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At least 73 records · Page 4

Time Series Explorer: Bayesian Blocks with Generalized Profiles and in Higher Dimensions

The Time Series Explorer (TSE) is a project aimed at provided new and advanced time series analysis algorithms in two forms: a tool kit and an automated pipeline applying selected tools in machine learning settings. I will present a sketch of TSE with emphasis on time-domain modeling in general and recent improvements of the Bayesian Block (BB) algorithm in particular. This includes generalizing the shape of the elementary blocks from the current constant-rate model to general shapes, such as two-sided exponentials. Related topics will include extension of BB to higher dimensions and a novel way to detect and characterize short time-scale bursts in time-tagged event data. The Fermi Gamma Ray Space Telescope light curve for the Crab Nebula will be used as an example for all of the algorithms discussed. This work is in collaboration with Tom Loredo.

Bayesian Block (BB) algorithm↗

Interpretable Categorization of Heterogeneous Time Series Data

We analyze data from simulated aircraft encounters to validate and inform the development of a prototype aircraft collision avoidance system. The high-dimensional and heterogeneous time series dataset is analyzed to discover properties of near mid-air collisions (NMACs) and categorize the NMAC encounters. Domain experts use these properties to better organize and understand NMAC occurrences. Existing solutions either are not capable of handling high-dimensional and heterogeneous time series datasets or do not provide explanations that are interpretable by a domain expert. The latter is critical to the acceptance and deployment of safety-critical systems. To address this gap, we propose grammar-based decision trees along with a learning algorithm. Our approach extends decision trees with a grammar framework for classifying heterogeneous time series data. A context-free grammar is used to derive decision expressions that are interpretable, application-specific, and support heterogeneous data types. In addition to classification, we show how grammar-based decision trees can also be used for categorization, which is a combination of clustering and generating interpretable explanations for each cluster. We apply grammar-based decision trees to a simulated aircraft encounter dataset and evaluate the performance of four variants of our learning algorithm. The best algorithm is used to analyze and categorize near mid-air collisions in the aircraft encounter dataset. We describe each discovered category in detail and discuss its relevance to aircraft collision avoidance.

Drones↗

EO-1 Hyperion Reflectance Time Series at Calibration and Validation Sites: Stability and Sensitivity to Seasonal Dynamics

This study evaluated Earth Observing 1 (EO-1) Hyperion reflectance time series at established calibration sites to assess the instrument stability and suitability for monitoring vegetation functional parameters. Our analysis using three pseudo-invariant calibration sites in North America indicated that the reflectance time series are devoid of apparent spectral trends and their stability consistently is within 2.5-5 percent throughout most of the spectral range spanning the 12-plus year data record. Using three vegetated sites instrumented with eddy covariance towers, the Hyperion reflectance time series were evaluated for their ability to determine important variables of ecosystem function. A number of narrowband and derivative vegetation indices (VI) closely described the seasonal profiles in vegetation function and ecosystem carbon exchange (e.g., net and gross ecosystem productivity) in three very different ecosystems, including a hardwood forest and tallgrass prairie in North America, and a Miombo woodland in Africa. Our results demonstrate the potential for scaling the carbon flux tower measurements to local and regional landscape levels. The VIs with stronger relationships to the CO2 parameters were derived using continuous reflectance spectra and included wavelengths associated with chlorophyll content and/or chlorophyll fluorescence. Since these indices cannot be calculated from broadband multispectral instrument data, the opportunity to exploit these spectrometer-based VIs in the future will depend on the launch of satellites such as EnMAP and HyspIRI. This study highlights the practical utility of space-borne spectrometers for characterization of the spectral stability and uniformity of the calibration sites in support of sensor cross-comparisons, and demonstrates the potential of narrowband VIs to track and spatially extend ecosystem functional status as well as carbon processes measured at flux towers.

Calibration↗

Bio-optical profile data report: Joint Global Ocean Flux Study, Hawaii Ocean Time-Series, HOT-3, R/V Moana Wave, 6-10 January 1989

Time-series measurements of the incident surface downwelling irradiance and vertical profiles of the Bio-optical properties of the ocean have been measured during the third cruise of the Hawaii Ocean Time-Series to the ALOHA site, 22 degrees 56.4 minutes N, 157 degrees 54.6 minutes W, north of the island of Oahu, Hawaii, during the period January 6 to 10, 1989. A summary of these data is presented to permit investigators an overview of the data collected. The data are available in digital form for scientific investigators.

Collins, Donald J.↗

Kepler Data Validation Time Series File: Description of File Format and Content

The Kepler space mission searches its time series data for periodic, transit-like signatures. The ephemerides of these events, called Threshold Crossing Events (TCEs), are reported in the TCE tables at the NASA Exoplanet Archive (NExScI). Those TCEs are then further evaluated to create planet candidates and populate the Kepler Objects of Interest (KOI) table, also hosted at the Exoplanet Archive. The search, evaluation and export of TCEs is performed by two pipeline modules, TPS (Transit Planet Search) and DV (Data Validation). TPS searches for the strongest, believable signal and then sends that information to DV to fit a transit model, compute various statistics, and remove the transit events so that the light curve can be searched for other TCEs. More on how this search is done and on the creation of the TCE table can be found in Tenenbaum et al. (2012), Seader et al. (2015), Jenkins (2002). For each star with at least one TCE, the pipeline exports a file that contains the light curves used by TPS and DV to find and evaluate the TCE(s). This document describes the content of these DV time series files, and this introduction provides a bit of context for how the data in these files are used by the pipeline.

DV Time Series↗

Coastal Atmosphere and Sea Time Series (CoASTS)

In this document, the first three years of a time series of bio-optical marine and atmospheric measurements are presented and analyzed. These measurements were performed from an oceanographic tower in the northern Adriatic Sea within the framework of the Coastal Atmosphere and Sea Time Series (CoASTS) project, an ocean color calibration and validation activity. The data set collected includes spectral measurements of the in-water apparent (diffuse attenuation coefficient, reflectance, Q-factor, etc.) and inherent (absorption and scattering coefficients) optical properties, as well as the concentrations of the main optical components (pigment and suspended matter concentrations). Clear seasonal patterns are exhibited by the marine quantities on which an appreciable short-term variability (on the order of a half day to one day) is superimposed. This short-term variability is well correlated with the changes in salinity at the surface resulting from the southward transport of freshwater coming from the northern rivers. Concentrations of chlorophyll alpha and total suspended matter span more than two orders of magnitude. The bio-optical characteristics of the measurement site pertain to both Case-I (about 64%) and Case-II (about 36%) waters, based on a relationship between the beam attenuation coefficient at 660nm and the chlorophyll alpha concentration. Empirical algorithms relating in-water remote sensing reflectance ratios and optical components or properties of interest (chlorophyll alpha, total suspended matter, and the diffuse attenuation coefficient) are presented.

Hooker, Stanford B.↗

Monitoring Forest Regrowth Using a Multi-Platform Time Series

Over the past 50 years, the forests of western Washington and Oregon have been extensively harvested for timber. This has resulted in a heterogeneous mosaic of remaining mature forests, clear-cuts, new plantations, and second-growth stands that now occur in areas that formerly were dominated by extensive old-growth forests and younger forests resulting from fire disturbance. Traditionally, determination of seral stage and stand condition have been made using aerial photography and spot field observations, a methodology that is not only time- and resource-intensive, but falls short of providing current information on a regional scale. These limitations may be solved, in part, through the use of multispectral images which can cover large areas at spatial resolutions in the order of tens of meters. The use of multiple images comprising a time series potentially can be used to monitor land use (e.g. cutting and replanting), and to observe natural processes such as regeneration, maturation and phenologic change. These processes are more likely to be spectrally observed in a time series composed of images taken during different seasons over a long period of time. Therefore, for many areas, it may be necessary to use a variety of images taken with different imaging systems. A common framework for interpretation is needed that reduces topographic, atmospheric, instrumental, effects as well as differences in lighting geometry between images. The present state of remote-sensing technology in general use does not realize the full potential of the multispectral data in areas of high topographic relief. For example, the primary method for analyzing images of forested landscapes in the Northwest has been with statistical classifiers (e.g. parallelepiped, nearest-neighbor, maximum likelihood, etc.), often applied to uncalibrated multispectral data. Although this approach has produced useful information from individual images in some areas, landcover classes defined by these techniques typically are not consistent for the same scene imaged under different illumination conditions, especially in the mountainous regions. In addition, it is difficult to correct for atmospheric and instrumental differences between multiple scenes in a time series. In this paper, we present an approach for monitoring forest cutting/regrowth in a semi-mountainous portion of the southern Gifford Pinchot National Forest using a multisensor-time series composed of MSS, TM, and AVIRIS images.

Sabol, Donald E., Jr.↗

Time series analysis of sferics rate data associated with severe weather patterns

Data obtained by an electronic transducer measuring the rate of occurrence of electrical disturbances in the atmosphere (the sferic rate in the form of a time series) over the life of electrical storms are analyzed. It is found that the sferic rate time series are not stationary. The sferics rate time series has a complete life cycle associated with a particular storm. The approach to recognition of a spectral pattern is somewhat similar to real-time recognition of the spoken word.

Wang, P. P.↗

Time Series Photometry with a CCD Camera

Time series observations of a field in the cluster NGC 4755 with a CCD camera are used to show that differential photometry between stars on the CCD frame is limited in accuracy mostly by photon statistics, over a 5 magnitude range. Scintillation noise appears to be almost entirely suppressed. The maximum accuracy possible is limited by the storage capacity of the CCD to about 0.001 mag.

Walker, A. R.↗

Incorporating Satellite Time-Series Data into Modeling

In situ time series observations have provided a multi-decadal view of long-term changes in ocean biology. These observations are sufficiently reliable to enable discernment of even relatively small changes, and provide continuous information on a host of variables. Their key drawback is their limited domain. Satellite observations from ocean color sensors do not suffer the drawback of domain, and simultaneously view the global oceans. This attribute lends credence to their use in global and regional model validation and data assimilation. We focus on these applications using the NASA Ocean Biogeochemical Model. The enhancement of the satellite data using data assimilation is featured and the limitation of tongterm satellite data sets is also discussed.

Gregg, Watson↗

Studies in Astronomical Time Series Analysis. VI. Bayesian Block Representations

This paper addresses the problem of detecting and characterizing local variability in time series and other forms of sequential data. The goal is to identify and characterize statistically significant variations, at the same time suppressing the inevitable corrupting observational errors. We present a simple nonparametric modeling technique and an algorithm implementing it-an improved and generalized version of Bayesian Blocks [Scargle 1998]-that finds the optimal segmentation of the data in the observation interval. The structure of the algorithm allows it to be used in either a real-time trigger mode, or a retrospective mode. Maximum likelihood or marginal posterior functions to measure model fitness are presented for events, binned counts, and measurements at arbitrary times with known error distributions. Problems addressed include those connected with data gaps, variable exposure, extension to piece- wise linear and piecewise exponential representations, multivariate time series data, analysis of variance, data on the circle, other data modes, and dispersed data. Simulations provide evidence that the detection efficiency for weak signals is close to a theoretical asymptotic limit derived by [Arias-Castro, Donoho and Huo 2003]. In the spirit of Reproducible Research [Donoho et al. (2008)] all of the code and data necessary to reproduce all of the figures in this paper are included as auxiliary material.

signal detection↗

Deviations from uniform power law scaling in nonstationary time series

A classic problem in physics is the analysis of highly nonstationary time series that typically exhibit long-range correlations. Here we test the hypothesis that the scaling properties of the dynamics of healthy physiological systems are more stable than those of pathological systems by studying beat-to-beat fluctuations in the human heart rate. We develop techniques based on the Fano factor and Allan factor functions, as well as on detrended fluctuation analysis, for quantifying deviations from uniform power-law scaling in nonstationary time series. By analyzing extremely long data sets of up to N = 10(5) beats for 11 healthy subjects, we find that the fluctuations in the heart rate scale approximately uniformly over several temporal orders of magnitude. By contrast, we find that in data sets of comparable length for 14 subjects with heart disease, the fluctuations grow erratically, indicating a loss of scaling stability.

Non-NASA Center↗

Development of an IUE Time Series Browser

The International Ultraviolet Explorer (IUE) satellite operated successfully for more than 17 years. Its archive of more than 100,000 science exposures is widely acknowledged as an invaluable scientific resource that will not be duplicated in the foreseeable future. We have searched this archive for objects which were observed 10 or more times with the same spectral dispersion and wavelength coverage over the lifetime of IUE. Using this definition of a time series, we find that roughly half of the science exposures are members of such time series. This paper describes a WEB-based IUE time series browser which enables the user to visually inspect the repeated observations for variability and to examine each member spectrum individually. Further, if the researcher determines that a specific data set is worthy of further investigation, it can be easily downloaded for further, detailed analysis.

Massa, Derck↗

Studies in Astronomical Time Series Analysis: VII. An Enquiry Concerning Non-Linearity, the RMS-Mean Flux Relation, and log-Normal Flux Distributions

A broad and widely used class of stationary, linear, additive time series models can have statistical properties which many authors have asserted imply that the underlying process must be non-linear, non-stationary, multiplicative, or inconsistent with shot noise. This result is demonstrated with exact and numerical evaluation of the model flux distribution function and dependence of flux standard deviation on mean flux (here and in the literature called the rms-flux relation). These models can: (1) exhibit normal, log-normal or other flux distributions; (2) show linear or slightly non-linear rms-mean flux dependencies; as well as (3) match arbitrary second order statistics of the time series data. Accordingly the above assertions cannot be made on the basis of statistical time series analysis alone. Also idscussed are ambiguities in the meaning of terms relevant to this study – linear, stationary and multiplicative – and functions that can transform observed fluxes to a normal distribution as well or better than the logarithm.

Jeffrey D Scargle↗

Adventures in Modern Time Series Analysis: From the Sun to the Crab Nebula and Beyond

With the generation of long, precise, and finely sampled time series the Age of Digital Astronomy is uncovering and elucidating energetic dynamical processes throughout the Universe. Fulfilling these opportunities requires data effective analysis techniques rapidly and automatically implementing advanced concepts. The Time Series Explorer, under development in collaboration with Tom Loredo, provides tools ranging from simple but optimal histograms to time and frequency domain analysis for arbitrary data modes with any time sampling. Much of this development owes its existence to Joe Bredekamp and the encouragement he provided over several decades. Sample results for solar chromospheric activity, gamma-ray activity in the Crab Nebula, active galactic nuclei and gamma-ray bursts will be displayed.

solar chromospheric activity↗

Examination of time series through randomly broken windows

In order to determine the Fourier transform of a quasi-periodic time series (linear problem), or the power spectrum of a stationary random time series (quadratic problem), data should be recorded without interruption over a long time interval. The effect of regular interruption such as the day/night cycle is well known. The effect of irregular interruption of data collection (the "breaking" of the window function) with the simplifying assumption that there is a uniform probability p that each interval of length tau, of the total interval of length T = N sub tau, yields no data, is investigated. For the linear case it is found that the noise-to-signal ratio will have a (one-sigma) value less than epsilon if N exceeds p(-1)(1-p)epsilon(-2). For the quadratic case, the same requirement is met by the less restrictive requirement that N exceed p(-1)(1-p)epsilon(-1).

Sturrock, P. A.↗

Generation of artificial helioseismic time-series

We present an outline of an algorithm to generate artificial helioseismic time-series, taking into account as much as possible of the knowledge we have on solar oscillations. The hope is that it will be possible to find the causes of some of the systematic errors in analysis algorithms by testing them with such artificial time-series.

Schou, J.↗