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At least 91 records · Page 5

Change-point Detection and Image Segmentation for Time Series of Astrophysical Images

Many astrophysical phenomena are time-varying, in the sense that their intensity, energy spectrum, and/or the spatial distribution of the emission suddenly change. This paper develops a method for modeling a time series of images. Under the assumption that the arrival times of the photons follow a Poisson process, the data are binned into 4D grids of voxels (time, energy band, and x-y coordinates), and viewed as a time series of non-homogeneous Poisson images. The method assumes that at each time point, the corresponding multiband image stack is an unknown 3D piecewise constant function including Poisson noise. It also assumes that all image stacks between any two adjacent change points (in time domain) share the same unknown piecewise constant function. The proposed method is designed to estimate the number and the locations of all of the change points (in time domain), as well as all of the unknown piecewise constant functions between any pairs of the change points. The method applies the minimum description length principle to perform this task. A practical algorithm is also developed to solve the corresponding complicated optimization problem. Simulation experiments and applications to real data sets show that the proposed method enjoys very promising empirical properties. Applications to two real data sets, the XMM observation of a flaring star and an emerging solar coronal loop, illustrate the usage of the proposed method and the scientific insight gained from it.

79 ASTRONOMY AND ASTROPHYSICS↗

Mapping Impervious Surface Expansion using Medium-resolution Satellite Image Time Series: A Case Study in the Yangtze River Delta, China

Cities have been expanding rapidly worldwide, especially over the past few decades. Mapping the dynamic expansion of impervious surface in both space and time is essential for an improved understanding of the urbanization process, land-cover and land-use change, and their impacts on the environment. Landsat and other medium-resolution satellites provide the necessary spatial details and temporal frequency for mapping impervious surface expansion over the past four decades. Since the US Geological Survey opened the historical record of the Landsat image archive for free access in 2008, the decades-old bottleneck of data limitation has gone. Remote-sensing scientists are now rich with data, and the challenge is how to make best use of this precious resource. In this article, we develop an efficient algorithm to map the continuous expansion of impervious surface using a time series of four decades of medium-resolution satellite images. The algorithm is based on a supervised classification of the time-series image stack using a decision tree. Each imerpervious class represents urbanization starting in a different image. The algorithm also allows us to remove inconsistent training samples because impervious expansion is not reversible during the study period. The objective is to extract a time series of complete and consistent impervious surface maps from a corresponding times series of images collected from multiple sensors, and with a minimal amount of image preprocessing effort. The approach was tested in the lower Yangtze River Delta region, one of the fastest urban growth areas in China. Results from nearly four decades of medium-resolution satellite data from the Landsat Multispectral Scanner (MSS), Thematic Mapper (TM), Enhanced Thematic Mapper plus (ETM+) and China-Brazil Earth Resources Satellite (CBERS) show a consistent urbanization process that is consistent with economic development plans and policies. The time-series impervious spatial extent maps derived from this study agree well with an existing urban extent polygon data set that was previously developed independently. The overall mapping accuracy was estimated at about 92.5% with 3% commission error and 12% omission error for the impervious type from all images regardless of image quality and initial spatial resolution.

Gao, Feng↗

Algorithm for Compressing Time-Series Data

An algorithm based on Chebyshev polynomials effects lossy compression of time-series data or other one-dimensional data streams (e.g., spectral data) that are arranged in blocks for sequential transmission. The algorithm was developed for use in transmitting data from spacecraft scientific instruments to Earth stations. In spite of its lossy nature, the algorithm preserves the information needed for scientific analysis. The algorithm is computationally simple, yet compresses data streams by factors much greater than two. The algorithm is not restricted to spacecraft or scientific uses: it is applicable to time-series data in general. The algorithm can also be applied to general multidimensional data that have been converted to time-series data, a typical example being image data acquired by raster scanning. However, unlike most prior image-data-compression algorithms, this algorithm neither depends on nor exploits the two-dimensional spatial correlations that are generally present in images. In order to understand the essence of this compression algorithm, it is necessary to understand that the net effect of this algorithm and the associated decompression algorithm is to approximate the original stream of data as a sequence of finite series of Chebyshev polynomials. For the purpose of this algorithm, a block of data or interval of time for which a Chebyshev polynomial series is fitted to the original data is denoted a fitting interval. Chebyshev approximation has two properties that make it particularly effective for compressing serial data streams with minimal loss of scientific information: The errors associated with a Chebyshev approximation are nearly uniformly distributed over the fitting interval (this is known in the art as the "equal error property"); and the maximum deviations of the fitted Chebyshev polynomial from the original data have the smallest possible values (this is known in the art as the "min-max property").

Hawkins, S. Edward, III↗

Database of pharmacokinetic time-series data and parameters for 144 environmental chemicals

Time courses of compound concentrations in plasma are used in chemical safety analysis to evaluate the relationship between external administered doses and internal tissue exposures. This type of experimental data is rarely available for the thousands of non-pharmaceutical chemicals to which people may potentially be unknowingly exposed but is necessary to properly assess the risk of such exposures. In vitro assays and in silico models are often used to craft an understanding of a chemical’s pharmacokinetics; however, the certainty of the quantitative application of these estimates for chemical safety evaluations cannot be determined without in vivo data for external validation. To address this need, we present a public database of chemical time-series concentration data from 567 studies in humans or test animals for 144 environmentally-relevant chemicals and their metabolites (187 analytes total). All major administration routes are incorporated, with concentrations measured in blood/plasma, tissues, and excreta. We also include calculated pharmacokinetic parameters for some studies, and a bibliography of additional source documents to support future extraction of time-series. In addition to pharmacokinetic model calibration and validation, these data may be used for analyses of diferential chemical distribution across chemicals, species, doses, or routes, and for meta-analyses on pharmacokinetic studies.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

A procedure of multiple period searching in unequally spaced time-series with the Lomb-Scargle method

Periodogram analysis of unequally spaced time-series, as part of many biological rhythm investigations, is complicated. The mathematical framework is scattered over the literature, and the interpretation of results is often debatable. In this paper, we show that the Lomb-Scargle method is the appropriate tool for periodogram analysis of unequally spaced data. A unique procedure of multiple period searching is derived, facilitating the assessment of the various rhythms that may be present in a time-series. All relevant mathematical and statistical aspects are considered in detail, and much attention is given to the correct interpretation of results. The use of the procedure is illustrated by examples, and problems that may be encountered are discussed. It is argued that, when following the procedure of multiple period searching, we can even benefit from the unequal spacing of a time-series in biological rhythm research.

NASA Discipline Space Human Factors↗

Introduction to Time Series Analysis

The field of time series analysis is explored from its logical foundations to the most modern data analysis techniques. The presentation is developed, as far as possible, for continuous data, so that the inevitable use of discrete mathematics is postponed until the reader has gained some familiarity with the concepts. The monograph seeks to provide the reader with both the theoretical overview and the practical details necessary to correctly apply the full range of these powerful techniques. In addition, the last chapter introduces many specialized areas where research is currently in progress.

Hardin, J. C.↗

Measurement of Surface Deformation Related to the December 2018 Mt. Etna Eruption Using Time-Series Interferometry and Magma Modeling for Hazard Zone Mapping

Mount Etna has erupted several times since it was first formed. Recently, Mount Etna began erupting again over 24–27 December 2018. Because it erupts frequently, Mount Etna should be observed on a frequent basis. From June 2018 to October 2019, 34 and 56 interferometric synthetic aperture radar (InSAR) images were acquired from the ascending and descending tracks of the Sentinel-1 satellite, respectively. We employed the Stanford Method for Persistent Scatterers (StaMPS) and a refined small baseline subset (SBAS) InSAR method to produce a surface deformation time-series map. In the time-series analysis, the phase signal remained unaltered with time. The Okada model was then applied to the result to generate a modeled interferogram, and the Q-LavHA program was run to generate a lava flow prediction model. A direct comparison of the results showed that Persistent Scatterers Interferometry (PSI)-StaMPS and the refined SBAS technique were comparable in terms of the displacement pattern, with slightly different velocity values obtained for individual points. In particular, a velocity range of −25 to 21 cm/yr was obtained from PSI-StaMPS, whereas a range of −30 to 25 cm/yr was obtained from the refined SBAS method. Upon computation of the vertical and east-west displacement components based on ascending and descending track data using both methods, deformation velocities of 51.5 and 52.5 cm/yr in the westerly direction on the western flank of Mount Etna were obtained from PSI-StaMPS and the refined SBAS method, respectively, whereas on the eastern flank, deformation toward the east was estimated to occur at a velocity of 50.1 or 54.2 cm/yr, respectively. PSIStaMPS estimated a vertical deformation velocity of −5.3 to 18.3 cm/yr, whereas the refined SBAS method produced a velocity range of approximately −7 to 19 cm/yr. The interferogram obtained via Okada modeling showed two fault sources in the 2018 Mount Etna eruption and a total volume change of approximately 12.39 × 10 6 m 3 . From the modeling results, a lava flow prediction model was generated using the Q-LavHA program. The approaches described in this study can be used by government officials, authorities, and other decision-makers to monitor and assess the risk of volcanic activity in the region.

Suci Ramayanti↗

Progress Report on the Airborne Composition Standard Variable Name and Time Series Working Groups of the 2017 ESDSWG

The role of NASA's Earth Science Data Systems Working Groups (ESDSWG) is to make recommendations relevant to NASA's Earth science data systems from users' experiences and community insight. Each group works independently, focusing on a unique topic. Progress of two of the 2017 Working Groups will be presented. In a single airborne field campaign, there can be several different instruments and techniques that measure the same parameter on one or more aircraft platforms. Many of these same parameters are measured during different airborne campaigns using similar or different instruments and techniques. The Airborne Composition Standard Variable Name Working Group is working to create a list of variable standard names that can be used across all airborne field campaigns in order to assist in the transition to the ICARTT Version 2.0 file format. The overall goal is to enhance the usability of ICARTT files and the search ability of airborne field campaign data. The Time Series Working Group (TSWG) is a continuation of the 2015 and 2016 Time Series Working Groups. In 2015, we started TSWG with the intention of exploring the new OGC (Open Geospatial Consortium) WaterML 2 standards as a means for encoding point-based time series data from NASA satellites. In this working group, we realized that WaterML 2 might not be the best solution for this type of data, for a number of reasons. Our discussion with experts from other agencies, who have worked on similar issues, identified several challenges that we would need to address. As a result, we made the recommendation to study the new TimeseriesML 1.0 standard of OGC as a potential NASA time series standard. The 2016 TSWG examined closely the TimeseriesML 1.0 and, in coordination with the OGC TimeseriesML Standards Working Group, identified certain gaps in TimeseriesML 1.0 that would need to be addressed for the standard to be applicable to NASA time series data. An engineering report was drafted based on the OGC Engineering Report template, describing recommended changes to TimeseriesML 1.0, in the form of use cases. In 2017, we are conducting interoperability experiments to implement the use cases and demonstrate the feasibility and suitability of these modifications for NASA and related user communities. The results will be incorporated into the existing draft engineering report.

OGC (Open Geospatial Consortium) WaterML 2 standar↗

Improvement of the TOPEX and Jason Orbit Time Series: Precision Orbit Determination, Calibration, Validation and Improvement Through the Combined Reduction and Analysis of GPS, SLR, DORIS and Altimeter Data

Orbit error is a major component in the overall error budget of all altimeter satellite missions. Jason-I is no exception and a 1 cm radial orbit accuracy goal has been set, which represents a factor of two improvement over what is currently being achieved for TOPEX/Poseidon (TP). Our current analysis suggests this goal has been met and even improved upon, but the challenge is to be able to continually achieve this high accuracy, verify the performance and characterize and quantify the remaining errors over the lifetime of the mission. The computation, verification and error characterization of such high accuracy orbits requires the reduction and analysis of all available tracking data (GPS, SLR, DORIS and altimeter). Current analysis also indicates the history of TP orbits can be further improved employing new solution strategies developed and tested on Jason-I. Our research focuses on the calibration, validation and improvement of orbit accuracies using all available tracking data including altimetry. We will compute and distribute well centered Jason orbits with an accuracy of better than 1-cm in the radial component. In addition to the orbits themselves, a characterization of the orbit error will be distributed and accumulated as a time series of orbit performance metrics to track anomalies and trends. The long time series of orbit error characterization will enable a better understanding of the remaining orbit errors and its impact on the altimeter data analysis. As part of this research effort we are also significantly improving the current level of TP orbit accuracy, re-computing new high-accuracy TP orbits from the beginning of the TP mission and continuing into the future (as long as TP is healthy). Our funded research effort will result in a complete and consistent time series of improved orbits for both TP and Jason, significantly benefiting the long time series of altimeter data analysis and the TP/Jason dual mission. The resultant high accuracy orbits and the characterization of their error will allow further improvements to the accuracy and overall quality of the altimeter measurement time series making possible further strides in radar altimeter remote sensing.

Luthcke, Scott B.↗

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 time series data shifts. In this research, a changepoint detection (CPD) algorithm that automatically detects 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 across the labeled data sets. Pending approval, we plan to release the labeled data sets for this research on NREL's DuraMAT Data Hub, and the associated algorithm in the Python PVAnalytics package. By supplying the training sets and algorithm, we hope to encourage further development in this research space.

data shift↗

Long-term missing value imputation for time series data using deep neural networks

We present an approach that uses a deep learning model, in particular, a MultiLayer Perceptron, for estimating the missing values of a variable in multivariate time series data. We focus on filling a long continuous gap (e.g., multiple months of missing daily observations) rather than on individual randomly missing observations. Our proposed gap filling algorithm uses an automated method for determining the optimal MLP model architecture, thus allowing for optimal prediction performance for the given time series. We tested our approach by filling gaps of various lengths (three months to three years) in three environmental datasets with different time series characteristics, namely daily groundwater levels, daily soil moisture, and hourly Net Ecosystem Exchange. We compared the accuracy of the gap-filled values obtained with our approach to the widely used R-based time series gap filling methods ImputeTS and mtsdi. The results indicate that using an MLP for filling a large gap leads to better results, especially when the data behave nonlinearly. Thus, our approach enables the use of datasets that have a large gap in one variable, which is common in many long-term environmental monitoring observations.

97 MATHEMATICS AND COMPUTING↗

Graph-Augmented Normalizing Flows for Anomaly Detection of Multiple Time Series

Anomaly detection is a widely studied task for a broad variety of data types; among them, multiple time series appear frequently in applications, including for example, power grids and traffic networks. Detecting anomalies for multiple time series, however, is a challenging subject, owing to the intricate interdependencies among the constituent series. We hypothesize that anomalies occur in low density regions of a distribution and explore the use of normalizing flows for unsupervised anomaly detection, because of their superior quality in density estimation. Moreover, we propose a novel flow model by imposing a Bayesian network among constituent series. A Bayesian network is a directed acyclic graph (DAG) that models causal relationships; it factorizes the joint probability of the series into the product of easy-to-evaluate conditional probabilities. We call such a graph-augmented normalizing flow approach GANF and propose joint estimation of the DAG with flow parameters. We conduct extensive experiments on real-world datasets and demonstrate the effectiveness of GANF for density estimation, anomaly detection, and identification of time series distribution drift.

Dai, Enyan↗

HAPI: An API Standard for Accessing Heliophysics Time Series Data

Heliophysics data analysis often involves combining diverse science measurements, many of them captured as time series. Although there are now only a few commonly used data file formats, the diversity in mechanisms for automated access to and aggregation of such data holdings can make analysis that requires intercomparison of data from multiple data providers difficult. The Heliophysics Application Programmer's Interface (HAPI) is a recently developed standard for accessing distributed time series data to increase interoperability. The HAPI specification is based on the common elements of existing data services, and it standardizes the two main parts of a data service: the request interface and the response data structures. The interface is based on the REpresentational State Transfer (REST) or RESTful architecture style, and the HAPI specification defines five required REST endpoints. Data are returned via a streaming format that hides file boundaries; the metadata is detailed enough for the content to be scientifically useful, e.g., plotted with appropriate axes layout, units, and labels. Multiple mature HAPI-related open-source projects offer server-side implementation tools and client-side libraries for reading HAPI data in multiple languages (IDL, Java, MATLAB, and Python). Multiple data providers in the US and Europe have added HAPI access alongside their existing interfaces. Based on this experience, data can be served via HAPI with little or no information loss compared to similar existing web interfaces. Finally, HAPI has been recommended as a COSPAR standard for time series data delivery.

Robert S. Weigel↗

Estimations of the Global Distribution and Time Series of UV Noontime Irradiance (305, 310, 324, 380 nm, and Erythemal) from TOMS and SeaWiFS Data

The amount of UV irradiance reaching the Earth's surface is estimated from the measured cloud reflectivity, ozone, aerosol amounts, and surface reflectivity time series from 1980 to 1992 and 1997 to 2000 to estimate changes that have occurred over a 21-year period. Recent analysis of the TOMS data shows that there has been an apparent increase in reflectivity (decrease in W) in the Southern Hemisphere that is related to a calibration error in EP-TOMS. Data from the well-calibrated SeaWiFS satellite instrument have been used to correct the EP-TOMS reflectivity and UV time series. After correction, some of the local trend features seen in the N7 time series (1980 to 1992) have been continued in the combined time series, but the overall zonal average and global trends have changed. In addition to correcting the EP-TOMS radiance calibration, the use of SeaWiFS cloud data permits estimation of UV irradiance at higher spatial resolution (1 to 4 km) than is available from TOMS (100 km) under the assumption that ozone is slowly varying over a scale of 100 km. The key results include a continuing decrease in cloud cover over Europe and North America with a corresponding increase in UV and a decrease in UV irradiance near Antarctica.

Herman, J.↗

JWST Noise Floor. I. Random Error Sources in JWST NIRCam Time Series

James Webb Space Telescope (JWST) transmission and emission spectra will provide invaluable glimpses of transiting exoplanet atmospheres, including possible biosignatures. This promising science from JWST, however, will require exquisite precision and understanding of systematic errors that can impact the time series of planets crossing in front of and behind their host stars. Here, we provide estimates of the random noise sources affecting JWST Near-Infrared Camera (NIRCam) time-series data on the integration-to-integration level. We find that 1/f noise can limit the precision of grism time series for two groups (230–1000 ppm depending on the extraction method and extraction parameters), but will average down like the square root of N frames/reads. The current NIRCam grism time-series mode is especially affected by 1/f noise because its GRISMR dispersion direction is parallel to the detector fast-read direction, but could be alleviated in the GRISMC direction. Care should be taken to include as many frames as possible per visit to reduce this 1/f noise source: thus, we recommend the smallest detector subarray sizes one can tolerate, four output channels, and readout modes that minimize the number of skipped frames (RAPID or BRIGHT2). We also describe a covariance-weighting scheme that can significantly lower the contributions from 1/f noise as compared to sum extraction. We evaluate the noise introduced by pre-amplifier offsets, random telegraph noise, and high dark current resistor capacitor (RC) pixels and find that these are correctable below 10 ppm once background subtraction and pixel masking are performed. We explore systematic error sources in a companion paper.

79 ASTRONOMY AND ASTROPHYSICS↗

JWST Noise Floor. I. Random Error Sources in JWST NIRCam Time Series

James Webb Space Telescope (JWST) transmission and emission spectra will provide invaluable glimpses of transiting exoplanet atmospheres, including possible biosignatures. This promising science from JWST, however, will require exquisite precision and understanding of systematic errors that can impact the time series of planets crossing in front of and behind their host stars. Here, we provide estimates of the random noise sources affecting JWST Near-Infrared Camera (NIRCam) time-series data on the integration-to-integration level. We find that 1/ f noise can limit the precision of grism time series for two groups (230–1000 ppm depending on the extraction method and extraction parameters) but will average down like the square root of N frames/reads. The current NIRCam grism time-series mode is especially affected by 1/ f noise because its GRISMR dispersion direction is parallel to the detector fast-read direction, but could be alleviated in the GRISMC direction. Care should be taken to include as many frames as possible per visit to reduce this 1/ f noise source: thus, we recommend the smallest detector subarray sizes one can tolerate, four output channels, and readout modes that minimize the number of skipped frames (RAPID or BRIGHT2). We also describe a covariance-weighting scheme that can significantly lower the contributions from 1/ f noise as compared to sum extraction. We evaluate the noise introduced by preamplifier offsets, random telegraph noise, and high dark current resistor capacitor (RC) pixels and find that these are correctable below 10 ppm once background subtraction and pixel masking are performed. We explore systematic error sources in a companion paper.

Exoplanet atmospheres↗