periodicities have been removed from the data and MF-DFA was employed on de-seasonalized data. Original 222 Rn and 220 Rn time series have been converted into surrogate and shuffled time series. MFDFA has also been applied to the surrogate and shuffled series to examine the multifractality nature. Results of the study show that $^{222}_{Orig}Rn$, $^{222}_{Surr}Rn$ and $^{220}_{Orig}Rn$, $^{220}_{Surr}Rn$ time series are longrange positively correlated and an increase or decrease in either of radionuclide concentrations will be followed by another increase or decrease of concentrations in future measurements. The $^{220}_{Shuff}Rn$ time series has an independent or short-range dependent structure called white noise and the shuffled time series exhibit a very weak multifractality.

38 RADIATION CHEMISTRY, RADIOCHEMISTRY, AND NUCLEA↗

Multitaper Magnitude‐Squared Coherence for Time Series With Missing Data: Understanding Oscillatory Processes Traced by Multiple Observables

To explore the hypothesis of a common source of variability in two time series, observers may estimate the magnitude-squared coherence (MSC), which is a frequency-domain view of the cross correlation. For time series that do not have uniform observing cadence, MSC can be estimated using Welch's overlapping segment averaging. However, multitaper has superior statistical properties to Welch's method in terms of the tradeoff between bias, variance, and bandwidth. The classical multitaper technique has recently been extended to accommodate time series with underlying uniform observing cadence from which some observations are missing. This situation is common for solar and geomagnetic data sets, which may have gaps due to breaks in satellite coverage, instrument downtime, or poor observing conditions. We demonstrate the scientific use of missing-data multitaper magnitude-squared coherence by detecting known solar mid-term oscillations in simultaneous, missing-data time series of solar Lyman α flux and geomagnetic Disturbance Storm Time index. Due to their superior statistical properties, we recommend that multitaper methods be used for all heliospheric time series with underlying uniform observing cadence.

Astro-statistics techniques (1886)↗

Improving the MODIS LAI Compositing Using Prior Time-Series Information

The Moderate Resolution Imaging Spectroradiometer (MODIS) long-term leaf area index (LAI) products have significantly contributed to global energy fluxes, climate change, and biogeochemistry research. However, the maximum fraction of photosynthetically active radiation absorbed by vegetation (Max-FPAR) compositing strategy of the Collection 6 (C6) products dictates that the main or backup algorithm is always triggered by observations of different quality, which indirectly causes the observed instability in the LAI time-series. Based on MODIS daily LAI retrievals, this study develops a prior knowledge time-series compositing algorithm (PKA) using a linear kernel driven (LKD) model. Our results show that the newly proposed PKA can significantly improve the LAI composites compared to the Max-FPAR strategy using ground-based observations for validation. We found that the PKA performs better than Max-FPAR in various aspects (different sites, seasons, and retrieval index (RI) ranges), with R2 increasing from 0.69 to 0.76 and root means square error (RMSE) decreasing from 1.01 to 0.84 compared to GBOV ground truth. The same improvement was shown for the ground truth LAIs measured at the Honghe and Hailun sites in northeastern China, with R2 increasing from 0.23 to 0.41 and RMSE decreasing from 1.27 to 1.25. In addition, three newly proposed temporal uncertainty metrics (time-series stability, TSS and time-series anomaly, TSA and reconstruction error metric, RE (the proximity to the main RT-based retrievals)) were applied to compare the stability of LAI time-series before and after PKA implementation. We found that the time series stability of PKA LAI was improved, the time series anomalies were reduced, and the retrieval rates of the main algorithm were also greatly enhanced compared to Max-FPAR LAI. A case intercomparison for Max-FPAR-MODIS, Max-FPAR-VIIRS (Visible Infrared Imager Radiometer Suite), and PKA-MODIS LAIs in the Amazon Forest region showed that the PKA is also effective in improving the LAI retrieval over large regions with few qualified observations due to poor atmospheric conditions (RE decreased from 2.37/2.35 (Max-FPAR-MODIS/Max-FPAR-VIIRS) to 2.25 (PKA-MODIS) and RI increased from 61.94%/59.62% to 66.88%). The same improvement was seen in the BELMANIP 2.1 sites for almost all biomes except deciduous broadleaf forest, where the RE decreased from 1.85/2.13 to 1.15 overall. We note that the PKA has the potential to be easily implemented in the operational algorithms of subsequent MODIS and MODIS-like LAI Collections.

MODIS↗

Potential of VIIRS Time Series Data for Aiding the USDA Forest Service Early Warning System for Forest Health Threats: A Gypsy Moth Defoliation Case Study

This report details one of three experiments performed during FY 2007 for the NASA RPC (Rapid Prototyping Capability) at Stennis Space Center. This RPC experiment assesses the potential of VIIRS (Visible/Infrared Imager/Radiometer Suite) and MODIS (Moderate Resolution Imaging Spectroradiometer) data for detecting and monitoring forest defoliation from the non-native Eurasian gypsy moth (Lymantria dispar). The intent of the RPC experiment was to assess the degree to which VIIRS data can provide forest disturbance monitoring information as an input to a forest threat EWS (Early Warning System) as compared to the level of information that can be obtained from MODIS data. The USDA Forest Service (USFS) plans to use MODIS products for generating broad-scaled, regional monitoring products as input to an EWS for forest health threat assessment. NASA SSC is helping the USFS to evaluate and integrate currently available satellite remote sensing technologies and data products for the EWS, including the use of MODIS products for regional monitoring of forest disturbance. Gypsy moth defoliation of the mid-Appalachian highland region was selected as a case study. Gypsy moth is one of eight major forest insect threats listed in the Healthy Forest Restoration Act (HFRA) of 2003; the gypsy moth threatens eastern U.S. hardwood forests, which are also a concern highlighted in the HFRA of 2003. This region was selected for the project because extensive gypsy moth defoliation occurred there over multiple years during the MODIS operational period. This RPC experiment is relevant to several nationally important mapping applications, including agricultural efficiency, coastal management, ecological forecasting, disaster management, and carbon management. In this experiment, MODIS data and VIIRS data simulated from MODIS were assessed for their ability to contribute broad, regional geospatial information on gypsy moth defoliation. Landsat and ASTER (Advanced Spaceborne Thermal Emission and Reflection Radiometer) data were used to assess the quality of gypsy moth defoliation mapping products derived from MODIS data and from simulated VIIRS data. The project focused on use of data from MODIS Terra as opposed to MODIS Aqua mainly because only MODIS Terra data was collected during 2000 and 2001-years with comparatively high amounts of gypsy moth defoliation within the study area. The project assessed the quality of VIIRS data simulation products. Hyperion data was employed to assess the quality of MODIS-based VIIRS simulation datasets using image correlation analysis techniques. The ART (Application Research Toolbox) software was used for data simulation. Correlation analysis between MODIS-simulated VIIRS data and Hyperion-simulated VIIRS data for red, NIR (near-infrared), and NDVI (Normalized Difference Vegetation Index) image data products collectively indicate that useful, effective VIIRS simulations can be produced using Hyperion and MODIS data sources. The r(exp 2) for red, NIR, and NDVI products were 0.56, 0.63, and 0.62, respectively, indicating a moderately high correlation between the 2 data sources. Temporal decorrelation from different data acquisition times and image misregistration may have lowered correlation results. The RPC experiment also generated MODIS-based time series data products using the TSPT (Time Series Product Tool) software. Time series of simulated VIIRS NDVI products were produced at approximately 400-meter resolution GSD (Ground Sampling Distance) at nadir for comparison to MODIS NDVI products at either 250- or 500-meter GSD. The project also computed MODIS (MOD02) NDMI (Normalized Difference Moisture Index) products at 500-meter GSD for comparison to NDVI-based products. For each year during 2000-2006, MODIS and VIIRS (simulated from MOD02) time series were computed during the peak gypsy moth defoliation time frame in the study area (approximately June 10 through July 27). Gypsy moth defoliation mapping products from simated VIIRS and MOD02 time series were produced using multiple methods, including image classification and change detection via image differencing. The latter enabled an automated defoliation detection product computed using percent change in maximum NDVI for a peak defoliation period during 2001 compared to maximum NDVI across the entire 2000-2006 time frame. Final gypsy moth defoliation mapping products were assessed for accuracy using randomly sampled locations found on available geospatial reference data (Landsat and ASTER data in conjunction with defoliation map data from the USFS). Extensive gypsy moth defoliation patches were evident on screen displays of multitemporal color composites derived from MODIS data and from simulated VIIRS vegetation index data. Such defoliation was particularly evident for 2001, although widespread denuded forests were also seen for 2000 and 2003. These visualizations were validated using aforementioned reference data. Defoliation patches were visible on displays of MODIS-based NDVI and NDMI data. The viewing of apparent defoliation patches on all of these products necessitated adoption of a specialized temporal data processing method (e.g., maximum NDVI during the peak defoliation time frame). The frequency of cloud cover necessitated this approach. Multitemporal simulated VIIRS and MODIS Terra data both produced effective general classifications of defoliated forest versus other land cover. For 2001, the MOD02-simulated VIIRS 400-meter NDVI classification produced a similar yet slightly lower overall accuracy (87.28 percent with 0.72 Kappa) than the MOD02 250-meter NDVI classification (88.44 percent with 0.75 Kappa). The MOD13 250-meter NDVI classification had a lower overall accuracy (79.13 percent) and a much lower Kappa (0.46). The report discusses accuracy assessment results in much more detail, comparing overall classification and individual class accuracy statistics for simulated VIIRS 400-meter NDVI, MOD02 250-meter NDVI, MOD02-500 meter NDVI, MOD13 250-meter NDVI, and MOD02 500-meter NDMI classifications. Automated defoliation detection products from simulated VIIRS and MOD02 data for 2001 also yielded similar, relatively high overall classification accuracy (85.55 percent for the VIIRS 400-meter NDVI versus 87.28 percent for the MOD02 250-meter NDVI). In contrast, the USFS aerial sketch map of gypsy moth defoliation showed a lower overall classification accuracy at 73.64 percent. The overall classification Kappa values were also similar for the VIIRS (approximately 0.67 Kappa) versus the MOD02 (approximately 0.72 Kappa) automated defoliation detection product, which were much higher than the values exhibited by the USFS sketch map product (overall Kappa of approximately 0.47). The report provides additional details on the accuracy of automated gypsy moth defoliation detection products compared with USFS sketch maps. The results suggest that VIIRS data can be effectively simulated from MODIS data and that VIIRS data will produce gypsy moth defoliation mapping products that are similar to MODIS-based products. The results of the RPC experiment indicate that VIIRS and MODIS data products have good potential for integration into the forest threat EWS. The accuracy assessment was performed only for 2001 because of time constraints and a relative scarcity of cloud-free Landsat and ASTER data for the peak defoliation period of the other years in the 2000-2006 time series. Additional work should be performed to assess the accuracy of gypsy moth defoliation detection products for additional years.The study area (mid-Appalachian highlands) and application (gypsy moth forest defoliation) are not necessarily representative of all forested regions and of all forest threat disturbance agents. Additional work should be performed on other inland and coastal regions as well as for other major forest threats.

Spruce, Joseph P.↗

On Neural Architectures for Astronomical Time-series Classification with Application to Variable Stars

Despite the utility of neural networks (NNs) for astronomical time-series classification, the proliferation of learning architectures applied to diverse data sets has thus far hampered a direct intercomparison of different approaches. Here we perform the first comprehensive study of variants of NN-based learning and inference for astronomical time series, aiming to provide the community with an overview on relative performance and, hopefully, a set of best-in-class choices for practical implementations. In both supervised and self-supervised contexts, we study the effects of different time-series-compatible layer choices, namely the dilated temporal convolutional neural network (dTCNs), long-short term memory NNs, gated recurrent units and temporal convolutional NNs (tCNNs). Additionally, we also study the efficacy and performance of encoder-decoder (i.e., autoencoder) networks compared to direct classification networks, different pathways to include auxiliary (non-time-series) metadata, and different approaches to incorporate multi-passband data (i.e., multiple time series per source). Performance—applied to a sample of 17,604 variable stars (VSs) from the MAssive Compact Halo Objects (MACHO) survey across 10 imbalanced classes—is measured in training convergence time, classification accuracy, reconstruction error, and generated latent variables. We find that networks with recurrent NNs generally outperform dTCNs and, in many scenarios, yield to similar accuracy as tCNNs. In learning time and memory requirements, convolution-based layers perform better. We conclude by discussing the advantages and limitations of deep architectures for VS classification, with a particular eye toward next-generation surveys such as the Legacy Survey of Space and Time, the Roman Space Telescope, and Zwicky Transient Facility.

79 ASTRONOMY AND ASTROPHYSICS↗

Linear and nonlinear trending and prediction for AVHRR time series data

The variability of AVHRR calibration coefficient in time was analyzed using algorithms of linear and non-linear time series analysis. Specifically we have used the spline trend modeling, autoregressive process analysis, incremental neural network learning algorithm and redundancy functional testing. The analysis performed on available AVHRR data sets revealed that (1) the calibration data have nonlinear dependencies, (2) the calibration data depend strongly on the target temperature, (3) both calibration coefficients and the temperature time series can be modeled, in the first approximation, as autonomous dynamical systems, (4) the high frequency residuals of the analyzed data sets can be best modeled as an autoregressive process of the 10th degree. We have dealt with a nonlinear identification problem and the problem of noise filtering (data smoothing). The system identification and filtering are significant problems for AVHRR data sets. The algorithms outlined in this study can be used for the future EOS missions. Prediction and smoothing algorithms for time series of calibration data provide a functional characterization of the data. Those algorithms can be particularly useful when calibration data are incomplete or sparse.

Smid, J.↗

Trend Change Detection in NDVI Time Series: Effects of Inter-Annual Variability and Methodology

Changing trends in ecosystem productivity can be quantified using satellite observations of Normalized Difference Vegetation Index (NDVI). However, the estimation of trends from NDVI time series differs substantially depending on analyzed satellite dataset, the corresponding spatiotemporal resolution, and the applied statistical method. Here we compare the performance of a wide range of trend estimation methods and demonstrate that performance decreases with increasing inter-annual variability in the NDVI time series. Trend slope estimates based on annual aggregated time series or based on a seasonal-trend model show better performances than methods that remove the seasonal cycle of the time series. A breakpoint detection analysis reveals that an overestimation of breakpoints in NDVI trends can result in wrong or even opposite trend estimates. Based on our results, we give practical recommendations for the application of trend methods on long-term NDVI time series. Particularly, we apply and compare different methods on NDVI time series in Alaska, where both greening and browning trends have been previously observed. Here, the multi-method uncertainty of NDVI trends is quantified through the application of the different trend estimation methods. Our results indicate that greening NDVI trends in Alaska are more spatially and temporally prevalent than browning trends. We also show that detected breakpoints in NDVI trends tend to coincide with large fires. Overall, our analyses demonstrate that seasonal trend methods need to be improved against inter-annual variability to quantify changing trends in ecosystem productivity with higher accuracy.

Inter-Annual↗

Monitoring Land Surface Albedo and Vegetation Dynamics Using High Spatial and Temporal Resolution Synthetic Time Series from Landsat and the MODIS BRDF/NBAR/Albedo Product

Seasonal vegetation phenology can significantly alter surface albedo which in turn affects the global energy balance and the albedo warmingcooling feedbacks that impact climate change. To monitor and quantify the surface dynamics of heterogeneous landscapes, high temporal and spatial resolution synthetic time series of albedo and the enhanced vegetation index (EVI) were generated from the 500-meter Moderate Resolution Imaging Spectroradiometer (MODIS) operational Collection V006 daily BRDF (Bidirectional Reflectance Distribution Function) / NBAR (Nadir BRDF-Adjusted Reflectance) / albedo products and 30-meter Landsat 5 albedo and near-nadir reflectance data through the use of the Spatial and Temporal Adaptive Reflectance Fusion Model (STARFM). The traditional Landsat Albedo (Shuai et al., 2011) makes use of the MODIS BRDFAlbedo products (MCD43) by assigning appropriate BRDFs from coincident MODIS products to each Landsat image to generate a 30-meter Landsat albedo product for that acquisition date. The available cloud free Landsat 5 albedos (due to clouds, generated every 16 days at best) were used in conjunction with the daily MODIS albedos to determine the appropriate 30-meter albedos for the intervening daily time steps in this study. These enhanced daily 30-meter spatial resolution synthetic time series were then used to track albedo and vegetation phenology dynamics over three Ameriflux tower sites (Harvard Forest in 2007, Santa Rita in 2011 and Walker Branch in 2005). These Ameriflux sites were chosen as they are all quite nearby new towers coming on line for the National Ecological Observatory Network (NEON), and thus represent locations which will be served by spatially paired albedo measures in the near future. The availability of data from the NEON towers will greatly expand the sources of tower albedometer data available for evaluation of satellite products. At these three Ameriflux tower sites the synthetic time series of broadband shortwave albedos were evaluated using the tower albedo measurements with a Root Mean Square Error (RMSE) less than 0.013 and a bias within the range of 0.006. These synthetic time series provide much greater spatial detail than the 500 meter gridded MODIS data, especially over more heterogeneous surfaces, which improves the efforts to characterize and monitor the spatial variation across species and communities. The mean of the difference between maximum and minimum synthetic time series of albedo within the MODIS pixels over a subset of satellite data of Harvard Forest (16 kilometers by 14 kilometers) was as high as 0.2 during the snow-covered period and reduced to around 0.1 during the snow-free period. Similarly, we have used STARFM to also couple MODIS Nadir BRDF-Adjusted Reflectances (NBAR) values with Landsat 5 reflectances to generate daily synthetic times series of NBAR and thus Enhanced Vegetation Index (NBAR-EVI) at a 30-meter resolution. While normally STARFM is used with directional reflectances, the use of the view angle corrected daily MODIS NBAR values will provide more consistent time series. These synthetic times series of EVI are shown to capture seasonal vegetation dynamics with finer spatial and temporal details, especially over heterogeneous land surfaces.

Vegetation Index↗

Online Time Series Analysis of Land Products over Asia Monsoon Region via Giovanni

Time series analysis is critical to the study of land cover/land use changes and climate. Time series studies at local-to-regional scales require higher spatial resolution, such as 1km or less, data. MODIS land products of 250m to 1km resolution enable such studies. However, such MODIS land data files are distributed in 10ox10o tiles, due to large data volumes. Conducting a time series study requires downloading all tiles that include the study area for the time period of interest, and mosaicking the tiles spatially. This can be an extremely time-consuming process. In support of the Monsoon Asia Integrated Regional Study (MAIRS) program, NASA GES DISC (Goddard Earth Sciences Data and Information Services Center) has processed MODIS land products at 1 km resolution over the Asia monsoon region (0o-60oN, 60o-150oE) with a common data structure and format. The processed data have been integrated into the Giovanni system (Goddard Interactive Online Visualization ANd aNalysis Infrastructure) that enables users to explore, analyze, and download data over an area and time period of interest easily. Currently, the following regional MODIS land products are available in Giovanni: 8-day 1km land surface temperature and active fire, monthly 1km vegetation index, and yearly 0.05o, 500m land cover types. More data will be added in the near future. By combining atmospheric and oceanic data products in the Giovanni system, it is possible to do further analyses of environmental and climate changes associated with the land, ocean, and atmosphere. This presentation demonstrates exploring land products in the Giovanni system with sample case scenarios.

Shen, Suhung↗

Automated Shift Detection in Sensor-Based PV Power and Irradiance Time Series

PV power and irradiance sensor-based measurements are prone to error, resulting in issues such as abrupt time series data shifts. These shifts, which are usually unintentional, may be caused by software or hardware configuration changes on a PV system, and do not reflect an actual change in overall system performance. Locating these shifts and segmenting the associated time series aids in more accurate future PV analysis. In this research, an offline changepoint detection (CPD) algorithm that automatically detects these abrupt data shifts in sensor-based time series is introduced. Data shift periods in 101 daily PV power and irradiance time series were labeled manually by two solar experts. These data streams represent sensor-based measurements, and display a variety of data shift behaviors. A changepoint detection algorithm was tuned using the 101 labeled data streams, with each model configuration's ability to detect labeled changepoints benchmarked using metrics such as F1-score, recall, and Rand Index. Best performing models on seasonality-corrected data streams include the Pruned Exact Linear (PELT) method, the Binary Segmentation method, and the Bottom-Up method, all scoring an average F1-score of 0.76 or greater at detecting labeled changepoints within a 30-day window for the labeled data sets. To promote further research in this space, we are releasing the labeled data shift sets on U.S. Department of Energy's (DOE) DuraMAT Data Hub, and the associated algorithm in the Python PVAnalytics package.

changepoint detection↗

Spaceborne Sun-Induced Vegetation Fluorescence Time Series from 2007 to 2015 Evaluated with Australian Flux Tower Measurements

A global, monthly averaged time series of Sun-induced Fluorescence (SiF), spanning January 2007 to June 2015, was derived from Metop-A Global Ozone Monitoring Experiment 2 (GOME-2) spectral measurements. Far-red SiF was retrieved using the filling-in of deep solar Fraunhofer lines and atmospheric absorption bands based on the general methodology described by Joiner et al, AMT, 2013. A Principal Component (PC) analysis of spectra over non-vegetated areas was performed to describe the effects of atmospheric absorption. Our implementation (SiF KNMI) is an independent algorithm and differs from the latest implementation of Joiner et al, AMT, 2013 (SiF NASA, v26), because we used desert reference areas for determining PCs (as opposed to cloudy ocean and some desert) and a wider fit window that covers water vapour and oxygen absorption bands (as opposed to only Fraunhofer lines). As a consequence, more PCs were needed (35 as opposed to 12). The two time series (SiF KNMI and SiF NASA, v26) correlate well (overall R of 0.78) except for tropical rain forests. Sensitivity experiments suggest the strong impact of the water vapour absorption band on retrieved SiF values. Furthermore, we evaluated the SiF time series with Gross Primary Productivity (GPP) derived from twelve flux towers in Australia. Correlations for individual towers range from 0.37 to 0.84. They are particularly high for managed biome types. In the de-seasonalized Australian SiF time series, the break of the Millennium Drought during local summer of 2010/2011 is clearly observed.

Australia↗

Automated Shift Detection in Sensor-Based PV Power and Irradiance Time Series: Preprint

PV power and irradiance sensor-based measurements are prone to error, resulting in issues such as abrupt time series data shifts. These shifts, which are usually unintentional, may be caused by software or hardware configuration changes on a PV system, and do not reflect an actual change in overall system performance. Locating these shifts and segmenting the associated time series aids in more accurate future PV analysis. In this research, an offline changepoint detection (CPD) algorithm that automatically detects these abrupt data shifts in sensor-based time series is introduced. Data shift periods in 101 daily PV power and irradiance time series were labeled manually by two solar experts. These data streams represent sensor-based measurements, and display a variety of data shift behaviors. A changepoint detection algorithm was tuned using the 101 labeled data streams, with each model configuration's ability to detect labeled changepoints benchmarked using metrics such as F1-score, recall, and Rand Index. Best performing models on seasonality-corrected data streams include the Pruned Exact Linear (PELT) method, the Binary Segmentation method, and the Bottom-Up method, all scoring an average F1-score of 0.76 or greater at detecting labeled changepoints within a 30-day window for the labeled data sets. To promote further research in this space, we are releasing the labeled data shift sets on U.S. Department of Energy's (DOE) DuraMAT Data Hub, and the associated algorithm in the Python PVAnalytics package.

changepoint detection↗

Time-series forecasting using manifold learning, radial basis function interpolation, and geometric harmonics

We address a three-tier numerical framework based on nonlinear manifold learning for the forecasting of high-dimensional time series, relaxing the “curse of dimensionality” related to the training phase of surrogate/machine learning models. At the first step, we embed the high-dimensional time series into a reduced low-dimensional space using nonlinear manifold learning (local linear embedding and parsimonious diffusion maps). Then, we construct reduced-order surrogate models on the manifold (here, for our illustrations, we used multivariate autoregressive and Gaussian process regression models) to forecast the embedded dynamics. Finally, we solve the pre-image problem, thus lifting the embedded time series back to the original high-dimensional space using radial basis function interpolation and geometric harmonics. The proposed numerical data-driven scheme can also be applied as a reduced-order model procedure for the numerical solution/propagation of the (transient) dynamics of partial differential equations (PDEs). In conclusion, we assess the performance of the proposed scheme via three different families of problems: (a) the forecasting of synthetic time series generated by three simplistic linear and weakly nonlinear stochastic models resembling electroencephalography signals, (b) the prediction/propagation of the solution profiles of a linear parabolic PDE and the Brusselator model (a set of two nonlinear parabolic PDEs), and (c) the forecasting of a real-world data set containing daily time series of ten key foreign exchange rates spanning the time period 3 September 2001–29 October 2020.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Studies in astronomical time series analysis. I - Modeling random processes in the time domain

Several random process models in the time domain are defined and discussed. Attention is given to the moving average model, the autoregressive model, and relationships between and combinations of these models. Consideration is then given to methods for investigating pulse structure, procedures of model construction, computational methods, and numerical experiments. A FORTRAN algorithm of time series analysis has been developed which is relatively stable numerically. Results of test cases are given to study the effect of adding noise and of different distributions for the pulse amplitudes. A preliminary analysis of the light curve of the quasar 3C 272 is considered as an example.

Scargle, J. D.↗

Conditioned Simulation of Ground-Motion Time Series at Uninstrumented Sites Using Gaussian Process Regression

Ground-motion time series are essential input data in seismic analysis and performance assessment of the built environment. Because instruments to record free-field ground motions are generally sparse, methods are needed to estimate motions at locations with no available ground-motion recording instrumentation. In this study, given a set of observed motions, ground-motion time series at target sites are constructed using a Gaussian process regression (GPR) approach, which treats the real and imaginary parts of the Fourier spectrum as random Gaussian variables. Model training, verification, and applicability studies are carried out using the physics-based simulated ground motions of the 1906 Mw 7.9 San Francisco earthquake and Mw 7.0 Hayward fault scenario earthquake in northern California. Additionally, the method’s performance is further evaluated using the 2019 Mw 7.1 Ridgecrest earthquake ground motions recorded by the Community Seismic Network stations located in southern California. These evaluations indicate that the trained GPR model is able to adequately estimate the ground-motion time series for frequency ranges that are pertinent for most earthquake engineering applications. The trained GPR model exhibits proper performance in predicting the long-period content of the ground motions as well as directivity pulses.

58 GEOSCIENCES↗

A 40 Year Time Series of SBUV Observations: the Version 8.6 Processing

Under a NASA program to produce long term data records from instruments on multiple satellites (MEaSUREs), data from a series of eight SBUV and SBUV 12 instruments have been reprocessed to create a 40 year long ozone time series. Data from the Nimbus 4 BUV, Nimbus 7 SBUV, and SBUV/2 instruments on NOAA 9, 11, 14, 16, 17, and 18 were used covering the period 1970 to 1972 and 1979 to the present. In past analyses an ozone time series was created from these instruments by adjusting ozone itself, instrument by instrument, for consistency during overlap periods. In the version 8.6 processing adjustments were made to the radiance calibration of each instrument to maintain a consistent calibration over the entire time series. Data for all eight instruments were then reprocessed using the adjusted radiances. Reprocessing is necessary to produce an accurate latitude dependence. Other improvements incorporated in version 8.6 included the use of the ozone cross sections of Brion, Daumont, and Malicet, and the use of a cloud height climatology derived from Aura OMI measurements. The new cross sections have a more accurate temperature dependence than the cross sections previously used. The OMI-based cloud heights account for the penetration of UV into the upper layers of clouds. The consistency of the version 8.6 time series was evaluated by intra-instrument comparisons during overlap periods, comparisons with ground-based instruments, and comparisons with measurements made by instruments on other satellites such as SAGE II and UARS MLS. These comparisons show that for the instruments on NOAA 16, 17 and 18, the instrument calibrations were remarkably stable and consistent from instrument to instrument. The data record from the Nimbus 7 SBUV was also very stable, and SAGE and ground-based comparisons show that the' calibration was consistent with measurements made years laterby the NOAA 16 instrument. The calibrations of the SBUV/2 instruments on NOAA 9, 11, and 14 were more of a problem. The rapidly drifting orbits of these satellites resulted in relative time and altitude dependent differences that are significant. Despite these problems, total column ozone appears to be consistent to better than 1% over the entire time series, while the ozone vertical distribution is consistent to approximately 5%.

McPeters, Richard↗